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Cabot Corporation CBT 72.19 0.34 0.47%

Previous-day view · Tue Nov 10 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

No chain in the last ten days can size a move for CBT.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±6.66%
Average actual move
7.58%
Beyond the implied move
1 / 2
Median IV change
-30.20%
Reaction session Implied Actual Used ATM IV before → after
August 05, 2025 ±6.00% +8.67% 1.44× —
May 06, 2025 ±7.32% -6.49% 0.89× 49.4% → 34.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →