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TriSalus Life Sciences Inc. TLSI

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-10-28T13:04:59.091Z

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 2026-10-28T13:04:57.311615+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-239.68 pp
Implied move——
TiltBearish70.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.30680.1%67.7%
25Δ3.76612.3%58.3%
30Δ4.22544.5%49.0%
35Δ4.67476.7%39.7%
40Δ5.07420.9%32.0%
45Δ5.31396.6%28.9%
50Δ5.56372.3%25.8%
55Δ5.80348.1%22.8%
60Δ6.05323.8%19.7%
65Δ6.29299.5%16.6%
70Δ7.39707.2%144.5%6.54275.2%13.5%
75Δ4.50610.8%71.2%6.78251.0%10.4%
80Δ3.50607.4%50.8%7.03226.7%7.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.30
IV
680.1%
B/E move
67.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.76
IV
612.3%
B/E move
58.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.22
IV
544.5%
B/E move
49.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.67
IV
476.7%
B/E move
39.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.07
IV
420.9%
B/E move
32.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.31
IV
396.6%
B/E move
28.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.56
IV
372.3%
B/E move
25.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.80
IV
348.1%
B/E move
22.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.05
IV
323.8%
B/E move
19.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.29
IV
299.5%
B/E move
16.6%

70Δ

Calls
Pseudo strike
7.39
IV
707.2%
B/E move
144.5%
Puts
Pseudo strike
6.54
IV
275.2%
B/E move
13.5%

75Δ

Calls
Pseudo strike
4.50
IV
610.8%
B/E move
71.2%
Puts
Pseudo strike
6.78
IV
251.0%
B/E move
10.4%

80Δ

Calls
Pseudo strike
3.50
IV
607.4%
B/E move
50.8%
Puts
Pseudo strike
7.03
IV
226.7%
B/E move
7.3%

Options history

No recorded observations