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Clean Harbors, Inc CLH

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Market datapartial · fetched 2026-10-22T04:39:28.761Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:00:00.001559049Z

FundamentalsAlpha Vantage · unavailable

Share price$319.26
1D+0.3%
AH$318.18$318.86$319.55$320.24$320.935:30 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$2.39$10.56$18.74$26.91$35.08$279.01$299.16$319.31$339.45$359.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CLH spot · $319.26CLH PRICE$3.28$4.32$5.57$7.05$8.54$10.35$12.16$14.30$16.74$19.30$22.52$25.79$30.36$3.87$5.02$6.66$8.30$10.10$11.93$13.86$15.92$17.97$21.20$24.49$28.51$32.72
PutsExpensive1.47×
CallsExpensive1.33×
SkewNeutral-0.10 pp
Implied moveBearish±$26.02
TiltBearish5.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ348.9034.0%10.3%294.7436.8%8.9%
25Δ343.1633.6%8.8%300.9635.2%7.3%
30Δ338.1733.7%7.7%305.1636.0%6.5%
35Δ334.1034.4%6.9%309.3636.8%5.7%
40Δ330.0335.2%6.0%313.5736.7%4.9%
45Δ325.9635.5%5.3%317.7736.4%4.2%
50Δ321.9035.8%4.6%321.8736.0%3.5%
55Δ317.7536.1%4.0%325.8635.3%2.9%
60Δ313.5536.6%3.5%329.8434.6%2.3%
65Δ309.2637.0%2.9%334.4434.9%1.9%
70Δ304.5337.4%2.4%339.0735.1%1.5%
75Δ299.7537.7%2.0%344.3135.1%1.1%
80Δ293.9038.2%1.6%349.7135.0%0.7%

20Δ

Calls
Pseudo strike
348.90
IV
34.0%
B/E move
10.3%
Puts
Pseudo strike
294.74
IV
36.8%
B/E move
8.9%

25Δ

Calls
Pseudo strike
343.16
IV
33.6%
B/E move
8.8%
Puts
Pseudo strike
300.96
IV
35.2%
B/E move
7.3%

30Δ

Calls
Pseudo strike
338.17
IV
33.7%
B/E move
7.7%
Puts
Pseudo strike
305.16
IV
36.0%
B/E move
6.5%

35Δ

Calls
Pseudo strike
334.10
IV
34.4%
B/E move
6.9%
Puts
Pseudo strike
309.36
IV
36.8%
B/E move
5.7%

40Δ

Calls
Pseudo strike
330.03
IV
35.2%
B/E move
6.0%
Puts
Pseudo strike
313.57
IV
36.7%
B/E move
4.9%

45Δ

Calls
Pseudo strike
325.96
IV
35.5%
B/E move
5.3%
Puts
Pseudo strike
317.77
IV
36.4%
B/E move
4.2%

50Δ

Calls
Pseudo strike
321.90
IV
35.8%
B/E move
4.6%
Puts
Pseudo strike
321.87
IV
36.0%
B/E move
3.5%

55Δ

Calls
Pseudo strike
317.75
IV
36.1%
B/E move
4.0%
Puts
Pseudo strike
325.86
IV
35.3%
B/E move
2.9%

60Δ

Calls
Pseudo strike
313.55
IV
36.6%
B/E move
3.5%
Puts
Pseudo strike
329.84
IV
34.6%
B/E move
2.3%

65Δ

Calls
Pseudo strike
309.26
IV
37.0%
B/E move
2.9%
Puts
Pseudo strike
334.44
IV
34.9%
B/E move
1.9%

70Δ

Calls
Pseudo strike
304.53
IV
37.4%
B/E move
2.4%
Puts
Pseudo strike
339.07
IV
35.1%
B/E move
1.5%

75Δ

Calls
Pseudo strike
299.75
IV
37.7%
B/E move
2.0%
Puts
Pseudo strike
344.31
IV
35.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
293.90
IV
38.2%
B/E move
1.6%
Puts
Pseudo strike
349.71
IV
35.0%
B/E move
0.7%

Options history

No recorded observations