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
$5.65
7-Day Straddle
$4.65
Avg IV
0.5%
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
20260904 $5.65 $4.65 0.5% 0%
20260903 $4.88 $4.42 0.5% 7%
20260902 $3.98 $3.98 1.1% 86%
20260901 $3.35 $3.35 0.9% 69%
20260831 $3.48 $3.48 1.0% 74%
20260828 $4.17 $4.17 1.0% 75%
20260827 $3.48 $3.48 0.6% 21%
20260826 $3.92 $3.92 0.9% 60%
20260825 $4.17 $4.17 1.0% 72%
20260824 $4.25 $4.25 1.0% 73%
20260821 $3.98 $4.15 0.8% 48%
20260820 $3.55 $3.70 0.7% 39%
20260819 $4.25 $3.58 0.9% 65%
20260818 $4.05 $3.95 0.8% 50%
20260817 $4.17 $3.65 0.8% 43%
20260814 $3.23 $3.08 0.8% 43%
20260813 $3.80 $2.58 0.7% 33%
20260812 $3.42 $3.15 0.7% 39%
20260811 $4.55 $4.95 0.6% 17%
20260810 $4.17 $3.40 0.7% 30%
20260806 $4.05 $4.10 0.6% 24%
20260805 $3.55 $3.55 0.9% 71%
20260804 $3.65 $3.65 0.8% 45%
20260803 $3.55 $3.55 0.8% 48%
20260731 $3.92 $3.92 0.7% 39%
20260730 $4.65 $4.65 0.8% 48%
20260729 $4.33 $4.33 0.8% 53%
20260728 $4.20 $4.20 0.8% 47%
20260727 $4.50 $4.50 0.6% 20%
20260724 $4.47 $4.47 0.6% 25%
20260723 $4.72 $4.72 0.6% 23%
20260722 $4.83 $4.83 0.6% 17%
20260721 $4.33 $4.33 0.6% 15%
20260720 $4.65 $4.65 0.6% 14%
20260716 $4.08 $2.60 0.5% 8%
20260715 $4.43 $2.88 0.5% 7%
20260714 $4.45 $2.88 0.5% 10%
20260713 $4.50 $3.25 0.5% 0%
20260710 $4.62 $3.73 0.5% 2%
20260709 $5.00 $3.65 0.5% 1%
20260708 $5.33 $3.85 0.5% 0%
20260707 $5.33 $3.35 0.5% 0%
20260706 $5.20 $3.35 0.5% 0%
20260702 $3.17 $3.17 0.9% 46%
20260701 $3.30 $3.30 0.9% 44%
20260630 $5.00 $5.00 0.6% 16%
20260629 $4.95 $4.95 0.8% 42%
20260626 $4.33 $4.33 0.7% 22%
20260625 $3.65 $3.65 0.8% 32%
20260624 $3.85 $3.85 0.6% 14%
20260623 $3.75 $3.75 0.5% 2%
20260622 $4.67 $4.67 0.7% 25%
20260618 $4.60 $2.75 0.7% 21%
20260617 $5.15 $3.65 0.7% 20%
20260616 $4.78 $3.90 0.7% 21%
20260615 $4.65 $4.22 0.6% 10%
20260613 $4.47 $3.50 0.6% 13%
20260612 $5.05 $3.50 0.6% 11%
20260611 $4.62 $4.35 0.6% 6%
20260610 $5.05 $4.22 0.6% 8%