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Camtek Ltd. Ordinary Shares CAMT

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
i

Market dataready · fetched 2026-11-12T01:48:49.456Z

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 · 2026-11-11T23:39:42.644885523Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:48:48.884718+00:00

Share price$104.77
1D-1.6%
AH$105$106$107$109$1105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCAMT
Sold putSold callAH

Camtek Ltd. Ordinary Shares options

Live interpolated CAMT call and put midpoint premiums by absolute delta.Camtek Ltd. Ordinary Shares$0.77$5.55$10.33$15.12$19.90$81.39$93.43$105.46$117.50$129.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ 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 CAMT spot · $104.77CAMT PRICE$1.49$2.02$2.61$3.26$3.94$4.87$5.80$6.93$8.30$9.78$12.03$14.76$18.52$1.29$1.67$2.06$2.58$3.10$3.62$4.18$4.85$5.52$6.19
Puts——
CallsCheap0.82×
Skew——
Implied moveBullish±$9.98
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ118.3484.0%14.4%96.4066.1%9.2%
25Δ116.0986.6%12.7%98.2764.2%7.8%
30Δ113.9488.4%11.2%100.0962.3%6.4%
35Δ111.8789.4%9.9%101.4161.7%5.7%
40Δ109.8290.6%8.6%102.7261.0%4.9%
45Δ107.9293.1%7.7%104.0460.4%4.2%
50Δ106.0395.6%6.7%105.3259.6%3.5%
55Δ104.0298.8%5.9%106.5258.4%3.0%
60Δ101.88102.7%5.2%107.7157.2%2.5%
65Δ99.65107.1%4.4%108.9155.9%2.0%
70Δ96.80115.3%3.9%
75Δ93.49125.6%3.3%
80Δ89.20140.3%2.8%

20Δ

Calls
Pseudo strike
118.34
IV
84.0%
B/E move
14.4%
Puts
Pseudo strike
96.40
IV
66.1%
B/E move
9.2%

25Δ

Calls
Pseudo strike
116.09
IV
86.6%
B/E move
12.7%
Puts
Pseudo strike
98.27
IV
64.2%
B/E move
7.8%

30Δ

Calls
Pseudo strike
113.94
IV
88.4%
B/E move
11.2%
Puts
Pseudo strike
100.09
IV
62.3%
B/E move
6.4%

35Δ

Calls
Pseudo strike
111.87
IV
89.4%
B/E move
9.9%
Puts
Pseudo strike
101.41
IV
61.7%
B/E move
5.7%

40Δ

Calls
Pseudo strike
109.82
IV
90.6%
B/E move
8.6%
Puts
Pseudo strike
102.72
IV
61.0%
B/E move
4.9%

45Δ

Calls
Pseudo strike
107.92
IV
93.1%
B/E move
7.7%
Puts
Pseudo strike
104.04
IV
60.4%
B/E move
4.2%

50Δ

Calls
Pseudo strike
106.03
IV
95.6%
B/E move
6.7%
Puts
Pseudo strike
105.32
IV
59.6%
B/E move
3.5%

55Δ

Calls
Pseudo strike
104.02
IV
98.8%
B/E move
5.9%
Puts
Pseudo strike
106.52
IV
58.4%
B/E move
3.0%

60Δ

Calls
Pseudo strike
101.88
IV
102.7%
B/E move
5.2%
Puts
Pseudo strike
107.71
IV
57.2%
B/E move
2.5%

65Δ

Calls
Pseudo strike
99.65
IV
107.1%
B/E move
4.4%
Puts
Pseudo strike
108.91
IV
55.9%
B/E move
2.0%

70Δ

Calls
Pseudo strike
96.80
IV
115.3%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
93.49
IV
125.6%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
89.20
IV
140.3%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend73.17%
Daily close
CAMT63.3%72.2%81.0%2026-08-13: 72.96%2026-08-14: 71.38%2026-08-17: 75.38%2026-08-18: 76.25%2026-08-19: 76.87%2026-08-20: 77.41%2026-08-21: 72.41%2026-08-24: 74.98%2026-08-25: 72.85%2026-08-26: 72.68%2026-08-27: 71.61%2026-08-28: 69.66%2026-08-31: 71.64%2026-09-01: 72.31%2026-09-02: 71.21%2026-09-03: 69.65%2026-09-04: 70.53%2026-09-08: 69.79%2026-09-09: 68.10%2026-09-10: 67.24%2026-09-11: 66.26%2026-09-14: 72.19%2026-09-15: 68.88%2026-09-16: 69.53%2026-09-17: 73.33%2026-09-18: 64.54%2026-09-21: 65.51%2026-09-22: 65.12%2026-09-23: 65.78%2026-09-24: 66.68%2026-09-25: 65.36%2026-09-28: 65.20%2026-09-29: 65.78%2026-09-30: 66.34%2026-10-01: 64.71%2026-10-02: 64.54%2026-10-05: 65.20%2026-10-06: 64.77%2026-10-07: 65.21%2026-10-08: 65.75%2026-10-09: 65.08%2026-10-12: 67.94%2026-10-13: 77.96%2026-10-14: 78.29%2026-10-15: 79.79%2026-10-16: 67.86%2026-10-19: 67.58%2026-10-20: 68.52%2026-10-21: 67.52%2026-10-22: 75.80%2026-10-23: 75.39%2026-10-26: 74.82%2026-10-27: 72.91%2026-10-28: 72.13%2026-10-29: 71.02%2026-10-30: 73.17%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
72.96%
71.38%
75.38%
76.25%
76.87%
77.41%
72.41%
74.98%
72.85%
72.68%
71.61%
69.66%
71.64%
72.31%
71.21%
69.65%
70.53%
69.79%
68.10%
67.24%
66.26%
72.19%
68.88%
69.53%
73.33%
64.54%
65.51%
65.12%
65.78%
66.68%
65.36%
65.20%
65.78%
66.34%
64.71%
64.54%
65.20%
64.77%
65.21%
65.75%
65.08%
67.94%
77.96%
78.29%
79.79%
67.86%
67.58%
68.52%
67.52%
75.80%
75.39%
74.82%
72.91%
72.13%
71.02%
73.17%