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Stepan Co SCL 67.85 -2.8 -3.96%

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ATM IV
0.318
Put Call Ratio (OI)
0.713
Put Call Ratio (Vol)
1.42
IV Rank
15.7
IV Percentile
12.6
Max pain
60

Delta exposure (2026-11-05)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
15.0
224.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-37.7
37.7
View values by strike
SCL · Delta exposure · 2026-11-05. Delta-weighted share equivalents.
StrikeCallsPuts
45.00 0 -5.92
50.00 0 -209
55.00 267 -722
60.00 3.67 K -254
65.00 3.99 K -36.5
70.00 2.14 K 0
75.00 470 0
80.00 27.8 0