SCL · Expected Move
Stepan Co.
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).
SCL straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current SCL Expected Move
30-Day Straddle
$6.35
7-Day Straddle
$6.35
30-Day ATM IV
42.8%
IV Rank
72%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $6.35 | $6.35 | 42.8% | 72% |
| 20261020 | $6.57 | $6.57 | 42.6% | 71% |
| 20261019 | $6.60 | $6.60 | 44.2% | 78% |
| 20261016 | $6.40 | $3.17 | 39.2% | 56% |
| 20261015 | $6.70 | $3.00 | 41.3% | 65% |
| 20261014 | $6.75 | $4.90 | 39.9% | 59% |
| 20261013 | $6.65 | $4.95 | 40.6% | 62% |
| 20261012 | $6.05 | $4.90 | 39.0% | 55% |
| 20261009 | $6.35 | $3.65 | 38.7% | 54% |
| 20261008 | $6.70 | $5.00 | 39.1% | 56% |
| 20261007 | $6.80 | $5.25 | 39.4% | 57% |
| 20261006 | $7.45 | $5.60 | 37.3% | 48% |
| 20261005 | $6.38 | $3.95 | 36.1% | 43% |
| 20261002 | $5.40 | $5.40 | 34.9% | 37% |
| 20261001 | $5.15 | $5.15 | 37.6% | 49% |
| 20260930 | $5.70 | $5.70 | 33.9% | 33% |
| 20260929 | $6.10 | $6.10 | 41.6% | 67% |
| 20260928 | $4.97 | $4.97 | 37.8% | 50% |
| 20260925 | $3.90 | $3.90 | 33.1% | 30% |
| 20260924 | $4.05 | $4.05 | 29.5% | 14% |
| 20260923 | $4.35 | $4.35 | 34.0% | 34% |
| 20260922 | $6.43 | $6.43 | 42.7% | 72% |
| 20260921 | $5.65 | $5.65 | 37.2% | 48% |
| 20260918 | $5.40 | $4.95 | 35.6% | 41% |
| 20260917 | $6.90 | $4.12 | 26.3% | 0% |
| 20260916 | $5.47 | $4.80 | 35.2% | 37% |
| 20260915 | $5.20 | $4.80 | 28.1% | 5% |
| 20260914 | $5.10 | $4.80 | 34.9% | 36% |
| 20260911 | $5.80 | $4.92 | 30.6% | 16% |
| 20260910 | $5.53 | $4.95 | 37.8% | 49% |
| 20260909 | $6.18 | $4.38 | 35.7% | 40% |
| 20260908 | $6.60 | $5.72 | 35.3% | 38% |
| 20260904 | $6.10 | $5.35 | 33.6% | 30% |
| 20260903 | $6.32 | $4.85 | 32.4% | 25% |
| 20260902 | $5.47 | $5.47 | 31.2% | 19% |
| 20260901 | $5.10 | $5.10 | 28.6% | 8% |
| 20260831 | $4.25 | $4.25 | 28.0% | 5% |
| 20260828 | $5.90 | $5.90 | 30.2% | 15% |
| 20260827 | $4.25 | $4.25 | 26.9% | 0% |
| 20260826 | $5.60 | $5.60 | 31.0% | 13% |
| 20260825 | $4.25 | $4.25 | 29.9% | 7% |
| 20260824 | $6.05 | $6.05 | 29.0% | 3% |
| 20260821 | $4.50 | $4.20 | 29.3% | 4% |
| 20260820 | $5.22 | $5.00 | 28.4% | 0% |
| 20260819 | $4.62 | $3.83 | 32.2% | 15% |
| 20260818 | $5.20 | $4.80 | 33.5% | 21% |
| 20260817 | $5.12 | $3.83 | 33.2% | 20% |
| 20260814 | $5.58 | $4.80 | 34.4% | 26% |
| 20260813 | $5.10 | $2.22 | 29.3% | 0% |
| 20260812 | $5.22 | $3.65 | 31.6% | 0% |
| 20260811 | $5.72 | $4.95 | 37.2% | 26% |
| 20260810 | $5.55 | $4.90 | 34.0% | 6% |
| 20260807 | — | — | 33.0% | 0% |
| 20260806 | $5.72 | $5.53 | 38.5% | 25% |
| 20260805 | $5.47 | $5.47 | 34.9% | 0% |
| 20260804 | $4.33 | $4.33 | 35.7% | 5% |
| 20260803 | $5.35 | $5.35 | 38.2% | 22% |
| 20260731 | $4.65 | $4.65 | 35.8% | 4% |
| 20260730 | $4.95 | $4.95 | 36.0% | 6% |
| 20260729 | $5.35 | $5.35 | 35.0% | 0% |
More on SCL
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.