CBT · Expected Move
Cabot Corporation
The expected move for CBT is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
CBT straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current CBT Expected Move
30-Day Straddle
$8.45
7-Day Straddle
$3.17
30-Day ATM IV
40.1%
IV Rank
78%
Implied one-standard-deviation move through the next 30 days. Compare to CBT's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
CBT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261008 | $8.45 | $3.17 | 40.1% | 78% |
| 20261007 | $8.38 | $3.32 | 39.4% | 74% |
| 20261006 | $7.65 | $3.35 | 37.6% | 62% |
| 20261005 | $8.70 | $3.73 | 38.6% | 69% |
| 20261002 | $4.78 | $4.78 | 36.1% | 53% |
| 20261001 | $4.10 | $4.10 | 36.8% | 57% |
| 20260930 | $3.75 | $3.75 | 34.0% | 40% |
| 20260929 | $4.45 | $4.45 | 34.4% | 42% |
| 20260928 | $5.03 | $5.03 | 35.2% | 47% |
| 20260925 | $4.42 | $4.42 | 32.0% | 27% |
| 20260924 | $4.65 | $4.65 | 32.0% | 27% |
| 20260923 | $5.17 | $5.17 | 32.8% | 32% |
| 20260922 | $5.00 | $5.00 | 32.3% | 29% |
| 20260921 | $5.05 | $5.05 | 31.3% | 26% |
| 20260918 | $4.60 | $2.92 | 29.0% | 14% |
| 20260917 | $6.10 | $2.55 | 32.9% | 39% |
| 20260916 | $5.82 | $3.42 | 31.7% | 33% |
| 20260915 | $5.93 | $2.28 | 32.3% | 36% |
| 20260914 | $5.90 | $3.15 | 31.3% | 30% |
| 20260911 | $6.12 | $3.12 | 31.6% | 32% |
| 20260910 | $6.55 | $4.05 | 33.0% | 40% |
| 20260909 | $6.53 | $3.42 | 31.8% | 33% |
| 20260908 | $6.42 | $4.42 | 32.0% | 34% |
| 20260904 | $6.60 | $3.83 | 29.1% | 18% |
| 20260903 | $6.97 | $4.65 | 31.1% | 29% |
| 20260902 | $4.35 | $4.35 | 30.6% | 26% |
| 20260901 | $4.50 | $4.50 | 31.4% | 31% |
| 20260831 | $4.28 | $4.28 | 29.4% | 19% |
| 20260828 | $4.30 | $4.30 | 28.6% | 15% |
| 20260827 | $4.40 | $4.40 | 28.0% | 12% |
| 20260826 | $5.10 | $5.10 | 30.2% | 24% |
| 20260825 | $5.45 | $5.45 | 31.0% | 28% |
| 20260824 | $4.70 | $4.70 | 28.7% | 16% |
| 20260821 | $5.12 | $1.30 | 27.7% | 10% |
| 20260820 | $5.50 | $2.00 | 29.0% | 17% |
| 20260819 | $5.50 | $1.35 | 28.4% | 14% |
| 20260818 | $5.85 | $2.80 | 29.5% | 20% |
| 20260817 | $6.55 | $3.62 | 31.2% | 30% |
| 20260814 | $7.50 | $3.70 | 33.1% | 41% |
| 20260813 | $6.70 | $3.50 | 30.7% | 27% |
| 20260812 | $7.17 | $3.12 | 31.7% | 33% |
| 20260811 | $6.88 | $4.67 | 31.0% | 29% |
| 20260810 | $7.42 | $4.38 | 32.6% | 38% |
| 20260807 | — | — | 31.0% | 29% |
| 20260806 | $7.20 | $4.50 | 31.5% | 31% |
| 20260805 | $4.70 | $4.70 | 33.3% | 41% |
| 20260804 | $4.78 | $4.78 | 31.7% | 32% |
| 20260803 | $6.35 | $6.35 | 39.0% | 74% |
| 20260731 | $7.47 | $7.47 | 40.3% | 81% |
| 20260730 | $7.70 | $7.70 | 41.7% | 89% |
| 20260729 | $7.55 | $7.55 | 39.8% | 78% |
| 20260728 | $8.48 | $8.48 | 43.6% | 100% |
| 20260727 | $8.18 | $8.18 | 41.7% | 93% |
| 20260724 | $7.53 | $7.53 | 38.4% | 73% |
| 20260723 | $7.98 | $7.98 | 39.5% | 80% |
| 20260722 | $7.83 | $7.83 | 38.3% | 72% |
| 20260721 | $8.03 | $8.03 | 39.2% | 78% |
| 20260720 | $8.48 | $8.48 | 41.2% | 89% |
| 20260716 | $9.45 | $3.27 | 40.7% | 87% |
| 20260715 | $9.30 | $3.12 | 40.9% | 88% |
More on CBT
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.