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Camtek Ltd. Ordinary Shares CAMT

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Market datapartial · fetched 2026-10-22T17:34:40.369Z

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 · 2026-10-22T17:34:26.96381778Z

FundamentalsAlpha Vantage · unavailable

Share price$120.80
1D-4.1%
$120$122$123$125$1275:30 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$1.93$10.36$18.79$27.22$35.65$83.04$106.66$130.27$153.88$177.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CAMT spot · $120.80CAMT PRICE$2.84$3.79$4.61$5.72$6.87$8.15$9.60$11.42$13.01$14.78$17.10$19.66$22.35$3.38$4.49$5.68$7.53$9.11$10.68$12.66$14.61$16.78$19.41$23.84$27.78$33.22
PutsFair0.95×
CallsExpensive1.11×
SkewBullish-1.89 pp
Implied moveBearish±$22.26
TiltBearish15.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ151.7883.1%28.0%103.0878.3%17.5%
25Δ145.9783.2%24.0%106.8478.7%15.3%
30Δ139.7879.6%19.5%110.7577.1%13.0%
35Δ135.6680.2%17.0%113.9381.5%11.9%
40Δ131.6580.0%14.7%117.3481.5%10.4%
45Δ127.9080.0%12.6%120.8479.9%8.8%
50Δ124.3480.7%10.9%124.3280.1%7.6%
55Δ120.9183.2%9.5%127.7479.0%6.4%
60Δ117.4282.3%8.0%131.2777.9%5.2%
65Δ113.8481.4%6.5%135.0777.8%4.3%
70Δ110.1682.9%5.3%140.3781.5%3.5%
75Δ106.2883.3%4.3%145.3281.6%2.7%
80Δ102.3282.4%3.2%151.6582.8%2.0%

20Δ

Calls
Pseudo strike
151.78
IV
83.1%
B/E move
28.0%
Puts
Pseudo strike
103.08
IV
78.3%
B/E move
17.5%

25Δ

Calls
Pseudo strike
145.97
IV
83.2%
B/E move
24.0%
Puts
Pseudo strike
106.84
IV
78.7%
B/E move
15.3%

30Δ

Calls
Pseudo strike
139.78
IV
79.6%
B/E move
19.5%
Puts
Pseudo strike
110.75
IV
77.1%
B/E move
13.0%

35Δ

Calls
Pseudo strike
135.66
IV
80.2%
B/E move
17.0%
Puts
Pseudo strike
113.93
IV
81.5%
B/E move
11.9%

40Δ

Calls
Pseudo strike
131.65
IV
80.0%
B/E move
14.7%
Puts
Pseudo strike
117.34
IV
81.5%
B/E move
10.4%

45Δ

Calls
Pseudo strike
127.90
IV
80.0%
B/E move
12.6%
Puts
Pseudo strike
120.84
IV
79.9%
B/E move
8.8%

50Δ

Calls
Pseudo strike
124.34
IV
80.7%
B/E move
10.9%
Puts
Pseudo strike
124.32
IV
80.1%
B/E move
7.6%

55Δ

Calls
Pseudo strike
120.91
IV
83.2%
B/E move
9.5%
Puts
Pseudo strike
127.74
IV
79.0%
B/E move
6.4%

60Δ

Calls
Pseudo strike
117.42
IV
82.3%
B/E move
8.0%
Puts
Pseudo strike
131.27
IV
77.9%
B/E move
5.2%

65Δ

Calls
Pseudo strike
113.84
IV
81.4%
B/E move
6.5%
Puts
Pseudo strike
135.07
IV
77.8%
B/E move
4.3%

70Δ

Calls
Pseudo strike
110.16
IV
82.9%
B/E move
5.3%
Puts
Pseudo strike
140.37
IV
81.5%
B/E move
3.5%

75Δ

Calls
Pseudo strike
106.28
IV
83.3%
B/E move
4.3%
Puts
Pseudo strike
145.32
IV
81.6%
B/E move
2.7%

80Δ

Calls
Pseudo strike
102.32
IV
82.4%
B/E move
3.2%
Puts
Pseudo strike
151.65
IV
82.8%
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%