Share price$58.00
1D+2.1%
Sold putSold call
Camden National Corporation Common Stock CAC
i
Market datapartial · fetched 2026-10-22T17:07:15.987Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T16:57:06.621787694Z
FundamentalsAlpha Vantage · unavailable
Camden National Corporation Common Stock options
PutsExpensive1.38×
CallsExpensive1.14×
SkewBullish-3.38 pp
Implied moveBearish±$4.70
TiltBearish19.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 82.25 | 120.4% | 45.1% | 46.43 | 116.7% | 24.2% |
| 25Δ | 77.07 | 117.5% | 37.1% | 50.54 | 90.0% | 17.1% |
| 30Δ | 68.83 | 89.8% | 22.9% | 53.86 | 59.9% | 10.5% |
| 35Δ | 63.94 | 66.0% | 14.1% | 55.54 | 47.5% | 7.6% |
| 40Δ | 59.95 | 34.3% | 6.0% | 56.36 | 44.4% | 6.5% |
| 45Δ | 59.29 | 33.5% | 5.4% | 57.18 | 41.4% | 5.5% |
| 50Δ | 58.62 | 32.7% | 4.8% | 58.00 | 38.3% | 4.4% |
| 55Δ | 57.96 | 31.8% | 4.1% | 58.82 | 35.2% | 3.4% |
| 60Δ | 57.30 | 31.0% | 3.5% | 59.64 | 32.2% | 2.3% |
| 65Δ | 56.63 | 30.2% | 2.9% | 60.76 | 32.6% | 1.7% |
| 70Δ | 55.97 | 29.3% | 2.3% | 62.11 | 35.7% | 1.4% |
| 75Δ | 55.31 | 28.5% | 1.7% | 63.47 | 38.9% | 1.2% |
| 80Δ | 64.82 | 42.0% | 0.9% | |||
20Δ
- Pseudo strike
- 82.25
- IV
- 120.4%
- B/E move
- 45.1%
- Pseudo strike
- 46.43
- IV
- 116.7%
- B/E move
- 24.2%
25Δ
- Pseudo strike
- 77.07
- IV
- 117.5%
- B/E move
- 37.1%
- Pseudo strike
- 50.54
- IV
- 90.0%
- B/E move
- 17.1%
30Δ
- Pseudo strike
- 68.83
- IV
- 89.8%
- B/E move
- 22.9%
- Pseudo strike
- 53.86
- IV
- 59.9%
- B/E move
- 10.5%
35Δ
- Pseudo strike
- 63.94
- IV
- 66.0%
- B/E move
- 14.1%
- Pseudo strike
- 55.54
- IV
- 47.5%
- B/E move
- 7.6%
40Δ
- Pseudo strike
- 59.95
- IV
- 34.3%
- B/E move
- 6.0%
- Pseudo strike
- 56.36
- IV
- 44.4%
- B/E move
- 6.5%
45Δ
- Pseudo strike
- 59.29
- IV
- 33.5%
- B/E move
- 5.4%
- Pseudo strike
- 57.18
- IV
- 41.4%
- B/E move
- 5.5%
50Δ
- Pseudo strike
- 58.62
- IV
- 32.7%
- B/E move
- 4.8%
- Pseudo strike
- 58.00
- IV
- 38.3%
- B/E move
- 4.4%
55Δ
- Pseudo strike
- 57.96
- IV
- 31.8%
- B/E move
- 4.1%
- Pseudo strike
- 58.82
- IV
- 35.2%
- B/E move
- 3.4%
60Δ
- Pseudo strike
- 57.30
- IV
- 31.0%
- B/E move
- 3.5%
- Pseudo strike
- 59.64
- IV
- 32.2%
- B/E move
- 2.3%
65Δ
- Pseudo strike
- 56.63
- IV
- 30.2%
- B/E move
- 2.9%
- Pseudo strike
- 60.76
- IV
- 32.6%
- B/E move
- 1.7%
70Δ
- Pseudo strike
- 55.97
- IV
- 29.3%
- B/E move
- 2.3%
- Pseudo strike
- 62.11
- IV
- 35.7%
- B/E move
- 1.4%
75Δ
- Pseudo strike
- 55.31
- IV
- 28.5%
- B/E move
- 1.7%
- Pseudo strike
- 63.47
- IV
- 38.9%
- B/E move
- 1.2%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 64.82
- IV
- 42.0%
- B/E move
- 0.9%
Options history
Table
| Date | IV |
|---|---|
| 31.35% | |
| 31.57% |