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Sensus Healthcare, Inc. Common Stock SRTS

i

Market dataready · fetched 2026-11-06T14:33:42.633Z

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 · 2026-11-06T14:32:50.269712718Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-06T14:33:41.813906+00:00

Share price$3.00
1D+4.0%
$2.87$2.90$2.94$2.97$3.005:30 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$0.31$0.89$1.46$2.03$2.60$0.94$1.86$2.79$3.71$4.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —OPTION PRICELive SRTS spot · $3.00SRTS PRICE$0.38$0.38$0.45$0.54$0.64$0.74$0.84$0.94$1.05$1.15$0.48$0.51$0.53$0.55$0.57$0.70$0.83$0.97$1.10$1.24$1.66$2.11$2.44
PutsExpensive1.47×
Calls——
Skew——
Implied moveBearish±$1.38
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.07456.4%46.9%
25Δ2.30405.4%40.0%
30Δ2.53354.3%33.2%
35Δ5.47389.1%95.1%2.75303.3%26.4%
40Δ4.23303.9%53.7%2.98252.2%19.6%
45Δ3.83297.3%42.7%3.18245.1%17.1%
50Δ3.60311.2%38.4%3.38241.9%14.9%
55Δ3.38325.2%34.1%3.58238.7%12.7%
60Δ3.15339.2%29.8%3.78235.4%10.6%
65Δ2.92345.5%25.3%3.98232.2%8.4%
70Δ2.67336.5%20.5%4.44247.9%7.1%
75Δ2.42327.5%15.6%4.93265.5%5.9%
80Δ2.16318.4%10.8%5.30257.6%4.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.07
IV
456.4%
B/E move
46.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.30
IV
405.4%
B/E move
40.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.53
IV
354.3%
B/E move
33.2%

35Δ

Calls
Pseudo strike
5.47
IV
389.1%
B/E move
95.1%
Puts
Pseudo strike
2.75
IV
303.3%
B/E move
26.4%

40Δ

Calls
Pseudo strike
4.23
IV
303.9%
B/E move
53.7%
Puts
Pseudo strike
2.98
IV
252.2%
B/E move
19.6%

45Δ

Calls
Pseudo strike
3.83
IV
297.3%
B/E move
42.7%
Puts
Pseudo strike
3.18
IV
245.1%
B/E move
17.1%

50Δ

Calls
Pseudo strike
3.60
IV
311.2%
B/E move
38.4%
Puts
Pseudo strike
3.38
IV
241.9%
B/E move
14.9%

55Δ

Calls
Pseudo strike
3.38
IV
325.2%
B/E move
34.1%
Puts
Pseudo strike
3.58
IV
238.7%
B/E move
12.7%

60Δ

Calls
Pseudo strike
3.15
IV
339.2%
B/E move
29.8%
Puts
Pseudo strike
3.78
IV
235.4%
B/E move
10.6%

65Δ

Calls
Pseudo strike
2.92
IV
345.5%
B/E move
25.3%
Puts
Pseudo strike
3.98
IV
232.2%
B/E move
8.4%

70Δ

Calls
Pseudo strike
2.67
IV
336.5%
B/E move
20.5%
Puts
Pseudo strike
4.44
IV
247.9%
B/E move
7.1%

75Δ

Calls
Pseudo strike
2.42
IV
327.5%
B/E move
15.6%
Puts
Pseudo strike
4.93
IV
265.5%
B/E move
5.9%

80Δ

Calls
Pseudo strike
2.16
IV
318.4%
B/E move
10.8%
Puts
Pseudo strike
5.30
IV
257.6%
B/E move
4.4%

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%