MetaCap

Senseonics (SENS) Options Chain

NASDAQ: SENSHealth CareMedical/Dental InstrumentsUSD

8.98-0.04 (-0.44%)

At close: Oct 9, 4:00 PM ET · Delayed 15 min

Expiration date

Expiration
Jan 15, 2027
Days to expiration
96
Share price
$8.98
Put/call ratio (OI)
0.06
Put/call ratio (volume)
1.48
Expected move
±$2.96
Open interest (C / P)
6.95K / 392

SENS options summary

The SENS options chain for the January 15, 2027 expiration lists 7 call and 5 put contracts, with 96 days until expiration. Open interest stands at 6,950 calls and 392 puts, a put/call ratio of 0.06, which is tilted bullish, with calls outnumbering puts. At-the-money implied volatility near the $10.00 strike is 64.2%, which implies the market expects a move of about ±$2.96 (32.9%) in Senseonics stock by expiration.

The most open interest sits at the $10.00 call (5.17K contracts) and the $7.50 put (147 contracts).

Summary generated from market data by MetaCap's automated system. Methodology

SENS options chain · January 15, 2027

SENS calls and puts by strike price. Shaded cells are in the money.
CallsPuts
LastBidAskStrikeBidAskLast
7.835.807.302.500.000.750.35
5.273.304.805.000.000.300.15
2.171.752.707.500.400.900.57
0.900.451.2010.001.502.101.70
0.350.250.5012.503.104.702.75
0.200.050.5015.00———
0.250.000.0017.50———

In-the-money callsIn-the-money puts. IV = implied volatility, OI = open interest (contracts). Each contract covers 100 shares. Quotes delayed at least 15 minutes.

Frequently asked questions

What is the SENS put/call ratio?

For the January 15, 2027 expiration, the SENS put/call ratio based on open interest is 0.06 (392 puts vs 6,950 calls), and 1.48 based on today's volume. A ratio above 1 means more puts than calls.

What is SENS's implied volatility?

At-the-money implied volatility for SENS options expiring January 15, 2027 is about 64.2%, an annualized estimate of how much the market expects Senseonics stock to move.

How many SENS option expiration dates are there?

SENS has 4 listed expiration dates, from Oct 16, 2026 to Apr 16, 2027.

What does "in the money" mean?

A call is in the money when the strike price is below the current share price; a put is in the money when the strike is above it. In-the-money contracts have intrinsic value and are shaded in the table.

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