CAT expected move
How far CAT options expect the stock to move by each expiration, from implied volatility.
- CAT options traded $4.03M in premium on 2026-11-02: $2.47M in calls and $1.57M in puts, a net bullish lean of $499.54K.
- Put/call ratio 0.64, implied volatility 46.1%.
- Options price a move of about ±$38.87 by 2026-11-06.
- Max pain for 2026-11-06 is $650.0.
Updated 2026-11-02 17:14 UTC