STE · Expected Move
STERIS plc
The expected move for STE is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
STE straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current STE Expected Move
30-Day Straddle
$17.00
7-Day Straddle
$10.47
30-Day ATM IV
26.0%
IV Rank
33%
Implied one-standard-deviation move through the next 30 days. Compare to STE's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
STE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261110 | $17.00 | $10.47 | 26.0% | 33% |
| 20261109 | $17.15 | $11.25 | 26.4% | 36% |
| 20261106 | $18.20 | $12.15 | 27.0% | 40% |
| 20261105 | $19.10 | $13.55 | 27.6% | 44% |
| 20261104 | $17.80 | $17.80 | 34.4% | 89% |
| 20261103 | $16.95 | $16.95 | 35.1% | 94% |
| 20261102 | $16.40 | $16.40 | 34.1% | 87% |
| 20261030 | $16.15 | $16.15 | 33.5% | 83% |
| 20261029 | $17.05 | $17.05 | 33.3% | 82% |
| 20261028 | $18.20 | $18.20 | 36.0% | 100% |
| 20261027 | $16.75 | $16.75 | 33.3% | 98% |
| 20261026 | $16.95 | $16.95 | 33.5% | 99% |
| 20261023 | $16.50 | $16.50 | 31.0% | 80% |
| 20261022 | $16.60 | $16.60 | 30.8% | 78% |
| 20261021 | $15.75 | $15.75 | 30.6% | 77% |
| 20261020 | $16.25 | $16.25 | 30.0% | 72% |
| 20261019 | $16.00 | $16.00 | 29.9% | 70% |
| 20261016 | $16.50 | $2.48 | 29.3% | 66% |
| 20261015 | $16.85 | $5.10 | 28.3% | 58% |
| 20261014 | $16.60 | $4.28 | 29.7% | 70% |
| 20261013 | $17.00 | $5.83 | 30.1% | 73% |
| 20261012 | $17.55 | $6.55 | 30.7% | 78% |
| 20261009 | $17.55 | $7.62 | 28.2% | 57% |
| 20261008 | $16.90 | $6.00 | 28.8% | 62% |
| 20261007 | $17.00 | $6.65 | 28.9% | 63% |
| 20261006 | $18.20 | $6.47 | 29.9% | 71% |
| 20261005 | $17.45 | $6.97 | 28.0% | 56% |
| 20261002 | $7.03 | $7.03 | 26.8% | 46% |
| 20261001 | $7.65 | $7.65 | 27.5% | 51% |
| 20260930 | $8.32 | $8.32 | 27.4% | 51% |
| 20260929 | $8.85 | $8.85 | 27.6% | 52% |
| 20260928 | $9.05 | $9.05 | 27.1% | 48% |
| 20260925 | $9.40 | $9.40 | 25.5% | 36% |
| 20260924 | $9.90 | $9.90 | 26.2% | 41% |
| 20260923 | $10.05 | $10.05 | 25.9% | 39% |
| 20260922 | $10.15 | $10.15 | 25.3% | 34% |
| 20260921 | $10.50 | $10.50 | 24.7% | 30% |
| 20260918 | $12.05 | $5.22 | 25.7% | 37% |
| 20260917 | $10.95 | $4.50 | 23.6% | 20% |
| 20260916 | $12.40 | $5.35 | 25.9% | 38% |
| 20260915 | $13.05 | $5.10 | 26.7% | 43% |
| 20260914 | $12.50 | $5.88 | 24.0% | 22% |
| 20260911 | $12.35 | $5.95 | 23.7% | 21% |
| 20260910 | $13.15 | $7.35 | 24.1% | 24% |
| 20260909 | $13.00 | $6.75 | 23.4% | 18% |
| 20260908 | $13.15 | $6.95 | 23.6% | 20% |
| 20260904 | $13.55 | $8.78 | 21.0% | 0% |
| 20260903 | $13.50 | $8.12 | 21.7% | 4% |
| 20260902 | $8.15 | $8.15 | 22.7% | 12% |
| 20260901 | $8.60 | $8.60 | 22.3% | 9% |
| 20260831 | $8.97 | $8.97 | 21.4% | 2% |
| 20260828 | $9.95 | $9.95 | 21.2% | 0% |
| 20260827 | $10.15 | $10.15 | 21.3% | 1% |
| 20260826 | $9.60 | $9.60 | 21.2% | 1% |
| 20260825 | $10.12 | $10.12 | 21.8% | 5% |
| 20260824 | $10.70 | $10.70 | 21.6% | 3% |
| 20260821 | $11.30 | $2.45 | 21.5% | 2% |
| 20260820 | $11.50 | $4.50 | 22.1% | 7% |
| 20260819 | $11.40 | $4.20 | 21.2% | 0% |
| 20260818 | $12.15 | $5.78 | 21.5% | 0% |
More on STE
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.