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Stepan Co SCL 61.81 -0.07 -0.11%

SCL Gamma Exposure (GEX)

SCL (Stepan Co): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.457
Put Call Ratio (OI)
0.283
Put Call Ratio (Vol)
0.102
IV Rank
7.44
IV Percentile
57
Max Pain
65

Gamma exposure (2026-09-21)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
25.0
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-32.6
32.6
View values by strike
SCL · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
50.00 0 -1.79 K
55.00 313 -543
60.00 5.85 K -312
65.00 10.9 K -368
70.00 4.12 K 0
75.00 1.15 K 0