Healthcare Healthcare Reference Data Updated 2026-05-31

STE Gamma Exposure, IV Rank & Implied Volatility

STERIS PLC (STE) options data — GEX, IV rank, options chain & Greeks

STE options trade with implied volatility typically in the 16% - 35% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.

IV Rank 26.8 /100
IV 26.6%
Simulated data for display · open live STE on the platform →

An IV rank near 26.8 (the value shown here is illustrative) would mean implied volatility is in roughly the 26.8th percentile of its 1-year range — low IV, premium-buying regime for long calls/puts and debit spreads. For today's live STE IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 15.91%41.16%

Chart shows simulated data for display purposes. View the real STE IV history on the live platform →

Comprehensive options market data for STERIS PLC (STE).

STE Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 16% - 35%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Good
IV Range
16% - 35%
Market Cap
$22B+
Weeklies
Yes

1 About STERIS PLC (STE)

STERIS provides infection prevention, surgical, and gastrointestinal products and services for healthcare, pharmaceutical, and scientific customers.

Company Profile

Sector Healthcare
Industry Medical Instruments
Market Cap $22B+
Exchange NYSE

Key Dates

Next Earnings See earnings calendar
Earnings Frequency Quarterly
Dividend Schedule See company page
Fiscal Year End March

STERIS PLC operates in the Healthcare sector.

2 STE Options Market Overview

STE options provide good liquidity for options traders.

Average Daily Volume N/A
Total Open Interest N/A
Put/Call Ratio N/A
Typical ATM Spread N/A
Weekly Options Available
LEAPS Available Yes

Liquidity Assessment: Good

STE options are available for trading across multiple expirations.

3 STE Implied Volatility & IV Rank

STE implied volatility reflects healthcare outcomes, clinical trials, and regulatory decisions.

Low IV Environment
16% - 20%
Below average volatility
Typical IV Range
20% - 30%
Normal conditions
Elevated IV
30% - 35%
Above average volatility

Earnings Impact

IV typically expands before earnings and contracts after the announcement.

The post-earnings volatility drop is known as IV crush. Holders of short STE options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

STE IV generally trades near historical volatility, with premiums expanding around earnings.

Term Structure

Typically upward sloping under normal conditions.

View STE Volatility Lab

STE Gamma Exposure (GEX)

Gamma Exposure analysis for STE reveals dealer hedging dynamics at key strike levels.

Typical GEX Profile: STE tends to operate in a positive gamma environment during normal conditions.

Key Levels:

Dealer Hedging:

View Live STE GEX

4 Common STE Options Strategies

These are strategies commonly used by traders on STE options, based on typical market characteristics. This is not investment advice.

Popular for STE shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on STE.

Range-bound strategy for STE between events.

Key Considerations for STE Options

  • STE options liquidity varies by expiration - prefer near-term and monthly expirations for tighter spreads
  • Monitor earnings dates for IV expansion/contraction patterns
  • Consider the stock's beta when sizing positions

Frequently Asked Questions: STE Options

What is STE's typical implied volatility?

STE implied volatility typically ranges from 16% - 35%.

Does STE have weekly options?

STE offers weekly options.

What is STE's options trading profile?

STE (STERIS PLC) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 16% - 35% range. The position sits in the Healthcare category for portfolio diversification and options strategy design.

How does STE implied volatility behave around earnings?

IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.

What options strategies work well on STE?

Popular strategies on STE options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 16% - 35% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.

What is STE's gamma exposure (GEX)?

Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence STE's intraday price action. STE tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live STE GEX levels and the gamma-flip point on ApexVol.

What is STE's IV rank?

STE's IV rank shows where STE's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. STE implied volatility typically ranges from 16% - 35%. Check STE's live IV rank and percentile on ApexVol's IV analytics.

AV
Written by
ApexVol Research Team
Quantitative options research
All calculations use live ORATS institutional data — the same source used by professional volatility desks.
RS
Technical reviewer
Ryan Silk, ApexVol Founder
Reviewed for technical accuracy
10+ years trading options. Built ApexVol's pricing engine, Greeks model, and IV-rank methodology.
This guide is updated as market conditions and ORATS data change. Last revised 2026-05-31. How we research →

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