It's a tersa sphinx moth caterpillar. They lay their eggs on pentas whenever they can find it, preferring it to their original host plant, buttonweed. Here's what the adult moth looks like -

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The caterpillars also come in green -

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It's been a while since I raised any, and I can't remember if they go underground to make their cocoon or not.

Sherry

Really cool cat!!! I found an adult on my hardwood dining room floor once. I have also found pupal cases, but I have never raised them like Sherry has. My neighbor down the street found a pupal case inside her garage and called me down to see if I knew what it was. So, that one didn't go and pupate underground anyway. Here is a shot of a pupal case that I found.
Angie

I live in Fort Worth and I found one of these caterpillars two years ago. yes, they like to dig down and pupate in the ground.

Congrats, Tom! A very unusual looking little guy.

Super nice set of photos and shared info regarding this moth. Thanks to all for sharing. I'm going to watch the penta's more closely now.

Mary

Thanks gang. Pretty cool. I swear I built this garden for my daughter but it is becoming an obsession. Pretty neat. Last week I realized we have spotted wasp moths now too. Keep you posted. This guy is huge though.