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Tyra Biosciences, Inc. Common Stock TYRA

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Market datapartial · fetched 2026-11-12T01:02:08.265Z

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 · 2026-11-11T21:00:01.085243186Z

FundamentalsAlpha Vantage · unavailable

Share price$20.97
1D-0.6%
AH$20.85$20.99$21.13$21.27$21.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTYRA
Sold putSold callAH

Tyra Biosciences, Inc. Common Stock options

Live interpolated TYRA call and put midpoint premiums by absolute delta.Tyra Biosciences, Inc. Common Stock$1.82$2.24$2.67$3.10$3.53$18.18$19.57$20.96$22.35$23.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive TYRA spot · $20.97TYRA PRICE$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.54$2.72$2.91$3.09$2.45$1.86$2.25$2.45$2.45$2.45$2.45$2.45$2.64$2.89$3.15$3.40
Puts——
Calls——
Skew——
Implied moveBalanced±$4.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.84457.9%40.9%
25Δ
30Δ52.61597.1%162.6%18.45240.8%20.9%
35Δ35.15447.3%79.3%19.46234.4%17.9%
40Δ28.04350.0%45.4%20.25219.8%15.1%
45Δ24.54283.2%28.7%20.78195.8%12.6%
50Δ22.44232.9%18.7%21.31171.9%10.1%
55Δ21.48200.6%14.1%21.83147.9%7.6%
60Δ20.52168.3%9.5%22.36124.0%5.0%
65Δ19.81145.7%6.6%22.79112.5%3.9%
70Δ19.40134.4%5.5%23.18105.3%3.2%
75Δ18.98123.0%4.4%23.5898.1%2.6%
80Δ18.57111.6%3.3%23.9791.0%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.84
IV
457.9%
B/E move
40.9%

25Δ

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

30Δ

Calls
Pseudo strike
52.61
IV
597.1%
B/E move
162.6%
Puts
Pseudo strike
18.45
IV
240.8%
B/E move
20.9%

35Δ

Calls
Pseudo strike
35.15
IV
447.3%
B/E move
79.3%
Puts
Pseudo strike
19.46
IV
234.4%
B/E move
17.9%

40Δ

Calls
Pseudo strike
28.04
IV
350.0%
B/E move
45.4%
Puts
Pseudo strike
20.25
IV
219.8%
B/E move
15.1%

45Δ

Calls
Pseudo strike
24.54
IV
283.2%
B/E move
28.7%
Puts
Pseudo strike
20.78
IV
195.8%
B/E move
12.6%

50Δ

Calls
Pseudo strike
22.44
IV
232.9%
B/E move
18.7%
Puts
Pseudo strike
21.31
IV
171.9%
B/E move
10.1%

55Δ

Calls
Pseudo strike
21.48
IV
200.6%
B/E move
14.1%
Puts
Pseudo strike
21.83
IV
147.9%
B/E move
7.6%

60Δ

Calls
Pseudo strike
20.52
IV
168.3%
B/E move
9.5%
Puts
Pseudo strike
22.36
IV
124.0%
B/E move
5.0%

65Δ

Calls
Pseudo strike
19.81
IV
145.7%
B/E move
6.6%
Puts
Pseudo strike
22.79
IV
112.5%
B/E move
3.9%

70Δ

Calls
Pseudo strike
19.40
IV
134.4%
B/E move
5.5%
Puts
Pseudo strike
23.18
IV
105.3%
B/E move
3.2%

75Δ

Calls
Pseudo strike
18.98
IV
123.0%
B/E move
4.4%
Puts
Pseudo strike
23.58
IV
98.1%
B/E move
2.6%

80Δ

Calls
Pseudo strike
18.57
IV
111.6%
B/E move
3.3%
Puts
Pseudo strike
23.97
IV
91.0%
B/E move
1.9%

Options history

IV · four-Friday blend89.77%
Daily EOD
TYRA72.5%84.1%95.8%2026-10-19: 87.76%2026-10-20: 89.84%2026-10-21: 85.25%2026-10-22: 84.60%2026-10-23: 87.34%2026-10-26: 94.21%2026-10-27: 74.07%2026-10-28: 78.42%2026-10-29: 77.60%2026-10-30: 89.77%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
87.76%
89.84%
85.25%
84.60%
87.34%
94.21%
74.07%
78.42%
77.60%
89.77%