Stepan (SCL) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

Stepan

NYSE: SCL · Real-Time Price · USD
50.01
-0.14 (-0.28%)
At close: Sep 08, 2025, 2:36 PM

SCL Delta Exposure By Expiry

The total Delta Exposure (DEX) for SCL across all expirations shows 11,426.67 net shares that market makers must hedge, with 25,804.02 from calls and 14,377.35 from puts. The put-call delta ratio of 0.56 suggests neutral market maker positioning.

SCL DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 440.81 -387.94 52.87 0.88
Oct 17, 25 37.47 -508.57 -471.1 13.57
Dec 19, 25 691.75 -726.13 -34.38 1.05
Jan 16, 26 0 0 0 n/a
Mar 20, 26 24,633.99 -12,754.71 11,879.28 0.52