IntraAlpha
Create free account Start free

Tenaya Therapeutics Inc TNYA

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-23T13:33:59.449Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-23T13:33:32.537580989Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T13:33:58.241459+00:00

Share price$0.39
1D-0.3%
$0.39$0.39$0.39$0.40$0.405:30 AM6:30 AM9:00 AM1:00 PMTNYA
Sold putSold call

Tenaya Therapeutics Inc options

Live interpolated TNYA call and put midpoint premiums by absolute delta.Tenaya Therapeutics Inc$0.05$0.21$0.37$0.53$0.70$-0.47$-0.08$0.30$0.69$1.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TNYA spot · $0.39TNYA PRICE$0.06$0.08$0.10$0.11$0.13$0.14$0.15$0.53$0.54$0.55$0.57$0.58$0.59$0.60$0.61$0.63$0.64$0.65
PutsExpensive3.23×
CallsExpensive2.86×
SkewBearish+109.13 pp
Implied moveBearish±$0.72
TiltBearish78.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.60683.5%81.3%
25Δ0.64639.3%74.2%
30Δ0.68595.1%67.1%
35Δ1.28296.7%246.7%0.72550.9%60.0%
40Δ1.70369.0%359.9%0.76506.7%52.9%
45Δ1.90413.6%417.0%0.80462.5%45.8%
50Δ1.56387.6%331.7%0.84418.3%38.7%
55Δ1.22361.6%246.4%0.88374.2%31.6%
60Δ0.88335.6%161.1%0.92330.0%24.5%
65Δ0.53309.6%75.8%0.96285.8%17.4%
70Δ1.00241.6%10.3%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.60
IV
683.5%
B/E move
81.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.64
IV
639.3%
B/E move
74.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.68
IV
595.1%
B/E move
67.1%

35Δ

Calls
Pseudo strike
1.28
IV
296.7%
B/E move
246.7%
Puts
Pseudo strike
0.72
IV
550.9%
B/E move
60.0%

40Δ

Calls
Pseudo strike
1.70
IV
369.0%
B/E move
359.9%
Puts
Pseudo strike
0.76
IV
506.7%
B/E move
52.9%

45Δ

Calls
Pseudo strike
1.90
IV
413.6%
B/E move
417.0%
Puts
Pseudo strike
0.80
IV
462.5%
B/E move
45.8%

50Δ

Calls
Pseudo strike
1.56
IV
387.6%
B/E move
331.7%
Puts
Pseudo strike
0.84
IV
418.3%
B/E move
38.7%

55Δ

Calls
Pseudo strike
1.22
IV
361.6%
B/E move
246.4%
Puts
Pseudo strike
0.88
IV
374.2%
B/E move
31.6%

60Δ

Calls
Pseudo strike
0.88
IV
335.6%
B/E move
161.1%
Puts
Pseudo strike
0.92
IV
330.0%
B/E move
24.5%

65Δ

Calls
Pseudo strike
0.53
IV
309.6%
B/E move
75.8%
Puts
Pseudo strike
0.96
IV
285.8%
B/E move
17.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.00
IV
241.6%
B/E move
10.3%

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