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Tarsus Pharmaceuticals, Inc. Common Stock TARS

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T00:56:47.957Z

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 · 2026-11-11T21:00:02.948724448Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:56:47.586755+00:00

Share price$76.76
1D+3.6%
AH$73.85$74.79$75.73$76.67$77.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTARS
Sold putSold callAH

Tarsus Pharmaceuticals, Inc. Common Stock options

Live interpolated TARS call and put midpoint premiums by absolute delta.Tarsus Pharmaceuticals, Inc. Common Stock$2.29$4.01$5.73$7.45$9.17$62.36$69.04$75.71$82.38$89.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TARS spot · $76.76TARS PRICE$2.50$2.50$2.50$2.48$2.74$3.01$3.26$3.52$4.15$5.18$5.94$6.37$2.48$2.50$2.58$2.85$3.21$3.48$3.76$4.30$4.90$5.72$6.75$7.73$8.68
PutsCheap0.89×
Calls——
Skew——
Implied moveBearish±$6.76
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ108.46218.5%44.6%63.99163.4%19.9%
25Δ93.66158.5%25.3%68.51127.4%14.0%
30Δ86.58122.0%16.1%71.41104.3%10.3%
35Δ73.3592.6%8.1%
40Δ79.8578.0%7.3%74.9286.2%6.6%
45Δ78.5372.3%5.9%76.1279.5%5.4%
50Δ77.3066.8%4.6%77.3172.7%4.2%
55Δ76.3962.3%3.8%78.4070.7%3.5%
60Δ75.4757.8%2.9%79.4769.6%2.9%
65Δ74.4158.1%2.3%80.6869.8%2.3%
70Δ73.1863.7%2.1%82.0471.3%1.9%
75Δ72.1664.5%1.7%83.3570.5%1.5%
80Δ71.4059.2%1.3%84.6368.5%1.1%

20Δ

Calls
Pseudo strike
108.46
IV
218.5%
B/E move
44.6%
Puts
Pseudo strike
63.99
IV
163.4%
B/E move
19.9%

25Δ

Calls
Pseudo strike
93.66
IV
158.5%
B/E move
25.3%
Puts
Pseudo strike
68.51
IV
127.4%
B/E move
14.0%

30Δ

Calls
Pseudo strike
86.58
IV
122.0%
B/E move
16.1%
Puts
Pseudo strike
71.41
IV
104.3%
B/E move
10.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.35
IV
92.6%
B/E move
8.1%

40Δ

Calls
Pseudo strike
79.85
IV
78.0%
B/E move
7.3%
Puts
Pseudo strike
74.92
IV
86.2%
B/E move
6.6%

45Δ

Calls
Pseudo strike
78.53
IV
72.3%
B/E move
5.9%
Puts
Pseudo strike
76.12
IV
79.5%
B/E move
5.4%

50Δ

Calls
Pseudo strike
77.30
IV
66.8%
B/E move
4.6%
Puts
Pseudo strike
77.31
IV
72.7%
B/E move
4.2%

55Δ

Calls
Pseudo strike
76.39
IV
62.3%
B/E move
3.8%
Puts
Pseudo strike
78.40
IV
70.7%
B/E move
3.5%

60Δ

Calls
Pseudo strike
75.47
IV
57.8%
B/E move
2.9%
Puts
Pseudo strike
79.47
IV
69.6%
B/E move
2.9%

65Δ

Calls
Pseudo strike
74.41
IV
58.1%
B/E move
2.3%
Puts
Pseudo strike
80.68
IV
69.8%
B/E move
2.3%

70Δ

Calls
Pseudo strike
73.18
IV
63.7%
B/E move
2.1%
Puts
Pseudo strike
82.04
IV
71.3%
B/E move
1.9%

75Δ

Calls
Pseudo strike
72.16
IV
64.5%
B/E move
1.7%
Puts
Pseudo strike
83.35
IV
70.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
71.40
IV
59.2%
B/E move
1.3%
Puts
Pseudo strike
84.63
IV
68.5%
B/E move
1.1%

Options history

IV · four-Friday blend69.65%
Daily EOD
TARS61.7%66.0%70.2%2026-10-19: 62.26%2026-10-20: 62.87%2026-10-21: 63.02%2026-10-22: 64.15%2026-10-23: 65.34%2026-10-26: 66.42%2026-10-27: 66.00%2026-10-28: 66.80%2026-10-29: 66.76%2026-10-30: 69.65%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
62.26%
62.87%
63.02%
64.15%
65.34%
66.42%
66.00%
66.80%
66.76%
69.65%