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Senseonics Holdings, Inc. Common Stock SENS

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Market datapartial · fetched 2026-10-22T21:53:01.780Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:50:45.588085411Z

FundamentalsAlpha Vantage · unavailable

Share price$7.43
1D-5.5%
AH$7.20$7.41$7.62$7.83$8.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSENS
Sold putSold callAH

Senseonics Holdings, Inc. Common Stock options

Live interpolated SENS call and put midpoint premiums by absolute delta.Senseonics Holdings, Inc. Common Stock$0.25$0.94$1.63$2.33$3.02$3.02$5.28$7.55$9.82$12.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SENS spot · $7.43SENS PRICE$0.32$0.55$0.78$1.01$0.98$0.86$0.74$0.77$1.18$1.59$2.00$2.41$2.82$0.92$0.86$0.80$0.74$0.69$0.63$0.73$0.97$1.22$1.47$1.72$1.96$2.21
PutsExpensive1.96×
CallsExpensive2.39×
SkewBullish-11.73 pp
Implied moveBalanced±$1.46
TiltBullish3.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.93134.5%51.4%4.15458.2%56.6%
25Δ12.17189.3%71.3%4.76387.2%47.6%
30Δ13.42244.1%91.1%5.37316.2%38.5%
35Δ14.66298.8%110.9%5.98245.2%29.5%
40Δ13.41264.2%93.7%6.59174.2%20.5%
45Δ11.22196.1%62.6%7.20103.2%11.5%
50Δ9.03127.9%31.4%7.6669.6%6.7%
55Δ7.3787.8%9.6%7.9670.9%6.0%
60Δ6.95112.5%9.4%8.2772.2%5.2%
65Δ6.52137.1%9.2%8.5773.5%4.4%
70Δ6.09161.8%8.9%8.8874.8%3.6%
75Δ5.67186.4%8.7%9.1876.2%2.8%
80Δ5.24211.1%8.5%9.4977.5%2.1%

20Δ

Calls
Pseudo strike
10.93
IV
134.5%
B/E move
51.4%
Puts
Pseudo strike
4.15
IV
458.2%
B/E move
56.6%

25Δ

Calls
Pseudo strike
12.17
IV
189.3%
B/E move
71.3%
Puts
Pseudo strike
4.76
IV
387.2%
B/E move
47.6%

30Δ

Calls
Pseudo strike
13.42
IV
244.1%
B/E move
91.1%
Puts
Pseudo strike
5.37
IV
316.2%
B/E move
38.5%

35Δ

Calls
Pseudo strike
14.66
IV
298.8%
B/E move
110.9%
Puts
Pseudo strike
5.98
IV
245.2%
B/E move
29.5%

40Δ

Calls
Pseudo strike
13.41
IV
264.2%
B/E move
93.7%
Puts
Pseudo strike
6.59
IV
174.2%
B/E move
20.5%

45Δ

Calls
Pseudo strike
11.22
IV
196.1%
B/E move
62.6%
Puts
Pseudo strike
7.20
IV
103.2%
B/E move
11.5%

50Δ

Calls
Pseudo strike
9.03
IV
127.9%
B/E move
31.4%
Puts
Pseudo strike
7.66
IV
69.6%
B/E move
6.7%

55Δ

Calls
Pseudo strike
7.37
IV
87.8%
B/E move
9.6%
Puts
Pseudo strike
7.96
IV
70.9%
B/E move
6.0%

60Δ

Calls
Pseudo strike
6.95
IV
112.5%
B/E move
9.4%
Puts
Pseudo strike
8.27
IV
72.2%
B/E move
5.2%

65Δ

Calls
Pseudo strike
6.52
IV
137.1%
B/E move
9.2%
Puts
Pseudo strike
8.57
IV
73.5%
B/E move
4.4%

70Δ

Calls
Pseudo strike
6.09
IV
161.8%
B/E move
8.9%
Puts
Pseudo strike
8.88
IV
74.8%
B/E move
3.6%

75Δ

Calls
Pseudo strike
5.67
IV
186.4%
B/E move
8.7%
Puts
Pseudo strike
9.18
IV
76.2%
B/E move
2.8%

80Δ

Calls
Pseudo strike
5.24
IV
211.1%
B/E move
8.5%
Puts
Pseudo strike
9.49
IV
77.5%
B/E move
2.1%

Options history

No recorded observations