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Camden National Corporation Common Stock CAC

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-11T13:55:24.841Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T09:33:18.775154993Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:55:24.434615+00:00

Share price$58.80
1D
Price history unavailable.

Camden National Corporation Common Stock options

Live interpolated CAC call and put midpoint premiums by absolute delta.Camden National Corporation Common Stock$0.48$1.65$2.83$4.00$5.18$55.32$57.57$59.81$62.06$64.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CAC spot · $58.80CAC PRICE$0.61$0.77$0.94$1.10$1.27$1.60$2.02$2.45$2.88$3.30$3.73$4.16$4.84$1.21$1.27$1.38$1.51$1.65$1.79$1.92$2.06$2.19
Puts——
CallsExpensive1.15×
Skew——
Implied moveBullish±$3.95
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.7638.8%7.8%51.32110.2%14.8%
25Δ62.1341.0%7.0%53.8987.7%10.5%
30Δ61.5043.3%6.2%55.4374.9%8.1%
35Δ60.8645.5%5.4%56.1969.5%7.0%
40Δ60.2347.8%4.6%56.9464.0%6.0%
45Δ59.5749.3%4.0%57.7058.6%4.9%
50Δ58.9050.3%3.6%58.4653.1%3.9%
55Δ58.2351.4%3.2%59.2147.7%2.8%
60Δ57.5552.5%2.8%59.9742.2%1.7%
65Δ56.8853.6%2.4%
70Δ56.2154.6%1.9%
75Δ55.5455.7%1.5%
80Δ54.6358.0%1.1%

20Δ

Calls
Pseudo strike
62.76
IV
38.8%
B/E move
7.8%
Puts
Pseudo strike
51.32
IV
110.2%
B/E move
14.8%

25Δ

Calls
Pseudo strike
62.13
IV
41.0%
B/E move
7.0%
Puts
Pseudo strike
53.89
IV
87.7%
B/E move
10.5%

30Δ

Calls
Pseudo strike
61.50
IV
43.3%
B/E move
6.2%
Puts
Pseudo strike
55.43
IV
74.9%
B/E move
8.1%

35Δ

Calls
Pseudo strike
60.86
IV
45.5%
B/E move
5.4%
Puts
Pseudo strike
56.19
IV
69.5%
B/E move
7.0%

40Δ

Calls
Pseudo strike
60.23
IV
47.8%
B/E move
4.6%
Puts
Pseudo strike
56.94
IV
64.0%
B/E move
6.0%

45Δ

Calls
Pseudo strike
59.57
IV
49.3%
B/E move
4.0%
Puts
Pseudo strike
57.70
IV
58.6%
B/E move
4.9%

50Δ

Calls
Pseudo strike
58.90
IV
50.3%
B/E move
3.6%
Puts
Pseudo strike
58.46
IV
53.1%
B/E move
3.9%

55Δ

Calls
Pseudo strike
58.23
IV
51.4%
B/E move
3.2%
Puts
Pseudo strike
59.21
IV
47.7%
B/E move
2.8%

60Δ

Calls
Pseudo strike
57.55
IV
52.5%
B/E move
2.8%
Puts
Pseudo strike
59.97
IV
42.2%
B/E move
1.7%

65Δ

Calls
Pseudo strike
56.88
IV
53.6%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
56.21
IV
54.6%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
55.54
IV
55.7%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
54.63
IV
58.0%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend35.26%
Daily close
CAC28.4%41.2%54.1%2026-08-13: 32.20%2026-08-18: 48.32%2026-08-21: 30.14%2026-08-25: 32.23%2026-08-26: 31.67%2026-08-27: 31.89%2026-09-01: 32.44%2026-09-03: 32.24%2026-09-04: 34.73%2026-09-10: 37.09%2026-09-23: 31.49%2026-09-24: 31.84%2026-09-25: 33.95%2026-09-29: 31.69%2026-10-01: 34.91%2026-10-09: 36.53%2026-10-14: 52.32%2026-10-16: 30.93%2026-10-19: 32.70%2026-10-20: 31.35%2026-10-21: 31.46%2026-10-22: 30.27%2026-10-23: 31.66%2026-10-26: 30.92%2026-10-27: 32.20%2026-10-28: 32.22%2026-10-29: 32.49%2026-10-30: 35.26%Aug 13Sep 29Oct 30
28 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
32.20%
48.32%
30.14%
32.23%
31.67%
31.89%
32.44%
32.24%
34.73%
37.09%
31.49%
31.84%
33.95%
31.69%
34.91%
36.53%
52.32%
30.93%
32.70%
31.35%
31.46%
30.27%
31.66%
30.92%
32.20%
32.22%
32.49%
35.26%