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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Stepan Company (SCL) - NYSE Next Earnings Date: OS Estimate: July 1, 2026 BO
OS Projected Window: June 29, 2026 to July 4, 2026
EVR: 3.3
Avg Daily Volume: 145,714    Market Cap: 1.2B
Sector: Consumer Goods    Short Interest: 1.65
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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 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 $5.93
($67.23)
9.12% -21.8% O -20.37% O $53.53 $13.75
( $53.53 )
131.87%
Oct. 29, 2025 BO 2.6 $44.35 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 26, 2023 BO 1.7 $96.38 @$95.00

 
 
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