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Taysha Gene Therapies, Inc. Common Stock TSHA

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T02:01:42.598Z

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 · 2026-11-11T21:45:46.509662589Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T02:01:42.257506+00:00

Share price$4.20
1D-1.6%
AH$4.19$4.22$4.26$4.29$4.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTSHA
Sold putSold callAH

Taysha Gene Therapies, Inc. Common Stock options

Live interpolated TSHA call and put midpoint premiums by absolute delta.Taysha Gene Therapies, Inc. Common Stock$0.35$0.61$0.87$1.13$1.39$2.40$3.08$3.76$4.43$5.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TSHA spot · $4.20TSHA PRICE$0.50$0.38$0.49$0.61$0.73$0.84$0.96$1.08$1.19$1.31$0.50$0.50$0.50$0.50$0.53$0.58$0.63$0.68$0.73$0.78$0.83$0.88$1.15
PutsExpensive2.63×
Calls——
Skew——
Implied moveBalanced±$1.24
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.97466.9%41.3%
25Δ3.27396.5%34.0%
30Δ3.56332.4%27.0%
35Δ7.18460.1%82.8%3.86268.2%20.1%
40Δ4.90231.4%25.7%4.06229.8%15.8%
45Δ4.69237.4%23.3%4.19216.5%13.9%
50Δ4.47243.4%20.9%4.32203.1%12.1%
55Δ4.25249.4%18.6%4.44189.8%10.3%
60Δ4.03255.4%16.2%4.57176.5%8.5%
65Δ3.82261.4%13.8%4.70163.1%6.7%
70Δ3.60267.4%11.4%4.82149.8%4.9%
75Δ3.38273.4%9.0%4.95136.5%3.1%
80Δ3.17279.4%6.6%5.26141.8%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.97
IV
466.9%
B/E move
41.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.27
IV
396.5%
B/E move
34.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.56
IV
332.4%
B/E move
27.0%

35Δ

Calls
Pseudo strike
7.18
IV
460.1%
B/E move
82.8%
Puts
Pseudo strike
3.86
IV
268.2%
B/E move
20.1%

40Δ

Calls
Pseudo strike
4.90
IV
231.4%
B/E move
25.7%
Puts
Pseudo strike
4.06
IV
229.8%
B/E move
15.8%

45Δ

Calls
Pseudo strike
4.69
IV
237.4%
B/E move
23.3%
Puts
Pseudo strike
4.19
IV
216.5%
B/E move
13.9%

50Δ

Calls
Pseudo strike
4.47
IV
243.4%
B/E move
20.9%
Puts
Pseudo strike
4.32
IV
203.1%
B/E move
12.1%

55Δ

Calls
Pseudo strike
4.25
IV
249.4%
B/E move
18.6%
Puts
Pseudo strike
4.44
IV
189.8%
B/E move
10.3%

60Δ

Calls
Pseudo strike
4.03
IV
255.4%
B/E move
16.2%
Puts
Pseudo strike
4.57
IV
176.5%
B/E move
8.5%

65Δ

Calls
Pseudo strike
3.82
IV
261.4%
B/E move
13.8%
Puts
Pseudo strike
4.70
IV
163.1%
B/E move
6.7%

70Δ

Calls
Pseudo strike
3.60
IV
267.4%
B/E move
11.4%
Puts
Pseudo strike
4.82
IV
149.8%
B/E move
4.9%

75Δ

Calls
Pseudo strike
3.38
IV
273.4%
B/E move
9.0%
Puts
Pseudo strike
4.95
IV
136.5%
B/E move
3.1%

80Δ

Calls
Pseudo strike
3.17
IV
279.4%
B/E move
6.6%
Puts
Pseudo strike
5.26
IV
141.8%
B/E move
2.1%

Options history

IV · four-Friday blend106.36%
Daily EOD
TSHA101.5%108.3%115.2%2026-10-19: 106.36%2026-10-20: 104.18%2026-10-21: 107.23%2026-10-22: 106.05%2026-10-23: 110.06%2026-10-26: 102.45%2026-10-27: 114.23%2026-10-28: 114.19%2026-10-29: 104.37%2026-10-30: 106.36%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
106.36%
104.18%
107.23%
106.05%
110.06%
102.45%
114.23%
114.19%
104.37%
106.36%