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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Stepan Company (SCL) - NYSE Next Earnings Date: Estimated on April 30, 2024
OS Projected Window: April 22, 2024 to April 27, 2024
EVR: 1.4
Avg Daily Volume: 71,762    Market Cap: 1.96B
Sector: Consumer Goods    Short Interest: 2.08
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Monthly: 6.73%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
April 30, 2024 BO None $0.00 @$85.00 $5.70
($84.75)
6.73% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 16, 2023 BO 1.2 $109.49 @$110.00 $6.53
($109.49)
5.94% -7.16% O -4.96% I $104.05 $7.65
( $104.05 )
17.15%
July 27, 2022 BO 1.2 $105.85 @$105.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 26, 2022 BO 1.2 $98.32 @$100.00
Feb. 17, 2022 BO 1.2 $111.26 @$110.00
Oct. 20, 2021 BO 1.2 $118.65 @$120.00
July 28, 2021 BO 1.3 $118.36 @$120.00
April 27, 2021 BO 1.4 $131.77 @$130.00
Feb. 18, 2021 BO 1.5 $123.65 @$125.00
Oct. 21, 2020 BO 1.7 $115.65 @$115.00

 
 
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