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Sensata Technologies Holding plc ST

i

Market dataready · fetched 2026-11-04T07:39:33.758Z

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 2026-11-04T07:39:31.789073+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$2.77$3.90$5.03$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$3.26$4.20$0.78$0.97$1.19$1.41$1.63$1.86$2.33$2.93$3.52$4.11$4.71
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
20Δ37.1071.3%12.8%
25Δ
30Δ43.8539.1%6.8%
35Δ43.2938.3%5.8%40.4243.2%5.2%
40Δ42.7337.5%4.8%40.9143.1%4.6%
45Δ42.2437.6%4.1%41.3943.0%4.0%
50Δ41.8038.2%3.6%41.8742.8%3.4%
55Δ41.3638.7%3.2%42.3542.7%2.8%
60Δ40.9239.3%2.7%43.0143.0%2.3%
65Δ40.4739.9%2.3%43.7443.4%2.0%
70Δ40.0340.5%1.9%44.4843.9%1.6%
75Δ39.0647.0%1.6%45.2244.3%1.3%
80Δ38.0454.0%1.4%45.9544.8%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.10
IV
71.3%
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
39.1%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
43.29
IV
38.3%
B/E move
5.8%
Puts
Pseudo strike
40.42
IV
43.2%
B/E move
5.2%

40Δ

Calls
Pseudo strike
42.73
IV
37.5%
B/E move
4.8%
Puts
Pseudo strike
40.91
IV
43.1%
B/E move
4.6%

45Δ

Calls
Pseudo strike
42.24
IV
37.6%
B/E move
4.1%
Puts
Pseudo strike
41.39
IV
43.0%
B/E move
4.0%

50Δ

Calls
Pseudo strike
41.80
IV
38.2%
B/E move
3.6%
Puts
Pseudo strike
41.87
IV
42.8%
B/E move
3.4%

55Δ

Calls
Pseudo strike
41.36
IV
38.7%
B/E move
3.2%
Puts
Pseudo strike
42.35
IV
42.7%
B/E move
2.8%

60Δ

Calls
Pseudo strike
40.92
IV
39.3%
B/E move
2.7%
Puts
Pseudo strike
43.01
IV
43.0%
B/E move
2.3%

65Δ

Calls
Pseudo strike
40.47
IV
39.9%
B/E move
2.3%
Puts
Pseudo strike
43.74
IV
43.4%
B/E move
2.0%

70Δ

Calls
Pseudo strike
40.03
IV
40.5%
B/E move
1.9%
Puts
Pseudo strike
44.48
IV
43.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
39.06
IV
47.0%
B/E move
1.6%
Puts
Pseudo strike
45.22
IV
44.3%
B/E move
1.3%

80Δ

Calls
Pseudo strike
38.04
IV
54.0%
B/E move
1.4%
Puts
Pseudo strike
45.95
IV
44.8%
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%