Stepan (SCL)
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 |