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Sotera Health Company Common Stock SHC

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Market datapartial · fetched 2026-10-22T23:43:19.411Z

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 · 2026-10-22T20:34:59.286735093Z

FundamentalsAlpha Vantage · unavailable

Share price$18.13
1D+1.9%
AH$17.71$17.82$17.94$18.05$18.165:30 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$0.26$1.36$2.47$3.58$4.69$14.22$15.99$17.77$19.54$21.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHC spot · $18.13SHC PRICE$0.38$0.38$0.44$0.53$0.62$0.71$0.80$0.89$0.98$1.07$1.58$2.36$3.14$0.51$0.59$0.66$0.74$0.92$1.18$1.43$1.69$1.94$2.20$2.63$3.50$4.37
PutsExpensive1.89×
CallsExpensive1.50×
SkewBearish+14.22 pp
Implied moveBearish±$2.23
TiltBearish23.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.2173.6%24.6%15.2882.2%18.5%
25Δ20.5454.7%15.4%15.9374.1%15.4%
30Δ19.7947.4%11.6%16.5765.9%12.2%
35Δ19.4845.8%10.3%17.2257.7%9.1%
40Δ19.1744.1%9.1%17.7354.7%7.3%
45Δ18.8642.5%7.9%18.1355.5%6.5%
50Δ18.5540.8%6.7%18.5256.4%5.7%
55Δ18.2439.2%5.5%18.9257.2%4.9%
60Δ17.9337.6%4.3%19.3258.1%4.1%
65Δ17.6235.9%3.0%19.7258.9%3.3%
70Δ17.0244.3%2.6%20.2861.3%2.6%
75Δ16.2458.6%2.6%21.2467.2%2.2%
80Δ15.4673.0%2.6%22.1973.1%1.7%

20Δ

Calls
Pseudo strike
22.21
IV
73.6%
B/E move
24.6%
Puts
Pseudo strike
15.28
IV
82.2%
B/E move
18.5%

25Δ

Calls
Pseudo strike
20.54
IV
54.7%
B/E move
15.4%
Puts
Pseudo strike
15.93
IV
74.1%
B/E move
15.4%

30Δ

Calls
Pseudo strike
19.79
IV
47.4%
B/E move
11.6%
Puts
Pseudo strike
16.57
IV
65.9%
B/E move
12.2%

35Δ

Calls
Pseudo strike
19.48
IV
45.8%
B/E move
10.3%
Puts
Pseudo strike
17.22
IV
57.7%
B/E move
9.1%

40Δ

Calls
Pseudo strike
19.17
IV
44.1%
B/E move
9.1%
Puts
Pseudo strike
17.73
IV
54.7%
B/E move
7.3%

45Δ

Calls
Pseudo strike
18.86
IV
42.5%
B/E move
7.9%
Puts
Pseudo strike
18.13
IV
55.5%
B/E move
6.5%

50Δ

Calls
Pseudo strike
18.55
IV
40.8%
B/E move
6.7%
Puts
Pseudo strike
18.52
IV
56.4%
B/E move
5.7%

55Δ

Calls
Pseudo strike
18.24
IV
39.2%
B/E move
5.5%
Puts
Pseudo strike
18.92
IV
57.2%
B/E move
4.9%

60Δ

Calls
Pseudo strike
17.93
IV
37.6%
B/E move
4.3%
Puts
Pseudo strike
19.32
IV
58.1%
B/E move
4.1%

65Δ

Calls
Pseudo strike
17.62
IV
35.9%
B/E move
3.0%
Puts
Pseudo strike
19.72
IV
58.9%
B/E move
3.3%

70Δ

Calls
Pseudo strike
17.02
IV
44.3%
B/E move
2.6%
Puts
Pseudo strike
20.28
IV
61.3%
B/E move
2.6%

75Δ

Calls
Pseudo strike
16.24
IV
58.6%
B/E move
2.6%
Puts
Pseudo strike
21.24
IV
67.2%
B/E move
2.2%

80Δ

Calls
Pseudo strike
15.46
IV
73.0%
B/E move
2.6%
Puts
Pseudo strike
22.19
IV
73.1%
B/E move
1.7%

Options history

No recorded observations