Historical Volatility (Close-to-Close) (120-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

Caterpillar Inc. (CAT) had 120-Day Historical Volatility (Close-to-Close) of 0.2497 for 2024-04-25.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2497
Historical Volatility (Parkinson)	0.2030
Implied Volatility (Calls)	0.2571
Implied Volatility (Puts)	0.2787
Implied Volatility (Mean)	0.2679
Put-Call Implied Volatility Ratio	1.0839
Implied Volatility Skew	0.0111
Option Statistics
Put-Call Ratio (Volume)	1.5572
Put-Call Ratio (Open Interest)	0.9923
Forward Price	342.35
Call Breakeven Price	385.76
Put Breakeven Price	284.93
Option Breakeven Price	336.69