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Tango Therapeutics, Inc. TNGX

i

Market datapartial · fetched 2026-11-13T02:49:21.796Z

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: 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 · 2026-11-12T21:31:11.398823926Z

FundamentalsAlpha Vantage · unavailable

Share price$24.85
1D-2.2%
AH$23.65$24.12$24.59$25.06$25.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTNGX
Sold putSold callAH

Tango Therapeutics, Inc. options

Live interpolated TNGX call and put midpoint premiums by absolute delta.Tango Therapeutics, Inc.$0.68$1.27$1.85$2.44$3.03$19.68$22.31$24.93$27.56$30.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TNGX spot · $24.85TNGX PRICE$0.99$1.08$1.16$2.45$2.52$2.65$2.86$0.74$1.17$1.18$1.29$1.53$1.88$2.42$2.51$2.53$2.54$2.66
Puts——
Calls——
Skew——
Implied moveBearish±$3.05
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.94160.6%18.7%
25Δ21.58181.5%17.9%
30Δ
35Δ23.53123.7%10.1%
40Δ26.16102.9%9.3%24.18110.7%7.9%
45Δ25.6194.8%7.4%24.69110.0%6.8%
50Δ25.0985.7%5.6%25.25113.6%6.0%
55Δ25.90124.0%5.5%
60Δ26.23114.8%4.6%
65Δ23.65122.7%5.0%26.50102.0%3.5%
70Δ23.22108.2%3.6%26.7789.2%2.5%
75Δ22.8197.4%2.5%27.1379.4%1.6%
80Δ22.4490.3%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.94
IV
160.6%
B/E move
18.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.58
IV
181.5%
B/E move
17.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.53
IV
123.7%
B/E move
10.1%

40Δ

Calls
Pseudo strike
26.16
IV
102.9%
B/E move
9.3%
Puts
Pseudo strike
24.18
IV
110.7%
B/E move
7.9%

45Δ

Calls
Pseudo strike
25.61
IV
94.8%
B/E move
7.4%
Puts
Pseudo strike
24.69
IV
110.0%
B/E move
6.8%

50Δ

Calls
Pseudo strike
25.09
IV
85.7%
B/E move
5.6%
Puts
Pseudo strike
25.25
IV
113.6%
B/E move
6.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.90
IV
124.0%
B/E move
5.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.23
IV
114.8%
B/E move
4.6%

65Δ

Calls
Pseudo strike
23.65
IV
122.7%
B/E move
5.0%
Puts
Pseudo strike
26.50
IV
102.0%
B/E move
3.5%

70Δ

Calls
Pseudo strike
23.22
IV
108.2%
B/E move
3.6%
Puts
Pseudo strike
26.77
IV
89.2%
B/E move
2.5%

75Δ

Calls
Pseudo strike
22.81
IV
97.4%
B/E move
2.5%
Puts
Pseudo strike
27.13
IV
79.4%
B/E move
1.6%

80Δ

Calls
Pseudo strike
22.44
IV
90.3%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend89.99%
Daily EOD
TNGX78.6%98.0%117.4%2026-10-19: 110.55%2026-10-20: 113.99%2026-10-21: 114.72%2026-10-22: 112.64%2026-10-23: 82.83%2026-10-26: 81.29%2026-10-27: 88.59%2026-10-28: 87.47%2026-10-29: 86.55%2026-10-30: 89.99%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
110.55%
113.99%
114.72%
112.64%
82.83%
81.29%
88.59%
87.47%
86.55%
89.99%