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Caterpillar Inc CAT

INDUSTRIALS · FARM & HEAVY CONSTRUCTION MACHINERY
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Market dataready · fetched 2026-10-15T23:43:26.999Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:32:24.47496788Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T23:43:26.195408+00:00

Share price$736.60
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$7.63$35.82$64.02$92.21$120.40$604.16$678.86$753.56$828.26$902.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CAT spot · $736.60CAT PRICE$10.68$14.09$17.71$22.26$27.19$32.26$37.60$44.00$49.38$56.39$65.95$77.35$89.12$12.67$16.61$21.20$25.80$31.69$38.40$45.69$53.93$62.29$71.37$82.98$96.17$112.28
PutsFair1.05×
CallsExpensive1.22×
SkewBearish+0.71 pp
Implied moveBearish±$83.28
TiltBearish10.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ838.8944.1%15.3%662.1545.6%11.8%
25Δ818.8343.7%13.1%679.2044.8%10.0%
30Δ801.2043.1%11.2%693.8544.6%8.7%
35Δ787.3143.9%9.9%707.9143.8%7.4%
40Δ773.7044.5%8.7%720.8244.2%6.4%
45Δ760.0344.6%7.6%733.7244.8%5.6%
50Δ746.5544.2%6.5%746.9645.1%4.8%
55Δ733.7944.7%5.6%760.6045.5%4.1%
60Δ721.0643.4%4.6%774.3345.2%3.3%
65Δ708.3343.1%3.8%788.3944.7%2.7%
70Δ694.2344.0%3.2%804.2744.9%2.1%
75Δ678.7045.2%2.6%821.4744.9%1.5%
80Δ662.5845.3%2.1%841.2445.0%1.0%

20Δ

Calls
Pseudo strike
838.89
IV
44.1%
B/E move
15.3%
Puts
Pseudo strike
662.15
IV
45.6%
B/E move
11.8%

25Δ

Calls
Pseudo strike
818.83
IV
43.7%
B/E move
13.1%
Puts
Pseudo strike
679.20
IV
44.8%
B/E move
10.0%

30Δ

Calls
Pseudo strike
801.20
IV
43.1%
B/E move
11.2%
Puts
Pseudo strike
693.85
IV
44.6%
B/E move
8.7%

35Δ

Calls
Pseudo strike
787.31
IV
43.9%
B/E move
9.9%
Puts
Pseudo strike
707.91
IV
43.8%
B/E move
7.4%

40Δ

Calls
Pseudo strike
773.70
IV
44.5%
B/E move
8.7%
Puts
Pseudo strike
720.82
IV
44.2%
B/E move
6.4%

45Δ

Calls
Pseudo strike
760.03
IV
44.6%
B/E move
7.6%
Puts
Pseudo strike
733.72
IV
44.8%
B/E move
5.6%

50Δ

Calls
Pseudo strike
746.55
IV
44.2%
B/E move
6.5%
Puts
Pseudo strike
746.96
IV
45.1%
B/E move
4.8%

55Δ

Calls
Pseudo strike
733.79
IV
44.7%
B/E move
5.6%
Puts
Pseudo strike
760.60
IV
45.5%
B/E move
4.1%

60Δ

Calls
Pseudo strike
721.06
IV
43.4%
B/E move
4.6%
Puts
Pseudo strike
774.33
IV
45.2%
B/E move
3.3%

65Δ

Calls
Pseudo strike
708.33
IV
43.1%
B/E move
3.8%
Puts
Pseudo strike
788.39
IV
44.7%
B/E move
2.7%

70Δ

Calls
Pseudo strike
694.23
IV
44.0%
B/E move
3.2%
Puts
Pseudo strike
804.27
IV
44.9%
B/E move
2.1%

75Δ

Calls
Pseudo strike
678.70
IV
45.2%
B/E move
2.6%
Puts
Pseudo strike
821.47
IV
44.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
662.58
IV
45.3%
B/E move
2.1%
Puts
Pseudo strike
841.24
IV
45.0%
B/E move
1.0%