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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cabot Corporation (CBT) - NYSE Next Earnings Date: OS Estimate: July 6, 2026 AC
OS Projected Window: July 6, 2026 to July 11, 2026
EVR: 2.8
Avg Daily Volume: 366,824    Market Cap: 4.0B
Sector: Basic Materials    Short Interest: 5.58
Live Interactive Chart
Days to Next Earnings: 48 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 59
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
May 5, 2026 AC 2.8 $78.93 @$80.00 $6.03
($78.93)
7.54% 8.03% O 4.4% I $82.41 $3.75
( $82.41 )
-37.81%
Feb. 3, 2026 AC 2.5 $71.29 @$70.00 $5.33
($71.29)
7.61% 13.83% O 10.43% O $78.73 $9.70
( $78.73 )
81.99%
Nov. 3, 2025 AC 2.5 $65.90 @$65.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 4, 2025 AC 2.5 $73.71 @$75.00
May 5, 2025 AC 2.4 $77.50 @$75.00
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

 
 
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