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Caterpillar Inc. CAT

INDUSTRIALS · FARM & HEAVY CONSTRUCTION MACHINERY
i

Market dataready · fetched 2026-11-09T20:53:27.169Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-09T20:53:23.915570017Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-09T20:51:42.907930+00:00

Share price$595.75
1D+4.3%
$568$576$584$593$6015:30 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.$2.70$10.42$18.14$25.86$33.59$536.50$562.33$588.15$613.98$639.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CAT spot · $595.75CAT PRICE$3.54$4.74$6.07$7.51$9.14$10.90$12.93$15.17$17.50$20.53$23.76$27.97$3.97$5.26$6.65$8.23$9.87$11.69$13.68$15.91$18.42$21.29$23.63$27.38$31.36
PutsExpensive1.72×
Calls——
Skew——
Implied moveBearish±$26.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ624.9452.1%5.5%568.5555.4%5.2%
25Δ619.3752.3%4.8%574.3054.9%4.5%
30Δ614.4152.6%4.2%579.4154.4%3.9%
35Δ609.7452.7%3.6%584.0354.3%3.3%
40Δ605.3853.0%3.2%588.4953.7%2.9%
45Δ601.1253.2%2.7%592.7553.4%2.5%
50Δ596.9553.8%2.4%596.9353.1%2.1%
55Δ592.7154.3%2.0%601.0852.9%1.8%
60Δ588.4654.1%1.7%605.3352.8%1.5%
65Δ583.8555.2%1.4%609.7752.8%1.2%
70Δ579.0555.6%1.2%613.7450.9%0.9%
75Δ573.4957.0%1.0%618.7151.1%0.7%
80Δ623.9350.4%0.5%

20Δ

Calls
Pseudo strike
624.94
IV
52.1%
B/E move
5.5%
Puts
Pseudo strike
568.55
IV
55.4%
B/E move
5.2%

25Δ

Calls
Pseudo strike
619.37
IV
52.3%
B/E move
4.8%
Puts
Pseudo strike
574.30
IV
54.9%
B/E move
4.5%

30Δ

Calls
Pseudo strike
614.41
IV
52.6%
B/E move
4.2%
Puts
Pseudo strike
579.41
IV
54.4%
B/E move
3.9%

35Δ

Calls
Pseudo strike
609.74
IV
52.7%
B/E move
3.6%
Puts
Pseudo strike
584.03
IV
54.3%
B/E move
3.3%

40Δ

Calls
Pseudo strike
605.38
IV
53.0%
B/E move
3.2%
Puts
Pseudo strike
588.49
IV
53.7%
B/E move
2.9%

45Δ

Calls
Pseudo strike
601.12
IV
53.2%
B/E move
2.7%
Puts
Pseudo strike
592.75
IV
53.4%
B/E move
2.5%

50Δ

Calls
Pseudo strike
596.95
IV
53.8%
B/E move
2.4%
Puts
Pseudo strike
596.93
IV
53.1%
B/E move
2.1%

55Δ

Calls
Pseudo strike
592.71
IV
54.3%
B/E move
2.0%
Puts
Pseudo strike
601.08
IV
52.9%
B/E move
1.8%

60Δ

Calls
Pseudo strike
588.46
IV
54.1%
B/E move
1.7%
Puts
Pseudo strike
605.33
IV
52.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
583.85
IV
55.2%
B/E move
1.4%
Puts
Pseudo strike
609.77
IV
52.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
579.05
IV
55.6%
B/E move
1.2%
Puts
Pseudo strike
613.74
IV
50.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
573.49
IV
57.0%
B/E move
1.0%
Puts
Pseudo strike
618.71
IV
51.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
623.93
IV
50.4%
B/E move
0.5%

Options history

IV · four-Friday blend44.65%
Daily close
CAT31.3%49.2%67.1%2026-08-11: 39.80%2026-08-12: 40.50%2026-08-13: 37.91%2026-08-14: 37.12%2026-08-17: 38.63%2026-08-18: 40.08%2026-08-19: 38.64%2026-08-20: 38.06%2026-08-21: 36.89%2026-08-24: 38.39%2026-08-25: 39.10%2026-08-26: 37.21%2026-08-27: 34.90%2026-08-28: 33.77%2026-08-31: 34.30%2026-09-01: 36.53%2026-09-02: 36.51%2026-09-03: 36.71%2026-09-04: 34.37%2026-09-08: 38.68%2026-09-09: 38.52%2026-09-10: 36.51%2026-09-11: 34.85%2026-09-14: 37.51%2026-09-15: 38.46%2026-09-16: 39.95%2026-09-17: 36.07%2026-09-18: 33.78%2026-09-21: 36.43%2026-09-22: 35.70%2026-09-23: 37.67%2026-09-24: 36.31%2026-09-25: 34.19%2026-09-28: 37.95%2026-09-29: 38.11%2026-09-30: 36.59%2026-10-01: 36.37%2026-10-02: 36.53%2026-10-05: 38.65%2026-10-06: 38.48%2026-10-07: 39.24%2026-10-08: 40.27%2026-10-09: 40.51%2026-10-12: 41.93%2026-10-13: 45.90%2026-10-14: 48.93%2026-10-15: 48.22%2026-10-16: 49.16%2026-10-19: 50.70%2026-10-20: 53.00%2026-10-21: 54.96%2026-10-22: 57.50%2026-10-23: 56.03%2026-10-26: 60.74%2026-10-27: 64.63%2026-10-28: 63.27%2026-10-29: 45.94%2026-10-30: 44.65%Aug 11Sep 21Oct 30
58 observations2026-08-11 — 2026-10-30
Table
DateIV (%)
39.80%
40.50%
37.91%
37.12%
38.63%
40.08%
38.64%
38.06%
36.89%
38.39%
39.10%
37.21%
34.90%
33.77%
34.30%
36.53%
36.51%
36.71%
34.37%
38.68%
38.52%
36.51%
34.85%
37.51%
38.46%
39.95%
36.07%
33.78%
36.43%
35.70%
37.67%
36.31%
34.19%
37.95%
38.11%
36.59%
36.37%
36.53%
38.65%
38.48%
39.24%
40.27%
40.51%
41.93%
45.90%
48.93%
48.22%
49.16%
50.70%
53.00%
54.96%
57.50%
56.03%
60.74%
64.63%
63.27%
45.94%
44.65%