IntraAlpha
Create free account Start free

Talphera, Inc. Common Stock TLPH

i

Market datapartial · fetched 2026-10-23T03:15:58.718Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T21:06:49.369374624Z

FundamentalsAlpha Vantage · unavailable

Share price$1.05
1D-4.9%
AH$1.05$1.06$1.08$1.09$1.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTLPH
Sold putSold callAH

Talphera, Inc. Common Stock options

Live interpolated TLPH call and put midpoint premiums by absolute delta.Talphera, Inc. Common Stock$0.00$1.44$2.87$4.31$5.75$-0.50$0.14$0.78$1.41$2.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TLPH spot · $1.05TLPH PRICE$0.11$0.13$0.15$0.17$0.20$0.23$0.26$0.29$0.35$0.42$0.49$0.46$0.49$0.52$0.55$0.58$0.61$0.64$1.23$2.05$2.87$3.69$4.51$5.33
PutsExpensive3.76×
CallsExpensive1.94×
SkewBearish+131.81 pp
Implied moveBearish±$0.84
TiltBearish78.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.82531.2%66.0%
25Δ0.93479.0%58.6%
30Δ2.20199.5%119.4%1.04426.8%51.1%
35Δ2.12205.6%115.0%1.14374.6%43.7%
40Δ1.67176.9%72.9%1.25322.4%36.2%
45Δ1.44166.8%52.8%1.36270.2%28.8%
50Δ1.33167.8%46.0%1.47218.0%21.3%
55Δ1.23168.9%39.2%2.10211.5%17.2%
60Δ1.13169.9%32.3%2.95224.3%14.5%
65Δ1.03171.0%25.5%3.79237.1%11.8%
70Δ0.92180.5%21.1%4.64250.0%9.1%
75Δ0.82193.1%17.6%5.49262.8%6.4%
80Δ0.71205.6%14.1%6.34275.6%3.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.82
IV
531.2%
B/E move
66.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.93
IV
479.0%
B/E move
58.6%

30Δ

Calls
Pseudo strike
2.20
IV
199.5%
B/E move
119.4%
Puts
Pseudo strike
1.04
IV
426.8%
B/E move
51.1%

35Δ

Calls
Pseudo strike
2.12
IV
205.6%
B/E move
115.0%
Puts
Pseudo strike
1.14
IV
374.6%
B/E move
43.7%

40Δ

Calls
Pseudo strike
1.67
IV
176.9%
B/E move
72.9%
Puts
Pseudo strike
1.25
IV
322.4%
B/E move
36.2%

45Δ

Calls
Pseudo strike
1.44
IV
166.8%
B/E move
52.8%
Puts
Pseudo strike
1.36
IV
270.2%
B/E move
28.8%

50Δ

Calls
Pseudo strike
1.33
IV
167.8%
B/E move
46.0%
Puts
Pseudo strike
1.47
IV
218.0%
B/E move
21.3%

55Δ

Calls
Pseudo strike
1.23
IV
168.9%
B/E move
39.2%
Puts
Pseudo strike
2.10
IV
211.5%
B/E move
17.2%

60Δ

Calls
Pseudo strike
1.13
IV
169.9%
B/E move
32.3%
Puts
Pseudo strike
2.95
IV
224.3%
B/E move
14.5%

65Δ

Calls
Pseudo strike
1.03
IV
171.0%
B/E move
25.5%
Puts
Pseudo strike
3.79
IV
237.1%
B/E move
11.8%

70Δ

Calls
Pseudo strike
0.92
IV
180.5%
B/E move
21.1%
Puts
Pseudo strike
4.64
IV
250.0%
B/E move
9.1%

75Δ

Calls
Pseudo strike
0.82
IV
193.1%
B/E move
17.6%
Puts
Pseudo strike
5.49
IV
262.8%
B/E move
6.4%

80Δ

Calls
Pseudo strike
0.71
IV
205.6%
B/E move
14.1%
Puts
Pseudo strike
6.34
IV
275.6%
B/E move
3.7%

Options history

No recorded observations