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Camden National Corporation Common Stock CAC

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Market datapartial · fetched 2026-10-22T21:30:27.662Z

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 · 2026-10-22T20:34:59.127760475Z

FundamentalsAlpha Vantage · unavailable

Share price$57.86
1D+1.8%
AH$56.05$56.59$57.14$57.68$58.225:30 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$1.52$3.18$4.85$6.51$8.18$48.77$53.51$58.25$62.99$67.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CAC spot · $57.86CAC PRICE$1.70$1.70$1.72$1.80$1.88$2.15$2.49$2.83$3.17$3.51$3.85$4.53$5.62$1.82$1.84$1.81$1.88$2.01$2.14$2.28$2.41$2.55$2.68$3.69$5.70$7.70
PutsExpensive1.22×
CallsExpensive1.05×
SkewBullish-4.82 pp
Implied moveBullish±$4.77
TiltBearish2.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.50107.3%38.6%48.2989.9%19.7%
25Δ69.1778.3%22.5%51.4870.9%14.2%
30Δ64.6160.9%14.6%53.9455.5%9.9%
35Δ62.5752.4%11.2%55.4046.9%7.5%
40Δ60.5343.9%7.9%56.1043.4%6.5%
45Δ59.4140.9%6.4%56.8139.9%5.5%
50Δ58.6139.7%5.6%57.5136.3%4.5%
55Δ57.8238.6%4.8%58.2232.8%3.5%
60Δ57.0237.4%4.0%58.9229.3%2.6%
65Δ56.2236.2%3.2%59.6325.8%1.6%
70Δ55.4235.1%2.4%60.9527.9%1.0%
75Δ54.4035.0%1.9%62.9736.1%1.0%
80Δ53.1236.1%1.5%65.0044.4%1.0%

20Δ

Calls
Pseudo strike
78.50
IV
107.3%
B/E move
38.6%
Puts
Pseudo strike
48.29
IV
89.9%
B/E move
19.7%

25Δ

Calls
Pseudo strike
69.17
IV
78.3%
B/E move
22.5%
Puts
Pseudo strike
51.48
IV
70.9%
B/E move
14.2%

30Δ

Calls
Pseudo strike
64.61
IV
60.9%
B/E move
14.6%
Puts
Pseudo strike
53.94
IV
55.5%
B/E move
9.9%

35Δ

Calls
Pseudo strike
62.57
IV
52.4%
B/E move
11.2%
Puts
Pseudo strike
55.40
IV
46.9%
B/E move
7.5%

40Δ

Calls
Pseudo strike
60.53
IV
43.9%
B/E move
7.9%
Puts
Pseudo strike
56.10
IV
43.4%
B/E move
6.5%

45Δ

Calls
Pseudo strike
59.41
IV
40.9%
B/E move
6.4%
Puts
Pseudo strike
56.81
IV
39.9%
B/E move
5.5%

50Δ

Calls
Pseudo strike
58.61
IV
39.7%
B/E move
5.6%
Puts
Pseudo strike
57.51
IV
36.3%
B/E move
4.5%

55Δ

Calls
Pseudo strike
57.82
IV
38.6%
B/E move
4.8%
Puts
Pseudo strike
58.22
IV
32.8%
B/E move
3.5%

60Δ

Calls
Pseudo strike
57.02
IV
37.4%
B/E move
4.0%
Puts
Pseudo strike
58.92
IV
29.3%
B/E move
2.6%

65Δ

Calls
Pseudo strike
56.22
IV
36.2%
B/E move
3.2%
Puts
Pseudo strike
59.63
IV
25.8%
B/E move
1.6%

70Δ

Calls
Pseudo strike
55.42
IV
35.1%
B/E move
2.4%
Puts
Pseudo strike
60.95
IV
27.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
54.40
IV
35.0%
B/E move
1.9%
Puts
Pseudo strike
62.97
IV
36.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
53.12
IV
36.1%
B/E move
1.5%
Puts
Pseudo strike
65.00
IV
44.4%
B/E move
1.0%

Options history

CAC31.3231.4631.602026-10-20: 31.35%2026-10-21: 31.57%Oct 20Oct 21
Table
DateIV
31.35%
31.57%