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Stepan Co SCL 61.81 -0.07 -0.11%

SCL Historical Options Analysis

Explore SCL (Stepan Co) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

SCL / Comparative study

3 signals / 501 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.81
7.44
Mean
17.86
Window
-57.3%
ATM IV z -0.51
0.46
Mean
0.59
Window
-32.4%
IV Percentile z 0.29
56.97
Mean
48.41
Window
-33.4%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.82 0.68
ATM IV 0.82 1.00 0.83
IV Percent... 0.68 0.83 1.00
Source observations

Data inspector

1-50 of 501
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 61.81 7.44 0.46 56.97
2026-09-18 61.88 6.65 0.43 48.81
2026-09-17 62.87 6.19 0.42 44.05
2026-09-16 61.76 3.57 0.34 17.46
2026-09-15 61.58 4.29 0.36 21.43
2026-09-14 61.11 4.09 0.35 19.92
2026-09-11 61.57 3.92 0.35 18.65
2026-09-10 61.66 4.04 0.35 19.05
2026-09-09 61.8 2.88 0.31 10.32
2026-09-08 62.22 4.53 0.37 23.02
2026-09-07 63.42 3.41 0.33 14.34
2026-09-04 63.42 3.08 0.32 11.11
2026-09-03 62.38 1.05 0.26 0.79
2026-09-02 62.16 1.08 0.26 1.19
2026-09-01 61.45 0 0.22 0
2026-08-31 62.61 3.91 0.35 16.4
2026-08-28 62.65 2.22 0.3 3.98
2026-08-27 62.81 2.26 0.3 3.98
2026-08-26 62.67 3.47 0.34 14.34
2026-08-25 62.04 2.91 0.32 8.37
2026-08-24 62.16 4.8 0.38 24.4
2026-08-21 63.63 1.41 0.27 1.59
2026-08-20 63.67 1.67 0.28 1.99
2026-08-19 63.88 4.11 0.36 14.74
2026-08-18 63.43 4.96 0.38 26.29
2026-08-17 64.72 3.35 0.33 12
2026-08-14 65.17 3.08 0.32 8.76
2026-08-13 65.28 1.01 0.26 0.8
2026-08-12 64.94 3.36 0.33 11.55
2026-08-11 65.05 2.54 0.31 5.58
2026-08-10 64.86 3.32 0.33 10
2026-08-07 65.15 2.17 0.3 2.39
2026-08-06 63.96 4.88 0.38 22.31
2026-08-05 64.26 3.28 0.33 7.97
2026-08-04 64.03 3.81 0.33 7.97
2026-08-03 63.41 3.9 0.33 9.6
2026-07-31 64.14 5.05 0.37 15.94
2026-07-30 65.07 6.98 0.43 36.25
2026-07-29 66.14 19.51 0.82 91.63
2026-07-28 58.01 8.26 0.47 46.61
2026-07-27 57.54 8.49 0.48 47.6
2026-07-24 57.57 5.58 0.38 24.3
2026-07-23 57.6 10.24 0.53 56.18
2026-07-22 58.94 7.32 0.44 38.25
2026-07-21 58.6 7.74 0.45 42.63
2026-07-20 57.71 9.18 0.5 49.2
2026-07-17 58.63 17.93 0.77 86.85
2026-07-16 59.24 11.49 0.57 57.77
2026-07-15 58.64 7.78 0.45 43.03
2026-07-14 56.9 12.22 0.59 60.56