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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cabot Corporation (CBT) - NYSE Next Earnings Date: Estimated on Nov. 3, 2025
OS Projected Window: Sept. 22, 2025 to Sept. 27, 2025
EVR: 2.5
Avg Daily Volume: 358,575    Market Cap: 4.3B
Sector: Basic Materials    Short Interest: 4.04
Live Interactive Chart
Days to Next Earnings: 48 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
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
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 $5.65
($77.50)
7.53% -7.08% I -6.49% I $72.47 $3.73
( $72.47 )
-33.98%
Feb. 3, 2025 AC 2.5 $84.87 @$85.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 7, 2022 AC 2.0 $76.56 @$75.00

 
 
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