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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Stepan Company (SCL) - NYSE Next Earnings Date: Estimate: Oct. 29, 2025 BO
EVR: 2.6
Avg Daily Volume: 163,006    Market Cap: 1.1B
Sector: Consumer Goods    Short Interest: 1.82
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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
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 $5.18
($48.19)
10.36% 11.76% O 7.07% I $51.60 $4.75
( $51.60 )
-8.3%
Feb. 19, 2025 BO 2.0 $62.49 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 27, 2022 BO 1.2 $105.85 @$105.00

 
 
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