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Sensus Healthcare, Inc. Common Stock SRTS

i

Market dataready · fetched 2026-11-07T08:06:14.000Z

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 · 2026-11-06T21:00:00.238298959Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-07T08:06:13.580909+00:00

Share price$2.86
1D-0.7%
AH$2.69$2.77$2.85$2.94$3.025:30 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$0.44$0.80$1.17$1.53$1.89$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESRTS PRICE$0.50$0.89$0.97$1.04$0.48$0.48$0.49$0.50$0.51$0.52$0.64$0.83$1.03$1.22$1.41$1.60$1.79
PutsExpensive1.35×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.01466.6%46.4%
25Δ2.19417.7%40.3%
30Δ2.38368.7%34.2%
35Δ2.56319.7%28.0%
40Δ6.00514.3%127.3%2.75270.8%21.9%
45Δ2.93221.8%15.8%
50Δ3.14209.0%12.6%
55Δ3.38218.1%11.2%
60Δ3.61227.2%9.7%
65Δ3.84236.2%8.3%
70Δ2.60347.3%22.2%4.07239.3%6.9%
75Δ2.35325.4%16.1%4.30228.4%5.5%
80Δ2.10303.5%10.0%4.53217.6%4.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.01
IV
466.6%
B/E move
46.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.19
IV
417.7%
B/E move
40.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.38
IV
368.7%
B/E move
34.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.56
IV
319.7%
B/E move
28.0%

40Δ

Calls
Pseudo strike
6.00
IV
514.3%
B/E move
127.3%
Puts
Pseudo strike
2.75
IV
270.8%
B/E move
21.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.93
IV
221.8%
B/E move
15.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.14
IV
209.0%
B/E move
12.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.38
IV
218.1%
B/E move
11.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.61
IV
227.2%
B/E move
9.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.84
IV
236.2%
B/E move
8.3%

70Δ

Calls
Pseudo strike
2.60
IV
347.3%
B/E move
22.2%
Puts
Pseudo strike
4.07
IV
239.3%
B/E move
6.9%

75Δ

Calls
Pseudo strike
2.35
IV
325.4%
B/E move
16.1%
Puts
Pseudo strike
4.30
IV
228.4%
B/E move
5.5%

80Δ

Calls
Pseudo strike
2.10
IV
303.5%
B/E move
10.0%
Puts
Pseudo strike
4.53
IV
217.6%
B/E move
4.1%

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%