Stepan (SCL)
NYSE: SCL
· Real-Time Price · USD
47.16
0.72 (1.55%)
At close: Sep 26, 2025, 3:59 PM
47.23
0.15%
After-hours: Sep 26, 2025, 06:24 PM EDT
Stepan Greeks
Delta, Gamma, Theta, and Vega Greek Charts for SCL options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 25.00 | 0.8318 | 0.0098 | -0.1713 | 0.0423 |
| 30.00 | 0.7819 | 0.0150 | -0.1633 | 0.0512 |
| 35.00 | 0.7099 | 0.0237 | -0.1545 | 0.0626 |
| 40.00 | 0.6141 | 0.0399 | -0.134 | 0.0751 |
| 45.00 | 0.4314 | 0.0806 | -0.1003 | 0.0934 |
| 50.00 | -0.0972 | 0.1347 | -0.0837 | 0.1090 |
| 55.00 | -0.6474 | 0.0321 | -0.0698 | 0.0512 |
| 60.00 | -0.9405 | 0.0192 | -0.0065 | 0.0163 |
| 65.00 | -0.732 | 0.0189 | -0.0933 | 0.0454 |
| 70.00 | -0.753 | 0.0160 | -0.1012 | 0.0435 |
| 75.00 | -0.7684 | 0.0140 | -0.1077 | 0.0420 |