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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Stepan Company (SCL) - NYSE Next Earnings Date: Estimate: Oct. 28, 2026 BO
EVR: 3.5
Avg Daily Volume: 133,238    Market Cap: 1.4B
Sector: Basic Materials    Short Interest: 3.03
Live Interactive Chart
Days to Next Earnings: 56 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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 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 $6.15
($52.66)
11.18% -7.86% I -6.32% I $49.33 $6.10
( $49.33 )
-0.81%
Feb. 23, 2026 BO 2.5 $67.23 @$65.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 18, 2023 BO 1.8 $68.01 @$70.00

 
 
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