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CAT - Caterpillar
Implied Volatility Analysis

Implied Volatility:
28.8%
Put/Call-Ratio:
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 Yield2.32% ($4.49)
Next Earnings Date10/27/2022 (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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