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Caterpillar Inc CAT

INDUSTRIALS · FARM & HEAVY CONSTRUCTION MACHINERY
i

Market dataready · fetched 2026-10-20T16:04:19.274Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday expirations. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-20T16:03:40.135408701Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T16:04:18.706949+00:00

Share price$725.39
1D+2.2%
$708$715$722$729$7365:30 AM6:30 AM9:00 AM1:00 PMCAT
Sold putSold call

Caterpillar Inc options

Live interpolated CAT call and put midpoint premiums by absolute delta.Caterpillar Inc$2.77$11.42$20.07$28.71$37.36$680.49$702.78$725.06$747.35$769.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CAT spot · $725.39CAT PRICE$3.70$4.91$6.34$7.66$9.47$11.35$13.40$15.57$18.49$20.69$23.86$28.45$34.87$4.21$5.52$7.13$8.95$10.48$11.82$14.26$16.98$19.43$22.69$25.92$29.75$33.43
PutsExpensive1.21×
CallsExpensive1.41×
SkewBearish+0.97 pp
Implied moveBearish±$27.65
TiltBearish2.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ755.5451.5%4.7%696.1656.0%4.6%
25Δ749.4751.1%4.0%702.5754.8%3.9%
30Δ744.5451.8%3.5%707.6455.4%3.4%
35Δ739.2950.5%3.0%712.4556.2%3.0%
40Δ735.1351.9%2.6%717.5054.3%2.5%
45Δ730.7952.3%2.3%722.1551.5%2.1%
50Δ726.4452.5%2.0%726.5152.6%1.8%
55Δ722.0852.5%1.7%730.9653.7%1.6%
60Δ717.5454.0%1.5%735.3753.1%1.3%
65Δ713.2752.4%1.2%740.2253.6%1.1%
70Δ708.5152.6%1.0%745.0653.1%0.9%
75Δ702.6654.6%0.8%750.3252.8%0.7%
80Δ695.1258.1%0.6%755.3951.2%0.5%

20Δ

Calls
Pseudo strike
755.54
IV
51.5%
B/E move
4.7%
Puts
Pseudo strike
696.16
IV
56.0%
B/E move
4.6%

25Δ

Calls
Pseudo strike
749.47
IV
51.1%
B/E move
4.0%
Puts
Pseudo strike
702.57
IV
54.8%
B/E move
3.9%

30Δ

Calls
Pseudo strike
744.54
IV
51.8%
B/E move
3.5%
Puts
Pseudo strike
707.64
IV
55.4%
B/E move
3.4%

35Δ

Calls
Pseudo strike
739.29
IV
50.5%
B/E move
3.0%
Puts
Pseudo strike
712.45
IV
56.2%
B/E move
3.0%

40Δ

Calls
Pseudo strike
735.13
IV
51.9%
B/E move
2.6%
Puts
Pseudo strike
717.50
IV
54.3%
B/E move
2.5%

45Δ

Calls
Pseudo strike
730.79
IV
52.3%
B/E move
2.3%
Puts
Pseudo strike
722.15
IV
51.5%
B/E move
2.1%

50Δ

Calls
Pseudo strike
726.44
IV
52.5%
B/E move
2.0%
Puts
Pseudo strike
726.51
IV
52.6%
B/E move
1.8%

55Δ

Calls
Pseudo strike
722.08
IV
52.5%
B/E move
1.7%
Puts
Pseudo strike
730.96
IV
53.7%
B/E move
1.6%

60Δ

Calls
Pseudo strike
717.54
IV
54.0%
B/E move
1.5%
Puts
Pseudo strike
735.37
IV
53.1%
B/E move
1.3%

65Δ

Calls
Pseudo strike
713.27
IV
52.4%
B/E move
1.2%
Puts
Pseudo strike
740.22
IV
53.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
708.51
IV
52.6%
B/E move
1.0%
Puts
Pseudo strike
745.06
IV
53.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
702.66
IV
54.6%
B/E move
0.8%
Puts
Pseudo strike
750.32
IV
52.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
695.12
IV
58.1%
B/E move
0.6%
Puts
Pseudo strike
755.39
IV
51.2%
B/E move
0.5%

Options history

No recorded observations