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Talphera, Inc. Common Stock TLPH

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-11-13T16:12:04.147Z

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: 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 · 2026-11-13T16:11:55.085956125Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-13T16:12:03.411607+00:00

Share price$0.82
1D-18.8%
$0.76$0.83$0.90$0.96$1.035:30 AM6:30 AM9:00 AM1:00 PMTLPH
Sold putSold call

Talphera, Inc. Common Stock options

Live interpolated TLPH call and put midpoint premiums by absolute delta.Talphera, Inc. Common Stock$0.02$0.12$0.21$0.31$0.40$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ 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 P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICETLPH PRICE$0.04$0.05$0.06$0.07$0.08$0.10$0.12$0.14$0.16$0.19$0.21$0.23$0.25$0.38$0.38$0.38$0.38$0.38
Puts——
CallsExpensive1.30×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.40148.1%74.9%0.67613.2%63.9%
25Δ1.30144.0%63.5%0.74538.6%55.5%
30Δ1.19139.8%52.2%0.81464.0%47.2%
35Δ1.09135.6%40.8%0.88389.5%38.8%
40Δ0.99131.5%30.7%0.94314.9%30.5%
45Δ0.95128.1%28.1%
50Δ0.91124.7%25.4%
55Δ0.86121.4%22.8%
60Δ0.82118.0%20.1%
65Δ0.78114.6%17.5%
70Δ0.73111.3%14.9%
75Δ0.69107.9%12.2%
80Δ0.65104.5%9.6%

20Δ

Calls
Pseudo strike
1.40
IV
148.1%
B/E move
74.9%
Puts
Pseudo strike
0.67
IV
613.2%
B/E move
63.9%

25Δ

Calls
Pseudo strike
1.30
IV
144.0%
B/E move
63.5%
Puts
Pseudo strike
0.74
IV
538.6%
B/E move
55.5%

30Δ

Calls
Pseudo strike
1.19
IV
139.8%
B/E move
52.2%
Puts
Pseudo strike
0.81
IV
464.0%
B/E move
47.2%

35Δ

Calls
Pseudo strike
1.09
IV
135.6%
B/E move
40.8%
Puts
Pseudo strike
0.88
IV
389.5%
B/E move
38.8%

40Δ

Calls
Pseudo strike
0.99
IV
131.5%
B/E move
30.7%
Puts
Pseudo strike
0.94
IV
314.9%
B/E move
30.5%

45Δ

Calls
Pseudo strike
0.95
IV
128.1%
B/E move
28.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
0.91
IV
124.7%
B/E move
25.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
0.86
IV
121.4%
B/E move
22.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
0.82
IV
118.0%
B/E move
20.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
0.78
IV
114.6%
B/E move
17.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
0.73
IV
111.3%
B/E move
14.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
0.69
IV
107.9%
B/E move
12.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
0.65
IV
104.5%
B/E move
9.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations