Stepan (SCL) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

Stepan

NYSE: SCL · Real-Time Price · USD
49.14
0.35 (0.72%)
At close: Oct 03, 2025, 3:59 PM
49.49
0.71%
After-hours: Oct 03, 2025, 06:16 PM EDT

Stepan Greeks

Delta, Gamma, Theta, and Vega Greek Charts for SCL options.

Delta Table

Strike Price Delta Gamma Theta Vega
25.00 0.8518 0.0093 -0.308 0.0264
30.00 0.8129 0.0142 -0.2854 0.0313
35.00 0.7570 0.0229 -0.2617 0.0376
40.00 0.7375 0.0444 -0.1486 0.0408
45.00 0.4609 0.0874 -0.1816 0.0632
50.00 -0.1062 0.1394 -0.1695 0.0755
55.00 -0.8281 0.0445 -0.0472 0.0244
60.00 -0.9406 0.0192 -0.02 0.0113
65.00 -0.7323 0.0189 -0.1993 0.0315
70.00 -0.7533 0.0159 -0.2165 0.0302
75.00 -0.7686 0.0140 -0.2307 0.0292