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Cabot Corporation CBT

BASIC MATERIALS · SPECIALTY CHEMICALS
i

Market dataready · fetched 2026-11-12T02:43:47.534Z

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 · 2026-11-12T00:00:00.003647727Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:43:46.798103+00:00

Share price$72.23
1D-0.1%
AH$71.33$71.63$71.93$72.22$72.525:30 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$0.73$1.73$2.73$3.73$4.73$65.70$69.23$72.76$76.29$79.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CBT spot · $72.23CBT PRICE$1.10$1.13$1.16$1.25$1.46$1.67$1.88$2.09$2.30$2.51$2.73$0.84$1.05$1.26$1.46$1.66$1.85$2.05$2.24$2.44$2.63$2.83$3.02$4.44
PutsFair1.01×
Calls——
Skew——
Implied moveBearish±$3.93
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.30108.5%21.0%66.3965.2%9.2%
25Δ82.0386.4%15.1%67.7461.1%7.7%
30Δ77.7664.2%9.3%69.0856.9%6.1%
35Δ74.7849.2%5.3%70.1853.3%4.9%
40Δ74.1747.2%4.7%70.7550.5%4.3%
45Δ73.5645.1%4.2%71.3147.8%3.8%
50Δ72.9543.1%3.6%71.8845.0%3.3%
55Δ72.3441.0%3.0%72.4442.3%2.8%
60Δ71.7338.9%2.5%73.0139.5%2.3%
65Δ71.1236.9%1.9%73.5836.8%1.8%
70Δ70.5134.8%1.4%74.1434.0%1.3%
75Δ74.7131.3%0.8%
80Δ76.3236.7%0.5%

20Δ

Calls
Pseudo strike
86.30
IV
108.5%
B/E move
21.0%
Puts
Pseudo strike
66.39
IV
65.2%
B/E move
9.2%

25Δ

Calls
Pseudo strike
82.03
IV
86.4%
B/E move
15.1%
Puts
Pseudo strike
67.74
IV
61.1%
B/E move
7.7%

30Δ

Calls
Pseudo strike
77.76
IV
64.2%
B/E move
9.3%
Puts
Pseudo strike
69.08
IV
56.9%
B/E move
6.1%

35Δ

Calls
Pseudo strike
74.78
IV
49.2%
B/E move
5.3%
Puts
Pseudo strike
70.18
IV
53.3%
B/E move
4.9%

40Δ

Calls
Pseudo strike
74.17
IV
47.2%
B/E move
4.7%
Puts
Pseudo strike
70.75
IV
50.5%
B/E move
4.3%

45Δ

Calls
Pseudo strike
73.56
IV
45.1%
B/E move
4.2%
Puts
Pseudo strike
71.31
IV
47.8%
B/E move
3.8%

50Δ

Calls
Pseudo strike
72.95
IV
43.1%
B/E move
3.6%
Puts
Pseudo strike
71.88
IV
45.0%
B/E move
3.3%

55Δ

Calls
Pseudo strike
72.34
IV
41.0%
B/E move
3.0%
Puts
Pseudo strike
72.44
IV
42.3%
B/E move
2.8%

60Δ

Calls
Pseudo strike
71.73
IV
38.9%
B/E move
2.5%
Puts
Pseudo strike
73.01
IV
39.5%
B/E move
2.3%

65Δ

Calls
Pseudo strike
71.12
IV
36.9%
B/E move
1.9%
Puts
Pseudo strike
73.58
IV
36.8%
B/E move
1.8%

70Δ

Calls
Pseudo strike
70.51
IV
34.8%
B/E move
1.4%
Puts
Pseudo strike
74.14
IV
34.0%
B/E move
1.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
74.71
IV
31.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
76.32
IV
36.7%
B/E move
0.5%

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%