CAT IV Analysis
Implied volatility rank and trend analysis
Moderate IV
stable
CAT's implied volatility is at moderate levels, near the middle of its annual range. With an IV Rank of 55.6% and IV30 at 43.6%, iv has been relatively stable. The 52-week IV range spans 40.8 percentage points.
Volatility Metrics
Current Levels
IV Rank55.6%
IV30 (30-day)43.6%
IV Range (52w)40.8%
Volatility Context
IV Trendstable
Expected MoveN/A
ATR ExpandingYes
52-Week IV Position
IV Rank shows where current implied volatility sits relative to its 52-week high and low. Higher values indicate options are relatively expensive.
IV Rank56%
Low (Buy Options)ModerateHigh (Sell Options)
<30%
Volatility Buying Zone
30-70%
Neutral Zone
70%+
Premium Selling Zone
Strategy Implications
With IV Rank at 56%, options premiums are relatively elevated. This environment typically favors:
- Covered calls for income generation
- Cash-secured puts if willing to acquire shares
- Iron condors and credit spreads for range-bound trades
- Short strangles/straddles for experienced traders