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Stepan Co SCL 67.85 -2.8 -3.96%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

SCL / Comparative study

3 signals / 491 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.12
15.67
Mean
17.15
Window
+90.6%
ATM IV z -1.14
0.32
Mean
0.57
Window
-22.3%
IV Percentile z -1.20
12.55
Mean
46.53
Window
-75.2%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.82 0.70
ATM IV 0.82 1.00 0.92
IV Percent... 0.70 0.92 1.00
Source observations

Data inspector

1-50 of 491
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-05 67.85 15.67 0.32 12.55
2026-11-04 70.65 2.63 0.24 1.17
2026-11-03 68.66 6.26 0.36 24.22
2026-11-02 70.3 5.92 0.34 21.96
2026-10-30 69.61 8.75 0.43 52.94
2026-10-29 69.99 2.82 0.24 1.18
2026-10-28 68.41 4.49 0.3 7.11
2026-10-27 65.21 5.92 0.34 20.95
2026-10-26 64.77 9.35 0.45 59.13
2026-10-23 63.91 7.75 0.4 41.9
2026-10-22 64.32 7.05 0.38 35.18
2026-10-21 63.9 8.76 0.43 52.96
2026-10-20 63.19 7.27 0.39 38.34
2026-10-19 62.41 17.27 0.71 83.73
2026-10-15 61.87 15.52 0.65 79.05
2026-10-14 62.12 6.54 0.36 25.69
2026-10-13 62.01 15.05 0.64 77.87
2026-10-12 60.8 14.45 0.62 76.98
2026-10-09 61.03 13.71 0.59 75.1
2026-10-08 61.04 8.51 0.43 48.62
2026-10-07 61.32 9.31 0.45 57.31
2026-10-06 62.39 8.87 0.44 52.57
2026-10-05 62.74 5.49 0.33 15.48
2026-10-02 63 6.69 0.37 28.06
2026-10-01 61.53 6.23 0.35 22.53
2026-09-30 62.38 3.17 0.26 1.19
2026-09-29 62.19 5.41 0.33 13.04
2026-09-28 63.92 5.68 0.34 18.65
2026-09-25 64.53 6.87 0.37 28.46
2026-09-24 63.82 0 0.15 0
2026-09-23 64.87 6.37 0.42 46.03
2026-09-22 64.38 10.8 0.56 69.05
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
2026-09-04 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