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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cabot Corporation (CBT) - NYSE Next Earnings Date: Estimated on May 6, 2024
OS Projected Window: May 13, 2024 to May 18, 2024
EVR: 2.0
Avg Daily Volume: 285,292    Market Cap: 4.75B
Sector: Basic Materials    Short Interest: 4.16
Live Interactive Chart
Days to Next Earnings: 10 Days
Implied Move Monthly: 7.12%       Expires on: May 17, 2024

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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
May 6, 2024 AC None $0.00 @$95.00 $6.60
($92.72)
7.12% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 5, 2024 AC 2.0 $71.14 @$70.00 $4.30
($71.14)
6.14% 8.32% O 7.85% O $76.73 $7.28
( $76.73 )
69.3%
Aug. 7, 2023 AC 1.9 $69.34 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 9, 2023 AC 2.0 $72.68 @$75.00
Aug. 8, 2022 AC 2.0 $72.74 @$75.00
May 2, 2022 AC 2.1 $66.27 @$65.00
Jan. 31, 2022 AC 1.8 $54.99 @$55.00
Nov. 8, 2021 AC 1.8 $59.07 @$60.00
Aug. 9, 2021 AC 2.0 $53.72 @$55.00
May 3, 2021 AC 2.1 $56.09 @$55.00

 
 
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