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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cabot Corporation (CBT) - NYSE Next Earnings Date: N/A
EVR: 2.5
Avg Daily Volume: 395,231    Market Cap: 5.89B
Sector: Basic Materials    Short Interest: 5.99
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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 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 $4.30
($71.14)
6.14% 8.32% O 7.85% O $76.73 $7.28
( $76.73 )
69.3%
Nov. 6, 2023 AC 2.1 $66.28 @$65.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 8, 2022 AC 2.0 $72.74 @$75.00
May 2, 2022 AC 2.0 $66.27 @$65.00
Jan. 31, 2022 AC 1.8 $54.99 @$55.00
Nov. 8, 2021 AC 1.9 $59.07 @$60.00

 
 
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