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 |
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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.