SCL Delta Exposure (DEX)

Net delta exposure for Stepan Co (SCL) options was $439.96K per 1% move at the Nov 4, 2026 close. It has been positive on 20 of the last 20 trading days. Four weeks earlier, on Oct 7, 2026, it was $319.89K.

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Delta Exposure by Strike

Showing results for SCL, 2026-11-20(m), calls & puts

       

Delta Exposure Stats

Showing results for SCL, 2026-11-20(m), calls & puts



Net Delta Exposure by Expiration

Showing results for SCL, 2026-11-20(m), calls & puts. View all expiries

       
Expiration Net DEX Call DEX Put DEX Call Wall Put Wall

SCL Delta Exposure FAQ

What is delta exposure (DEX)?

Delta exposure estimates the dollar value of shares option dealers hold or owe as a hedge, per 1% move in the underlying.

Is SCL delta exposure positive or negative?

Stepan net delta exposure was positive on Nov 4, 2026, at $439.96K. It has been positive on 20 of the last 20 trading days.

How has SCL delta exposure changed recently?

Stepan net delta exposure went from $319.89K on Oct 7, 2026 to $439.96K on Nov 4, 2026. See the SCL delta exposure history for a longer view.

What is Stepan Co?

Stepan Co manufactures and sells a variety of chemicals and chemical-based products.

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