CAC (Camden National Corporation)

Expected Move & Straddle Price History

The expected move for CAC is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current CAC Expected Move
30-Day Straddle
$4.72
7-Day Straddle
$4.50
Avg IV
0.4%
IV Rank
0%
Implied one-standard-deviation move through the next 30 days. Compare to CAC's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
CAC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260609 $4.72 $4.50 0.4% 0%
20260608 $5.12 $4.10 0.6% 9%
20260605 $5.28 $4.55 0.5% 3%
20260604 $5.12 $4.00 0.6% 12%
20260603 $5.30 $3.50 0.6% 12%
20260602 $4.05 $4.05 1.1% 82%
20260601 $4.45 $4.45 1.1% 83%
20260529 $4.60 $4.60 1.1% 71%
20260528 $4.03 $4.03 1.0% 67%
20260527 $3.83 $3.83 1.1% 78%
20260526 $3.95 $3.95 0.7% 34%
20260510 $4.97 $2.80 0.7% 34%
20260508 $4.97 $2.80 0.7% 33%
20260507 $4.55 $3.02 0.8% 45%
20260506 $4.25 $2.73 0.8% 41%
20260505 $4.83 $3.27 0.8% 39%
20260504 $4.53 $3.38 0.8% 37%
20260502 $3.20 $3.20 1.1% 83%
20260501 $3.20 $3.20 1.0% 62%
20260430 $3.50 $3.50 1.1% 72%
20260429 $3.15 $3.15 1.1% 72%
20260428 $3.47 $3.47 1.0% 64%
20260427 $5.93 $5.93 0.8% 45%
20260424 $5.85 $5.85 0.9% 53%
20260423 $5.90 $5.90 0.8% 46%
20260422 $5.67 $5.67 0.9% 50%
20260421 $5.35 $5.35 0.9% 48%
20260420 $5.25 $5.25 0.9% 55%
20260417 $4.97 $2.83 0.9% 53%
20260416 $5.08 $3.00 0.8% 43%
20260415 $5.15 $2.98 0.7% 34%
20260414 $5.03 $3.08 0.8% 36%
20260413 $5.03 $3.40 0.6% 22%
20260410 $4.03 $3.38 0.6% 16%
20260409 $4.57 $3.30 0.6% 14%
20260408 $4.55 $3.50 0.6% 22%
20260407 $5.25 $3.35 0.5% 8%
20260406 $5.72 $3.55 0.6% 14%
20260402 $5.88 $4.75 0.6% 13%
20260401 $4.10 $4.10 0.9% 52%
20260331 $4.72 $4.72 0.9% 56%
20260330 $4.53 $4.53 0.9% 50%
20260327 $3.60 $3.60 0.8% 38%
20260326 $4.70 $4.70 0.8% 40%
20260325 $4.62 $4.62 0.7% 32%
20260324 $4.15 $4.15 0.8% 36%
20260323 $4.95 $4.95 0.7% 33%
20260320 $3.65 $1.45 0.7% 34%
20260319 $4.10 $2.88 0.7% 30%
20260318 $4.80 $2.70 0.7% 26%
20260317 $4.45 $2.92 0.6% 23%
20260316 $4.80 $3.10 0.7% 25%
20260313 $4.72 $3.00 0.6% 19%
20260312 $4.72 $3.52 0.6% 20%
20260311 $4.62 $3.12 0.6% 20%
20260310 $4.58 $3.25 0.6% 23%
20260309 $4.80 $4.32 0.6% 21%
20260308 $5.38 $3.75 0.6% 20%
20260306 $3.90 $3.75 0.6% 17%
20260305 $4.95 $2.95 0.5% 10%