SCM - Latest News
Stellus Capital Investment Corporation (SCM), operates in Financial Services / Asset Management, trades on NYSE.
Market capitalization stands near $244.0M. Trailing twelve-month P/E ratio is 10.29. Beta to the broader market is 0.63.
The article list below shows the most recent SCM headlines from major financial news vendors. For options traders, the most actionable items are earnings releases, analyst rating changes, M&A activity, and regulatory filings - each can drive a meaningful repricing of implied volatility and shift dealer hedging flow. Pair the news context with the implied-volatility skew and gamma exposure views to see whether the options market has already priced in the headline.
Recent SCM Headlines
SCM Champs Inc. Earns SAP Partner Recognition, Strengthening End-to-End Supply Chain Services
businesswire.com - Jun 29, 2026
WILMINGTON, Del. --(BUSINESS WIRE)---- $SAP #DigitalTransformation--SCM CHAMPS becomes an Official SAP Partner, delivering trusted SAP-powered supply
27 Attractive Low-Price Dividend Dogs To Buy In June
seekingalpha.com - Jun 27, 2026
Dividend stocks are regaining appeal as interest rates fall and market volatility rises, offering higher returns and lower risk over time. Top ten At
Steadright Announces Addition of a New Advisory Board Member, and Changes in Financial Year-End
thenewswire.com - Jun 18, 2026
June 18 th , 2026 – TheNewswire - Muskoka, Ontario – Steadright Critical Minerals Inc. (CSE: SCM) (“Steadright” or the “Company”), welcomes the addit
Goundafa Historic Mine Site Spring Work Program Completed
thenewswire.com - Jun 15, 2026
June 15 th , 2026 – TheNewswire - Muskoka Ontario – Steadright Critical Minerals Inc. (CSE: SCM ) (“Steadright” or the “Company”), is pleased to upda
Steadright Removes Titanbeach One Technical Report And Retains Qualified Geologist For New Technical Report
thenewswire.com - Jun 12, 2026
June 12 th , 2026 - TheNewswire – Muskoka, Ontario – Steadright Critical Minerals Inc. (CSE: SCM) (“Steadright” or the “Company”), as a result of a r
How News Affects SCM Options Pricing
Headlines and scheduled events drive implied volatility in two distinct ways. Pre-event, IV typically inflates as uncertainty about the outcome rises; this is the implied-volatility expansion that creates the long-vol setup. Post-event, IV typically contracts sharply as uncertainty resolves; this is IV crush, which makes premium-selling structures profitable when they survive the underlying move. The size of the crush depends on how stretched pre-event IV is relative to the realized move. Track SCM's implied vs realized volatility over the news cycle to size pre-event vs post-event positioning. For ticker-level dealer positioning context, the gamma exposure view shows whether dealers are positioned to amplify or dampen post-news moves.
Frequently asked SCM news questions
- What is the latest SCM news headline?
- The most recent SCM headline (Jun 29, 2026) is "SCM Champs Inc. Earns SAP Partner Recognition, Strengthening End-to-End Supply Chain Services". The five most recent stories with summaries and publication times are listed above, sourced from major financial news vendors.
- How fresh is the SCM news on this page?
- News rows refresh roughly every 30 minutes during the trading day. The five most recent headlines are listed in publication-time order. Press releases from the company itself typically appear within minutes of the wire release; third-party reporting may lag by 30-60 minutes depending on the source.
- What SCM news moves options pricing?
- Three categories move single-name IV most aggressively: scheduled earnings releases (priced into pre-event IV, crushed post-event), unscheduled M&A or strategic announcements (rapid IV expansion, slower decay), and regulatory or legal events (drug-trial readouts, antitrust filings, FDA approvals). Routine news flow (analyst commentary, sector rotation) typically does not move IV meaningfully unless it triggers a cluster of rating changes.
- How can I track unusual SCM options activity related to news?
- Unusual options activity often precedes news by hours to days; the canonical signals are volume substantially above the trailing average concentrated in a small number of strikes, atypical put/call skew, and aggressive execution (at-the-ask sweeps or block prints). Cross-reference the per-ticker gamma-exposure and volume-history pages with the news flow above to triangulate informed vs uninformed flow.