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Clean Harbors, Inc CLH

INDUSTRIALS · WASTE MANAGEMENT
i

Market dataready · fetched 2026-11-11T05:54:43.651Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T00:00:00.001994117Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T05:54:43.291675+00:00

Share price$290.04
1D+1.5%
AH$284$286$287$289$2915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCLH
Sold putSold callAH

Clean Harbors, Inc options

Live interpolated CLH call and put midpoint premiums by absolute delta.Clean Harbors, Inc$1.17$5.19$9.21$13.23$17.25$257.30$271.39$285.48$299.57$313.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CLH spot · $290.04CLH PRICE$1.60$2.07$2.64$3.22$3.81$4.40$4.98$5.94$7.12$8.30$9.48$10.67$11.93$2.17$2.69$3.35$4.05$4.76$5.46$6.35$7.56$8.77$9.98$11.19$13.02$16.09
PutsCheap0.60×
CallsExpensive1.13×
SkewBearish+5.87 pp
Implied moveBearish±$11.34
TiltBearish11.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ303.3830.7%5.2%274.6541.9%6.1%
25Δ300.4931.0%4.3%279.0338.5%4.7%
30Δ298.4030.5%3.8%281.7737.0%4.0%
35Δ296.4829.9%3.3%284.0436.0%3.5%
40Δ294.5629.3%2.9%286.3135.0%2.9%
45Δ292.6428.6%2.4%288.5834.0%2.4%
50Δ290.7228.0%2.0%290.7533.3%1.9%
55Δ288.8827.8%1.6%292.7333.1%1.7%
60Δ287.0927.9%1.4%294.7132.8%1.4%
65Δ285.3028.0%1.2%296.7032.6%1.1%
70Δ283.5128.2%1.0%298.6832.4%0.9%
75Δ281.7228.3%0.8%301.1832.6%0.6%
80Δ279.8528.4%0.6%304.7333.8%0.5%

20Δ

Calls
Pseudo strike
303.38
IV
30.7%
B/E move
5.2%
Puts
Pseudo strike
274.65
IV
41.9%
B/E move
6.1%

25Δ

Calls
Pseudo strike
300.49
IV
31.0%
B/E move
4.3%
Puts
Pseudo strike
279.03
IV
38.5%
B/E move
4.7%

30Δ

Calls
Pseudo strike
298.40
IV
30.5%
B/E move
3.8%
Puts
Pseudo strike
281.77
IV
37.0%
B/E move
4.0%

35Δ

Calls
Pseudo strike
296.48
IV
29.9%
B/E move
3.3%
Puts
Pseudo strike
284.04
IV
36.0%
B/E move
3.5%

40Δ

Calls
Pseudo strike
294.56
IV
29.3%
B/E move
2.9%
Puts
Pseudo strike
286.31
IV
35.0%
B/E move
2.9%

45Δ

Calls
Pseudo strike
292.64
IV
28.6%
B/E move
2.4%
Puts
Pseudo strike
288.58
IV
34.0%
B/E move
2.4%

50Δ

Calls
Pseudo strike
290.72
IV
28.0%
B/E move
2.0%
Puts
Pseudo strike
290.75
IV
33.3%
B/E move
1.9%

55Δ

Calls
Pseudo strike
288.88
IV
27.8%
B/E move
1.6%
Puts
Pseudo strike
292.73
IV
33.1%
B/E move
1.7%

60Δ

Calls
Pseudo strike
287.09
IV
27.9%
B/E move
1.4%
Puts
Pseudo strike
294.71
IV
32.8%
B/E move
1.4%

65Δ

Calls
Pseudo strike
285.30
IV
28.0%
B/E move
1.2%
Puts
Pseudo strike
296.70
IV
32.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
283.51
IV
28.2%
B/E move
1.0%
Puts
Pseudo strike
298.68
IV
32.4%
B/E move
0.9%

75Δ

Calls
Pseudo strike
281.72
IV
28.3%
B/E move
0.8%
Puts
Pseudo strike
301.18
IV
32.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
279.85
IV
28.4%
B/E move
0.6%
Puts
Pseudo strike
304.73
IV
33.8%
B/E move
0.5%

Options history

IV · four-Friday blend25.62%
Daily EOD
CLH23.9%28.0%32.2%2026-10-19: 29.92%2026-10-20: 29.77%2026-10-21: 30.03%2026-10-22: 30.19%2026-10-23: 30.46%2026-10-26: 31.17%2026-10-27: 31.66%2026-10-28: 25.45%2026-10-29: 24.43%2026-10-30: 25.62%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
29.92%
29.77%
30.03%
30.19%
30.46%
31.17%
31.66%
25.45%
24.43%
25.62%