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Stepan Co. SCL

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Market datapartial · fetched 2026-10-22T22:56:32.070Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:30:00.002668588Z

FundamentalsAlpha Vantage · unavailable

Share price$64.32
1D+1.0%
AH$63.62$63.90$64.17$64.45$64.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCL
Sold putSold callAH

Stepan Co. options

Live interpolated SCL call and put midpoint premiums by absolute delta.Stepan Co.$2.23$4.23$6.22$8.21$10.20$52.29$58.11$63.92$69.74$75.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCL spot · $64.32SCL PRICE$2.45$2.45$2.45$2.48$2.52$2.60$3.04$3.47$3.91$4.34$4.77$5.23$2.46$2.47$2.45$2.58$2.73$2.88$3.03$3.76$4.55$5.35$6.14$7.43$9.63
PutsExpensive1.78×
CallsExpensive1.51×
SkewBearish+4.40 pp
Implied moveBearish±$5.63
TiltBearish16.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.30106.6%22.5%
25Δ82.36104.7%31.9%56.4582.9%16.1%
30Δ74.5879.9%19.8%59.5565.1%11.2%
35Δ70.3163.4%13.1%61.0857.3%9.1%
40Δ68.3554.3%10.1%62.3451.3%7.3%
45Δ66.5745.8%7.4%63.6045.3%5.6%
50Δ64.9038.2%5.0%64.8639.3%3.9%
55Δ64.0837.3%4.4%65.9839.4%3.3%
60Δ63.2636.3%3.8%67.0940.3%2.8%
65Δ62.4435.4%3.2%68.1941.1%2.3%
70Δ61.6234.4%2.6%69.2942.0%1.8%
75Δ60.8033.5%2.0%70.8644.0%1.4%
80Δ59.9632.6%1.4%73.2748.0%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.30
IV
106.6%
B/E move
22.5%

25Δ

Calls
Pseudo strike
82.36
IV
104.7%
B/E move
31.9%
Puts
Pseudo strike
56.45
IV
82.9%
B/E move
16.1%

30Δ

Calls
Pseudo strike
74.58
IV
79.9%
B/E move
19.8%
Puts
Pseudo strike
59.55
IV
65.1%
B/E move
11.2%

35Δ

Calls
Pseudo strike
70.31
IV
63.4%
B/E move
13.1%
Puts
Pseudo strike
61.08
IV
57.3%
B/E move
9.1%

40Δ

Calls
Pseudo strike
68.35
IV
54.3%
B/E move
10.1%
Puts
Pseudo strike
62.34
IV
51.3%
B/E move
7.3%

45Δ

Calls
Pseudo strike
66.57
IV
45.8%
B/E move
7.4%
Puts
Pseudo strike
63.60
IV
45.3%
B/E move
5.6%

50Δ

Calls
Pseudo strike
64.90
IV
38.2%
B/E move
5.0%
Puts
Pseudo strike
64.86
IV
39.3%
B/E move
3.9%

55Δ

Calls
Pseudo strike
64.08
IV
37.3%
B/E move
4.4%
Puts
Pseudo strike
65.98
IV
39.4%
B/E move
3.3%

60Δ

Calls
Pseudo strike
63.26
IV
36.3%
B/E move
3.8%
Puts
Pseudo strike
67.09
IV
40.3%
B/E move
2.8%

65Δ

Calls
Pseudo strike
62.44
IV
35.4%
B/E move
3.2%
Puts
Pseudo strike
68.19
IV
41.1%
B/E move
2.3%

70Δ

Calls
Pseudo strike
61.62
IV
34.4%
B/E move
2.6%
Puts
Pseudo strike
69.29
IV
42.0%
B/E move
1.8%

75Δ

Calls
Pseudo strike
60.80
IV
33.5%
B/E move
2.0%
Puts
Pseudo strike
70.86
IV
44.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
59.96
IV
32.6%
B/E move
1.4%
Puts
Pseudo strike
73.27
IV
48.0%
B/E move
1.1%

Options history

No recorded observations