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Talphera Inc. TLPH

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-10-23T04:07:53.528Z

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 · ready · quarter 2026-06-30 · fetched 2026-10-23T04:07:52.678252+00:00

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. options

Live interpolated TLPH call and put midpoint premiums by absolute delta.Talphera Inc.$0.00$1.44$2.87$4.31$5.75$-0.50$0.14$0.78$1.42$2.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION 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$1.22$2.04$2.87$3.69$4.51$5.33
PutsExpensive3.79×
CallsExpensive1.95×
SkewBearish+131.80 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
20Δ0.82532.0%66.0%
25Δ0.93480.0%58.6%
30Δ2.20199.6%119.4%1.04428.0%51.1%
35Δ2.12206.2%115.0%1.14375.9%43.7%
40Δ1.67178.2%72.9%1.25323.9%36.2%
45Δ1.44168.3%52.8%1.36271.9%28.8%
50Δ1.33169.3%46.0%1.47219.9%21.3%
55Δ1.23170.4%39.2%2.09213.0%17.2%
60Δ1.13171.5%32.3%2.94225.6%14.5%
65Δ1.03172.5%25.5%3.79238.2%11.8%
70Δ0.92181.9%21.1%4.64250.8%9.1%
75Δ0.82194.1%17.6%5.49263.4%6.4%
80Δ0.71206.3%14.1%6.34276.0%3.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.82
IV
532.0%
B/E move
66.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.93
IV
480.0%
B/E move
58.6%

30Δ

Calls
Pseudo strike
2.20
IV
199.6%
B/E move
119.4%
Puts
Pseudo strike
1.04
IV
428.0%
B/E move
51.1%

35Δ

Calls
Pseudo strike
2.12
IV
206.2%
B/E move
115.0%
Puts
Pseudo strike
1.14
IV
375.9%
B/E move
43.7%

40Δ

Calls
Pseudo strike
1.67
IV
178.2%
B/E move
72.9%
Puts
Pseudo strike
1.25
IV
323.9%
B/E move
36.2%

45Δ

Calls
Pseudo strike
1.44
IV
168.3%
B/E move
52.8%
Puts
Pseudo strike
1.36
IV
271.9%
B/E move
28.8%

50Δ

Calls
Pseudo strike
1.33
IV
169.3%
B/E move
46.0%
Puts
Pseudo strike
1.47
IV
219.9%
B/E move
21.3%

55Δ

Calls
Pseudo strike
1.23
IV
170.4%
B/E move
39.2%
Puts
Pseudo strike
2.09
IV
213.0%
B/E move
17.2%

60Δ

Calls
Pseudo strike
1.13
IV
171.5%
B/E move
32.3%
Puts
Pseudo strike
2.94
IV
225.6%
B/E move
14.5%

65Δ

Calls
Pseudo strike
1.03
IV
172.5%
B/E move
25.5%
Puts
Pseudo strike
3.79
IV
238.2%
B/E move
11.8%

70Δ

Calls
Pseudo strike
0.92
IV
181.9%
B/E move
21.1%
Puts
Pseudo strike
4.64
IV
250.8%
B/E move
9.1%

75Δ

Calls
Pseudo strike
0.82
IV
194.1%
B/E move
17.6%
Puts
Pseudo strike
5.49
IV
263.4%
B/E move
6.4%

80Δ

Calls
Pseudo strike
0.71
IV
206.3%
B/E move
14.1%
Puts
Pseudo strike
6.34
IV
276.0%
B/E move
3.7%

Options history

No recorded observations