What is CAT's IV rank?

At the last close, CAT's IV rank was 47 with 30-day implied volatility of 41.4%. IV sits 47% of the way from its one-year low to its one-year high. Its IV percentile was 64: IV is higher than 64% of the past year's readings.

What is the expected move for CAT?

Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $69.06 (11.5%), a range of $531.14 to $669.26. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.

Which option screens have trades on CAT?

At the last close, these OptionClaws preset screens had passing trades on CAT: Bull Call Spreads on High-Beta Names (2). Open a screen in the app to see the individual trades, refreshed intraday.

Is CAT option volume above average?

At the last close, CAT option volume was 1.1x its average, close to normal.

CAT options: IV rank, expected move and trade screens

Caterpillar Inc · Industrials

In the app, stock prices are live and options data is refreshed intraday.

CAT last closed at $600.20 with 30-day implied volatility of 41.4%. That is in the lower half of its one-year range (IV rank 47), so premiums are on the modest side for CAT. Measured by IV percentile, IV is higher than 64% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $69.06, or 11.5%.

The price is below both its 50-day (-18.9%) and 200-day (-25.4%) moving averages. It is 43.6% below its 52-week high and 9.9% above its 52-week low. The 14-day RSI of 35.4 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $29.11, about 4.8% of the price, a measure of a typical day's range.

Option volume at the close (26.9K contracts) was 1.1x its average, close to normal. A beta of 1.81 means CAT has tended to move about 1.8 times as much as the broad market. 1 of our preset screen found trades on CAT at the close, led by Bull Call Spreads on High-Beta Names with 2 trades.

CAT stats at the close

Price: $600.20; Market cap $275B
Implied volatility: 41.4%; 30-day, at the money
IV rank: 47; IV sits 47% of the way from its one-year low to its one-year high.
IV percentile: 64; IV is higher than 64% of the past year's readings.
ATR (14-day): $29.11; 4.8% of the price on a typical day
RSI (14-day): 35.4; Between 30 and 70, neutral
52-week range: -43.6% from high; +9.9% from the 52-week low
Moving averages: -18.9% vs 50-day; -25.4% vs the 200-day
Beta: 1.81; Sensitivity to the broad market
Option volume: 1.1x avg; 26.9K contracts vs 24.9K average

CAT expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

Expiration	IV	Expected move	1 SD range	Straddle
Nov 20, 20267 days	45.8%	±$38.09 (6.3%)	$562.11 to $638.29	$30.38
Dec 11, 202628 days	41.5%	±$69.06 (11.5%)	$531.14 to $669.26	$55.00
Jan 15, 202763 days	40.8%	±$101.75 (17.0%)	$498.45 to $701.95	$80.85
Feb 19, 202798 days	42.4%	±$132.00 (22.0%)	$468.20 to $732.20	$104.63

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for CAT from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

Bull Call Spreads on High-Beta Names

Bull Call Spread

2 trades pass on CAT

Return on risk: 108.3% to 192.0%
Probability of profit: 34.7% to 44.2%

Bull call spread screener

CAT options FAQ

What is CAT's IV rank?: At the last close, CAT's IV rank was 47 with 30-day implied volatility of 41.4%. IV sits 47% of the way from its one-year low to its one-year high. Its IV percentile was 64: IV is higher than 64% of the past year's readings.
What is the expected move for CAT?: Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $69.06 (11.5%), a range of $531.14 to $669.26. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on CAT?: At the last close, these OptionClaws preset screens had passing trades on CAT: Bull Call Spreads on High-Beta Names (2). Open a screen in the app to see the individual trades, refreshed intraday.
Is CAT option volume above average?: At the last close, CAT option volume was 1.1x its average, close to normal.

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Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.