How often does Cabot move more than the options market prices?

5 of the last 8 reports moved at least as far as the implied move.

CBTNYSEMiscellaneous Chemical Products

Cabot Corp (CBT) earnings date, market-implied expected move, and options open interest by expiry

75.85

pre 72.01 −4.90%

Pre-market15:59 ETdelayed

Open75.53Volume770,555Mkt cap$3.7BP/E20.17EPS3.57Div yield2.56%

Day72.01 – 75.530%52-wk56.94 – 94.0041%

CBT

Cabot Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 2

after close · in 90 days

est.Q1 FY27

Calendar

Next report

Last report

−4.91%

vs ±7.2% implied · ×0.68

shaded = implied · ▲▼ = realized

Nov 2 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+2.05%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

387 managers

Top fund weight

0.15%

CBT weight · IWM

N-PORTJun 30 '26

6 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Cabot (CBT) is expected to report on Feb 2 after close (estimated date).

Implied vs realized

8 reports

5 of 8≥ implied

avg implied: ±6.1%
avg realized: ±6.8%

Feb 3 '25Feb 3 '25confirmed±6.7%▲+3.91%×0.59

May 5 '25May 5 '25confirmed±4.6%▼−6.49%×1.40

Aug 4 '25Aug 4 '25confirmed±5.2%▲+8.67%×1.67

Nov 3 '25Nov 3 '25confirmed±6.4%▼−7.07%×1.10

Feb 3 '26Feb 3 '26confirmed±6.3%▲+10.44%×1.66

Q2 FY26May 5 '26confirmed±6.4%▲+4.41%×0.69

Q3 FY26Aug 3 '26confirmed±6.0%▼−8.51%×1.42

Nov 2 '26Nov 2 '26confirmed±7.2%▼−4.91%×0.68

quarterimplied−15%0+15%realized×

Nov '26±7.2%▼−4.91%×0.68

Q3 FY26±6.0%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 4 expiries · Nov 2 close

1.52OI · 4 expiries · Nov 2 closeP/C open interest · Apr 16 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

2,030+6900%Nov 2016d42.29480%42.29

10%Dec 1844d0.04260%0.04

2020%Jan 1572d0.102,0350%0.10

report · Feb 2 · after close · est.

410%Apr 16163d270%

ExpiryPutsCallsP/C

Nov 2016d2,030+6900%480%42.29

Dec 1844d10%260%0.04

Jan 1572d2020%2,0350%0.10

report · Feb 2 · after close · est.

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ3 FY26

1.43%as filednet margin · revenue +8.63% QoQ · +6.39% YoY

Revenue

$982M+8.63% QoQ

Gross profit

$184M−12.38% QoQ

18.74% margin

Operating income

$98M−24.03% QoQ

9.98% margin

Pre-tax income

$58M−51.67% QoQ

Net income

$14M−82.05% QoQ

1.43% margin

Cost of revenue

$798M+14.99% QoQ

Operating expenses

$86M+6.17% QoQ

SG&A $73M

R&D $13M

Other expense

$40M

Tax

$46M+4.55% QoQ

Revenue$982M+8.63%

Gross profit

$184M−12.38%

18.74% margin

Operating income

$98M−24.03%

9.98% margin

Pre-tax income

$58M−51.67%

Net income

$14M−82.05%

1.43% margin

Cost of revenue

$798M+14.99%

Operating expenses

$86M+6.17%

SG&A $73M

R&D $13M

Other expense

$40M

Tax$46M+4.55%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.25· ±1.8% vs ±1.4% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±1.8%6 of 10×1.25

FOMCrate decision±1.4%11 of 24×0.99

PPIproducer prices±1.2%5 of 10×0.86

PCEpersonal income & outlays±1.2%12 of 19×0.83

GDPgross domestic product±1.2%10 of 19×0.83

CPROFcorporate profits±1.1%7 of 12×0.75

CPIconsumer prices±0.8%1 of 10×0.55

Bar = avg |move| to ±2% · tick = ±1.4% avg day · ×base = |move| ÷ ±1.4% · min 6 releases

Earnings history

EPS 0.12 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Aug 3 '26 · confirmed	0.12	—
Q2 FY26	May 5 '26 · confirmed	1.27	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod