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Camtek Ltd. Ordinary Shares CAMT

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Market datapartial · fetched 2026-10-22T21:10:07.569Z

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 · 2026-10-22T20:26:01.932602044Z

FundamentalsAlpha Vantage · unavailable

Share price$119.48
1D-5.2%
AH$117$120$122$125$1275:30 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$1.86$10.62$19.38$28.14$36.90$81.67$105.66$129.65$153.65$177.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CAMT spot · $119.48CAMT PRICE$2.80$3.72$4.56$5.60$6.87$8.02$9.50$11.22$13.08$14.74$16.44$18.64$21.83$3.84$4.78$6.34$7.94$9.45$10.63$13.44$15.91$18.08$20.60$24.36$28.25$34.38
PutsFair1.01×
CallsExpensive1.10×
SkewBearish+3.64 pp
Implied moveBearish±$22.94
TiltBearish18.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ149.9883.0%27.9%99.9890.0%19.5%
25Δ144.2382.9%23.8%105.0784.0%16.1%
30Δ138.3479.6%19.6%108.6985.9%14.3%
35Δ133.8979.0%16.7%112.3786.6%12.6%
40Δ130.3581.0%14.9%116.0285.2%10.8%
45Δ126.5079.7%12.6%119.4980.6%8.9%
50Δ122.9580.5%10.9%123.4384.8%7.9%
55Δ119.5982.7%9.5%127.2185.8%6.8%
60Δ116.0783.9%8.1%130.8883.9%5.6%
65Δ112.6482.3%6.6%134.7082.6%4.5%
70Δ109.2180.0%5.2%139.5083.7%3.6%
75Δ105.6779.3%4.0%144.4383.4%2.8%
80Δ101.3981.2%3.1%151.4386.0%2.0%

20Δ

Calls
Pseudo strike
149.98
IV
83.0%
B/E move
27.9%
Puts
Pseudo strike
99.98
IV
90.0%
B/E move
19.5%

25Δ

Calls
Pseudo strike
144.23
IV
82.9%
B/E move
23.8%
Puts
Pseudo strike
105.07
IV
84.0%
B/E move
16.1%

30Δ

Calls
Pseudo strike
138.34
IV
79.6%
B/E move
19.6%
Puts
Pseudo strike
108.69
IV
85.9%
B/E move
14.3%

35Δ

Calls
Pseudo strike
133.89
IV
79.0%
B/E move
16.7%
Puts
Pseudo strike
112.37
IV
86.6%
B/E move
12.6%

40Δ

Calls
Pseudo strike
130.35
IV
81.0%
B/E move
14.9%
Puts
Pseudo strike
116.02
IV
85.2%
B/E move
10.8%

45Δ

Calls
Pseudo strike
126.50
IV
79.7%
B/E move
12.6%
Puts
Pseudo strike
119.49
IV
80.6%
B/E move
8.9%

50Δ

Calls
Pseudo strike
122.95
IV
80.5%
B/E move
10.9%
Puts
Pseudo strike
123.43
IV
84.8%
B/E move
7.9%

55Δ

Calls
Pseudo strike
119.59
IV
82.7%
B/E move
9.5%
Puts
Pseudo strike
127.21
IV
85.8%
B/E move
6.8%

60Δ

Calls
Pseudo strike
116.07
IV
83.9%
B/E move
8.1%
Puts
Pseudo strike
130.88
IV
83.9%
B/E move
5.6%

65Δ

Calls
Pseudo strike
112.64
IV
82.3%
B/E move
6.6%
Puts
Pseudo strike
134.70
IV
82.6%
B/E move
4.5%

70Δ

Calls
Pseudo strike
109.21
IV
80.0%
B/E move
5.2%
Puts
Pseudo strike
139.50
IV
83.7%
B/E move
3.6%

75Δ

Calls
Pseudo strike
105.67
IV
79.3%
B/E move
4.0%
Puts
Pseudo strike
144.43
IV
83.4%
B/E move
2.8%

80Δ

Calls
Pseudo strike
101.39
IV
81.2%
B/E move
3.1%
Puts
Pseudo strike
151.43
IV
86.0%
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%