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Camden National Corporation Common Stock CAC

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Market datapartial · fetched 2026-11-04T00:23:37.523Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T21:00:03.440714369Z

FundamentalsAlpha Vantage · unavailable

Share price$58.08
1D
Price history unavailable.

Camden National Corporation Common Stock options

Live interpolated CAC call and put midpoint premiums by absolute delta.Camden National Corporation Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECAC PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend35.26%
Daily close
CAC28.4%41.2%54.1%2026-08-05: 31.29%2026-08-06: 32.46%2026-08-07: 34.05%2026-08-12: 32.58%2026-08-13: 32.20%2026-08-18: 48.32%2026-08-21: 30.14%2026-08-25: 32.23%2026-08-26: 31.67%2026-08-27: 31.89%2026-09-01: 32.44%2026-09-03: 32.24%2026-09-04: 34.73%2026-09-10: 37.09%2026-09-23: 31.49%2026-09-24: 31.84%2026-09-25: 33.95%2026-09-29: 31.69%2026-10-01: 34.91%2026-10-09: 36.53%2026-10-14: 52.32%2026-10-16: 30.93%2026-10-19: 32.70%2026-10-20: 31.35%2026-10-21: 31.46%2026-10-22: 30.27%2026-10-23: 31.66%2026-10-26: 30.92%2026-10-27: 32.20%2026-10-28: 32.22%2026-10-29: 32.49%2026-10-30: 35.26%Aug 5Sep 24Oct 30
32 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
31.29%
32.46%
34.05%
32.58%
32.20%
48.32%
30.14%
32.23%
31.67%
31.89%
32.44%
32.24%
34.73%
37.09%
31.49%
31.84%
33.95%
31.69%
34.91%
36.53%
52.32%
30.93%
32.70%
31.35%
31.46%
30.27%
31.66%
30.92%
32.20%
32.22%
32.49%
35.26%