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Tenaya Therapeutics, Inc. Common Stock TNYA

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Market datapartial · fetched 2026-10-23T12:38:16.255Z

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 · 2026-10-23T12:17:52.372847896Z

FundamentalsAlpha Vantage · unavailable

Share price$0.39
1D
Price history unavailable.

Tenaya Therapeutics, Inc. Common Stock options

Live interpolated TNYA call and put midpoint premiums by absolute delta.Tenaya Therapeutics, Inc. Common Stock$0.07$0.27$0.48$0.68$0.89$-0.43$-0.01$0.40$0.82$1.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TNYA spot · $0.39TNYA PRICE$0.09$0.12$0.16$0.19$0.22$0.52$0.55$0.57$0.60$0.63$0.65$0.68$0.83
PutsExpensive3.37×
CallsExpensive4.17×
SkewBullish-21.02 pp
Implied moveBearish±$0.83
TiltBearish73.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.56761.8%91.5%
25Δ0.62716.8%81.5%
30Δ0.69671.8%71.5%
35Δ0.75626.8%61.5%
40Δ1.55513.5%319.1%0.82581.9%51.5%
45Δ1.64571.0%350.3%0.88536.9%41.5%
50Δ1.73628.6%381.6%0.95491.9%31.5%
55Δ1.82686.1%412.9%1.13472.5%23.4%
60Δ1.91743.7%444.2%
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.56
IV
761.8%
B/E move
91.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.62
IV
716.8%
B/E move
81.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.69
IV
671.8%
B/E move
71.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.75
IV
626.8%
B/E move
61.5%

40Δ

Calls
Pseudo strike
1.55
IV
513.5%
B/E move
319.1%
Puts
Pseudo strike
0.82
IV
581.9%
B/E move
51.5%

45Δ

Calls
Pseudo strike
1.64
IV
571.0%
B/E move
350.3%
Puts
Pseudo strike
0.88
IV
536.9%
B/E move
41.5%

50Δ

Calls
Pseudo strike
1.73
IV
628.6%
B/E move
381.6%
Puts
Pseudo strike
0.95
IV
491.9%
B/E move
31.5%

55Δ

Calls
Pseudo strike
1.82
IV
686.1%
B/E move
412.9%
Puts
Pseudo strike
1.13
IV
472.5%
B/E move
23.4%

60Δ

Calls
Pseudo strike
1.91
IV
743.7%
B/E move
444.2%
Puts
Pseudo strike
IV
B/E move

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

No recorded observations