ThetaOwl

Expected Move — CAT

Data as of market close Apr 2, 2026

CAT Expected Move Data

Nearest Expiry
2026-04-10
Expected Move
±2.5%
Expected Range
$699.09–$735.34
Days to Expiry
8
ATM Strike
$717.50
Spot Price
$717.22

Expected Move by Expiration (spot: $717.22)

Expected Move by Expiration

ExpirationDTEATM StrikeExpected MoveMove %Lower BoundUpper Bound
2026-04-108$717.50±$18.12±2.5%$699.09$735.34
2026-04-1715$715.00±$48.38±6.7%$668.84$765.59
2026-04-2422$715.00±$58.47±8.2%$658.74$775.69
2026-05-0129$715.00±$73.20±10.2%$644.02$790.42
2026-05-0836$715.00±$42.83±6.0%$674.39$760.04
2026-05-1543$720.00±$87.68±12.2%$629.54$804.89
2026-06-1877$720.00±$112.78±15.7%$604.44$829.99
2026-07-17106$720.00±$127.60±17.8%$589.62$844.82
2026-08-21141$720.00±$148.62±20.7%$568.59$865.84
2026-09-18169$720.00±$160.72±22.4%$556.49$877.94
2026-11-20232$720.00±$185.60±25.9%$531.62$902.82
2026-12-18260$720.00±$194.78±27.2%$522.44$911.99
2027-01-15288$720.00±$204.32±28.5%$512.89$921.54
2027-03-19351$720.00±$223.32±31.1%$493.89$940.54
CAT expected move by expiration
ExpirationDays to ExpiryATM StrikeExpected MoveMove %Lower BoundUpper Bound
2026-04-108717.518.122.53699.09735.34
2026-04-171571548.386.74668.84765.59
2026-04-242271558.478.15658.74775.69
2026-05-012971573.210.21644.02790.42
2026-05-083671542.835.97674.39760.04
2026-05-154372087.6812.22629.54804.89
2026-06-1877720112.7815.72604.44829.99
2026-07-17106720127.617.79589.62844.82
2026-08-21141720148.6220.72568.59865.84
2026-09-18169720160.7222.41556.49877.94
2026-11-20232720185.625.88531.62902.82
2026-12-18260720194.7827.16522.44911.99
2027-01-15288720204.3228.49512.89921.54
2027-03-19351720223.3231.14493.89940.54

Check the expected price move for CAT by expiration date, derived from options pricing. Compare implied moves across timeframes to gauge how much the market expects the stock to move.