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Caterpillar Inc CAT

INDUSTRIALS · FARM & HEAVY CONSTRUCTION MACHINERY
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Market dataready · fetched 2026-10-16T00:25:17.567Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:55:58.889155544Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:21:34.451837+00:00

Share price$733.29
1D+0.5%
AH$702$712$722$732$7425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCAT
Sold putSold callAH

Caterpillar Inc options

Live interpolated CAT call and put midpoint premiums by absolute delta.Caterpillar Inc$1.02$9.34$17.65$25.97$34.29$700.51$715.93$731.35$746.77$762.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CAT spot · $733.29CAT PRICE$2.34$3.30$4.41$4.93$6.30$7.98$9.66$11.17$14.02$16.24$19.86$23.75$31.89$1.92$2.52$3.11$3.83$4.12$4.97$5.85$6.62$6.88$7.37$8.39$8.91$9.24
PutsCheap0.46×
CallsFair1.01×
SkewBullish-30.20 pp
Implied moveBullish±$15.51
TiltBullish35.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ751.7855.0%2.8%719.3644.3%2.2%
25Δ748.8057.9%2.6%722.3743.5%1.8%
30Δ746.2161.3%2.4%725.1142.1%1.5%
35Δ741.9055.3%1.8%727.3741.8%1.3%
40Δ739.3358.2%1.7%729.8837.3%1.0%
45Δ736.8262.5%1.6%731.7037.6%0.9%
50Δ733.6964.0%1.4%733.5037.6%0.8%
55Δ730.7564.1%1.2%735.2336.7%0.6%
60Δ727.1269.5%1.1%736.5833.1%0.5%
65Δ723.5869.9%0.9%738.0030.5%0.4%
70Δ719.0974.5%0.8%739.5730.1%0.3%
75Δ714.1477.5%0.6%740.5927.9%0.2%
80Δ705.4590.6%0.6%741.4125.0%0.2%

20Δ

Calls
Pseudo strike
751.78
IV
55.0%
B/E move
2.8%
Puts
Pseudo strike
719.36
IV
44.3%
B/E move
2.2%

25Δ

Calls
Pseudo strike
748.80
IV
57.9%
B/E move
2.6%
Puts
Pseudo strike
722.37
IV
43.5%
B/E move
1.8%

30Δ

Calls
Pseudo strike
746.21
IV
61.3%
B/E move
2.4%
Puts
Pseudo strike
725.11
IV
42.1%
B/E move
1.5%

35Δ

Calls
Pseudo strike
741.90
IV
55.3%
B/E move
1.8%
Puts
Pseudo strike
727.37
IV
41.8%
B/E move
1.3%

40Δ

Calls
Pseudo strike
739.33
IV
58.2%
B/E move
1.7%
Puts
Pseudo strike
729.88
IV
37.3%
B/E move
1.0%

45Δ

Calls
Pseudo strike
736.82
IV
62.5%
B/E move
1.6%
Puts
Pseudo strike
731.70
IV
37.6%
B/E move
0.9%

50Δ

Calls
Pseudo strike
733.69
IV
64.0%
B/E move
1.4%
Puts
Pseudo strike
733.50
IV
37.6%
B/E move
0.8%

55Δ

Calls
Pseudo strike
730.75
IV
64.1%
B/E move
1.2%
Puts
Pseudo strike
735.23
IV
36.7%
B/E move
0.6%

60Δ

Calls
Pseudo strike
727.12
IV
69.5%
B/E move
1.1%
Puts
Pseudo strike
736.58
IV
33.1%
B/E move
0.5%

65Δ

Calls
Pseudo strike
723.58
IV
69.9%
B/E move
0.9%
Puts
Pseudo strike
738.00
IV
30.5%
B/E move
0.4%

70Δ

Calls
Pseudo strike
719.09
IV
74.5%
B/E move
0.8%
Puts
Pseudo strike
739.57
IV
30.1%
B/E move
0.3%

75Δ

Calls
Pseudo strike
714.14
IV
77.5%
B/E move
0.6%
Puts
Pseudo strike
740.59
IV
27.9%
B/E move
0.2%

80Δ

Calls
Pseudo strike
705.45
IV
90.6%
B/E move
0.6%
Puts
Pseudo strike
741.41
IV
25.0%
B/E move
0.2%