Share price$320.96
1D+0.6%
Sold putSold callAH
Clean Harbors, Inc CLH
i
Market datapartial · fetched 2026-10-22T23:07:22.792Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T23:00:00.001604448Z
FundamentalsAlpha Vantage · unavailable
Clean Harbors, Inc options
PutsExpensive1.51×
CallsExpensive1.25×
SkewBearish+3.06 pp
Implied moveBearish±$26.43
TiltBearish10.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 350.71 | 34.0% | 10.3% | 294.45 | 39.9% | 9.6% |
| 25Δ | 344.98 | 33.5% | 8.8% | 300.52 | 39.4% | 8.1% |
| 30Δ | 339.60 | 33.1% | 7.5% | 305.84 | 38.1% | 6.9% |
| 35Δ | 335.58 | 33.7% | 6.7% | 310.93 | 37.1% | 5.7% |
| 40Δ | 331.55 | 34.4% | 5.9% | 315.21 | 37.2% | 5.0% |
| 45Δ | 327.54 | 34.7% | 5.2% | 319.49 | 37.4% | 4.3% |
| 50Δ | 323.54 | 34.7% | 4.5% | 323.75 | 37.2% | 3.7% |
| 55Δ | 319.54 | 34.8% | 3.8% | 328.00 | 37.0% | 3.0% |
| 60Δ | 315.48 | 34.9% | 3.3% | 332.39 | 36.8% | 2.5% |
| 65Δ | 311.43 | 34.9% | 2.8% | 336.90 | 36.5% | 2.0% |
| 70Δ | 307.03 | 35.1% | 2.3% | 341.79 | 36.5% | 1.5% |
| 75Δ | 302.45 | 35.2% | 1.9% | 347.54 | 37.0% | 1.1% |
| 80Δ | 297.35 | 35.2% | 1.5% | 354.44 | 37.8% | 0.8% |
20Δ
- Pseudo strike
- 350.71
- IV
- 34.0%
- B/E move
- 10.3%
- Pseudo strike
- 294.45
- IV
- 39.9%
- B/E move
- 9.6%
25Δ
- Pseudo strike
- 344.98
- IV
- 33.5%
- B/E move
- 8.8%
- Pseudo strike
- 300.52
- IV
- 39.4%
- B/E move
- 8.1%
30Δ
- Pseudo strike
- 339.60
- IV
- 33.1%
- B/E move
- 7.5%
- Pseudo strike
- 305.84
- IV
- 38.1%
- B/E move
- 6.9%
35Δ
- Pseudo strike
- 335.58
- IV
- 33.7%
- B/E move
- 6.7%
- Pseudo strike
- 310.93
- IV
- 37.1%
- B/E move
- 5.7%
40Δ
- Pseudo strike
- 331.55
- IV
- 34.4%
- B/E move
- 5.9%
- Pseudo strike
- 315.21
- IV
- 37.2%
- B/E move
- 5.0%
45Δ
- Pseudo strike
- 327.54
- IV
- 34.7%
- B/E move
- 5.2%
- Pseudo strike
- 319.49
- IV
- 37.4%
- B/E move
- 4.3%
50Δ
- Pseudo strike
- 323.54
- IV
- 34.7%
- B/E move
- 4.5%
- Pseudo strike
- 323.75
- IV
- 37.2%
- B/E move
- 3.7%
55Δ
- Pseudo strike
- 319.54
- IV
- 34.8%
- B/E move
- 3.8%
- Pseudo strike
- 328.00
- IV
- 37.0%
- B/E move
- 3.0%
60Δ
- Pseudo strike
- 315.48
- IV
- 34.9%
- B/E move
- 3.3%
- Pseudo strike
- 332.39
- IV
- 36.8%
- B/E move
- 2.5%
65Δ
- Pseudo strike
- 311.43
- IV
- 34.9%
- B/E move
- 2.8%
- Pseudo strike
- 336.90
- IV
- 36.5%
- B/E move
- 2.0%
70Δ
- Pseudo strike
- 307.03
- IV
- 35.1%
- B/E move
- 2.3%
- Pseudo strike
- 341.79
- IV
- 36.5%
- B/E move
- 1.5%
75Δ
- Pseudo strike
- 302.45
- IV
- 35.2%
- B/E move
- 1.9%
- Pseudo strike
- 347.54
- IV
- 37.0%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- 297.35
- IV
- 35.2%
- B/E move
- 1.5%
- Pseudo strike
- 354.44
- IV
- 37.8%
- B/E move
- 0.8%
Options history
Table
| Date | IV |
|---|---|
| 29.77% | |
| 30.03% |