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Cabot Corporation CBT

i

Market dataready · fetched 2026-11-06T21:18:45.598Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T21:10:00.003239016Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-06T21:18:44.992660+00:00

Share price$71.05
1D-0.9%
AH$70.91$71.42$71.94$72.46$72.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCBT
Sold putSold callAH

Cabot Corporation options

Live interpolated CBT call and put midpoint premiums by absolute delta.Cabot Corporation$0.61$2.16$3.70$5.24$6.78$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICECBT PRICE$0.78$1.03$1.28$1.50$1.72$1.93$2.15$2.36$2.57$3.45$4.41$5.37$6.33$1.11$1.20$1.29$1.39
Puts——
CallsFair1.04×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.7147.8%10.5%64.0068.8%11.5%
25Δ76.5348.9%9.2%66.0357.5%8.8%
30Δ75.3550.0%7.8%67.4150.2%6.9%
35Δ74.3948.5%6.8%68.7842.9%5.1%
40Δ73.5446.0%5.9%
45Δ72.6843.5%5.0%
50Δ71.8241.1%4.1%
55Δ70.9638.6%3.2%
60Δ70.1036.1%2.3%
65Δ69.0039.0%2.0%
70Δ67.8742.6%1.7%
75Δ66.7446.3%1.5%
80Δ65.6149.9%1.3%

20Δ

Calls
Pseudo strike
77.71
IV
47.8%
B/E move
10.5%
Puts
Pseudo strike
64.00
IV
68.8%
B/E move
11.5%

25Δ

Calls
Pseudo strike
76.53
IV
48.9%
B/E move
9.2%
Puts
Pseudo strike
66.03
IV
57.5%
B/E move
8.8%

30Δ

Calls
Pseudo strike
75.35
IV
50.0%
B/E move
7.8%
Puts
Pseudo strike
67.41
IV
50.2%
B/E move
6.9%

35Δ

Calls
Pseudo strike
74.39
IV
48.5%
B/E move
6.8%
Puts
Pseudo strike
68.78
IV
42.9%
B/E move
5.1%

40Δ

Calls
Pseudo strike
73.54
IV
46.0%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
72.68
IV
43.5%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
71.82
IV
41.1%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
70.96
IV
38.6%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
70.10
IV
36.1%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
69.00
IV
39.0%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
67.87
IV
42.6%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
66.74
IV
46.3%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
65.61
IV
49.9%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend36.72%
Daily EOD
CBT35.3%36.4%37.5%2026-10-19: 35.50%2026-10-20: 36.53%2026-10-21: 36.45%2026-10-22: 36.62%2026-10-23: 36.12%2026-10-26: 36.28%2026-10-27: 35.91%2026-10-28: 36.34%2026-10-29: 37.38%2026-10-30: 36.72%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
35.50%
36.53%
36.45%
36.62%
36.12%
36.28%
35.91%
36.34%
37.38%
36.72%