CAT as of Oct 30 · 22:45 ET

CATNYSEConstruction Machinery & Equip

Caterpillar Inc · Brief

Next report

89 days

Jan 28 · before openest.Q4 FY26

Earnings

Expected move

Inputs

±15.0%implied · straddle

529.38716.12

spot 622.75exp Feb 19ATM strike 620ATM straddle 109.85IV 40%

Oct 30 closeprovisional

Expected move

Inputs

Implied vs realized

8 reportsHistory

4 of 8≥ implied

avg implied: ±4.7%
avg realized: ±5.6%

Jan 30 '25±3.6%▼−4.64%×1.30

Apr 30 '25±4.4%▲+0.61%×0.14

Aug 5 '25±3.6%▲+0.12%×0.03

Q3 FY25±4.4%▲+11.63%×2.62

Jan 29 '26±4.9%▲+3.41%×0.70

Q1 FY26±4.6%▲+9.88%×2.13

Q2 FY26±6.3%▲+5.60%×0.88

Oct 29 '26±5.5%▼−9.25%×1.67

quarterimplied−15%0+15%realized×

Oct '26±5.5%▼−9.25%×1.67

Q2 FY26±6.3%▲+5.60%×0.88

Q1 FY26±4.6%▲+9.88%×2.13

Jan '26±4.9%▲+3.41%×0.70

Q3 FY25±4.4%▲+11.63%×2.62

Aug '25±3.6%▲+0.12%×0.03

2 older reports

Apr '25±4.4%▲+0.61%×0.14

Jan '25±3.6%▼−4.64%×1.30

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Bull & bear

Jan 28 report · est.

—

Linked exposure

CAT report session

Suppliers 2

GTXGarrett Motion×0.59 OTTROtter Tail×0.19

Customers 2

APLDApplied Digital×1.24 HPHelmerich & Payne×0.41

× = co-movement · max 501dSource: SEC filings · market data

Latest changes

30 daysAll changes

Oct 15impliedImplied move: ±7.3% into Oct 29 earnings (Oct 15 close).Source

Oct 15unusualUnusual volume: ×3.62 RVOL at 10:31 ET.Source

Oct 15report dateEarnings date confirmed: Oct 29, before open.Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.