Options WhaleEarnings volatility research

Ticker research

Caterpillar, Inc. Common Stock (CAT)

$813.83 underlying · data as of Oct 7, 2026, 4:00 PM EDT

Earnings 2026-11-04

Price context

Underlying
$813.83
Expected move
$82.45
Expected move %
10.1%

Options snapshot

ATM implied volatility
44.3%
IV rank
34.2%
Liquidity
ACCEPTABLE
Median spread
22.8%

Catalyst

Next earnings
2026-11-04
Session
Unknown
Days away
28

Strategy opportunities

  • Iron Condor score 0.62

    Sell defined-risk premium around the implied-move boundaries when realized moves have frequently remained contained.

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  • Calendar score 0.46

    Sell nearer-dated premium and own post-event time when the earnings expiration carries a relative IV premium.

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Data provenance

Every figure on this page comes from published, reviewed research or labelled historical reconstructions. Modelled cash-secured-put and covered-call premiums are calculated from the published at-the-money implied volatility with Black-Scholes and are not live quotes.