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Clean Harbors, Inc CLH

INDUSTRIALS · WASTE MANAGEMENT
i

Market dataready · fetched 2026-11-04T03:28:16.948Z

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 · 2026-11-04T00:00:00.001700941Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T03:28:15.250231+00:00

Share price$294.81
1D-1.0%
AH$294$296$297$298$2995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCLH
Sold putSold callAH

Clean Harbors, Inc options

Live interpolated CLH call and put midpoint premiums by absolute delta.Clean Harbors, Inc$1.26$6.27$11.28$16.29$21.30$258.98$279.00$299.02$319.04$339.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CLH spot · $294.81CLH PRICE$1.81$2.62$3.45$4.29$5.12$6.23$7.44$8.65$9.86$11.67$14.04$16.40$19.86$2.07$2.75$3.44$4.12$4.90$5.73$6.55$7.37$8.20$9.70$11.50$13.30$15.10
PutsCheap0.56×
CallsCheap0.67×
SkewBullish-4.59 pp
Implied moveBullish±$13.99
TiltBullish8.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ310.2426.1%5.8%281.0028.0%5.4%
25Δ307.7426.7%5.3%283.7527.5%4.7%
30Δ305.3827.4%4.8%286.5127.0%4.0%
35Δ303.0228.2%4.2%289.2626.5%3.3%
40Δ300.6628.9%3.7%291.4525.8%2.8%
45Δ298.2829.2%3.3%293.4425.1%2.4%
50Δ295.9129.4%2.9%295.4224.4%2.0%
55Δ293.5329.5%2.5%297.4123.7%1.6%
60Δ291.1529.7%2.1%299.3923.0%1.2%
65Δ288.3830.3%1.8%301.6622.9%1.0%
70Δ285.2531.3%1.5%304.0423.0%0.8%
75Δ282.1132.3%1.3%306.4323.2%0.6%
80Δ277.9634.3%1.0%308.8123.3%0.4%

20Δ

Calls
Pseudo strike
310.24
IV
26.1%
B/E move
5.8%
Puts
Pseudo strike
281.00
IV
28.0%
B/E move
5.4%

25Δ

Calls
Pseudo strike
307.74
IV
26.7%
B/E move
5.3%
Puts
Pseudo strike
283.75
IV
27.5%
B/E move
4.7%

30Δ

Calls
Pseudo strike
305.38
IV
27.4%
B/E move
4.8%
Puts
Pseudo strike
286.51
IV
27.0%
B/E move
4.0%

35Δ

Calls
Pseudo strike
303.02
IV
28.2%
B/E move
4.2%
Puts
Pseudo strike
289.26
IV
26.5%
B/E move
3.3%

40Δ

Calls
Pseudo strike
300.66
IV
28.9%
B/E move
3.7%
Puts
Pseudo strike
291.45
IV
25.8%
B/E move
2.8%

45Δ

Calls
Pseudo strike
298.28
IV
29.2%
B/E move
3.3%
Puts
Pseudo strike
293.44
IV
25.1%
B/E move
2.4%

50Δ

Calls
Pseudo strike
295.91
IV
29.4%
B/E move
2.9%
Puts
Pseudo strike
295.42
IV
24.4%
B/E move
2.0%

55Δ

Calls
Pseudo strike
293.53
IV
29.5%
B/E move
2.5%
Puts
Pseudo strike
297.41
IV
23.7%
B/E move
1.6%

60Δ

Calls
Pseudo strike
291.15
IV
29.7%
B/E move
2.1%
Puts
Pseudo strike
299.39
IV
23.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
288.38
IV
30.3%
B/E move
1.8%
Puts
Pseudo strike
301.66
IV
22.9%
B/E move
1.0%

70Δ

Calls
Pseudo strike
285.25
IV
31.3%
B/E move
1.5%
Puts
Pseudo strike
304.04
IV
23.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
282.11
IV
32.3%
B/E move
1.3%
Puts
Pseudo strike
306.43
IV
23.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
277.96
IV
34.3%
B/E move
1.0%
Puts
Pseudo strike
308.81
IV
23.3%
B/E move
0.4%

Options history

IV · four-Friday blend25.62%
Daily EOD
CLH23.9%28.0%32.2%2026-10-19: 29.92%2026-10-20: 29.77%2026-10-21: 30.03%2026-10-22: 30.19%2026-10-23: 30.46%2026-10-26: 31.17%2026-10-27: 31.66%2026-10-28: 25.45%2026-10-29: 24.43%2026-10-30: 25.62%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
29.92%
29.77%
30.03%
30.19%
30.46%
31.17%
31.66%
25.45%
24.43%
25.62%