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Cabot Corporation CBT

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Market datapartial · fetched 2026-10-22T21:05:25.724Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:10:00.001935874Z

FundamentalsAlpha Vantage · unavailable

Share price$74.33
1D+1.0%
AH$73.45$73.70$73.95$74.20$74.455:30 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$0.78$2.99$5.20$7.41$9.62$62.55$67.95$73.35$78.74$84.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CBT spot · $74.33CBT PRICE$1.18$1.02$1.40$1.78$2.15$2.53$2.91$3.45$3.98$4.52$5.05$5.58$6.60$1.46$1.70$2.00$2.59$3.17$3.75$4.33$4.90$5.47$6.04$6.60$7.67$8.98
PutsExpensive1.51×
CallsExpensive1.46×
SkewBearish+9.40 pp
Implied moveBearish±$7.25
TiltBearish16.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.9654.3%17.2%64.3762.7%15.4%
25Δ79.8833.8%8.8%67.4553.7%11.5%
30Δ78.9034.5%8.0%70.2246.3%8.2%
35Δ77.9235.2%7.2%71.4746.7%7.3%
40Δ76.9435.8%6.4%72.7347.1%6.4%
45Δ75.9536.5%5.6%73.9847.5%5.5%
50Δ74.9737.1%4.8%75.2147.4%4.6%
55Δ74.0036.7%4.2%76.3145.6%3.9%
60Δ73.0336.2%3.6%77.4243.8%3.2%
65Δ72.0635.7%3.0%78.5242.0%2.5%
70Δ71.0935.2%2.4%79.6240.2%1.8%
75Δ70.1234.8%1.8%81.0639.5%1.3%
80Δ68.8334.0%1.5%82.6639.3%0.9%

20Δ

Calls
Pseudo strike
85.96
IV
54.3%
B/E move
17.2%
Puts
Pseudo strike
64.37
IV
62.7%
B/E move
15.4%

25Δ

Calls
Pseudo strike
79.88
IV
33.8%
B/E move
8.8%
Puts
Pseudo strike
67.45
IV
53.7%
B/E move
11.5%

30Δ

Calls
Pseudo strike
78.90
IV
34.5%
B/E move
8.0%
Puts
Pseudo strike
70.22
IV
46.3%
B/E move
8.2%

35Δ

Calls
Pseudo strike
77.92
IV
35.2%
B/E move
7.2%
Puts
Pseudo strike
71.47
IV
46.7%
B/E move
7.3%

40Δ

Calls
Pseudo strike
76.94
IV
35.8%
B/E move
6.4%
Puts
Pseudo strike
72.73
IV
47.1%
B/E move
6.4%

45Δ

Calls
Pseudo strike
75.95
IV
36.5%
B/E move
5.6%
Puts
Pseudo strike
73.98
IV
47.5%
B/E move
5.5%

50Δ

Calls
Pseudo strike
74.97
IV
37.1%
B/E move
4.8%
Puts
Pseudo strike
75.21
IV
47.4%
B/E move
4.6%

55Δ

Calls
Pseudo strike
74.00
IV
36.7%
B/E move
4.2%
Puts
Pseudo strike
76.31
IV
45.6%
B/E move
3.9%

60Δ

Calls
Pseudo strike
73.03
IV
36.2%
B/E move
3.6%
Puts
Pseudo strike
77.42
IV
43.8%
B/E move
3.2%

65Δ

Calls
Pseudo strike
72.06
IV
35.7%
B/E move
3.0%
Puts
Pseudo strike
78.52
IV
42.0%
B/E move
2.5%

70Δ

Calls
Pseudo strike
71.09
IV
35.2%
B/E move
2.4%
Puts
Pseudo strike
79.62
IV
40.2%
B/E move
1.8%

75Δ

Calls
Pseudo strike
70.12
IV
34.8%
B/E move
1.8%
Puts
Pseudo strike
81.06
IV
39.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
68.83
IV
34.0%
B/E move
1.5%
Puts
Pseudo strike
82.66
IV
39.3%
B/E move
0.9%

Options history

CBT36.4136.4936.572026-10-20: 36.53%2026-10-21: 36.45%Oct 20Oct 21
Table
DateIV
36.53%
36.45%