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Sensata Technologies Holding plc ST

i

Market dataready · fetched 2026-11-12T00:46:33.239Z

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 · 2026-11-12T00:00:00.00299518Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:46:32.758699+00:00

Share price$40.31
1D-1.2%
AH$40.17$40.41$40.65$40.88$41.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMST
Sold putSold callAH

Sensata Technologies Holding plc options

Live interpolated ST call and put midpoint premiums by absolute delta.Sensata Technologies Holding plc$0.32$1.28$2.24$3.20$4.17$36.48$38.43$40.38$42.33$44.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ST spot · $40.31ST PRICE$0.42$0.61$0.79$0.97$1.16$1.34$1.52$1.90$2.30$2.71$3.11$3.89$0.42$0.59$0.77$0.95$1.12$1.29$1.38$1.48$1.58$1.67$1.77$1.87$1.96
PutsExpensive1.08×
Calls——
Skew——
Implied moveBalanced±$2.72
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.6255.9%7.7%
25Δ42.3543.8%6.1%38.1156.2%6.9%
30Δ41.9745.5%5.6%38.6056.5%6.2%
35Δ41.5847.3%5.1%39.0956.8%5.4%
40Δ41.2049.0%4.6%39.5757.1%4.6%
45Δ40.8250.7%4.1%40.0356.9%3.9%
50Δ40.4452.5%3.6%40.2953.4%3.5%
55Δ40.0654.2%3.1%40.5649.8%3.1%
60Δ39.5356.2%2.8%40.8246.2%2.7%
65Δ38.9758.3%2.4%41.0842.6%2.2%
70Δ38.4160.4%2.0%41.3439.0%1.8%
75Δ37.8662.5%1.6%41.6035.4%1.4%
80Δ36.9669.1%1.3%41.8631.8%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.62
IV
55.9%
B/E move
7.7%

25Δ

Calls
Pseudo strike
42.35
IV
43.8%
B/E move
6.1%
Puts
Pseudo strike
38.11
IV
56.2%
B/E move
6.9%

30Δ

Calls
Pseudo strike
41.97
IV
45.5%
B/E move
5.6%
Puts
Pseudo strike
38.60
IV
56.5%
B/E move
6.2%

35Δ

Calls
Pseudo strike
41.58
IV
47.3%
B/E move
5.1%
Puts
Pseudo strike
39.09
IV
56.8%
B/E move
5.4%

40Δ

Calls
Pseudo strike
41.20
IV
49.0%
B/E move
4.6%
Puts
Pseudo strike
39.57
IV
57.1%
B/E move
4.6%

45Δ

Calls
Pseudo strike
40.82
IV
50.7%
B/E move
4.1%
Puts
Pseudo strike
40.03
IV
56.9%
B/E move
3.9%

50Δ

Calls
Pseudo strike
40.44
IV
52.5%
B/E move
3.6%
Puts
Pseudo strike
40.29
IV
53.4%
B/E move
3.5%

55Δ

Calls
Pseudo strike
40.06
IV
54.2%
B/E move
3.1%
Puts
Pseudo strike
40.56
IV
49.8%
B/E move
3.1%

60Δ

Calls
Pseudo strike
39.53
IV
56.2%
B/E move
2.8%
Puts
Pseudo strike
40.82
IV
46.2%
B/E move
2.7%

65Δ

Calls
Pseudo strike
38.97
IV
58.3%
B/E move
2.4%
Puts
Pseudo strike
41.08
IV
42.6%
B/E move
2.2%

70Δ

Calls
Pseudo strike
38.41
IV
60.4%
B/E move
2.0%
Puts
Pseudo strike
41.34
IV
39.0%
B/E move
1.8%

75Δ

Calls
Pseudo strike
37.86
IV
62.5%
B/E move
1.6%
Puts
Pseudo strike
41.60
IV
35.4%
B/E move
1.4%

80Δ

Calls
Pseudo strike
36.96
IV
69.1%
B/E move
1.3%
Puts
Pseudo strike
41.86
IV
31.8%
B/E move
1.0%

Options history

IV · four-Friday blend38.68%
Daily EOD
ST34.9%39.3%43.6%2026-10-19: 41.22%2026-10-20: 41.12%2026-10-21: 41.28%2026-10-22: 43.04%2026-10-23: 42.67%2026-10-26: 41.57%2026-10-27: 42.96%2026-10-28: 35.50%2026-10-29: 35.78%2026-10-30: 38.68%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.22%
41.12%
41.28%
43.04%
42.67%
41.57%
42.96%
35.50%
35.78%
38.68%