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STERIS plc STE

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-11-12T15:19:49.795Z

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 · 2026-11-12T15:17:46.188282424Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T15:19:49.370900+00:00

Share price$254.75
1D-0.7%
$254.46$255.02$255.59$256.16$256.725:30 AM6:30 AM9:00 AM1:00 PMSTE
Sold putSold call

STERIS plc options

Live interpolated STE call and put midpoint premiums by absolute delta.STERIS plc$1.08$4.14$7.20$10.26$13.32$237.33$246.17$255.02$263.86$272.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STE spot · $254.75STE PRICE$1.42$1.81$2.20$2.66$3.39$4.13$4.86$5.59$6.32$7.06$8.34$10.26$12.18$1.47$1.91$2.34$2.92$3.64$4.36$5.08$5.80$6.52$7.25$8.77$10.61$12.44
PutsCheap0.84×
CallsCheap0.82×
SkewBullish-0.53 pp
Implied moveBearish±$9.94
TiltBearish2.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ267.2334.3%5.5%244.2832.2%4.7%
25Δ264.6332.8%4.6%246.5431.8%4.0%
30Δ262.0331.3%3.7%248.8031.4%3.3%
35Δ259.6730.2%3.0%250.7031.1%2.7%
40Δ258.1930.2%2.7%252.1830.8%2.4%
45Δ256.7130.3%2.4%253.6630.6%2.1%
50Δ255.2330.3%2.1%255.1430.4%1.8%
55Δ253.7530.4%1.8%256.6230.1%1.5%
60Δ252.2730.4%1.5%258.1029.9%1.2%
65Δ250.7930.5%1.2%259.5829.7%0.9%
70Δ248.9130.9%1.0%261.6129.9%0.7%
75Δ246.5731.7%0.8%263.8530.3%0.6%
80Δ244.2332.5%0.7%266.0930.7%0.4%

20Δ

Calls
Pseudo strike
267.23
IV
34.3%
B/E move
5.5%
Puts
Pseudo strike
244.28
IV
32.2%
B/E move
4.7%

25Δ

Calls
Pseudo strike
264.63
IV
32.8%
B/E move
4.6%
Puts
Pseudo strike
246.54
IV
31.8%
B/E move
4.0%

30Δ

Calls
Pseudo strike
262.03
IV
31.3%
B/E move
3.7%
Puts
Pseudo strike
248.80
IV
31.4%
B/E move
3.3%

35Δ

Calls
Pseudo strike
259.67
IV
30.2%
B/E move
3.0%
Puts
Pseudo strike
250.70
IV
31.1%
B/E move
2.7%

40Δ

Calls
Pseudo strike
258.19
IV
30.2%
B/E move
2.7%
Puts
Pseudo strike
252.18
IV
30.8%
B/E move
2.4%

45Δ

Calls
Pseudo strike
256.71
IV
30.3%
B/E move
2.4%
Puts
Pseudo strike
253.66
IV
30.6%
B/E move
2.1%

50Δ

Calls
Pseudo strike
255.23
IV
30.3%
B/E move
2.1%
Puts
Pseudo strike
255.14
IV
30.4%
B/E move
1.8%

55Δ

Calls
Pseudo strike
253.75
IV
30.4%
B/E move
1.8%
Puts
Pseudo strike
256.62
IV
30.1%
B/E move
1.5%

60Δ

Calls
Pseudo strike
252.27
IV
30.4%
B/E move
1.5%
Puts
Pseudo strike
258.10
IV
29.9%
B/E move
1.2%

65Δ

Calls
Pseudo strike
250.79
IV
30.5%
B/E move
1.2%
Puts
Pseudo strike
259.58
IV
29.7%
B/E move
0.9%

70Δ

Calls
Pseudo strike
248.91
IV
30.9%
B/E move
1.0%
Puts
Pseudo strike
261.61
IV
29.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
246.57
IV
31.7%
B/E move
0.8%
Puts
Pseudo strike
263.85
IV
30.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
244.23
IV
32.5%
B/E move
0.7%
Puts
Pseudo strike
266.09
IV
30.7%
B/E move
0.4%

Options history

IV · four-Friday blend31.10%
Daily EOD
STE27.1%29.6%32.1%2026-10-19: 27.46%2026-10-20: 27.70%2026-10-21: 27.83%2026-10-22: 28.04%2026-10-23: 28.62%2026-10-26: 29.87%2026-10-27: 30.10%2026-10-28: 31.75%2026-10-29: 30.55%2026-10-30: 31.10%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.46%
27.70%
27.83%
28.04%
28.62%
29.87%
30.10%
31.75%
30.55%
31.10%