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STERIS plc STE 247.91 16.56 7.16%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $247.91
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±5.5% ±$13.61 $234.30 – $261.52 $230.85 – $264.97 $218.26 – $277.56
2 sessions Earnings ±5.8% ±$14.48 $233.43 – $262.39 $229.89 – $265.93 $216.55 – $279.27
3 sessions Earnings ±6.2% ±$15.25 $232.66 – $263.16 $229.14 – $266.68 $215.21 – $280.61
1 week Earnings ±6.4% ±$15.84 $232.07 – $263.75 $228.23 – $267.59 $214.62 – $281.20
2 weeks Earnings ±6.8% ±$16.83 $231.08 – $264.74 $227.11 – $268.71 $212.38 – $283.44
3 weeks Earnings ±7.1% ±$17.70 $230.21 – $265.61 $225.99 – $269.83 $210.70 – $285.12
1 month Earnings ±7.5% ±$18.67 $229.24 – $266.58 $224.76 – $271.06 $208.67 – $287.15
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. STE reports in 1 session; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±6.19%
Average actual move
6.59%
Beyond the implied move
2 / 3
Reaction session Implied Actual Used ATM IV before → after
May 12, 2026 ±5.97% +4.46% 0.75× —
August 07, 2025 ±6.28% +6.79% 1.08× —
May 15, 2025 ±6.33% +8.52% 1.35× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →