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Caterpillar Inc. CAT

INDUSTRIALS · FARM & HEAVY CONSTRUCTION MACHINERY
i

Market dataready · fetched 2026-11-04T03:12:11.048Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-04T00:53:02.78018272Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T03:12:09.807712+00:00

Share price$620.11
1D+0.2%
AH$617$620$623$626$6295:30 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.$2.49$13.98$25.46$36.95$48.44$585.19$600.61$616.03$631.44$646.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CAT spot · $620.11CAT PRICE$4.11$5.53$7.07$8.88$10.83$13.06$15.48$18.19$21.42$25.23$29.93$45.13$3.73$4.96$6.28$7.70$9.18$10.91$12.66$14.59$16.58$18.82$21.14$23.38$26.27
PutsExpensive1.49×
Calls——
Skew——
Implied moveBullish±$28.14
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ654.2267.3%6.2%594.2857.9%4.8%
25Δ647.8768.0%5.4%599.6457.6%4.1%
30Δ641.9768.2%4.7%604.5157.0%3.5%
35Δ636.7869.4%4.1%608.9856.5%3.0%
40Δ631.6470.0%3.6%613.2155.6%2.6%
45Δ626.6671.1%3.2%617.1855.5%2.2%
50Δ621.6271.8%2.7%621.0854.6%1.9%
55Δ616.5372.6%2.4%624.8954.1%1.6%
60Δ611.2274.0%2.0%628.6253.0%1.3%
65Δ605.5175.9%1.7%632.4152.1%1.1%
70Δ599.1078.5%1.4%636.1450.8%0.8%
75Δ639.6948.7%0.6%
80Δ581.0490.0%1.0%643.6747.2%0.4%

20Δ

Calls
Pseudo strike
654.22
IV
67.3%
B/E move
6.2%
Puts
Pseudo strike
594.28
IV
57.9%
B/E move
4.8%

25Δ

Calls
Pseudo strike
647.87
IV
68.0%
B/E move
5.4%
Puts
Pseudo strike
599.64
IV
57.6%
B/E move
4.1%

30Δ

Calls
Pseudo strike
641.97
IV
68.2%
B/E move
4.7%
Puts
Pseudo strike
604.51
IV
57.0%
B/E move
3.5%

35Δ

Calls
Pseudo strike
636.78
IV
69.4%
B/E move
4.1%
Puts
Pseudo strike
608.98
IV
56.5%
B/E move
3.0%

40Δ

Calls
Pseudo strike
631.64
IV
70.0%
B/E move
3.6%
Puts
Pseudo strike
613.21
IV
55.6%
B/E move
2.6%

45Δ

Calls
Pseudo strike
626.66
IV
71.1%
B/E move
3.2%
Puts
Pseudo strike
617.18
IV
55.5%
B/E move
2.2%

50Δ

Calls
Pseudo strike
621.62
IV
71.8%
B/E move
2.7%
Puts
Pseudo strike
621.08
IV
54.6%
B/E move
1.9%

55Δ

Calls
Pseudo strike
616.53
IV
72.6%
B/E move
2.4%
Puts
Pseudo strike
624.89
IV
54.1%
B/E move
1.6%

60Δ

Calls
Pseudo strike
611.22
IV
74.0%
B/E move
2.0%
Puts
Pseudo strike
628.62
IV
53.0%
B/E move
1.3%

65Δ

Calls
Pseudo strike
605.51
IV
75.9%
B/E move
1.7%
Puts
Pseudo strike
632.41
IV
52.1%
B/E move
1.1%

70Δ

Calls
Pseudo strike
599.10
IV
78.5%
B/E move
1.4%
Puts
Pseudo strike
636.14
IV
50.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
639.69
IV
48.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
581.04
IV
90.0%
B/E move
1.0%
Puts
Pseudo strike
643.67
IV
47.2%
B/E move
0.4%

Options history

IV · four-Friday blend44.65%
Daily close
CAT31.3%49.2%67.1%2026-08-05: 47.17%2026-08-06: 45.14%2026-08-07: 39.55%2026-08-10: 41.05%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 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
47.17%
45.14%
39.55%
41.05%
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%