CAT · Expected Move
Caterpillar Inc.
The expected move for CAT is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
CAT straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current CAT Expected Move
30-Day Straddle
$77.35
7-Day Straddle
$56.70
30-Day ATM IV
45.8%
IV Rank
53%
Implied one-standard-deviation move through the next 30 days. Compare to CAT's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
CAT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $77.35 | $56.70 | 45.8% | 53% |
| 20261020 | $77.78 | $57.35 | 46.7% | 57% |
| 20261019 | $78.47 | $27.55 | 46.4% | 56% |
| 20261016 | $78.45 | $33.88 | 48.2% | 64% |
| 20261015 | $77.95 | $35.20 | 46.8% | 57% |
| 20261014 | $81.05 | $40.15 | 47.3% | 60% |
| 20261013 | $80.15 | $39.33 | 45.6% | 52% |
| 20261012 | $83.45 | $26.23 | 44.7% | 48% |
| 20261009 | $78.30 | $29.27 | 44.0% | 45% |
| 20261008 | $82.47 | $34.12 | 45.7% | 53% |
| 20261007 | $82.45 | $35.85 | 44.5% | 47% |
| 20261006 | $89.28 | $40.38 | 44.3% | 46% |
| 20261005 | $88.53 | $28.65 | 44.1% | 45% |
| 20261002 | $81.53 | $31.72 | 44.2% | 46% |
| 20261001 | $83.25 | $34.33 | 44.7% | 48% |
| 20260930 | $82.05 | $34.55 | 44.3% | 46% |
| 20260929 | $87.45 | $41.28 | 44.6% | 47% |
| 20260928 | $87.97 | $28.05 | 43.6% | 43% |
| 20260925 | $62.00 | $30.42 | 37.3% | 14% |
| 20260924 | $61.83 | $32.83 | 35.8% | 7% |
| 20260923 | $66.12 | $37.50 | 35.5% | 6% |
| 20260922 | $67.15 | $39.42 | 35.4% | 5% |
| 20260921 | $66.85 | $25.42 | 35.1% | 4% |
| 20260918 | $61.40 | $29.73 | 34.2% | 0% |
| 20260917 | $63.40 | $31.40 | 35.2% | 3% |
| 20260916 | $67.50 | $38.97 | 37.0% | 11% |
| 20260915 | $65.55 | $39.88 | 35.7% | 5% |
| 20260914 | $65.85 | $25.45 | 35.7% | 5% |
| 20260911 | $65.10 | $29.70 | 35.3% | 3% |
| 20260910 | $65.72 | $33.80 | 36.3% | 8% |
| 20260909 | $69.12 | $38.60 | 37.3% | 13% |
| 20260908 | $71.47 | $43.75 | 37.4% | 13% |
| 20260904 | $65.03 | $30.38 | 35.9% | 6% |
| 20260903 | $65.53 | $33.52 | 36.4% | 8% |
| 20260902 | $63.67 | $34.23 | 35.6% | 5% |
| 20260901 | $65.30 | $36.67 | 36.1% | 7% |
| 20260831 | $66.12 | $23.38 | 34.6% | 0% |
| 20260828 | $61.60 | $29.25 | 35.0% | 1% |
| 20260827 | $65.85 | $34.15 | 36.0% | 6% |
| 20260826 | $68.42 | $40.25 | 36.8% | 9% |
| 20260825 | $71.72 | $41.38 | 38.0% | 15% |
| 20260824 | $69.70 | $28.98 | 36.6% | 8% |
| 20260821 | $67.12 | $33.77 | 37.0% | 10% |
| 20260820 | $66.65 | $34.97 | 35.9% | 5% |
| 20260819 | $69.58 | $39.08 | 36.9% | 10% |
| 20260818 | $74.20 | $43.95 | 38.1% | 15% |
| 20260817 | $77.58 | $30.02 | 37.5% | 13% |
| 20260814 | $69.90 | $33.67 | 37.2% | 11% |
| 20260813 | $72.15 | $37.70 | 37.8% | 14% |
| 20260812 | $74.53 | $42.55 | 38.3% | 16% |
| 20260811 | $74.43 | $42.95 | 38.2% | 16% |
| 20260810 | $79.28 | $30.02 | 40.1% | 25% |
| 20260807 | — | — | 40.7% | 28% |
| 20260806 | $85.85 | $48.78 | 43.8% | 42% |
| 20260805 | $88.53 | $51.42 | 44.6% | 46% |
| 20260804 | $95.30 | $58.30 | 46.7% | 56% |
| 20260803 | $100.32 | $62.17 | 52.0% | 81% |
| 20260731 | $91.75 | $60.83 | 50.9% | 76% |
| 20260730 | $96.17 | $66.78 | 52.8% | 84% |
| 20260729 | $96.72 | $69.28 | 54.1% | 91% |
More on CAT
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.