CAMT · Expected Move

Camtek Ltd

The expected move for CAMT 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).

CAMT straddle price & implied vol

60 sessions

Bars: 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 CAMT Expected Move
30-Day Straddle
$22.60
7-Day Straddle
$22.60
30-Day ATM IV
83.0%
IV Rank
59%
Implied one-standard-deviation move through the next 30 days. Compare to CAMT'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.
CAMT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $22.60 $22.60 83.0% 59%
20261023 $22.10 $22.10 81.9% 55%
20261022 $21.80 $21.80 81.2% 53%
20261021 $22.35 $22.35 73.2% 28%
20261020 $22.75 $22.75 74.1% 31%
20261019 $21.85 $21.85 71.5% 23%
20261016 $23.70 $2.80 74.3% 32%
20261015 $23.45 $6.60 72.1% 25%
20261014 $24.50 $9.15 71.4% 22%
20261013 $26.30 $11.90 71.2% 22%
20261012 $25.85 $10.15 67.4% 10%
20261009 $28.00 $11.40 67.0% 9%
20261008 $27.35 $12.25 67.0% 9%
20261007 $28.85 $12.65 67.9% 12%
20261006 $28.60 $13.65 66.5% 7%
20261005 $31.25 $15.65 67.8% 11%
20261002 $16.35 $16.35 67.6% 11%
20261001 $15.55 $15.55 68.7% 14%
20260930 $17.05 $17.05 69.1% 15%
20260929 $17.05 $17.05 66.8% 8%
20260928 $16.50 $16.50 65.5% 4%
20260925 $18.15 $18.15 65.6% 4%
20260924 $18.75 $18.75 67.4% 10%
20260923 $19.05 $19.05 66.3% 7%
20260922 $19.95 $19.95 65.6% 4%
20260921 $20.45 $20.45 66.2% 6%
20260918 $21.15 $1.80 64.2% 0%
20260917 $21.80 $5.55 67.2% 5%
20260916 $20.90 $6.38 65.6% 0%
20260915 $21.20 $7.10 67.9% 7%
20260914 $21.55 $9.25 68.2% 8%
20260911 $24.50 $10.50 66.3% 1%
20260910 $25.05 $11.40 69.2% 11%
20260909 $26.55 $12.70 69.8% 13%
20260908 $25.90 $14.05 69.1% 11%
20260904 $27.65 $15.65 70.1% 14%
20260903 $27.15 $14.60 71.1% 17%
20260902 $15.70 $15.70 71.9% 20%
20260901 $15.85 $15.85 71.0% 17%
20260831 $16.55 $16.55 71.0% 17%
20260828 $16.10 $16.10 67.9% 7%
20260827 $20.35 $20.35 71.4% 18%
20260826 $20.55 $20.55 71.1% 17%
20260825 $21.40 $21.40 71.7% 19%
20260824 $21.70 $21.70 73.6% 25%
20260821 $22.80 $3.20 69.8% 13%
20260820 $23.50 $5.50 69.7% 12%
20260819 $25.20 $7.60 73.2% 24%
20260818 $25.15 $9.38 69.9% 13%
20260817 $28.95 $11.45 71.4% 18%
20260814 $28.60 $11.95 70.2% 14%
20260813 $31.50 $14.40 71.6% 19%
20260812 $32.30 $15.20 72.8% 23%
20260811 $30.05 $16.20 71.6% 19%
20260810 $31.55 $18.05 75.4% 31%
20260807 — — 82.8% 56%
20260806 $36.60 $24.65 92.4% 87%
20260805 $24.50 $24.50 90.4% 81%
20260804 $25.95 $25.95 91.8% 85%
20260803 $23.85 $23.85 92.4% 87%

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.