SENS (Senseonics Holdings, Inc. Common Stock)

Expected Move & Straddle Price History

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).

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.

Current SENS Expected Move
30-Day Straddle
$1.43
7-Day Straddle
$0.60
Avg IV
1.5%
IV Rank
9%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260613 $1.43 $0.60 1.5% 9%
20260612 $1.52 $0.57 1.5% 10%
20260611 $1.58 $0.93 1.3% 7%
20260610 $1.60 $0.70 1.5% 9%
20260609 $1.65 $0.78 1.3% 6%
20260608 $1.73 $1.18 1.5% 10%
20260605 $1.75 $1.12 1.5% 9%
20260604 $1.65 $0.92 1.3% 6%
20260603 $1.40 $1.07 1.3% 6%
20260602 $1.20 $1.20 1.4% 7%
20260601 $1.18 $1.18 1.4% 8%
20260529 $1.33 $1.33 1.2% 5%
20260528 $1.25 $1.25 1.3% 7%
20260527 $1.40 $1.40 1.6% 10%
20260526 $1.00 $1.00 1.4% 8%
20260522 $1.55 $1.55 1.1% 4%
20260521 $1.35 $1.35 1.6% 10%
20260520 $1.15 $1.15 1.3% 6%
20260519 $1.15 $1.15 1.3% 6%
20260518 $1.18 $1.18 1.1% 4%
20260515 $1.25 $0.95 1.2% 4%
20260514 $1.27 $0.93 1.2% 4%
20260513 $1.07 $0.58 1.3% 7%
20260512 $1.40 $0.83 1.1% 3%
20260511 $1.45 $0.90 1.5% 9%
20260510 $1.50 $0.78 1.4% 8%
20260508 $1.50 $0.78 1.4% 7%
20260507 $1.45 $0.68 1.4% 7%
20260506 $1.43 $0.73 1.4% 7%
20260505 $1.23 $0.70 0.9% 0%
20260504 $1.32 $0.70 1.2% 4%
20260502 $0.93 $0.93 2.3% 18%
20260501 $0.93 $0.93 2.2% 17%
20260430 $1.28 $1.28 1.4% 7%
20260429 $1.55 $1.55 1.7% 11%
20260428 $1.15 $1.15 1.6% 9%
20260427 $1.25 $1.25 1.8% 12%
20260424 $1.25 $1.25 1.6% 10%
20260423 $1.02 $1.02 1.5% 9%
20260422 $1.30 $1.30 1.5% 7%
20260421 $1.00 $1.00 1.9% 13%
20260420 $1.67 $1.67 1.4% 6%
20260417 $1.70 $7.38 1.6% 9%
20260416 $1.60 $7.28 1.4% 7%
20260415 $1.77 $7.18 1.2% 4%
20260414 $2.70 $7.28 1.4% 7%
20260413 $1.42 $7.28 1.2% 4%
20260410 $1.68 $7.28 1.2% 4%
20260409 $1.70 $7.28 1.1% 3%
20260408 $1.60 $7.28 1.3% 5%
20260407 $1.83 $7.28 1.2% 4%
20260406 $2.90 $7.28 1.5% 9%
20260402 $1.73 $7.28 1.1% 3%
20260401 $7.28 $7.28 7.6% 87%
20260331 $7.53 $7.53 7.4% 85%
20260330 $4.83 $4.83 7.6% 87%
20260327 $7.28 $7.28 5.8% 65%
20260326 $7.97 $7.97 5.1% 55%
20260325 $8.43 $8.43 0.9% 1%
20260324 $9.43 $9.43 1.0% 1%