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CAMTCamtek Ltd

Options Analysis Report
Market Cap $6.3B|NASDAQ
● 2026-08-31$135.57
BEARISH
Analysis: 2026-08-28 EOD data
1Y +72.8%YTD +17.4%7D -4.7%
1,317
30D
±17.8%
40%

CAMT Options Overview

IV is elevated with bearish flow and unusual activity. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

4.8VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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CAMT Gamma Walls

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Value

Is IV priced right?

4.7
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 89.7% — elevated vs history

<1.05x

IV/HV 1.00x — IV ≤ HV

Sector Relative≤50%

Sector percentile 78% — above sector median

<1.1x

Front/Back 0.86x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 71.0% — normal range

<80%

Effective IV 105.4% (ATM 71.0% + spread 17.2% + bias) — expensive

<3.0%

Total drag 23.67% (spread 17.21% + slippage 6.46%) — high friction

≥5.0

Vega efficiency 20.85 (vega 35.884 / spread 17.21%) — efficient

Sentiment

Bullish or bearish?

3.7
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBearish - Moderate signal (Conviction: -19%, Raw: -3%)
|net sentiment| ≥25%

Conviction-weighted: -19% (bearish) — Raw: -3%

≥15%

|OI skew| 9.1% — balanced

Same sign, |vol skew| ≥10%

Vol skew -79.7%, OI skew +9.1% — divergent (opposite)

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -60%, ATM: -74%, OTM: +16% — strong bearish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 98% — very bearish vs sector

Activity

Unusual activity?

5.6
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks3/8 checks passed
≥1.5x

Volume 1.6x avg — elevated

≥15%

Vol/OI 8.6% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change +14.9% (5d) — building

Sector Relative≥60%

Sector activity percentile 82% — very active vs sector

≥30%

Large trade volume 28% — mixed

≥60%

Aggressive execution 32% — patient

≥30

Conviction -19 (bearish) — mixed

Liquidity

Can I trade efficiently?

2.7
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks2/8 checks passed
≤5.0%

Spread 17.2% — wide

≥10,000

OI 15,356 — adequate

≥500

Volume 1,317/day — adequate

≤$0.50

$0.86 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 87% — much wider than sector

≥100 contracts

Depth 48.9 contracts (bid:30.9 ask:18.0) — thin

<1.0%

Avg slippage 6.46% — poor

Timing

Is now a good time?

7.3
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks7/9 checks passed
|slope| ≥5%

Slope -14.1% — contango

<30 or >70

IV percentile 90% — seller opportunity

≥10pts kink

IV kink -10.6pts — no clear event

<0.5 or >2.0

θ/ν ratio 443.56 — favors income trades

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -19% @ 59% consistency — unclear

≥40 composite score

Score 58 (ITM 20% + inst 28%) — moderate institutional

Directional Strategy Fit

Option Buyers
Long Calls4.4
bullishIV fair, bearish flow
Long Puts5.3
bearishIV fair, bearish flow
Premium Sellers
Cash-Secured Put4.5
bullishIV fair, bearish flow
Covered Call5.4
bearishIV fair, bearish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

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