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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Stepan Company (SCL) - NYSE Next Earnings Date: OS Estimate: Feb. 17, 2027 BO
OS Projected Window: Feb. 15, 2027 to Feb. 20, 2027
EVR: 3.4
Avg Daily Volume: 154,833    Market Cap: 1.6B
Sector: Basic Materials    Short Interest: 3.04
Live Interactive Chart
Days to Next Earnings: 110 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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. 28, 2026 BO 3.5 $65.21 @$65.00 $4.97
($65.21)
7.65% 7.34% I 4.9% I $68.41 $6.08
( $68.41 )
22.33%
July 29, 2026 BO 3.3 $58.01 @$60.00 $6.45
($58.01)
10.75% 14.44% O 14.01% O $66.14 $9.03
( $66.14 )
40.0%
April 28, 2026 BO 3.2 $52.66 @$55.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 23, 2026 BO 2.5 $67.23 @$65.00
Oct. 29, 2025 BO 2.6 $44.35 @$45.00
July 30, 2025 BO 2.3 $55.24 @$55.00
April 29, 2025 BO 2.0 $48.19 @$50.00
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

 
 
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