Unless your picture is very deceiving, I believe it to be Eumorpha achemon, Achemon Sphinx caterpillar. I don't see a horn, for one thing.

Got any plants in the Vitaceae family nearby? It feeds on grape foliage, Virginia creeper, pepper vine, and others in the family. There are green and brown forms of this caterpillar, by the way.

A fully grown caterpillar found roaming around at this time of year is probably looking for a place to pupate. They burrow into the soil, and create their brown, pupal shell and overwinter just fine.

I'd suggest that you put the caterpillar in an area where there is plenty of loose soil, and let it get on with its lifecycle. It doesn't need to be near a plant in its host family; the next time it will see the light of day, it will have wings and feed solely on flower nectar.

Thanks! Don't know if I have any Vitacaea.. I have honeysuckle. Our whole side yard is all soil. Hopefully the sand is good enough. Thanks for the information!!! I can't recall ever seeing that moth around before.