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Tenaya Therapeutics, Inc. Common Stock TNYA

i

Market datapartial · fetched 2026-11-13T19:12:43.097Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-11-13T19:12:39.164576676Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T19:12:40.670714+00:00

Share price$0.36
1D+1.4%
$0.33$0.34$0.35$0.35$0.365:30 AM6:30 AM9:00 AM1:00 PMTNYA
Sold putSold call

Tenaya Therapeutics, Inc. Common Stock options

Live interpolated TNYA call and put midpoint premiums by absolute delta.Tenaya Therapeutics, Inc. Common Stock$0.05$0.07$0.09$0.11$0.14$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICETNYA PRICE$0.06$0.07$0.08$0.09$0.11$0.12
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ0.96162.6%186.5%
40Δ0.88165.9%166.1%
45Δ0.79169.1%145.7%
50Δ0.71172.3%125.3%
55Δ0.62175.5%104.9%
60Δ0.54178.7%84.5%
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

Calls
Pseudo strike
0.96
IV
162.6%
B/E move
186.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
0.88
IV
165.9%
B/E move
166.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
0.79
IV
169.1%
B/E move
145.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
0.71
IV
172.3%
B/E move
125.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
0.62
IV
175.5%
B/E move
104.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
0.54
IV
178.7%
B/E move
84.5%
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

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations