Stepan (SCL)
NYSE: SCL
· Real-Time Price · USD
51.92
2.12 (4.26%)
At close: Aug 22, 2025, 3:59 PM
51.89
-0.06%
After-hours: Aug 22, 2025, 05:51 PM EDT
SCL Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for SCL across all expirations is 116.57 shares per 1% move, with 217.11 from calls and 100.54 from puts. The put-call GEX ratio of 0.46 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness. The highest gamma concentration is at the Dec 19, 25 expiration with 72.16 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 | 98.72 | -34.39 | 64.33 | 0.35 |
| Oct 17, 25 | 2.17 | -10.12 | -7.95 | 4.66 |
| Dec 19, 25 | 113.38 | -41.22 | 72.16 | 0.36 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 2.84 | -14.81 | -11.97 | 5.21 |