Its a Monarch Butterfly egg: http://images.search.yahoo.com/images/view;_ylt=AwrB8p5WhsZVpjkAHhE2nIlQ;_ylu=X3oDMTI0ZDc2dGNkBHNlYwNzcgRzbGsDaW1nBG9pZANlOTFkZjg3Y2IxNTAzYWNjMmQzZWQ4ZDEwODkwMmQzZgRncG9zAzEyNQRpdANiaW5n?.origin=&back=http%3A%2F%2Fimages.search.yahoo.com%2Fyhs%2Fsearch%3Fp%3DMonarch%2BButterfly%2BEgg%26fr%3Dyhs-SGMedia-sgm_fb%26hsimp%3Dyhs-sgm_fb%26hspart%3DSGMedia%26nost%3D1%26tab%3Dorganic%26ri%3D125&w=514&h=640&imgurl=4.bp.blogspot.com%2F-0o1EfijllCc%2FUbY-KZzjAwI%2FAAAAAAAAAlI%2FELwa2mGyiUk%2Fs640%2FNumber%2B1.jpg&rurl=http%3A%2F%2Fallofnature.blogspot.com%2F2013%2F06%2Fmonarch-butterfly-egg-hatching.html&size=79.9KB&name=The+%3Cb%3Eegg%3C%2Fb%3E+could+be+seen+moving+a+bit%2C+bulging+and+swaying+as+the+...&p=Monarch+Butterfly+Egg&oid=e91df87cb1503acc2d3ed8d108902d3f&fr2=&fr=yhs-SGMedia-sgm_fb&tt=The+%3Cb%3Eegg%3C%2Fb%3E+could+be+seen+moving+a+bit%2C+bulging+and+swaying+as+the+...&b=121&ni=192&no=125&ts=&tab=organic&sigr=12bakit6n&sigb=14hrh45vk&sigi=12kj9gvut&sigt=129a2giv1&sign=129a2giv1&.crumb=iYeVgrtDBn2&fr=yhs-SGMedia-sgm_fb&hsimp=yhs-sgm_fb&hspart=SGMedia
Funny you mention that, I have three caterpillars in my butterfly cage that were given to me by a good friend's wife who has about nine in hers.......
