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Senseonics Holdings, Inc. Common Stock SENS

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Market datapartial · fetched 2026-10-23T01:13:49.792Z

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 · 2026-10-22T22:12:00.158624635Z

FundamentalsAlpha Vantage · unavailable

Share price$7.52
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$0.24$0.91$1.58$2.25$2.92$3.15$5.38$7.60$9.83$12.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SENS spot · $7.52SENS PRICE$0.32$0.55$0.78$1.02$0.99$0.88$0.77$0.66$1.04$1.46$1.88$2.30$2.72$0.91$0.85$0.78$0.72$0.66$0.61$0.88$1.15$1.43$1.70$1.97$2.24$2.51
PutsExpensive1.92×
CallsExpensive2.29×
SkewBullish-8.18 pp
Implied moveBearish±$1.65
TiltBearish3.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.89130.0%49.1%4.27448.4%55.3%
25Δ12.16185.5%69.0%4.92372.9%45.8%
30Δ13.42240.9%88.9%5.57297.4%36.3%
35Δ14.68296.4%108.8%6.22221.9%26.8%
40Δ13.53264.3%93.2%6.87146.4%17.4%
45Δ11.56202.4%65.5%7.5173.8%8.2%
50Δ9.59140.5%37.8%7.8576.7%7.3%
55Δ7.6278.6%10.1%8.1879.6%6.5%
60Δ7.0997.3%8.2%8.5282.5%5.6%
65Δ6.65121.2%8.0%8.8685.4%4.8%
70Δ6.21145.2%7.7%9.1988.2%3.9%
75Δ5.78169.1%7.5%9.5391.1%3.1%
80Δ5.34193.1%7.3%9.8694.0%2.3%

20Δ

Calls
Pseudo strike
10.89
IV
130.0%
B/E move
49.1%
Puts
Pseudo strike
4.27
IV
448.4%
B/E move
55.3%

25Δ

Calls
Pseudo strike
12.16
IV
185.5%
B/E move
69.0%
Puts
Pseudo strike
4.92
IV
372.9%
B/E move
45.8%

30Δ

Calls
Pseudo strike
13.42
IV
240.9%
B/E move
88.9%
Puts
Pseudo strike
5.57
IV
297.4%
B/E move
36.3%

35Δ

Calls
Pseudo strike
14.68
IV
296.4%
B/E move
108.8%
Puts
Pseudo strike
6.22
IV
221.9%
B/E move
26.8%

40Δ

Calls
Pseudo strike
13.53
IV
264.3%
B/E move
93.2%
Puts
Pseudo strike
6.87
IV
146.4%
B/E move
17.4%

45Δ

Calls
Pseudo strike
11.56
IV
202.4%
B/E move
65.5%
Puts
Pseudo strike
7.51
IV
73.8%
B/E move
8.2%

50Δ

Calls
Pseudo strike
9.59
IV
140.5%
B/E move
37.8%
Puts
Pseudo strike
7.85
IV
76.7%
B/E move
7.3%

55Δ

Calls
Pseudo strike
7.62
IV
78.6%
B/E move
10.1%
Puts
Pseudo strike
8.18
IV
79.6%
B/E move
6.5%

60Δ

Calls
Pseudo strike
7.09
IV
97.3%
B/E move
8.2%
Puts
Pseudo strike
8.52
IV
82.5%
B/E move
5.6%

65Δ

Calls
Pseudo strike
6.65
IV
121.2%
B/E move
8.0%
Puts
Pseudo strike
8.86
IV
85.4%
B/E move
4.8%

70Δ

Calls
Pseudo strike
6.21
IV
145.2%
B/E move
7.7%
Puts
Pseudo strike
9.19
IV
88.2%
B/E move
3.9%

75Δ

Calls
Pseudo strike
5.78
IV
169.1%
B/E move
7.5%
Puts
Pseudo strike
9.53
IV
91.1%
B/E move
3.1%

80Δ

Calls
Pseudo strike
5.34
IV
193.1%
B/E move
7.3%
Puts
Pseudo strike
9.86
IV
94.0%
B/E move
2.3%

Options history

No recorded observations