Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Stepan Company (SCL) - NYSE Next Earnings Date: N/A
EVR: 2.0
Avg Daily Volume: 106,959    Market Cap: 1.96B
Sector: Consumer Goods    Short Interest: 2.08
Live Interactive Chart

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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 30, 2024 BO 2.1 $84.53 @$85.00 $5.22
($84.53)
6.14% 4.69% I -1.82% I $82.99 $5.42
( $82.99 )
3.83%
Feb. 20, 2024 BO 1.9 $93.11 @$95.00 $6.92
($93.11)
7.28% -7.2% I -2.34% I $90.93 $6.75
( $90.93 )
-2.46%
Oct. 18, 2023 BO 1.8 $68.01 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 26, 2023 BO 1.7 $96.38 @$95.00
April 25, 2023 BO 1.4 $99.33 @$100.00
Feb. 16, 2023 BO 1.2 $109.49 @$110.00
July 27, 2022 BO 1.2 $105.85 @$105.00
April 26, 2022 BO 1.2 $98.32 @$100.00
Feb. 17, 2022 BO 1.2 $111.26 @$110.00
Oct. 20, 2021 BO 1.2 $118.65 @$120.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US