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Camtek Ltd CAMT 91.92 -9.54 -9.4%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 05, 2026 close · $92.84
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.0% ±$3.76 $89.08 – $96.60 $88.32 – $97.36 $84.77 – $100.91
2 sessions ±5.6% ±$5.24 $87.60 – $98.08 $86.50 – $99.18 $81.55 – $104.13
3 sessions ±7.1% ±$6.59 $86.25 – $99.43 $84.98 – $100.70 $78.81 – $106.87
1 week ±9.0% ±$8.37 $84.47 – $101.21 $82.60 – $103.08 $75.00 – $110.68
2 weeks ±12.7% ±$11.75 $81.09 – $104.59 $78.30 – $107.38 $67.76 – $117.92
3 weeks ±15.0% ±$13.95 $78.89 – $106.79 $75.49 – $110.19 $63.35 – $122.33
1 month ±17.3% ±$16.03 $76.81 – $108.87 $72.82 – $112.86 $58.85 – $126.83
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±10.76%
Average actual move
5.50%
Beyond the implied move
1 / 5
Median IV change
+0.57%
Reaction session Implied Actual Used ATM IV before → after
August 10, 2026 ±14.23% +1.77% 0.12× —
May 12, 2026 ±11.16% -15.83% 1.42× —
August 05, 2025 ±9.35% -8.70% 0.93× 66.6% → 67.0%
May 13, 2025 ±8.60% -0.85% 0.10× —
February 12, 2025 ±10.47% -0.37% 0.03× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →