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Camtek Ltd. Ordinary Shares CAMT

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Market datapartial · fetched 2026-10-22T13:59:51.644Z

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 · 2026-10-22T13:59:50.038720001Z

FundamentalsAlpha Vantage · unavailable

Share price$125.06
1D-0.4%
$123.11$124.06$125.01$125.96$126.915:30 AM6:30 AM9:00 AM1:00 PMCAMT
Sold putSold call

Camtek Ltd. Ordinary Shares options

Live interpolated CAMT call and put midpoint premiums by absolute delta.Camtek Ltd. Ordinary Shares$1.73$10.68$19.64$28.60$37.56$86.47$109.13$131.80$154.46$177.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CAMT spot · $125.06CAMT PRICE$2.69$3.60$4.52$5.33$6.42$7.76$9.07$10.38$11.82$13.50$15.44$17.93$20.80$3.55$4.94$6.32$7.33$8.78$10.83$13.05$15.21$17.66$21.15$24.63$29.40$34.97
PutsFair0.95×
CallsFair0.98×
SkewBearish+8.03 pp
Implied moveBearish±$22.12
TiltBearish21.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ153.5075.3%24.9%106.4979.6%17.7%
25Δ148.1675.4%21.4%110.1083.0%15.9%
30Δ143.4575.1%18.3%114.0582.6%13.9%
35Δ138.3471.2%14.9%117.9778.0%11.5%
40Δ134.7071.3%12.8%121.6376.2%9.8%
45Δ131.4572.6%11.3%125.0478.7%8.7%
50Δ128.1672.7%9.7%128.6979.7%7.5%
55Δ124.8471.8%8.1%132.3079.3%6.4%
60Δ121.6970.8%6.8%136.1279.0%5.3%
65Δ118.5070.3%5.5%140.6781.1%4.4%
70Δ115.2770.6%4.5%145.2781.4%3.5%
75Δ111.6871.5%3.6%151.0283.0%2.7%
80Δ107.7772.5%2.8%157.5684.0%2.0%

20Δ

Calls
Pseudo strike
153.50
IV
75.3%
B/E move
24.9%
Puts
Pseudo strike
106.49
IV
79.6%
B/E move
17.7%

25Δ

Calls
Pseudo strike
148.16
IV
75.4%
B/E move
21.4%
Puts
Pseudo strike
110.10
IV
83.0%
B/E move
15.9%

30Δ

Calls
Pseudo strike
143.45
IV
75.1%
B/E move
18.3%
Puts
Pseudo strike
114.05
IV
82.6%
B/E move
13.9%

35Δ

Calls
Pseudo strike
138.34
IV
71.2%
B/E move
14.9%
Puts
Pseudo strike
117.97
IV
78.0%
B/E move
11.5%

40Δ

Calls
Pseudo strike
134.70
IV
71.3%
B/E move
12.8%
Puts
Pseudo strike
121.63
IV
76.2%
B/E move
9.8%

45Δ

Calls
Pseudo strike
131.45
IV
72.6%
B/E move
11.3%
Puts
Pseudo strike
125.04
IV
78.7%
B/E move
8.7%

50Δ

Calls
Pseudo strike
128.16
IV
72.7%
B/E move
9.7%
Puts
Pseudo strike
128.69
IV
79.7%
B/E move
7.5%

55Δ

Calls
Pseudo strike
124.84
IV
71.8%
B/E move
8.1%
Puts
Pseudo strike
132.30
IV
79.3%
B/E move
6.4%

60Δ

Calls
Pseudo strike
121.69
IV
70.8%
B/E move
6.8%
Puts
Pseudo strike
136.12
IV
79.0%
B/E move
5.3%

65Δ

Calls
Pseudo strike
118.50
IV
70.3%
B/E move
5.5%
Puts
Pseudo strike
140.67
IV
81.1%
B/E move
4.4%

70Δ

Calls
Pseudo strike
115.27
IV
70.6%
B/E move
4.5%
Puts
Pseudo strike
145.27
IV
81.4%
B/E move
3.5%

75Δ

Calls
Pseudo strike
111.68
IV
71.5%
B/E move
3.6%
Puts
Pseudo strike
151.02
IV
83.0%
B/E move
2.7%

80Δ

Calls
Pseudo strike
107.77
IV
72.5%
B/E move
2.8%
Puts
Pseudo strike
157.56
IV
84.0%
B/E move
2.0%

Options history

CAMT67.5468.0268.502026-10-20: 68.43%2026-10-21: 67.61%Oct 20Oct 21
Table
DateIV
68.43%
67.61%