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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Caterpillar (CAT) - NYSE Next Earnings Date: Oct. 29, 2026 BO
EVR: 2.6
Avg Daily Volume: 2,524,108    Market Cap: 335.9B
Sector: Industrials    Short Interest: 1.74
Live Interactive Chart
Days to Next Earnings: 8 Days
Implied Move Weekly: 7.91%       Expires on: Oct. 30, 2026
Implied Move Monthly: 10.72%       Expires on: Nov. 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Oct. 29, 2026 BO None $0.00 @$725.00 $77.78
($725.24)
10.72% -None% -None% $0.00 $0.00
( N/A )
None%
Aug. 4, 2026 BO 2.3 $830.03 @$830.00 $84.15
($830.03)
10.14% 12.64% O 5.6% I $876.54 $81.33
( $876.54 )
-3.35%
April 30, 2026 BO 2.1 $810.05 @$810.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 29, 2026 BO 2.1 $643.28 @$642.50
Oct. 29, 2025 BO 1.9 $524.47 @$525.00
Aug. 5, 2025 BO 2.1 $433.70 @$432.50
April 30, 2025 BO 2.2 $307.40 @$307.50
Jan. 30, 2025 BO 2.4 $393.23 @$392.50
Oct. 30, 2024 BO 2.4 $387.51 @$387.50
Aug. 6, 2024 BO 2.4 $316.80 @$317.50

 
 
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