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Senseonics Holdings, Inc. Common Stock SENS

i

Market dataready · fetched 2026-11-12T03:10:57.006Z

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 · 2026-11-11T23:14:13.568141804Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:10:56.605216+00:00

Share price$10.12
1D-0.8%
AH$9.58$9.88$10.19$10.50$10.805:30 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$0.28$1.20$2.13$3.05$3.97$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESENS PRICE$0.44$0.51$0.58$0.66$0.73$1.21$1.83$2.46$3.08$3.70$0.38$0.39$0.40$0.41$0.42
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.87215.1%26.0%
25Δ8.32185.7%21.6%
30Δ8.78156.4%17.2%
35Δ11.16105.1%14.7%9.23127.0%12.8%
40Δ10.89106.0%12.7%9.6897.6%8.4%
45Δ10.62106.9%10.7%
50Δ10.34107.8%8.8%
55Δ10.07108.7%6.8%
60Δ9.50136.2%5.9%
65Δ8.82173.0%5.3%
70Δ8.14209.7%4.8%
75Δ7.47246.5%4.3%
80Δ6.79283.3%3.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.87
IV
215.1%
B/E move
26.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.32
IV
185.7%
B/E move
21.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.78
IV
156.4%
B/E move
17.2%

35Δ

Calls
Pseudo strike
11.16
IV
105.1%
B/E move
14.7%
Puts
Pseudo strike
9.23
IV
127.0%
B/E move
12.8%

40Δ

Calls
Pseudo strike
10.89
IV
106.0%
B/E move
12.7%
Puts
Pseudo strike
9.68
IV
97.6%
B/E move
8.4%

45Δ

Calls
Pseudo strike
10.62
IV
106.9%
B/E move
10.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
10.34
IV
107.8%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
10.07
IV
108.7%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
9.50
IV
136.2%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
8.82
IV
173.0%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
8.14
IV
209.7%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
7.47
IV
246.5%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
6.79
IV
283.3%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend78.62%
Daily EOD
SENS76.0%94.9%113.7%2026-10-19: 91.73%2026-10-21: 99.27%2026-10-23: 88.74%2026-10-26: 86.98%2026-10-27: 111.14%2026-10-29: 78.62%Oct 19Oct 23Oct 29
6 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
91.73%
99.27%
88.74%
86.98%
111.14%
78.62%