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STERIS plc STE

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-11-06T19:45:02.139Z

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 · 2026-11-06T19:44:57.371983065Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T19:45:01.340787+00:00

Share price$253.10
1D+0.8%
$249.77$250.71$251.64$252.57$253.515:30 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$1.07$5.83$10.58$15.34$20.10$219.76$236.63$253.51$270.39$287.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STE spot · $253.10STE PRICE$1.58$1.98$2.37$3.02$3.77$4.51$5.25$6.00$6.74$7.90$9.28$10.66$12.04$2.31$3.07$4.01$4.95$5.89$6.83$7.77$8.71$9.65$10.91$13.47$16.03$18.73
PutsExpensive1.22×
CallsCheap0.47×
SkewBearish+10.06 pp
Implied moveBearish±$13.02
TiltBearish19.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ269.9230.6%7.3%237.4940.4%7.1%
25Δ265.5428.3%5.7%241.2038.5%5.9%
30Δ261.1626.0%4.1%243.6137.8%5.3%
35Δ258.7925.4%3.4%246.0237.2%4.8%
40Δ257.1525.5%3.1%248.4336.5%4.2%
45Δ255.5025.6%2.7%250.8435.8%3.6%
50Δ253.8625.7%2.4%253.2535.1%3.0%
55Δ252.2125.7%2.0%255.6634.4%2.4%
60Δ250.5725.8%1.7%258.0733.7%1.8%
65Δ248.7425.7%1.4%260.6333.4%1.3%
70Δ246.8325.4%1.2%263.7934.6%1.1%
75Δ244.9125.1%1.0%266.9535.8%0.9%
80Δ243.0024.8%0.8%270.2437.1%0.6%

20Δ

Calls
Pseudo strike
269.92
IV
30.6%
B/E move
7.3%
Puts
Pseudo strike
237.49
IV
40.4%
B/E move
7.1%

25Δ

Calls
Pseudo strike
265.54
IV
28.3%
B/E move
5.7%
Puts
Pseudo strike
241.20
IV
38.5%
B/E move
5.9%

30Δ

Calls
Pseudo strike
261.16
IV
26.0%
B/E move
4.1%
Puts
Pseudo strike
243.61
IV
37.8%
B/E move
5.3%

35Δ

Calls
Pseudo strike
258.79
IV
25.4%
B/E move
3.4%
Puts
Pseudo strike
246.02
IV
37.2%
B/E move
4.8%

40Δ

Calls
Pseudo strike
257.15
IV
25.5%
B/E move
3.1%
Puts
Pseudo strike
248.43
IV
36.5%
B/E move
4.2%

45Δ

Calls
Pseudo strike
255.50
IV
25.6%
B/E move
2.7%
Puts
Pseudo strike
250.84
IV
35.8%
B/E move
3.6%

50Δ

Calls
Pseudo strike
253.86
IV
25.7%
B/E move
2.4%
Puts
Pseudo strike
253.25
IV
35.1%
B/E move
3.0%

55Δ

Calls
Pseudo strike
252.21
IV
25.7%
B/E move
2.0%
Puts
Pseudo strike
255.66
IV
34.4%
B/E move
2.4%

60Δ

Calls
Pseudo strike
250.57
IV
25.8%
B/E move
1.7%
Puts
Pseudo strike
258.07
IV
33.7%
B/E move
1.8%

65Δ

Calls
Pseudo strike
248.74
IV
25.7%
B/E move
1.4%
Puts
Pseudo strike
260.63
IV
33.4%
B/E move
1.3%

70Δ

Calls
Pseudo strike
246.83
IV
25.4%
B/E move
1.2%
Puts
Pseudo strike
263.79
IV
34.6%
B/E move
1.1%

75Δ

Calls
Pseudo strike
244.91
IV
25.1%
B/E move
1.0%
Puts
Pseudo strike
266.95
IV
35.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
243.00
IV
24.8%
B/E move
0.8%
Puts
Pseudo strike
270.24
IV
37.1%
B/E move
0.6%

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%