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Sensus Healthcare, Inc. Common Stock SRTS

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Market datapartial · fetched 2026-10-22T22:21:51.601Z

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 · 2026-10-22T20:00:00.128143891Z

FundamentalsAlpha Vantage · unavailable

Share price$2.87
1D+0.0%
AH$2.83$2.86$2.89$2.93$2.965:30 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$0.12$0.92$1.73$2.53$3.33$0.29$1.77$3.24$4.72$6.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SRTS spot · $2.87SRTS PRICE$0.25$0.23$0.21$0.41$0.74$1.07$1.20$1.36$1.53$1.70$0.36$0.37$0.38$0.38$0.39$0.39$0.41$1.14$1.74$2.19$2.65$3.10
PutsExpensive3.46×
CallsExpensive4.52×
SkewBullish-92.52 pp
Implied moveBalanced±$0.82
TiltBearish21.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.60429.9%57.0%
25Δ1.83375.2%49.1%
30Δ2.07320.5%41.1%
35Δ3.91167.2%44.9%2.30265.7%33.2%
40Δ3.53129.6%30.9%2.53211.0%25.2%
45Δ3.1592.0%16.8%2.77156.3%17.3%
50Δ3.72185.7%43.7%3.01103.5%9.4%
55Δ4.87359.1%95.5%3.66184.8%12.3%
60Δ5.95527.7%144.7%4.24229.1%12.8%
65Δ4.54489.1%99.9%4.75232.4%10.8%
70Δ3.90488.0%83.5%5.26235.7%8.8%
75Δ3.27486.9%67.1%5.78239.0%6.8%
80Δ2.63485.7%50.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.60
IV
429.9%
B/E move
57.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.83
IV
375.2%
B/E move
49.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.07
IV
320.5%
B/E move
41.1%

35Δ

Calls
Pseudo strike
3.91
IV
167.2%
B/E move
44.9%
Puts
Pseudo strike
2.30
IV
265.7%
B/E move
33.2%

40Δ

Calls
Pseudo strike
3.53
IV
129.6%
B/E move
30.9%
Puts
Pseudo strike
2.53
IV
211.0%
B/E move
25.2%

45Δ

Calls
Pseudo strike
3.15
IV
92.0%
B/E move
16.8%
Puts
Pseudo strike
2.77
IV
156.3%
B/E move
17.3%

50Δ

Calls
Pseudo strike
3.72
IV
185.7%
B/E move
43.7%
Puts
Pseudo strike
3.01
IV
103.5%
B/E move
9.4%

55Δ

Calls
Pseudo strike
4.87
IV
359.1%
B/E move
95.5%
Puts
Pseudo strike
3.66
IV
184.8%
B/E move
12.3%

60Δ

Calls
Pseudo strike
5.95
IV
527.7%
B/E move
144.7%
Puts
Pseudo strike
4.24
IV
229.1%
B/E move
12.8%

65Δ

Calls
Pseudo strike
4.54
IV
489.1%
B/E move
99.9%
Puts
Pseudo strike
4.75
IV
232.4%
B/E move
10.8%

70Δ

Calls
Pseudo strike
3.90
IV
488.0%
B/E move
83.5%
Puts
Pseudo strike
5.26
IV
235.7%
B/E move
8.8%

75Δ

Calls
Pseudo strike
3.27
IV
486.9%
B/E move
67.1%
Puts
Pseudo strike
5.78
IV
239.0%
B/E move
6.8%

80Δ

Calls
Pseudo strike
2.63
IV
485.7%
B/E move
50.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations