CAT 560c 3/20/2026 Option Contract

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Key Statistics

Consolidated metrics for CAT $560 strike call option expiring 3/20/2026

Contract Typecall

Strike$560.00

Expiration3/20/2026

Implied Volatility25.86%

Open Interest10

Open$1.10

High$1.10

Low$1.10

The Greeks

Price sensitivity (Delta), Delta change (Gamma), Time decay (Theta), Volatility impact (Vega)

Delta0.04

Gamma0.00

Theta-0.01

Vega0.22