Stepan

NYSE: SCL · Real-Time Price · USD
49.61
-0.76 (-1.51%)
At close: Aug 15, 2025, 1:14 PM

SCL Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for SCL across all expirations is 79.02 shares per 1% move, with 167.83 from calls and 88.81 from puts. The put-call GEX ratio of 0.53 reflects balanced positioning between puts and calls. The highest gamma concentration is at the Sep 19, 25 expiration with 45.8 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests potential support from positive gamma hedging flows.

SCL GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Sep 19, 25 78.02 -32.22 45.8 0.41
Oct 17, 25 0 0 0 n/a
Dec 19, 25 88.33 -43.44 44.89 0.49
Jan 16, 26 0 0 0 n/a
Mar 20, 26 1.48 -13.15 -11.67 8.89