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Tyra Biosciences Inc TYRA

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-23T00:38:45.276Z

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 · 2026-10-22T20:00:01.050680976Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:38:44.858355+00:00

Share price$20.87
1D+1.8%
AH$20.45$20.66$20.87$21.07$21.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTYRA
Sold putSold callAH

Tyra Biosciences Inc options

Live interpolated TYRA call and put midpoint premiums by absolute delta.Tyra Biosciences Inc$2.38$3.02$3.66$4.30$4.95$11.90$16.80$21.70$26.60$31.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TYRA spot · $20.87TYRA PRICE$2.45$2.45$2.45$2.47$2.53$2.60$2.67$2.84$3.06$3.29$3.51$2.45$2.46$2.48$2.49$2.51$2.53$2.55$2.58$2.60$3.05$3.54$4.03$4.76
PutsExpensive1.92×
CallsExpensive2.35×
SkewBullish-28.29 pp
Implied moveBalanced±$5.09
TiltBearish11.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.80254.4%40.8%
25Δ16.31217.2%33.6%
30Δ53.06332.7%166.0%17.74183.0%26.9%
35Δ34.98248.3%79.3%19.17148.9%20.1%
40Δ28.87198.9%50.1%20.23123.6%15.1%
45Δ24.70159.9%30.1%20.79110.5%12.5%
50Δ23.31141.1%23.8%21.3497.5%10.0%
55Δ21.93122.4%17.5%21.9084.5%7.4%
60Δ20.54103.6%11.2%22.4571.4%4.9%
65Δ19.6792.4%7.9%23.1069.8%3.9%
70Δ19.1486.1%6.4%23.7569.3%3.1%
75Δ18.6079.7%4.9%24.4168.8%2.4%
80Δ18.0673.4%3.4%25.3069.7%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.80
IV
254.4%
B/E move
40.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.31
IV
217.2%
B/E move
33.6%

30Δ

Calls
Pseudo strike
53.06
IV
332.7%
B/E move
166.0%
Puts
Pseudo strike
17.74
IV
183.0%
B/E move
26.9%

35Δ

Calls
Pseudo strike
34.98
IV
248.3%
B/E move
79.3%
Puts
Pseudo strike
19.17
IV
148.9%
B/E move
20.1%

40Δ

Calls
Pseudo strike
28.87
IV
198.9%
B/E move
50.1%
Puts
Pseudo strike
20.23
IV
123.6%
B/E move
15.1%

45Δ

Calls
Pseudo strike
24.70
IV
159.9%
B/E move
30.1%
Puts
Pseudo strike
20.79
IV
110.5%
B/E move
12.5%

50Δ

Calls
Pseudo strike
23.31
IV
141.1%
B/E move
23.8%
Puts
Pseudo strike
21.34
IV
97.5%
B/E move
10.0%

55Δ

Calls
Pseudo strike
21.93
IV
122.4%
B/E move
17.5%
Puts
Pseudo strike
21.90
IV
84.5%
B/E move
7.4%

60Δ

Calls
Pseudo strike
20.54
IV
103.6%
B/E move
11.2%
Puts
Pseudo strike
22.45
IV
71.4%
B/E move
4.9%

65Δ

Calls
Pseudo strike
19.67
IV
92.4%
B/E move
7.9%
Puts
Pseudo strike
23.10
IV
69.8%
B/E move
3.9%

70Δ

Calls
Pseudo strike
19.14
IV
86.1%
B/E move
6.4%
Puts
Pseudo strike
23.75
IV
69.3%
B/E move
3.1%

75Δ

Calls
Pseudo strike
18.60
IV
79.7%
B/E move
4.9%
Puts
Pseudo strike
24.41
IV
68.8%
B/E move
2.4%

80Δ

Calls
Pseudo strike
18.06
IV
73.4%
B/E move
3.4%
Puts
Pseudo strike
25.30
IV
69.7%
B/E move
1.6%

Options history

No recorded observations