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STERIS plc STE

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-10-23T03:20:20.698Z

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 · 2026-10-22T23:00:00.001509636Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T03:16:31.761396+00:00

Share price$232.22
1D+3.9%
AH$223$225$228$230$2335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTE
Sold putSold callAH

STERIS plc options

Live interpolated STE call and put midpoint premiums by absolute delta.STERIS plc$1.39$6.44$11.49$16.54$21.59$201.36$215.10$228.84$242.58$256.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STE spot · $232.22STE PRICE$1.94$2.68$3.43$4.18$5.15$6.25$7.34$8.43$9.91$11.86$13.82$15.77$18.43$2.74$3.63$4.68$5.79$6.91$8.12$9.45$10.78$12.11$13.87$15.76$17.66$20.13
PutsExpensive1.54×
CallsExpensive1.12×
SkewBearish+4.05 pp
Implied moveBearish±$16.79
TiltBearish9.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ249.1426.9%8.1%215.4934.0%8.4%
25Δ246.4227.2%7.3%218.9534.8%7.3%
30Δ243.7027.6%6.4%222.1335.0%6.4%
35Δ240.9828.0%5.6%225.1834.8%5.5%
40Δ238.4828.2%4.9%228.2434.6%4.7%
45Δ236.1028.4%4.4%231.1534.2%4.0%
50Δ233.7228.6%3.8%233.8733.5%3.4%
55Δ231.3428.8%3.3%236.5932.8%2.8%
60Δ228.7729.2%2.8%239.3132.2%2.2%
65Δ225.9529.8%2.4%242.1031.5%1.7%
70Δ223.1430.5%2.0%244.9130.8%1.3%
75Δ220.3331.2%1.7%247.7230.1%0.9%
80Δ216.9030.8%1.3%251.0429.7%0.6%

20Δ

Calls
Pseudo strike
249.14
IV
26.9%
B/E move
8.1%
Puts
Pseudo strike
215.49
IV
34.0%
B/E move
8.4%

25Δ

Calls
Pseudo strike
246.42
IV
27.2%
B/E move
7.3%
Puts
Pseudo strike
218.95
IV
34.8%
B/E move
7.3%

30Δ

Calls
Pseudo strike
243.70
IV
27.6%
B/E move
6.4%
Puts
Pseudo strike
222.13
IV
35.0%
B/E move
6.4%

35Δ

Calls
Pseudo strike
240.98
IV
28.0%
B/E move
5.6%
Puts
Pseudo strike
225.18
IV
34.8%
B/E move
5.5%

40Δ

Calls
Pseudo strike
238.48
IV
28.2%
B/E move
4.9%
Puts
Pseudo strike
228.24
IV
34.6%
B/E move
4.7%

45Δ

Calls
Pseudo strike
236.10
IV
28.4%
B/E move
4.4%
Puts
Pseudo strike
231.15
IV
34.2%
B/E move
4.0%

50Δ

Calls
Pseudo strike
233.72
IV
28.6%
B/E move
3.8%
Puts
Pseudo strike
233.87
IV
33.5%
B/E move
3.4%

55Δ

Calls
Pseudo strike
231.34
IV
28.8%
B/E move
3.3%
Puts
Pseudo strike
236.59
IV
32.8%
B/E move
2.8%

60Δ

Calls
Pseudo strike
228.77
IV
29.2%
B/E move
2.8%
Puts
Pseudo strike
239.31
IV
32.2%
B/E move
2.2%

65Δ

Calls
Pseudo strike
225.95
IV
29.8%
B/E move
2.4%
Puts
Pseudo strike
242.10
IV
31.5%
B/E move
1.7%

70Δ

Calls
Pseudo strike
223.14
IV
30.5%
B/E move
2.0%
Puts
Pseudo strike
244.91
IV
30.8%
B/E move
1.3%

75Δ

Calls
Pseudo strike
220.33
IV
31.2%
B/E move
1.7%
Puts
Pseudo strike
247.72
IV
30.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
216.90
IV
30.8%
B/E move
1.3%
Puts
Pseudo strike
251.04
IV
29.7%
B/E move
0.6%

Options history

No recorded observations