How to run a Typescript file (including importing NPM packages) on the fly?

How to run a Typescript ... script directly, including imports from NPM, without the need for a package.json?

Suppose I want to write a quick script to alter a bunch of files quickly e.g.:

// my-script.ts

import fs from "fs";
import { someFunc } from "some-dep@^4";  // dep pulled from NPM during run

fs.readdir(process.argv[2], (err, files) => {
  files.forEach(file => {
    someFunc(file);
  });
});

I'd like to run this easily, from a terminal, such as:

<cmd> my-script

Where <cmd> is whatever program allows me to do this. Does this mystery program exist?

TL;DR: I want to be able to run TS files (with NPM modules) as if they were bash scripts.