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Camden Property Trust CPT

i

Market dataready · fetched 2026-11-11T14:06:21.480Z

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 · 2026-11-11T00:00:00.002478268Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:06:21.366755+00:00

Share price$99.89
1D-0.7%
AH$99.37$99.77$100.18$100.58$100.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCPT
Sold putSold callAH

Camden Property Trust options

Live interpolated CPT call and put midpoint premiums by absolute delta.Camden Property Trust$0.72$1.95$3.18$4.41$5.63$91.87$95.78$99.69$103.60$107.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CPT spot · $99.89CPT PRICE$0.86$1.11$1.27$1.34$1.42$1.49$1.57$2.12$2.76$3.39$4.02$4.65$5.28$1.01$1.08$1.15$1.22$1.29$1.40$1.85$2.30$2.76$3.21$3.67$4.12
Puts——
CallsExpensive1.09×
Skew——
Implied moveBullish±$2.96
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ106.7144.2%7.7%
25Δ105.5446.6%6.8%95.4343.6%5.5%
30Δ104.4245.1%5.8%96.3639.1%4.6%
35Δ103.3540.3%4.8%97.3034.6%3.7%
40Δ102.2835.5%3.8%98.2330.0%2.9%
45Δ101.2130.7%2.8%99.1625.5%2.0%
50Δ100.1425.9%1.8%100.0621.5%1.2%
55Δ99.3126.8%1.5%100.6621.6%1.1%
60Δ98.5128.6%1.4%101.2621.8%0.9%
65Δ97.7230.4%1.2%101.8521.9%0.8%
70Δ96.9332.2%1.1%102.4522.0%0.7%
75Δ96.1334.0%0.9%103.0522.2%0.5%
80Δ95.3435.8%0.7%103.6522.3%0.4%

20Δ

Calls
Pseudo strike
106.71
IV
44.2%
B/E move
7.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
105.54
IV
46.6%
B/E move
6.8%
Puts
Pseudo strike
95.43
IV
43.6%
B/E move
5.5%

30Δ

Calls
Pseudo strike
104.42
IV
45.1%
B/E move
5.8%
Puts
Pseudo strike
96.36
IV
39.1%
B/E move
4.6%

35Δ

Calls
Pseudo strike
103.35
IV
40.3%
B/E move
4.8%
Puts
Pseudo strike
97.30
IV
34.6%
B/E move
3.7%

40Δ

Calls
Pseudo strike
102.28
IV
35.5%
B/E move
3.8%
Puts
Pseudo strike
98.23
IV
30.0%
B/E move
2.9%

45Δ

Calls
Pseudo strike
101.21
IV
30.7%
B/E move
2.8%
Puts
Pseudo strike
99.16
IV
25.5%
B/E move
2.0%

50Δ

Calls
Pseudo strike
100.14
IV
25.9%
B/E move
1.8%
Puts
Pseudo strike
100.06
IV
21.5%
B/E move
1.2%

55Δ

Calls
Pseudo strike
99.31
IV
26.8%
B/E move
1.5%
Puts
Pseudo strike
100.66
IV
21.6%
B/E move
1.1%

60Δ

Calls
Pseudo strike
98.51
IV
28.6%
B/E move
1.4%
Puts
Pseudo strike
101.26
IV
21.8%
B/E move
0.9%

65Δ

Calls
Pseudo strike
97.72
IV
30.4%
B/E move
1.2%
Puts
Pseudo strike
101.85
IV
21.9%
B/E move
0.8%

70Δ

Calls
Pseudo strike
96.93
IV
32.2%
B/E move
1.1%
Puts
Pseudo strike
102.45
IV
22.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
96.13
IV
34.0%
B/E move
0.9%
Puts
Pseudo strike
103.05
IV
22.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
95.34
IV
35.8%
B/E move
0.7%
Puts
Pseudo strike
103.65
IV
22.3%
B/E move
0.4%

Options history

IV · four-Friday blend24.65%
Daily EOD
CPT22.9%23.8%24.8%2026-10-19: 23.31%2026-10-20: 23.06%2026-10-21: 23.02%2026-10-22: 23.05%2026-10-23: 23.54%2026-10-26: 24.29%2026-10-27: 23.97%2026-10-28: 23.52%2026-10-29: 23.83%2026-10-30: 24.65%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.31%
23.06%
23.02%
23.05%
23.54%
24.29%
23.97%
23.52%
23.83%
24.65%