CAT implied volatility
From the closing options book · October 20, 2026 · updated after every close
CAT's at-the-money implied volatility was 50.6% at the October 20, 2026 close. Over the past 260 sessions it ranged from 27.0% to 62.8%, putting today's level at an IV rank of 66 and IV percentile of 93.
CAT at-the-money IV, last 60 sessions
Options were pricing more movement than CAT actually delivered over the last 20 sessions (50.6% implied against 33.1% realized).
IV rank places today's IV between the period's low (0) and high (100); IV percentile is the share of sessions with lower IV. Both use CAT's own closing history.
These are the October 20, 2026 closing numbers. Members see CAT's map move live all session.
Common questions
50.6% at the money at the October 20, 2026 close.
66 over the past 260 sessions (IV percentile 93).
Its IV percentile is 93: high against its own past year.
Compare: implied volatility on other tickers
Measured from the closing options book and rebuilt after every close. Nothing on this page is live. Levels are where dealer hedging is concentrated, not targets or forecasts. Not investment advice.