Options Analysis for Caterpillar Inc. ($CAT)

2024年8月5日

Key Levels and Indicators:

• Current Price: $316.49
  
• IV Rank: 129.5
  
• IV (46 DTE): 58.7%
  
• IV Change (5 Days): +10.2%
  
• Expected Move (46 DTE): $31.4
  
• Price Skew: 3.1% for PUTs (almost neutral)
  

The market appears to anticipate that the price of CAT will remain above this strike price ($280) by the expiration date of 46 days (DTE).

A 5-day change in IV of +10.2% indicates increasing volatility possibly due to upcoming earnings or other significant events + today crash of SP500.

An expected move of $31.4 suggests that the market predicts CAT could move within a $31.4 range from its current price over the next 46 days.

The green horizontal line at $280 represents a critical support level at MurreyMath 2/8.

2024年8月12日

註釋

A few days later still inside the prbobability curve.