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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Stepan Company (SCL) - NYSE Next Earnings Date: Estimated on April 29, 2025
OS Projected Window: April 21, 2025 to April 26, 2025
EVR: 2.0
Avg Daily Volume: 135,275    Market Cap: 1.4B
Sector: Consumer Goods    Short Interest: 1.99
Live Interactive Chart
Days to Next Earnings: 28 Days
Implied Move Monthly: 10.06%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 41
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 29, 2025 BO None $0.00 @$55.00 $5.45
($54.19)
10.06% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 19, 2025 BO 2.0 $62.49 @$60.00 $6.20
($62.49)
10.33% -4.7% I 0.06% I $62.53 $3.83
( $62.53 )
-38.23%
April 30, 2024 BO 2.1 $84.53 @$85.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
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