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Camden Property Trust — Historical IV crush pattern, win rate, and edge score
Camden Property Trust (CPT) operates in the Real Estate sector and has actively traded listed options. Across 7 earnings events, sellers won 29% of the time. The market only priced in 0.63x the actual move — earnings tend to surprise beyond expectations. Weak crush history makes earnings a challenging event for premium sellers. See Premium Selling for the full trade verdict.
Implied vs Actual Earnings Moves
Avoid short premium into earnings.
Actual moves consistently exceed implied — consider long vol (straddle/strangle buyers) or stay out entirely.
How to read this page
Crush % = (Pre-earnings IV − Post-earnings IV) / Pre-earnings IV × 100Historical IV levels before and after each earnings announcement
ORATS historical earnings data, minimum 5 quarters required
Past crush patterns do not predict future results. Sample sizes under 8 quarters have lower statistical reliability. Company fundamentals, guidance, and macro context change between earnings.
CPT may be attractive for premium selling between earnings cycles — standard VRP and IV Rank signals apply.
See current premium signal →CPT actual earnings moves have historically exceeded implied — selling premium through the event carries elevated risk.
This page — historical earnings analysis ↓Bottom line: Despite consistent IV crush, CPT's actual earnings moves have historically exceeded implied. Premium selling through earnings has been a losing strategy — consider long-vol structures or staying out of the event entirely.
| Quarter | Implied | Actual | Crush | Result |
|---|---|---|---|---|
| Q1 2026 | ±1.2% | -2.0% | --18% | LOSS |
| Q4 2025 | ±1.2% | -2.0% | -3% | LOSS |
| Q3 2025 | ±1.1% | -2.4% | -3% | LOSS |
| Q2 2025 | ±1.4% | +2.6% | -1% | LOSS |
Showing 4 of 7 · Short ATM straddle, close-to-close · limited sample
Unlock all 7 quarters →Based on 7 quarters of CPT earnings data
Short ATM Straddle
Sell both call + put at-the-money
Stock exceeded expected move 71% of the time — selling premium has been unprofitable more often than not.
Long ATM Straddle
Buy both call + put at-the-money
Stock moved beyond expected 71% of the time — realized moves large enough to profit from long premium.
Avg Implied
±1.2%
Avg Actual
±1.9%
Quarters
7
Proxy only: Based on actual stock move vs ATM implied move around earnings. Not actual options P&L — excludes premiums, fees, execution, and strike-specific pricing.
Quantitative screening, not investment advice. Verify with your broker. Disclaimer
Camden Property Trust's earnings history shows the stock has exceeded its options-implied move in 71% of recent announcements — the opposite of what premium sellers want. When a stock regularly moves more than the market's implied range, selling straddles or strangles through earnings becomes a losing proposition over time. Camden Property Trust's average IV crush of only -4.1% is insufficient to offset the instances where actual gap moves exceeded the straddle breakeven. Unless the current setup offers an unusually wide implied move premium relative to historical actual moves, earnings premium selling on Camden Property Trust is better avoided.
Camden Property Trust's earnings crush analysis examines how the stock's actual post-earnings move compares to what options implied. With a win rate of 28.6% and average crush of -4.1%, premium sellers can assess whether the earnings event historically overprices or underprices the gap move. This historical pattern is one of the strongest predictors of future earnings options behavior.
Camden Property Trust's implied earnings moves have historically fallen short of what actually happened, with an implied/actual ratio of only 0.63x — the options market priced in just 63% of the real move. When this ratio is below 1.0, the stock regularly surprises in magnitude — the market underestimates the gap risk. This is dangerous territory for premium sellers: even if you sell at seemingly wide strikes, the stock may blow through them. Camden Property Trust's earnings events are better suited for buying strategies (straddles or strangles) or avoiding entirely.
Camden Property Trust has delivered an IV crush (actual move smaller than implied move) in 28.6% of its last 7 earnings cycles. This below-average win rate suggests caution — Camden Property Trust frequently moves more than the market expects.
Camden Property Trust's average post-earnings IV crush is -4.1%. This relatively small crush means limited premium available to capture — transaction costs and slippage can eat into thin margins.
Camden Property Trust's implied earnings moves have averaged 0.63x the actual move — meaning the options market priced in only 63% of what actually happened. This can result from unpredictable guidance revisions, high sensitivity to sector-specific metrics, or institutional positioning that amplifies post-earnings momentum. For premium sellers, this is a warning: traditional earnings crush strategies have negative expected value on Camden Property Trust.
IV crush is the rapid decline in implied volatility immediately after an earnings announcement. Before earnings, uncertainty drives IV higher because the market prices in potential for a large move. After the news drops, uncertainty resolves and IV collapses — typically within hours. For Camden Property Trust, the average crush of -4.1% means options lose roughly that percentage of their time value post-announcement. Premium sellers profit from this by selling options at inflated pre-earnings prices and buying them back (or letting them expire) after the crush deflates their value.
Camden Property Trust's next earnings is approximately 33 days away. The optimal entry window for earnings premium strategies is typically 7-14 days before the announcement, when IV begins its pre-earnings ramp but hasn't peaked yet. Entering too early means holding through unnecessary time decay risk; entering too late (1-2 days before) means paying peak IV prices with minimal additional ramp. Monitor Camden Property Trust's IV Rank and VRP in the 2-3 weeks leading up to the event to time your entry.