← Back to Stock / ETF implied volatility screenerCAT - Caterpillar
CAT - Caterpillar
Implied Volatility Analysis
Implied Volatility:
28.8%
28.8%
Put/Call-Ratio:
0.63
0.63
Caterpillar has an Implied Volatility (IV) of 28.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CAT is 26 and the Implied Volatility Percentile (IVP) is 30. The current Implied Volatility Index for CAT is -0.70 standard deviations away from its 1 year mean.
| Market Cap | $102.41B |
|---|---|
| Dividend Yield | 2.32% ($4.49) |
| Next Earnings Date | 10/27/2022 (73d) |
| Implied Volatility (IV) 30d | 28.75 |
| Implied Volatility Rank (IVR) 1y | 25.96 |
| Implied Volatility Percentile (IVP) 1y | 30.04 |
| Historical Volatility (HV) 30d | 35.61 |
| IV / HV | 0.81 |
| Open Interest | 296.22K |
| Option Volume | 25.53K |
| Put/Call Ratio (Volume) | 0.63 |
Data was calculated after the 8/12/2022 closing.
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