Put-Call Implied Volatility Ratio (120-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Caterpillar Inc. (CAT) had 120-Day Put-Call Implied Volatility Ratio of 1.0915 for 2024-05-06.

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

Figures for 2024-05-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2593
Historical Volatility (Parkinson)	0.2082
Implied Volatility (Calls)	0.2395
Implied Volatility (Puts)	0.2614
Implied Volatility (Mean)	0.2505
Put-Call Implied Volatility Ratio	1.0915
Implied Volatility Skew	0.0043
Option Statistics
Put-Call Ratio (Volume)	3.0905
Put-Call Ratio (Open Interest)	0.9523
Forward Price	346.46
Call Breakeven Price	404.34
Put Breakeven Price	280.22
Option Breakeven Price	346.46