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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cabot Corporation (CBT) - NYSE Next Earnings Date: Estimate: Aug. 5, 2024 AC
EVR: 2.3
Avg Daily Volume: 296,648    Market Cap: 5.58B
Sector: Basic Materials    Short Interest: 4.08
Live Interactive Chart
Days to Next Earnings: 63 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Feb. 5, 2024 AC 2.1 $71.14 @$70.00 $4.30
($71.14)
6.14% 8.32% O 7.85% O $76.73 $7.28
( $76.73 )
69.3%
Nov. 6, 2023 AC 1.9 $66.28 @$65.00 $4.10
($66.28)
6.31% 9.0% O 8.31% O $71.79 $6.85
( $71.79 )
67.07%
Aug. 7, 2023 AC 2.0 $69.34 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 8, 2023 AC 1.9 $70.55 @$70.00
Feb. 9, 2023 AC 2.0 $72.68 @$75.00
Aug. 8, 2022 AC 2.0 $72.74 @$75.00
May 2, 2022 AC 2.0 $66.27 @$65.00
Jan. 31, 2022 AC 1.8 $54.99 @$55.00
Nov. 8, 2021 AC 1.9 $59.07 @$60.00
Aug. 9, 2021 AC 1.9 $53.72 @$55.00

 
 
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