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Sensus Healthcare, Inc. Common Stock SRTS

i

Market dataready · fetched 2026-11-12T02:50:07.755Z

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 · 2026-11-11T21:11:07.989495179Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T02:50:07.314949+00:00

Share price$3.35
1D+0.0%
AH$3.21$3.29$3.37$3.45$3.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSRTS
Sold putSold callAH

Sensus Healthcare, Inc. Common Stock options

Live interpolated SRTS call and put midpoint premiums by absolute delta.Sensus Healthcare, Inc. Common Stock$0.38$0.58$0.78$0.97$1.17$-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 —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESRTS PRICE$0.40$0.43$0.46$0.50$0.55$0.59$0.63$0.67$0.72$0.76$0.81$0.96$1.12
PutsExpensive1.05×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.29500.4%43.8%
25Δ2.59427.4%35.7%
30Δ2.89354.4%27.5%
35Δ3.08315.1%22.9%
40Δ3.22294.5%20.3%
45Δ3.35274.0%17.6%
50Δ3.48253.5%14.9%
55Δ3.61233.0%12.3%
60Δ3.75212.5%9.6%
65Δ3.88191.9%6.9%
70Δ4.01172.3%4.4%
75Δ4.19163.6%3.6%
80Δ4.37154.9%2.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.29
IV
500.4%
B/E move
43.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.59
IV
427.4%
B/E move
35.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.89
IV
354.4%
B/E move
27.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.08
IV
315.1%
B/E move
22.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.22
IV
294.5%
B/E move
20.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.35
IV
274.0%
B/E move
17.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.48
IV
253.5%
B/E move
14.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.61
IV
233.0%
B/E move
12.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.75
IV
212.5%
B/E move
9.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.88
IV
191.9%
B/E move
6.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.01
IV
172.3%
B/E move
4.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.19
IV
163.6%
B/E move
3.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.37
IV
154.9%
B/E move
2.8%

Options history

IV · four-Friday blend188.71%
Daily EOD
SRTS95.2%157.1%219.0%2026-10-19: 182.98%2026-10-20: 210.48%2026-10-21: 103.73%2026-10-22: 152.27%2026-10-23: 188.71%Oct 19Oct 21Oct 23
5 observations2026-10-19 — 2026-10-23
Table
DateIV (%)
182.98%
210.48%
103.73%
152.27%
188.71%