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Sensata Technologies Holding plc ST

i

Market datapartial · fetched 2026-10-22T23:41:11.047Z

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 · 2026-10-22T23:00:00.003941283Z

FundamentalsAlpha Vantage · unavailable

Share price$40.70
1D-1.5%
AH$40.10$40.42$40.75$41.07$41.395:30 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$0.78$2.14$3.49$4.85$6.20$33.53$37.23$40.93$44.62$48.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ST spot · $40.70ST PRICE$1.13$1.01$0.98$1.19$1.39$1.68$1.96$2.25$2.62$3.27$3.93$4.68$5.68$1.04$0.93$1.20$1.47$1.75$2.08$2.43$2.78$3.15$3.73$4.31$4.88$5.81
PutsExpensive1.24×
CallsExpensive1.50×
SkewBullish-3.97 pp
Implied moveBearish±$4.39
TiltBearish5.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.07101.1%35.6%34.5178.5%17.8%
25Δ47.3566.3%18.8%37.4650.4%10.2%
30Δ44.3147.9%11.3%38.2649.7%8.9%
35Δ43.4246.8%9.6%39.0249.4%7.7%
40Δ42.5445.7%7.9%39.7949.0%6.5%
45Δ41.8645.5%7.0%40.5048.4%5.6%
50Δ41.1945.3%6.0%41.1947.7%4.8%
55Δ40.5245.1%5.1%41.8747.0%3.9%
60Δ39.8145.7%4.3%42.5746.4%3.1%
65Δ38.9648.9%3.8%43.3746.4%2.6%
70Δ38.1152.1%3.3%44.1846.4%2.0%
75Δ37.1655.2%2.8%44.9846.4%1.5%
80Δ35.9458.2%2.3%46.0946.4%1.0%

20Δ

Calls
Pseudo strike
54.07
IV
101.1%
B/E move
35.6%
Puts
Pseudo strike
34.51
IV
78.5%
B/E move
17.8%

25Δ

Calls
Pseudo strike
47.35
IV
66.3%
B/E move
18.8%
Puts
Pseudo strike
37.46
IV
50.4%
B/E move
10.2%

30Δ

Calls
Pseudo strike
44.31
IV
47.9%
B/E move
11.3%
Puts
Pseudo strike
38.26
IV
49.7%
B/E move
8.9%

35Δ

Calls
Pseudo strike
43.42
IV
46.8%
B/E move
9.6%
Puts
Pseudo strike
39.02
IV
49.4%
B/E move
7.7%

40Δ

Calls
Pseudo strike
42.54
IV
45.7%
B/E move
7.9%
Puts
Pseudo strike
39.79
IV
49.0%
B/E move
6.5%

45Δ

Calls
Pseudo strike
41.86
IV
45.5%
B/E move
7.0%
Puts
Pseudo strike
40.50
IV
48.4%
B/E move
5.6%

50Δ

Calls
Pseudo strike
41.19
IV
45.3%
B/E move
6.0%
Puts
Pseudo strike
41.19
IV
47.7%
B/E move
4.8%

55Δ

Calls
Pseudo strike
40.52
IV
45.1%
B/E move
5.1%
Puts
Pseudo strike
41.87
IV
47.0%
B/E move
3.9%

60Δ

Calls
Pseudo strike
39.81
IV
45.7%
B/E move
4.3%
Puts
Pseudo strike
42.57
IV
46.4%
B/E move
3.1%

65Δ

Calls
Pseudo strike
38.96
IV
48.9%
B/E move
3.8%
Puts
Pseudo strike
43.37
IV
46.4%
B/E move
2.6%

70Δ

Calls
Pseudo strike
38.11
IV
52.1%
B/E move
3.3%
Puts
Pseudo strike
44.18
IV
46.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
37.16
IV
55.2%
B/E move
2.8%
Puts
Pseudo strike
44.98
IV
46.4%
B/E move
1.5%

80Δ

Calls
Pseudo strike
35.94
IV
58.2%
B/E move
2.3%
Puts
Pseudo strike
46.09
IV
46.4%
B/E move
1.0%

Options history

No recorded observations