← Back to Stock / ETF implied volatility screenerCAT - Caterpillar
CAT - Caterpillar
Implied Volatility Analysis
Implied Volatility:
29.3%
29.3%
Put/Call-Ratio:
1.21
1.21
Caterpillar has an Implied Volatility (IV) of 29.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CAT is 18 and the Implied Volatility Percentile (IVP) is 16. The current Implied Volatility Index for CAT is -1.07 standard deviations away from its 1 year mean.
| Market Cap | $123.30B |
|---|---|
| Dividend Yield | 1.93% ($4.58) |
| Next Earnings Date | 1/26/2023 (59d) |
| Implied Volatility (IV) 30d | 29.28 |
| Implied Volatility Rank (IVR) 1y | 17.71 |
| Implied Volatility Percentile (IVP) 1y | 16.27 |
| Historical Volatility (HV) 30d | 34.62 |
| IV / HV | 0.85 |
| Open Interest | 350.91K |
| Option Volume | 14.26K |
| Put/Call Ratio (Volume) | 1.21 |
Data was calculated after the 11/25/2022 closing.
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