If you have a credit card with a chip and pin what is used as the pin?

The store near my apartment just forced me use to use chip-and-pin for credit card purchases. I was somewhat shocked to find that the pin they use (Capital One) is my damn zip code. This seems like the worst piece of information to use as the pin.

If my wallet is stolen my ID has my zip. If they find my card or it is left behind the odds are pretty good the zip will be the same the card was found in.

Is this common? Do other people also use their zip? And if they don’t use your zip what is used?

I looked on their website and don’t see the option to change it to something else like a pin of my choosing or at least the last four of my SSN.