CAC · Expected Move
Camden National Corporation
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).
CAC straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current CAC Expected Move
30-Day Straddle
$4.88
7-Day Straddle
$4.88
30-Day ATM IV
30.6%
IV Rank
31%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $4.88 | $4.88 | 30.6% | 31% |
| 20261021 | $5.28 | $5.28 | 36.7% | 59% |
| 20261020 | $5.58 | $5.58 | 36.7% | 60% |
| 20261019 | $5.28 | $5.28 | 38.1% | 66% |
| 20261016 | $5.12 | $3.35 | 34.9% | 51% |
| 20261015 | $5.28 | $3.30 | 38.0% | 66% |
| 20261014 | $5.38 | $0.85 | 38.0% | 66% |
| 20261013 | $5.17 | $1.23 | 36.3% | 58% |
| 20261012 | $5.05 | $1.40 | 35.9% | 56% |
| 20261009 | $4.65 | $1.40 | 30.8% | 32% |
| 20261008 | $5.05 | $1.97 | 30.2% | 30% |
| 20261007 | $4.65 | $1.85 | 28.5% | 21% |
| 20261006 | $4.85 | $2.45 | 30.4% | 31% |
| 20261005 | $5.78 | $2.57 | 33.0% | 43% |
| 20261002 | $2.80 | $2.80 | 32.6% | 40% |
| 20261001 | $2.38 | $2.38 | 30.0% | 28% |
| 20260930 | $1.97 | $1.97 | 28.1% | 20% |
| 20260929 | $2.65 | $2.65 | 28.9% | 23% |
| 20260928 | $3.30 | $3.30 | 28.7% | 22% |
| 20260925 | $4.70 | $4.70 | 28.3% | 21% |
| 20260924 | $3.42 | $3.42 | 29.4% | 26% |
| 20260923 | $4.22 | $4.22 | 37.6% | 64% |
| 20260922 | $5.17 | $5.17 | 28.4% | 21% |
| 20260921 | $3.52 | $3.52 | 31.5% | 36% |
| 20260918 | $3.83 | $4.30 | 29.7% | 22% |
| 20260917 | $3.98 | $4.65 | 25.0% | 4% |
| 20260916 | $5.53 | $3.75 | 26.8% | 11% |
| 20260915 | $4.28 | $3.38 | 28.2% | 16% |
| 20260914 | $4.33 | $3.50 | 24.3% | 2% |
| 20260911 | $5.40 | $3.95 | 29.2% | 19% |
| 20260910 | $4.50 | $4.65 | 24.7% | 3% |
| 20260909 | $4.62 | $3.77 | 28.0% | 15% |
| 20260908 | $5.15 | $4.42 | 32.3% | 31% |
| 20260904 | $5.65 | $4.65 | 29.3% | 20% |
| 20260903 | $4.88 | $4.42 | 34.1% | 37% |
| 20260902 | $3.98 | $3.98 | 30.5% | 24% |
| 20260901 | $3.35 | $3.35 | 27.5% | 13% |
| 20260831 | $3.48 | $3.48 | 28.3% | 16% |
| 20260828 | $4.17 | $4.17 | 31.0% | 26% |
| 20260827 | $3.48 | $3.48 | 31.8% | 28% |
| 20260826 | $3.92 | $3.92 | 33.7% | 35% |
| 20260825 | $4.17 | $4.17 | 37.9% | 50% |
| 20260824 | $4.25 | $4.25 | 39.7% | 57% |
| 20260821 | $3.98 | $4.15 | 33.6% | 35% |
| 20260820 | $3.55 | $3.70 | 31.4% | 27% |
| 20260819 | $4.25 | $3.58 | 40.0% | 58% |
| 20260818 | $4.05 | $3.95 | 27.9% | 15% |
| 20260817 | $4.17 | $3.65 | 29.3% | 20% |
| 20260814 | $3.23 | $3.08 | 23.8% | 0% |
| 20260813 | $3.80 | $2.58 | 28.8% | 12% |
| 20260812 | $3.42 | $3.15 | 25.8% | 0% |
| 20260811 | $4.55 | $4.95 | 27.6% | 0% |
| 20260810 | $4.17 | $3.40 | 28.3% | 3% |
| 20260807 | — | — | 30.1% | 10% |
| 20260806 | $4.05 | $4.10 | 27.9% | 1% |
| 20260805 | $3.55 | $3.55 | 28.0% | 2% |
| 20260804 | $3.65 | $3.65 | 27.6% | 0% |
| 20260803 | $3.55 | $3.55 | 31.5% | 13% |
| 20260731 | $3.92 | $3.92 | 33.1% | 20% |
| 20260730 | $4.65 | $4.65 | 31.1% | 11% |
More on CAC
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.