IntraAlpha
Create free account Start free

Protara Therapeutics, Inc. Common Stock TARA

HEALTHCARE · BIOTECHNOLOGY
i

Market datapartial · fetched 2026-11-13T01:25:59.691Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-11-12T21:00:01.657796107Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T01:25:57.894851+00:00

Share price$2.44
1D-3.6%
AH$2.37$2.42$2.48$2.54$2.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTARA
Sold putSold callAH

Protara Therapeutics, Inc. Common Stock options

Live interpolated TARA call and put midpoint premiums by absolute delta.Protara Therapeutics, Inc. Common Stock$0.28$0.35$0.42$0.49$0.56$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICETARA PRICE$0.29$0.34$0.39$0.44$0.49$0.54
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ3.97110.8%74.4%
40Δ3.68111.1%64.8%
45Δ3.40111.5%55.2%
50Δ3.11111.8%45.5%
55Δ2.82112.1%35.9%
60Δ2.54112.5%26.3%
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

Calls
Pseudo strike
3.97
IV
110.8%
B/E move
74.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
3.68
IV
111.1%
B/E move
64.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
3.40
IV
111.5%
B/E move
55.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.11
IV
111.8%
B/E move
45.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.82
IV
112.1%
B/E move
35.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.54
IV
112.5%
B/E move
26.3%
Puts
Pseudo strike
IV
B/E move

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend152.47%
Daily EOD
TARA151.0%156.3%161.5%2026-10-27: 160.82%2026-10-28: 151.72%2026-10-29: 152.47%Oct 27Oct 28Oct 29
3 observations2026-10-27 — 2026-10-29
Table
DateIV (%)
160.82%
151.72%
152.47%