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Sensata Technologies Holding plc ST

i

Market dataready · fetched 2026-11-04T03:33:56.583Z

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 · 2026-11-04T00:00:00.002752273Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T03:33:56.101311+00:00

Share price$41.64
1D-1.6%
AH$41.50$41.73$41.97$42.20$42.435:30 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$0.52$1.65$2.78$3.92$5.05$36.37$38.96$41.56$44.15$46.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ST spot · $41.64ST PRICE$0.64$0.77$0.90$1.10$1.36$1.61$1.87$2.12$2.38$3.25$4.19$0.78$0.97$1.19$1.42$1.64$1.86$2.34$2.94$3.53$4.13$4.72
Puts——
Calls——
Skew——
Implied moveBearish±$2.99
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.1070.9%12.8%
25Δ
30Δ43.8537.9%6.9%
35Δ43.2937.1%5.8%40.4342.0%5.2%
40Δ42.7336.4%4.8%40.9141.8%4.6%
45Δ42.2436.4%4.1%41.3941.7%4.0%
50Δ41.8036.9%3.6%41.8741.6%3.4%
55Δ41.3637.5%3.2%42.3641.5%2.7%
60Δ40.9238.1%2.8%43.0241.8%2.3%
65Δ40.4838.6%2.3%43.7642.3%2.0%
70Δ40.0439.2%1.9%44.5042.8%1.6%
75Δ39.0845.4%1.6%45.2443.2%1.3%
80Δ38.0652.2%1.5%45.9843.7%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.10
IV
70.9%
B/E move
12.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
43.85
IV
37.9%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
43.29
IV
37.1%
B/E move
5.8%
Puts
Pseudo strike
40.43
IV
42.0%
B/E move
5.2%

40Δ

Calls
Pseudo strike
42.73
IV
36.4%
B/E move
4.8%
Puts
Pseudo strike
40.91
IV
41.8%
B/E move
4.6%

45Δ

Calls
Pseudo strike
42.24
IV
36.4%
B/E move
4.1%
Puts
Pseudo strike
41.39
IV
41.7%
B/E move
4.0%

50Δ

Calls
Pseudo strike
41.80
IV
36.9%
B/E move
3.6%
Puts
Pseudo strike
41.87
IV
41.6%
B/E move
3.4%

55Δ

Calls
Pseudo strike
41.36
IV
37.5%
B/E move
3.2%
Puts
Pseudo strike
42.36
IV
41.5%
B/E move
2.7%

60Δ

Calls
Pseudo strike
40.92
IV
38.1%
B/E move
2.8%
Puts
Pseudo strike
43.02
IV
41.8%
B/E move
2.3%

65Δ

Calls
Pseudo strike
40.48
IV
38.6%
B/E move
2.3%
Puts
Pseudo strike
43.76
IV
42.3%
B/E move
2.0%

70Δ

Calls
Pseudo strike
40.04
IV
39.2%
B/E move
1.9%
Puts
Pseudo strike
44.50
IV
42.8%
B/E move
1.6%

75Δ

Calls
Pseudo strike
39.08
IV
45.4%
B/E move
1.6%
Puts
Pseudo strike
45.24
IV
43.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
38.06
IV
52.2%
B/E move
1.5%
Puts
Pseudo strike
45.98
IV
43.7%
B/E move
0.9%

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%