Camden National Corporation (CAC) Volatility Skew
Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.
Camden National Corporation (CAC) operates in the Financial Services sector, specifically the Banks - Regional industry, with a market capitalization near $803.8M, listed on NASDAQ, employing roughly 586 people, carrying a beta of 0.55 to the broader market. Camden National Corporation operates as the bank holding company for Camden National Bank that provides various commercial and consumer banking products and services for consumer, institutional, municipal, non-profit, and commercial customers. Led by Simon R. Griffiths, public since 1997-10-08.
Snapshot as of May 15, 2026.
- Spot Price
- $47.36
- ATM IV
- 43.0%
- IV Skew 25Δ
- 0.009
- IV Rank
- 28.4%
- IV Percentile
- 62.7%
- Term Structure Slope
- -0.115
As of May 15, 2026, Camden National Corporation (CAC) at-the-money implied volatility is 43.0%. IV rank is 28.4% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 62.7%. The 25-delta skew is +0.009: skew is roughly flat across the 25-delta wings. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
CAC Strategy Selection at Current Volatility Levels
For Camden National Corporation options at 43.0% ATM IV, low IV rank (28.4%) favors premium-buying or long-vol structures: long calls or puts, debit spreads, calendar spreads, long straddles. The risk: low-rank regimes can persist for months while time decay eats premium-buyers alive. Pair the vol-rank read with the dealer-gamma view and the upcoming-events calendar to confirm the strategy fits both the structural regime and the path-dependent risk. The variance risk premium - the persistent gap between implied and subsequently realized vol - is positive in equity markets on average; high IV rank typically reflects a stretch where the premium is wider than usual.
Learn how volatility skew is reported and how to read the data →
Frequently asked CAC volatility skew questions
- What is the current CAC ATM implied volatility?
- As of May 15, 2026, Camden National Corporation (CAC) at-the-money implied volatility is 43.0%. IV rank is 28.4% on a 0-100% scale anchored to the 1-year IV range. ATM IV is the volatility input that makes a Black-Scholes-equivalent model reproduce the listed at-the-money option prices.
- Is CAC IV high or low historically?
- IV is subdued relative to its 1-year history, conditions that typically favor premium-buying strategies (long calls, long puts, debit spreads, calendar spreads).
- What does CAC volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. Camden National Corporation skew is roughly flat across the 25-delta wings. Skew matters for risk-defined strategy selection: when downside puts are rich, put-credit spreads capture more premium; when upside calls are rich, call-credit spreads or covered-call writes harvest more.