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
$6.25
7-Day Straddle
$6.25
Avg IV
0.7%
IV Rank
24%
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 |
|---|---|---|---|---|
| 20260721 | $6.25 | $6.25 | 0.7% | 24% |
| 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% |
| 20260609 | $6.70 | $5.50 | 0.6% | 17% |
| 20260608 | $5.90 | $5.10 | 0.6% | 10% |
| 20260605 | $6.17 | $4.18 | 0.6% | 18% |
| 20260604 | $6.22 | $5.12 | 0.6% | 11% |
| 20260603 | $6.25 | $5.20 | 0.5% | 10% |
| 20260602 | $6.00 | $6.00 | 1.4% | 100% |
| 20260601 | $6.15 | $6.15 | 1.2% | 100% |
| 20260529 | $5.67 | $5.67 | 1.2% | 100% |
| 20260528 | $5.20 | $5.20 | 1.1% | 92% |
| 20260527 | $5.12 | $5.12 | 1.0% | 86% |
| 20260526 | $5.72 | $5.72 | 1.0% | 88% |
| 20260522 | $4.82 | $4.82 | 1.0% | 76% |
| 20260521 | $5.08 | $5.08 | 1.0% | 74% |
| 20260520 | $5.07 | $5.07 | 0.9% | 68% |
| 20260519 | $4.65 | $4.65 | 0.9% | 63% |
| 20260518 | $5.00 | $5.00 | 0.9% | 71% |
| 20260515 | $5.25 | $3.50 | 0.9% | 67% |
| 20260514 | $5.12 | $4.70 | 1.0% | 76% |
| 20260513 | $5.22 | $4.82 | 0.8% | 56% |
| 20260512 | $5.62 | $4.90 | 0.8% | 52% |
| 20260511 | $6.38 | $5.38 | 0.9% | 67% |
| 20260510 | $5.70 | $5.15 | 0.8% | 53% |
| 20260508 | $5.70 | $5.15 | 0.8% | 50% |
| 20260507 | $6.22 | $5.25 | 0.9% | 60% |
| 20260506 | $5.65 | $5.10 | 0.8% | 43% |
| 20260505 | $6.12 | $5.10 | 0.8% | 43% |
| 20260504 | $5.30 | $4.88 | 0.7% | 40% |
| 20260502 | $4.95 | $4.95 | 1.0% | 80% |
| 20260501 | $4.95 | $4.95 | 1.1% | 89% |
| 20260430 | $4.95 | $4.95 | 0.8% | 50% |
| 20260429 | $5.00 | $5.00 | 0.7% | 38% |
| 20260428 | $4.95 | $4.95 | 0.9% | 64% |