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Allogene Therapeutics, Inc. Common Stock ALLO

i

Market dataready · fetched 2026-11-11T14:52:03.429Z

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 · 2026-11-11T14:52:00.646102387Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:52:02.973524+00:00

Share price$0.91
1D-5.6%
$0.90$0.91$0.93$0.95$0.975:30 AM6:30 AM9:00 AM1:00 PMALLO
Sold putSold call

Allogene Therapeutics, Inc. Common Stock options

Live interpolated ALLO call and put midpoint premiums by absolute delta.Allogene Therapeutics, Inc. Common Stock$0.02$0.03$0.04$0.05$0.06$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEALLO PRICE$0.03$0.04$0.04$0.05
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.40234.8%57.6%
25Δ1.29210.8%46.2%
30Δ1.18186.7%34.8%
35Δ1.07162.7%23.4%
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
1.40
IV
234.8%
B/E move
57.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
1.29
IV
210.8%
B/E move
46.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
1.18
IV
186.7%
B/E move
34.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
1.07
IV
162.7%
B/E move
23.4%
Puts
Pseudo strike
IV
B/E move

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend119.21%
Daily close
ALLO65.8%123.4%181.0%2026-08-13: 94.97%2026-08-14: 105.18%2026-08-18: 125.49%2026-08-21: 103.75%2026-08-24: 109.79%2026-08-25: 93.88%2026-08-26: 97.88%2026-08-27: 105.71%2026-08-28: 91.95%2026-08-31: 103.76%2026-09-01: 73.74%2026-09-02: 74.68%2026-09-04: 82.53%2026-10-01: 124.23%2026-10-02: 119.42%2026-10-05: 113.60%2026-10-09: 110.07%2026-10-16: 173.08%2026-10-19: 140.72%2026-10-20: 137.87%2026-10-21: 119.21%Aug 13Sep 1Oct 21
21 observations2026-08-13 — 2026-10-21
Table
DateIV (%)
94.97%
105.18%
125.49%
103.75%
109.79%
93.88%
97.88%
105.71%
91.95%
103.76%
73.74%
74.68%
82.53%
124.23%
119.42%
113.60%
110.07%
173.08%
140.72%
137.87%
119.21%