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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cabot Corporation (CBT) - NYSE Next Earnings Date: OS Estimate: Feb. 2, 2026 AC
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 2.5
Avg Daily Volume: 475,121    Market Cap: 3.3B
Sector: Basic Materials    Short Interest: 2.58
Live Interactive Chart
Days to Next Earnings: 52 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 57
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
Nov. 3, 2025 AC 2.5 $65.90 @$65.00 $4.97
($65.90)
7.65% -7.16% I -7.07% I $61.24 $4.70
( $61.24 )
-5.43%
Aug. 4, 2025 AC 2.5 $73.71 @$75.00 $4.48
($73.71)
5.97% 9.23% O 8.66% O $80.10 $6.90
( $80.10 )
54.02%
May 5, 2025 AC 2.4 $77.50 @$75.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 3, 2025 AC 2.5 $84.87 @$85.00
May 6, 2024 AC 2.4 $95.94 @$95.00
Feb. 5, 2024 AC 2.3 $71.14 @$70.00
Nov. 6, 2023 AC 2.1 $66.28 @$65.00
Aug. 7, 2023 AC 2.0 $69.34 @$70.00
May 8, 2023 AC 2.1 $70.55 @$70.00
Feb. 9, 2023 AC 2.2 $72.68 @$75.00

 
 
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