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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Stepan Company (SCL) - NYSE Next Earnings Date: Estimated on Feb. 23, 2026
EVR: 2.5
Avg Daily Volume: 201,756    Market Cap: 979.9M
Sector: Consumer Goods    Short Interest: 1.72
Live Interactive Chart
Days to Next Earnings: 3 Days
Implied Move Monthly: 8.22%       Expires on: March 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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
Feb. 23, 2026 BO None $0.00 @$65.00 $5.45
($66.29)
8.22% -None% -None% $0.00 $0.00
( N/A )
None%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 25, 2023 BO 1.4 $99.33 @$100.00

 
 
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