Option Breakeven Price (90-Day)

Option Breakeven Price: The average price at which an option position breaks even at expiration, weighted by the open interests of all calls and puts.

Caterpillar Inc. (CAT) had 90-Day Option Breakeven Price of 333.28 for 2024-05-16.

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Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2627
Historical Volatility (Parkinson)	0.1966
Implied Volatility (Calls)	0.2333
Implied Volatility (Puts)	0.2552
Implied Volatility (Mean)	0.2443
Put-Call Implied Volatility Ratio	1.0937
Implied Volatility Skew	0.0072
Option Statistics
Put-Call Ratio (Volume)	1.9946
Put-Call Ratio (Open Interest)	1.1639
Forward Price	353.84
Call Breakeven Price	375.80
Put Breakeven Price	296.45
Option Breakeven Price	333.28