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TriSalus Life Sciences Inc. TLSI

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-10-28T12:17:43.347Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-27T20:00:00.358127487Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-28T12:17:43.592651+00:00

Share price$3.80
1D+1.1%
AH$3.59$3.66$3.72$3.78$3.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTLSI
Sold putSold callAH

TriSalus Life Sciences Inc. options

Live interpolated TLSI call and put midpoint premiums by absolute delta.TriSalus Life Sciences Inc.$1.85$2.30$2.74$3.19$3.63$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICETLSI PRICE$1.90$2.01$2.23$2.08$2.18$2.28$2.38$2.49$2.61$2.74$2.87$2.99$3.12$3.25$3.38$3.50
PutsExpensive5.34×
CallsExpensive8.54×
SkewBullish-239.46 pp
Implied move——
TiltBearish70.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.31679.9%67.7%
25Δ3.76612.1%58.3%
30Δ4.22544.2%49.0%
35Δ4.67476.4%39.7%
40Δ5.07420.6%32.0%
45Δ5.31396.3%28.9%
50Δ5.56372.1%25.8%
55Δ5.80347.8%22.8%
60Δ6.05323.6%19.7%
65Δ6.29299.3%16.6%
70Δ7.39706.7%144.5%6.54275.0%13.5%
75Δ4.50610.4%71.2%6.78250.8%10.4%
80Δ3.50607.0%50.8%7.03226.5%7.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.31
IV
679.9%
B/E move
67.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.76
IV
612.1%
B/E move
58.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.22
IV
544.2%
B/E move
49.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.67
IV
476.4%
B/E move
39.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.07
IV
420.6%
B/E move
32.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.31
IV
396.3%
B/E move
28.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.56
IV
372.1%
B/E move
25.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.80
IV
347.8%
B/E move
22.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.05
IV
323.6%
B/E move
19.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.29
IV
299.3%
B/E move
16.6%

70Δ

Calls
Pseudo strike
7.39
IV
706.7%
B/E move
144.5%
Puts
Pseudo strike
6.54
IV
275.0%
B/E move
13.5%

75Δ

Calls
Pseudo strike
4.50
IV
610.4%
B/E move
71.2%
Puts
Pseudo strike
6.78
IV
250.8%
B/E move
10.4%

80Δ

Calls
Pseudo strike
3.50
IV
607.0%
B/E move
50.8%
Puts
Pseudo strike
7.03
IV
226.5%
B/E move
7.3%

Options history

No recorded observations