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Camden National Corporation Common Stock CAC

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Market datapartial · fetched 2026-10-22T05:14:46.889Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T20:00:00.181500918Z

FundamentalsAlpha Vantage · unavailable

Share price$56.41
1D-0.6%
AH$56.01$56.34$56.68$57.02$57.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCAC
Sold putSold callAH

Camden National Corporation Common Stock options

Live interpolated CAC call and put midpoint premiums by absolute delta.Camden National Corporation Common Stock$1.57$2.77$3.97$5.16$6.36$47.24$52.08$56.93$61.77$66.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CAC spot · $56.41CAC PRICE$1.70$1.70$1.73$1.79$2.00$2.26$2.53$2.79$3.06$3.58$4.39$5.20$6.02$1.79$1.86$1.94$2.02$2.14$2.38$2.61$2.85$3.09$3.32$3.56$3.80$4.91
PutsExpensive1.26×
CallsExpensive1.14×
SkewBullish-6.51 pp
Implied moveBalanced±$5.14
TiltBullish3.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.34109.3%40.1%46.9490.5%20.0%
25Δ67.9379.8%23.4%50.2971.7%14.1%
30Δ63.5463.2%15.7%52.0161.8%11.2%
35Δ60.7451.7%10.8%53.7451.9%8.3%
40Δ59.3047.0%8.7%55.1744.0%6.0%
45Δ58.3544.9%7.5%55.8141.7%5.3%
50Δ57.4042.7%6.2%56.4539.3%4.5%
55Δ56.4540.6%5.0%57.1036.9%3.8%
60Δ55.5038.4%3.8%57.7434.5%3.1%
65Δ54.5037.7%3.0%58.3832.1%2.4%
70Δ53.4538.8%2.6%59.0229.8%1.7%
75Δ52.4039.9%2.1%59.6627.4%1.0%
80Δ51.3440.9%1.7%61.0328.6%0.5%

20Δ

Calls
Pseudo strike
77.34
IV
109.3%
B/E move
40.1%
Puts
Pseudo strike
46.94
IV
90.5%
B/E move
20.0%

25Δ

Calls
Pseudo strike
67.93
IV
79.8%
B/E move
23.4%
Puts
Pseudo strike
50.29
IV
71.7%
B/E move
14.1%

30Δ

Calls
Pseudo strike
63.54
IV
63.2%
B/E move
15.7%
Puts
Pseudo strike
52.01
IV
61.8%
B/E move
11.2%

35Δ

Calls
Pseudo strike
60.74
IV
51.7%
B/E move
10.8%
Puts
Pseudo strike
53.74
IV
51.9%
B/E move
8.3%

40Δ

Calls
Pseudo strike
59.30
IV
47.0%
B/E move
8.7%
Puts
Pseudo strike
55.17
IV
44.0%
B/E move
6.0%

45Δ

Calls
Pseudo strike
58.35
IV
44.9%
B/E move
7.5%
Puts
Pseudo strike
55.81
IV
41.7%
B/E move
5.3%

50Δ

Calls
Pseudo strike
57.40
IV
42.7%
B/E move
6.2%
Puts
Pseudo strike
56.45
IV
39.3%
B/E move
4.5%

55Δ

Calls
Pseudo strike
56.45
IV
40.6%
B/E move
5.0%
Puts
Pseudo strike
57.10
IV
36.9%
B/E move
3.8%

60Δ

Calls
Pseudo strike
55.50
IV
38.4%
B/E move
3.8%
Puts
Pseudo strike
57.74
IV
34.5%
B/E move
3.1%

65Δ

Calls
Pseudo strike
54.50
IV
37.7%
B/E move
3.0%
Puts
Pseudo strike
58.38
IV
32.1%
B/E move
2.4%

70Δ

Calls
Pseudo strike
53.45
IV
38.8%
B/E move
2.6%
Puts
Pseudo strike
59.02
IV
29.8%
B/E move
1.7%

75Δ

Calls
Pseudo strike
52.40
IV
39.9%
B/E move
2.1%
Puts
Pseudo strike
59.66
IV
27.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
51.34
IV
40.9%
B/E move
1.7%
Puts
Pseudo strike
61.03
IV
28.6%
B/E move
0.5%

Options history

No recorded observations