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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Stepan Company (SCL) - NYSE Next Earnings Date: OS Estimate: Feb. 18, 2026 BO
OS Projected Window: Feb. 16, 2026 to Feb. 21, 2026
EVR: 2.5
Avg Daily Volume: 171,416    Market Cap: 1.0B
Sector: Consumer Goods    Short Interest: 1.5
Live Interactive Chart
Days to Next Earnings: 106 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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
Oct. 29, 2025 BO 2.6 $44.35 @$45.00 $3.80
($44.35)
8.44% 3.54% I -0.38% I $44.18 $3.92
( $44.18 )
3.16%
July 30, 2025 BO 2.3 $55.24 @$55.00 $3.92
($55.24)
7.13% -13.21% O -9.66% O $49.90 $7.00
( $49.90 )
78.57%
April 29, 2025 BO 2.0 $48.19 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 19, 2025 BO 2.0 $62.49 @$60.00
April 30, 2024 BO 2.1 $84.53 @$85.00
Feb. 20, 2024 BO 1.9 $93.11 @$95.00
Oct. 18, 2023 BO 1.8 $68.01 @$70.00
July 26, 2023 BO 1.7 $96.38 @$95.00
April 25, 2023 BO 1.4 $99.33 @$100.00
Feb. 16, 2023 BO 1.2 $109.49 @$110.00

 
 
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