SENS · Expected Move
Senseonics Holdings, Inc. Common Stock
The expected move for SENS is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
SENS straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current SENS Expected Move
30-Day Straddle
$2.33
7-Day Straddle
$1.90
30-Day ATM IV
108.9%
IV Rank
44%
Implied one-standard-deviation move through the next 30 days. Compare to SENS's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
SENS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261106 | $2.33 | $1.90 | 108.9% | 44% |
| 20261105 | $1.75 | $1.58 | 90.9% | 30% |
| 20261104 | $1.52 | $1.52 | 82.1% | 23% |
| 20261103 | $1.65 | $1.65 | 110.7% | 45% |
| 20261102 | $1.93 | $1.93 | 99.4% | 36% |
| 20261030 | $1.77 | $1.77 | 82.3% | 23% |
| 20261029 | $1.62 | $1.62 | 78.9% | 21% |
| 20261028 | $2.65 | $2.65 | 96.8% | 34% |
| 20261027 | $1.58 | $1.58 | 96.3% | 34% |
| 20261026 | $1.02 | $1.02 | 67.3% | 12% |
| 20261023 | $1.27 | $1.27 | 75.9% | 18% |
| 20261022 | $1.15 | $1.15 | 69.0% | 13% |
| 20261021 | $1.18 | $1.18 | 62.6% | 8% |
| 20261020 | $1.43 | $1.43 | — | — |
| 20261019 | $1.38 | $1.38 | 71.9% | 15% |
| 20261016 | $1.50 | $0.55 | 77.9% | 20% |
| 20261015 | $1.73 | $0.93 | — | — |
| 20261014 | $1.50 | $0.85 | 72.6% | 16% |
| 20261013 | $1.95 | $0.90 | 73.7% | 17% |
| 20261012 | $1.85 | $0.97 | 71.5% | 15% |
| 20261009 | $1.95 | $1.02 | 77.5% | 20% |
| 20261008 | $2.23 | $1.15 | — | — |
| 20261007 | $1.97 | $0.85 | 72.9% | 16% |
| 20261006 | $2.03 | $0.88 | 72.3% | 16% |
| 20261005 | $2.48 | $0.95 | 82.1% | 23% |
| 20261002 | $1.07 | $1.07 | 75.1% | 18% |
| 20261001 | $0.85 | $0.85 | 71.8% | 15% |
| 20260930 | $1.15 | $1.15 | 69.6% | 14% |
| 20260929 | $1.12 | $1.12 | 69.6% | 14% |
| 20260928 | $0.95 | $0.95 | 64.8% | 10% |
| 20260925 | $1.12 | $1.12 | 64.7% | 10% |
| 20260924 | $1.25 | $1.25 | 66.6% | 11% |
| 20260923 | $1.42 | $1.42 | 71.3% | 15% |
| 20260922 | $1.38 | $1.38 | 70.8% | 14% |
| 20260921 | $1.50 | $1.50 | 70.8% | 14% |
| 20260918 | $1.17 | $0.65 | 51.8% | 0% |
| 20260917 | $1.52 | $0.75 | 67.4% | 5% |
| 20260916 | $1.52 | $0.95 | 63.6% | 2% |
| 20260915 | $1.73 | $0.78 | 69.0% | 7% |
| 20260914 | $1.50 | $1.17 | 60.8% | 0% |
| 20260911 | $1.82 | $1.48 | 78.6% | 14% |
| 20260910 | $1.77 | $1.30 | 70.8% | 8% |
| 20260909 | $1.88 | $1.35 | 76.4% | 12% |
| 20260908 | $1.78 | $1.00 | 73.5% | 10% |
| 20260904 | $1.68 | $0.95 | 63.0% | 1% |
| 20260903 | $1.77 | $1.02 | 65.2% | 3% |
| 20260902 | $1.12 | $1.12 | 69.0% | 6% |
| 20260901 | $1.20 | $1.20 | 65.1% | 3% |
| 20260831 | $1.02 | $1.02 | 63.5% | 2% |
| 20260828 | $1.35 | $1.35 | 65.1% | 3% |
| 20260827 | $1.25 | $1.25 | 62.5% | 1% |
| 20260826 | $1.38 | $1.38 | 71.5% | 8% |
| 20260825 | $1.23 | $1.23 | 67.0% | 5% |
| 20260824 | $1.57 | $1.57 | 71.4% | 8% |
| 20260821 | $1.62 | $0.80 | 74.2% | 11% |
| 20260820 | $0.00 | $0.00 | 70.9% | 8% |
| 20260819 | $0.00 | $0.00 | 61.4% | 0% |
| 20260818 | $0.00 | $0.00 | 68.0% | 4% |
| 20260817 | $1.32 | $0.65 | 70.7% | 7% |
| 20260814 | $1.33 | $0.50 | 67.4% | 4% |
More on SENS
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.