CAT Volatilität Caterpillar Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.35.2%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.29.4%
HV6046.2%
IV − HV20-Spread
+5.9pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
56
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 06:33 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | DTE | ATM IV | 25Δ SkewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 37.9% | +0.5pt | ±2.3% |
| Sep 11, 2026 | 8 | 34.3% | +2.1pt | ±4.3% |
| Sep 18, 2026 | 15 | 34.5% | -0.6pt | ±5.8% |
| Sep 25, 2026 | 22 | 36.2% | +1.0pt | ±7.3% |
| Oct 02, 2026 | 29 | 35.0% | +2.5pt | ±8.1% |
| Oct 09, 2026 | 36 | 36.1% | +1.3pt | ±9.2% |
| Oct 16, 2026 | 43 | 36.0% | -1.3pt | ±10.0% |
| Nov 20, 2026 | 78 | 40.5% | -0.1pt | ±15.0% |
| Dec 18, 2026 | 106 | 40.3% | +0.9pt | ±17.4% |
| Jan 15, 2027 | 134 | 39.1% | +1.7pt | ±19.0% |
| Feb 19, 2027 | 169 | 40.5% | +1.5pt | ±22.1% |
| Mar 19, 2027 | 197 | 40.5% | +1.3pt | ±23.7% |
| Jun 17, 2027 | 287 | 40.1% | +1.1pt | ±28.2% |
| Sep 17, 2027 | 379 | 40.9% | +1.4pt | ±32.8% |
| Dec 17, 2027 | 470 | 40.8% | +1.8pt | ±36.4% |
| Jan 21, 2028 | 505 | 41.7% | +1.9pt | ±38.2% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20