Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cabot Corporation (CBT) - NYSE Next Earnings Date: OS Estimate: May 5, 2025 AC
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 2.4
Avg Daily Volume: 492,603    Market Cap: 4.6B
Sector: Basic Materials    Short Interest: 5.05
Live Interactive Chart
Days to Next Earnings: 53 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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. 3, 2025 AC 2.5 $84.87 @$85.00 $6.68
($84.87)
7.86% 5.05% I 3.91% I $88.19 $5.53
( $88.19 )
-17.22%
May 6, 2024 AC 2.4 $95.94 @$95.00 $5.30
($95.94)
5.58% 7.83% O 5.34% I $101.07 $7.35
( $101.07 )
38.68%
Feb. 5, 2024 AC 2.3 $71.14 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 8, 2022 AC 2.0 $72.74 @$75.00
May 2, 2022 AC 2.0 $66.27 @$65.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US