SCL (Stepan Co.)
Expected Move & Straddle Price History
The expected move for SCL 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).
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.
Current SCL Expected Move
30-Day Straddle
$6.10
7-Day Straddle
$5.35
Avg IV
0.5%
IV Rank
1%
Implied one-standard-deviation move through the next 30 days. Compare to SCL'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.
SCL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260904 | $6.10 | $5.35 | 0.5% | 1% |
| 20260903 | $6.32 | $4.85 | 0.5% | 0% |
| 20260902 | $5.47 | $5.47 | 1.3% | 90% |
| 20260901 | $5.10 | $5.10 | 1.2% | 77% |
| 20260831 | $4.25 | $4.25 | 1.1% | 62% |
| 20260828 | $5.90 | $5.90 | 1.0% | 50% |
| 20260827 | $4.25 | $4.25 | 1.0% | 55% |
| 20260826 | $5.60 | $5.60 | 1.0% | 50% |
| 20260825 | $4.25 | $4.25 | 0.9% | 44% |
| 20260824 | $6.05 | $6.05 | 1.0% | 54% |
| 20260821 | $4.50 | $4.20 | 0.8% | 27% |
| 20260820 | $5.22 | $5.00 | 0.9% | 39% |
| 20260819 | $4.62 | $3.83 | 0.9% | 48% |
| 20260818 | $5.20 | $4.80 | 1.0% | 54% |
| 20260817 | $5.12 | $3.83 | 0.9% | 38% |
| 20260814 | $5.58 | $4.80 | 0.8% | 33% |
| 20260813 | $5.10 | $2.22 | 0.8% | 36% |
| 20260812 | $5.22 | $3.65 | 0.8% | 36% |
| 20260811 | $5.72 | $4.95 | 0.7% | 30% |
| 20260810 | $5.55 | $4.90 | 0.8% | 35% |
| 20260806 | $5.72 | $5.53 | 0.9% | 44% |
| 20260805 | $5.47 | $5.47 | 0.8% | 39% |
| 20260804 | $4.33 | $4.33 | 0.8% | 34% |
| 20260803 | $5.35 | $5.35 | 0.9% | 49% |
| 20260731 | $4.65 | $4.65 | 0.8% | 42% |
| 20260730 | $4.95 | $4.95 | 0.8% | 40% |
| 20260729 | $5.35 | $5.35 | 0.7% | 30% |
| 20260728 | $6.45 | $6.45 | 0.7% | 29% |
| 20260727 | $6.68 | $6.68 | 0.8% | 32% |
| 20260724 | $6.15 | $6.15 | 0.8% | 32% |
| 20260723 | $6.75 | $6.75 | 0.7% | 28% |
| 20260722 | $6.20 | $6.20 | 0.7% | 21% |
| 20260721 | $6.25 | $6.25 | 0.7% | 26% |
| 20260720 | $6.33 | $6.33 | 0.7% | 29% |
| 20260716 | $6.10 | $2.93 | 0.7% | 22% |
| 20260715 | $6.95 | $2.75 | 0.6% | 20% |
| 20260714 | $6.75 | $5.00 | 0.7% | 21% |
| 20260713 | $6.80 | $5.10 | 0.7% | 23% |
| 20260710 | $6.65 | $4.88 | 0.7% | 22% |
| 20260709 | $6.53 | $4.90 | 0.6% | 14% |
| 20260708 | $6.30 | $4.95 | 0.6% | 17% |
| 20260707 | $6.95 | $5.20 | 0.6% | 19% |
| 20260706 | $6.75 | $5.18 | 0.6% | 13% |
| 20260702 | $5.03 | $5.03 | 0.8% | 34% |
| 20260701 | $5.10 | $5.10 | 0.9% | 43% |
| 20260630 | $4.97 | $4.97 | 0.7% | 30% |
| 20260629 | $4.80 | $4.80 | 0.6% | 20% |
| 20260626 | $4.82 | $4.82 | 0.7% | 25% |
| 20260625 | $4.90 | $4.90 | 0.7% | 24% |
| 20260624 | $4.97 | $4.97 | 0.7% | 27% |
| 20260623 | $5.12 | $5.12 | 0.8% | 35% |
| 20260622 | $5.28 | $5.28 | 0.7% | 24% |
| 20260618 | $5.12 | $5.00 | 0.6% | 13% |
| 20260617 | $5.43 | $4.80 | 0.6% | 10% |
| 20260616 | $4.95 | $4.20 | 0.6% | 19% |
| 20260615 | $5.25 | $4.90 | 0.6% | 16% |
| 20260613 | $4.90 | $4.88 | 0.6% | 16% |
| 20260612 | $4.90 | $4.90 | 0.7% | 24% |
| 20260611 | $6.55 | $5.35 | 0.7% | 23% |
| 20260610 | $6.60 | $5.60 | 0.6% | 19% |