CAMDEN PROPERTY TRUST (CPT) Implied Volatility
CAMDEN PROPERTY TRUST (CPT) options trade at a 30-day at-the-money implied volatility of 38.3%, an IV rank of 78 out of 100 over the past year. This page breaks down CPT's implied volatility in plain English: where it sits versus its own history, how it compares with realized movement, and what the term structure and skew are saying.
Data as of Jul 10, 2026, 8:00 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.
Implied Volatility & Expected Move
CPT 30-day at-the-money implied volatility, past year.
| ATM IV — front expiration | 38.3% |
| ATM IV — 2 month | 21.8% |
| IV rank (1 year) | 78 / 100 |
| IV percentile (1 year) | 86% |
| Expected move (front expiration) | ±$5.89 (±5.3%) |
| Historical volatility — 10 day | 21.2% |
| Historical volatility — 21 day | 33.8% |
| Historical volatility — 30 day | 34.5% |
| Historical volatility — 60 day | 31.0% |
| IV / HV ratio | 1.11 |
| Term slope (front − 3M) | +16.5 pts |
An IV rank of 78 places current implied volatility near the top of its 52-week range. An IV/HV ratio of 1.11 means implied volatility is roughly in line with recent realized volatility. The term structure is in backwardation — front-month IV exceeds 3-month IV, a pattern often seen around near-term events.
CPT IV Rank History
CPT IV rank (0–100), past year.
IV rank has risen from 17 in Feb '26 to 78 today. An IV percentile of 86% means implied volatility was lower than today on 86% of trading days in the past year.
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CPT Options FAQ
What is the implied volatility of CPT options?
CPT options trade at a 30-day at-the-money implied volatility of 38.3% as of Jul 10, 2026. That is an IV rank of 78 out of 100, meaning implied volatility is elevated relative to its own 52-week range.
Is CPT implied volatility high or low right now?
By its own 52-week standards, CPT implied volatility is currently high: IV rank is 78 out of 100 as of Jul 10, 2026. Compared with realized movement, the IV/HV ratio of 1.11 shows options pricing more movement than the stock has recently delivered.
What move do CPT options imply before the next expiration?
Front-expiration CPT options imply a one-standard-deviation move of ±$5.89 (±5.3%) as of Jul 10, 2026, derived from at-the-money option prices.
What is the difference between CPT's IV rank and IV percentile?
IV rank (currently 78) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 86%) counts the share of trading days in the past year with lower implied volatility than today. Percentile is less distorted by one-off volatility spikes.
Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.
Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.