Calendar / SCL

SCL earnings expected move

Stepan Company

The options market is pricing an expected move of ±9.94% (±$6.35) for SCL (Stepan Company) earnings on Wednesday, October 28, 2026 (before open). That is the mid price of the $65.00 at-the-money straddle expiring Friday, November 20, 2026, with SCL at $63.90 as of Oct 21, 2026 3:59 PM ET (CBOE delayed data). The nearest expiration is 23 days after the report, so this straddle also prices non-earnings movement and likely overstates the pure earnings move. Note: these option quotes are indicative only (a zero bid, very wide spread, or no strike near the price), so this figure may overstate the real expected move.

Expected move±9.94%
In dollars±$6.35
Implied range$57.55 – $70.25
ATM IV43%
Earnings dateWednesday, October 28, 2026 · Before open
Fiscal quarterSep/2026
EPS forecast (consensus)$0.73 (2 estimates)
Market cap$1.4B
Straddle bid / mid / ask$2.40 / $6.35 / $10.30
Quote qualityIndicative only — a zero bid, very wide spread, or no strike near the price
Expiration usedFriday, November 20, 2026 (30 days out; 23 days after the report)
85% convention±8.45% (±$5.40). Some sites quote 0.85 × straddle as a one-standard-deviation estimate.
Snapshot2026-10-21

Expected vs actual history

Expected is the move options priced in before each report; actual is how far SCL really moved after it. The beat rate is how often the actual move was bigger.

No completed reports tracked yet. History began Wednesday, October 21, 2026 and builds as companies report; after SCL reports, its actual move and whether it beat the expected move will appear here.

Moved more than expected

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No completed SCL reports have been tracked yet (tracking began Wednesday, October 21, 2026), so there is no beat rate yet.

FAQ

What is the expected move for SCL earnings?

The options market is pricing an expected move of ±9.94% (±$6.35) for SCL (Stepan Company) earnings on Wednesday, October 28, 2026 (before open). That is the mid price of the $65.00 at-the-money straddle expiring Friday, November 20, 2026, with SCL at $63.90 as of Oct 21, 2026 3:59 PM ET (CBOE delayed data). The nearest expiration is 23 days after the report, so this straddle also prices non-earnings movement and likely overstates the pure earnings move. Note: these option quotes are indicative only (a zero bid, very wide spread, or no strike near the price), so this figure may overstate the real expected move.

When does SCL report earnings?

Stepan Company is scheduled to report on Wednesday, October 28, 2026, before open, per the Nasdaq earnings calendar. Dates can change; confirm with the company's investor relations site.

What price range does the SCL expected move imply?

Using the $63.90 reference price and a ±$6.35 expected move, the implied range through Friday, November 20, 2026 is about $57.55 to $70.25. This is a market estimate, not a forecast.

How often does SCL move more than expected after earnings?

No completed SCL reports have been tracked yet (tracking began Wednesday, October 21, 2026), so there is no beat rate yet.

How is the expected move calculated?

It is the mid price (average of bid and ask) of the at-the-money call plus the at-the-money put in the first expiration that includes the post-earnings trading session, using CBOE delayed quotes. Dividing by the stock price gives the percentage.

Is this investment advice?

No. EarningsMoves publishes factual market data for information only. Quotes are delayed and may be inaccurate.

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Not investment advice. EarningsMoves shows factual, publicly derived market data for information only. Options quotes are delayed (CBOE delayed data, typically 15+ minutes) and may be stale or wide; earnings dates come from Nasdaq's public calendar and can change. Expected moves are market estimates, not predictions. Verify everything before making any decision.