CAT 500c 1/15/2027 Option Contract

$

9

8

7

6

5

4

3

2

1

0

0

9

8

7

6

5

4

3

2

1

0

0

.

9

8

7

6

5

4

3

2

1

0

0

Key Statistics

Consolidated metrics for CAT $500 strike call option expiring 1/15/2027

Contract Typecall

Strike$500.00

Expiration1/15/2027

Implied Volatility25.35%

Open Interest104

Open$12.84

High$12.84

Low$12.84

The Greeks

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

Delta0.22

Gamma0.00

Theta-0.03

Vega1.48