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Tarsus Pharmaceuticals, Inc. Common Stock TARS

i

Market dataready · fetched 2026-11-03T23:05:15.593Z

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 · 2026-11-03T21:11:42.253406928Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-03T23:05:15.150594+00:00

Share price$72.62
1D-2.4%
AH$70$71$73$74$765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTARS
Sold putSold callAH

Tarsus Pharmaceuticals, Inc. Common Stock options

Live interpolated TARS call and put midpoint premiums by absolute delta.Tarsus Pharmaceuticals, Inc. Common Stock$1.65$5.74$9.83$13.92$18.01$54.49$63.49$72.49$81.49$90.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TARS spot · $72.62TARS PRICE$2.45$2.45$2.54$2.83$3.57$4.01$4.70$5.51$6.01$6.76$7.70$8.86$10.75$2.10$2.49$3.19$3.81$4.46$5.37$6.45$7.69$9.17$10.86$12.26$14.20$16.83
PutsExpensive2.19×
CallsExpensive1.98×
SkewBearish+1.64 pp
Implied moveBearish±$11.15
TiltBearish18.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.41164.5%47.2%61.70105.3%17.9%
25Δ89.38118.8%26.4%64.6296.0%14.5%
30Δ82.6994.6%17.4%66.7294.9%12.5%
35Δ79.2183.3%13.0%68.6892.2%10.7%
40Δ77.7588.5%12.0%70.6088.6%8.9%
45Δ75.7083.7%9.8%72.3589.4%7.8%
50Δ73.9183.2%8.3%74.1790.4%6.8%
55Δ72.3284.8%7.2%76.0991.7%5.8%
60Δ70.7479.9%5.7%78.1993.7%5.0%
65Δ69.1677.6%4.5%80.4695.5%4.2%
70Δ67.5877.6%3.7%82.5193.3%3.3%
75Δ65.8777.5%2.9%85.0093.0%2.5%
80Δ63.5682.6%2.3%88.1093.9%1.9%

20Δ

Calls
Pseudo strike
104.41
IV
164.5%
B/E move
47.2%
Puts
Pseudo strike
61.70
IV
105.3%
B/E move
17.9%

25Δ

Calls
Pseudo strike
89.38
IV
118.8%
B/E move
26.4%
Puts
Pseudo strike
64.62
IV
96.0%
B/E move
14.5%

30Δ

Calls
Pseudo strike
82.69
IV
94.6%
B/E move
17.4%
Puts
Pseudo strike
66.72
IV
94.9%
B/E move
12.5%

35Δ

Calls
Pseudo strike
79.21
IV
83.3%
B/E move
13.0%
Puts
Pseudo strike
68.68
IV
92.2%
B/E move
10.7%

40Δ

Calls
Pseudo strike
77.75
IV
88.5%
B/E move
12.0%
Puts
Pseudo strike
70.60
IV
88.6%
B/E move
8.9%

45Δ

Calls
Pseudo strike
75.70
IV
83.7%
B/E move
9.8%
Puts
Pseudo strike
72.35
IV
89.4%
B/E move
7.8%

50Δ

Calls
Pseudo strike
73.91
IV
83.2%
B/E move
8.3%
Puts
Pseudo strike
74.17
IV
90.4%
B/E move
6.8%

55Δ

Calls
Pseudo strike
72.32
IV
84.8%
B/E move
7.2%
Puts
Pseudo strike
76.09
IV
91.7%
B/E move
5.8%

60Δ

Calls
Pseudo strike
70.74
IV
79.9%
B/E move
5.7%
Puts
Pseudo strike
78.19
IV
93.7%
B/E move
5.0%

65Δ

Calls
Pseudo strike
69.16
IV
77.6%
B/E move
4.5%
Puts
Pseudo strike
80.46
IV
95.5%
B/E move
4.2%

70Δ

Calls
Pseudo strike
67.58
IV
77.6%
B/E move
3.7%
Puts
Pseudo strike
82.51
IV
93.3%
B/E move
3.3%

75Δ

Calls
Pseudo strike
65.87
IV
77.5%
B/E move
2.9%
Puts
Pseudo strike
85.00
IV
93.0%
B/E move
2.5%

80Δ

Calls
Pseudo strike
63.56
IV
82.6%
B/E move
2.3%
Puts
Pseudo strike
88.10
IV
93.9%
B/E move
1.9%

Options history

IV · four-Friday blend69.65%
Daily EOD
TARS61.7%66.0%70.2%2026-10-19: 62.26%2026-10-20: 62.87%2026-10-21: 63.02%2026-10-22: 64.15%2026-10-23: 65.34%2026-10-26: 66.42%2026-10-27: 66.00%2026-10-28: 66.80%2026-10-29: 66.76%2026-10-30: 69.65%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
62.26%
62.87%
63.02%
64.15%
65.34%
66.42%
66.00%
66.80%
66.76%
69.65%