SCL (Stepan Co.)

Historical IV Rank & Volatility Regime

IV Rank measures where SCL's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on SCL are priced rich or cheap relative to its own recent 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.

SCL IV Rank Summary
Current
18%
Compressed — premium buying regime
30-Day Avg
63%
60-Day Avg
50%
90-Day Avg
46%
90-Day Low
0%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in SCL's implied vol; sustained sub-25% readings often coincide with low-realized regimes ahead of catalyst events. See the Vol Arb Screener for symbols where current IV rank diverges most from realized volatility.
SCL IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260605 18% 0.6%
20260604 11% 0.6%
20260603 10% 0.5%
20260602 100% 1.4%
20260601 100% 1.2%
20260529 100% 1.2%
20260528 92% 1.1%
20260527 86% 1.0%
20260526 88% 1.0%
20260522 76% 1.0%
20260521 74% 1.0%
20260520 68% 0.9%
20260519 63% 0.9%
20260518 71% 0.9%
20260515 67% 0.9%
20260514 76% 1.0%
20260513 56% 0.8%
20260512 52% 0.8%
20260511 67% 0.9%
20260510 53% 0.8%
20260508 50% 0.8%
20260507 60% 0.9%
20260506 43% 0.8%
20260505 43% 0.8%
20260504 40% 0.7%
20260502 80% 1.0%
20260501 89% 1.1%
20260430 50% 0.8%
20260429 38% 0.7%
20260428 64% 0.9%
20260427 66% 0.9%
20260424 46% 0.8%
20260423 19% 0.6%
20260422 59% 0.9%
20260421 20% 0.6%
20260420 21% 0.6%
20260417 53% 0.8%
20260416 30% 0.7%
20260415 39% 0.7%
20260414 26% 0.6%
20260413 11% 0.5%
20260410 26% 0.6%
20260409 29% 0.7%
20260408 29% 0.7%
20260407 7% 0.5%
20260406 18% 0.6%
20260402 0% 0.5%
20260401 65% 1.0%
20260331 63% 0.9%
20260330 58% 0.9%
20260327 53% 0.9%
20260326 40% 0.8%
20260325 48% 0.9%
20260324 35% 0.8%
20260323 37% 0.8%
20260320 53% 0.9%
20260319 41% 0.8%
20260318 46% 0.8%
20260317 29% 0.7%
20260316 33% 0.8%
20260313 20% 0.7%
20260312 23% 0.7%
20260311 25% 0.7%
20260310 32% 0.8%
20260309 28% 0.7%
20260308 19% 0.7%
20260306 23% 0.7%
20260305 15% 0.7%
20260304 72% 1.0%
20260303 92% 1.1%
20260302 84% 1.1%
20260227 63% 1.0%
20260226 61% 0.9%
20260225 64% 1.0%
20260224 52% 0.9%
20260223 58% 0.9%
20260221 43% 0.8%
20260220 51% 0.9%
20260219 38% 0.8%
20260218 46% 0.8%
20260217 21% 0.7%
20260213 18% 0.7%
20260212 18% 0.7%
20260211 17% 0.7%
20260210 26% 0.7%
20260209 9% 0.6%
20260206 28% 0.7%
20260205 25% 0.7%
20260204 71% 1.0%
20260203 56% 0.9%