Stepan (SCL)
SCL Daily Gamma Exposure
Current Gamma Exposure (GEX) is -1.8400000000000034, which is 102% below the 3M average of 97.57333333333334. Over this period, GEX peaked at 229.35 on Jul 14, 2025 and bottomed at -99.68999999999997 on Aug 8, 2025, showing a shift between positive and negative gamma regimes. The exposure has been decreasing recently, indicating reduced hedging flows that may amplify price swings. Today's put-call gamma ratio of 1.01 is elevated versus the recent average of 0.60, suggesting increased put hedging. High GEX volatility (±99.99476918263719) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 13, 2025 | 201.6 | -203.44 | -1.84 | 1.01 |
| Aug 12, 2025 | 188.21 | -199.43 | -11.22 | 1.06 |
| Aug 8, 2025 | 165.4 | -265.09 | -99.69 | 1.60 |
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