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Sotera Health Company Common Stock SHC

i

Market dataready · fetched 2026-11-12T01:19:08.634Z

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 · 2026-11-11T21:00:02.944166389Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:19:08.190668+00:00

Share price$16.44
1D+0.9%
AH$16.27$16.35$16.42$16.50$16.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSHC
Sold putSold callAH

Sotera Health Company Common Stock options

Live interpolated SHC call and put midpoint premiums by absolute delta.Sotera Health Company Common Stock$0.28$1.12$1.96$2.80$3.64$13.25$14.69$16.12$17.56$18.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHC spot · $16.44SHC PRICE$0.38$0.39$0.41$0.45$0.55$0.64$0.73$0.82$0.92$1.01$1.10$1.19$1.29$0.38$0.42$0.69$0.96$1.23$1.50$1.78$2.05$2.32$2.59$2.86$3.13$3.40
PutsExpensive2.21×
CallsExpensive1.81×
SkewBearish+24.81 pp
Implied moveBearish±$2.51
TiltBearish40.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.58147.7%27.5%14.01131.2%17.1%
25Δ19.18118.5%19.1%15.0795.4%10.9%
30Δ18.1895.9%13.1%15.4796.4%10.1%
35Δ17.4379.5%8.8%15.8897.3%9.3%
40Δ17.2276.3%8.1%16.2898.3%8.5%
45Δ17.0073.2%7.3%16.6999.2%7.7%
50Δ16.7970.1%6.6%17.09100.1%6.8%
55Δ16.5767.0%5.8%17.49101.1%6.0%
60Δ16.3663.8%5.1%17.90102.0%5.2%
65Δ16.1460.7%4.3%18.30103.0%4.4%
70Δ15.9357.6%3.6%18.71103.9%3.6%
75Δ15.7154.4%2.8%19.11104.9%2.8%
80Δ15.5051.3%2.1%19.52105.8%2.0%

20Δ

Calls
Pseudo strike
20.58
IV
147.7%
B/E move
27.5%
Puts
Pseudo strike
14.01
IV
131.2%
B/E move
17.1%

25Δ

Calls
Pseudo strike
19.18
IV
118.5%
B/E move
19.1%
Puts
Pseudo strike
15.07
IV
95.4%
B/E move
10.9%

30Δ

Calls
Pseudo strike
18.18
IV
95.9%
B/E move
13.1%
Puts
Pseudo strike
15.47
IV
96.4%
B/E move
10.1%

35Δ

Calls
Pseudo strike
17.43
IV
79.5%
B/E move
8.8%
Puts
Pseudo strike
15.88
IV
97.3%
B/E move
9.3%

40Δ

Calls
Pseudo strike
17.22
IV
76.3%
B/E move
8.1%
Puts
Pseudo strike
16.28
IV
98.3%
B/E move
8.5%

45Δ

Calls
Pseudo strike
17.00
IV
73.2%
B/E move
7.3%
Puts
Pseudo strike
16.69
IV
99.2%
B/E move
7.7%

50Δ

Calls
Pseudo strike
16.79
IV
70.1%
B/E move
6.6%
Puts
Pseudo strike
17.09
IV
100.1%
B/E move
6.8%

55Δ

Calls
Pseudo strike
16.57
IV
67.0%
B/E move
5.8%
Puts
Pseudo strike
17.49
IV
101.1%
B/E move
6.0%

60Δ

Calls
Pseudo strike
16.36
IV
63.8%
B/E move
5.1%
Puts
Pseudo strike
17.90
IV
102.0%
B/E move
5.2%

65Δ

Calls
Pseudo strike
16.14
IV
60.7%
B/E move
4.3%
Puts
Pseudo strike
18.30
IV
103.0%
B/E move
4.4%

70Δ

Calls
Pseudo strike
15.93
IV
57.6%
B/E move
3.6%
Puts
Pseudo strike
18.71
IV
103.9%
B/E move
3.6%

75Δ

Calls
Pseudo strike
15.71
IV
54.4%
B/E move
2.8%
Puts
Pseudo strike
19.11
IV
104.9%
B/E move
2.8%

80Δ

Calls
Pseudo strike
15.50
IV
51.3%
B/E move
2.1%
Puts
Pseudo strike
19.52
IV
105.8%
B/E move
2.0%

Options history

IV · four-Friday blend53.59%
Daily EOD
SHC44.2%49.2%54.3%2026-10-19: 53.00%2026-10-20: 49.27%2026-10-21: 44.86%2026-10-22: 46.21%2026-10-23: 52.55%2026-10-26: 46.02%2026-10-27: 52.16%2026-10-28: 53.59%Oct 19Oct 22Oct 28
8 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
53.00%
49.27%
44.86%
46.21%
52.55%
46.02%
52.16%
53.59%