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Sensus Healthcare, Inc. Common Stock SRTS

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Market datapartial · fetched 2026-10-22T16:37:02.002Z

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 · 2026-10-22T15:14:34.249154932Z

FundamentalsAlpha Vantage · unavailable

Share price$2.87
1D-0.2%
$2.86$2.88$2.91$2.93$2.965:30 AM6:30 AM9:00 AM1:00 PMSRTS
Sold putSold call

Sensus Healthcare, Inc. Common Stock options

Live interpolated SRTS call and put midpoint premiums by absolute delta.Sensus Healthcare, Inc. Common Stock$0.17$0.69$1.21$1.73$2.25$0.83$1.68$2.52$3.37$4.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SRTS spot · $2.87SRTS PRICE$0.34$0.29$0.22$0.26$0.35$0.44$0.54$0.63$0.72$0.81$0.36$0.37$0.38$0.38$0.39$0.39$0.40$0.70$1.01$1.33$1.64$1.95$2.10
PutsExpensive2.97×
CallsExpensive1.68×
SkewBearish+84.48 pp
Implied moveBearish±$0.66
TiltBearish42.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.59428.9%57.1%
25Δ1.83374.9%49.2%
30Δ2.06320.8%41.3%
35Δ4.94255.3%84.4%2.29266.7%33.4%
40Δ4.15183.2%54.9%2.52212.6%25.5%
45Δ3.29104.9%22.6%2.76158.5%17.6%
50Δ2.9283.0%11.0%2.99104.4%9.7%
55Δ2.8089.6%9.9%3.32114.3%8.4%
60Δ2.6796.3%8.9%3.66127.6%7.5%
65Δ2.55103.0%7.8%4.00141.0%6.6%
70Δ2.43109.7%6.7%4.34154.3%5.7%
75Δ2.31116.3%5.6%4.68167.6%4.9%
80Δ2.19123.0%4.6%4.86170.1%3.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.59
IV
428.9%
B/E move
57.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.83
IV
374.9%
B/E move
49.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.06
IV
320.8%
B/E move
41.3%

35Δ

Calls
Pseudo strike
4.94
IV
255.3%
B/E move
84.4%
Puts
Pseudo strike
2.29
IV
266.7%
B/E move
33.4%

40Δ

Calls
Pseudo strike
4.15
IV
183.2%
B/E move
54.9%
Puts
Pseudo strike
2.52
IV
212.6%
B/E move
25.5%

45Δ

Calls
Pseudo strike
3.29
IV
104.9%
B/E move
22.6%
Puts
Pseudo strike
2.76
IV
158.5%
B/E move
17.6%

50Δ

Calls
Pseudo strike
2.92
IV
83.0%
B/E move
11.0%
Puts
Pseudo strike
2.99
IV
104.4%
B/E move
9.7%

55Δ

Calls
Pseudo strike
2.80
IV
89.6%
B/E move
9.9%
Puts
Pseudo strike
3.32
IV
114.3%
B/E move
8.4%

60Δ

Calls
Pseudo strike
2.67
IV
96.3%
B/E move
8.9%
Puts
Pseudo strike
3.66
IV
127.6%
B/E move
7.5%

65Δ

Calls
Pseudo strike
2.55
IV
103.0%
B/E move
7.8%
Puts
Pseudo strike
4.00
IV
141.0%
B/E move
6.6%

70Δ

Calls
Pseudo strike
2.43
IV
109.7%
B/E move
6.7%
Puts
Pseudo strike
4.34
IV
154.3%
B/E move
5.7%

75Δ

Calls
Pseudo strike
2.31
IV
116.3%
B/E move
5.6%
Puts
Pseudo strike
4.68
IV
167.6%
B/E move
4.9%

80Δ

Calls
Pseudo strike
2.19
IV
123.0%
B/E move
4.6%
Puts
Pseudo strike
4.86
IV
170.1%
B/E move
3.8%

Options history

No recorded observations