Caterpillar Inc CAT 591.3 -32.64 -5.23% Regime: Trend Down (95%)
Expected move
November 04, 2026 close · $592.20| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±2.3% ±$13.62 | $578.58 – $605.82 | $575.80 – $608.60 | $562.89 – $621.51 |
| 2 sessions | ±3.2% ±$19.01 | $573.19 – $611.21 | $569.16 – $615.24 | $551.28 – $633.12 |
| 3 sessions | ±3.8% ±$22.62 | $569.58 – $614.82 | $565.25 – $619.15 | $544.05 – $640.35 |
| 1 week | ±4.6% ±$27.36 | $564.84 – $619.56 | $558.74 – $625.66 | $533.93 – $650.47 |
| 2 weeks | ±6.0% ±$35.59 | $556.61 – $627.79 | $548.20 – $636.20 | $516.28 – $668.12 |
| 3 weeks | ±7.3% ±$43.05 | $549.15 – $635.25 | $538.67 – $645.73 | $501.18 – $683.22 |
| 1 month | ±8.3% ±$48.92 | $543.28 – $641.12 | $531.14 – $653.26 | $488.45 – $695.95 |
Earnings: priced against what happened
Average implied move
±5.57%
Average actual move
4.79%
Beyond the implied move
3 / 7
Median IV change
-20.78%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| October 29, 2026 | ±6.57% | -9.25% | 1.41× | — |
| August 04, 2026 | ±7.49% | +5.60% | 0.75× | 63.1% → 51.6% |
| April 30, 2026 | ±5.41% | +9.88% | 1.83× | 47.9% → 43.5% |
| January 29, 2026 | ±5.57% | +3.41% | 0.61× | — |
| August 05, 2025 | ±4.25% | +0.12% | 0.03× | 37.1% → 25.9% |
| April 30, 2025 | ±5.17% | +0.61% | 0.12× | 40.1% → 31.8% |
| January 30, 2025 | ±4.50% | -4.64% | 1.03× | 35.0% → 26.2% |