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CAT - Caterpillar
Implied Volatility Analysis

Implied Volatility:
29.3%
Put/Call-Ratio:
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 Yield1.93% ($4.58)
Next Earnings Date1/26/2023 (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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