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Taysha Gene Therapies, Inc. Common Stock TSHA

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Market datapartial · fetched 2026-10-22T22:03:39.739Z

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 · 2026-10-22T20:34:00.025383061Z

FundamentalsAlpha Vantage · unavailable

Share price$4.00
1D-2.7%
AH$3.93$3.99$4.05$4.12$4.185:30 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$0.23$0.81$1.38$1.96$2.54$1.93$3.06$4.20$5.33$6.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSHA spot · $4.00TSHA PRICE$0.29$0.50$0.51$0.57$0.63$0.70$0.76$0.82$0.89$0.95$1.01$0.50$0.50$0.50$0.50$0.50$0.54$0.65$0.76$0.87$0.97$1.08$1.49$2.37
PutsExpensive1.58×
CallsExpensive1.99×
SkewBullish-34.88 pp
Implied moveBalanced±$1.28
TiltBearish19.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.79274.9%42.6%
25Δ3.14222.6%34.1%
30Δ6.51179.6%70.0%3.37192.6%28.1%
35Δ7.25271.8%93.7%3.61162.7%22.2%
40Δ5.84217.3%58.7%3.85132.7%16.3%
45Δ5.54205.4%52.7%4.06112.9%12.0%
50Δ5.23193.6%46.7%4.23111.0%10.5%
55Δ4.93181.8%40.7%4.39109.2%9.0%
60Δ4.63169.9%34.7%4.56107.4%7.6%
65Δ4.32158.1%28.7%4.73105.6%6.1%
70Δ4.02146.2%22.7%4.90103.8%4.7%
75Δ3.72134.4%16.7%5.35112.8%3.5%
80Δ3.42122.6%10.7%6.25139.1%3.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.79
IV
274.9%
B/E move
42.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.14
IV
222.6%
B/E move
34.1%

30Δ

Calls
Pseudo strike
6.51
IV
179.6%
B/E move
70.0%
Puts
Pseudo strike
3.37
IV
192.6%
B/E move
28.1%

35Δ

Calls
Pseudo strike
7.25
IV
271.8%
B/E move
93.7%
Puts
Pseudo strike
3.61
IV
162.7%
B/E move
22.2%

40Δ

Calls
Pseudo strike
5.84
IV
217.3%
B/E move
58.7%
Puts
Pseudo strike
3.85
IV
132.7%
B/E move
16.3%

45Δ

Calls
Pseudo strike
5.54
IV
205.4%
B/E move
52.7%
Puts
Pseudo strike
4.06
IV
112.9%
B/E move
12.0%

50Δ

Calls
Pseudo strike
5.23
IV
193.6%
B/E move
46.7%
Puts
Pseudo strike
4.23
IV
111.0%
B/E move
10.5%

55Δ

Calls
Pseudo strike
4.93
IV
181.8%
B/E move
40.7%
Puts
Pseudo strike
4.39
IV
109.2%
B/E move
9.0%

60Δ

Calls
Pseudo strike
4.63
IV
169.9%
B/E move
34.7%
Puts
Pseudo strike
4.56
IV
107.4%
B/E move
7.6%

65Δ

Calls
Pseudo strike
4.32
IV
158.1%
B/E move
28.7%
Puts
Pseudo strike
4.73
IV
105.6%
B/E move
6.1%

70Δ

Calls
Pseudo strike
4.02
IV
146.2%
B/E move
22.7%
Puts
Pseudo strike
4.90
IV
103.8%
B/E move
4.7%

75Δ

Calls
Pseudo strike
3.72
IV
134.4%
B/E move
16.7%
Puts
Pseudo strike
5.35
IV
112.8%
B/E move
3.5%

80Δ

Calls
Pseudo strike
3.42
IV
122.6%
B/E move
10.7%
Puts
Pseudo strike
6.25
IV
139.1%
B/E move
3.0%

Options history

No recorded observations