IntraAlpha
Create free account Start free

Allogene Therapeutics, Inc. Common Stock ALLO

i

Market datapartial · fetched 2026-10-22T12:40:35.415Z

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 · 2026-10-21T23:01:44.162318137Z

FundamentalsAlpha Vantage · unavailable

Share price$1.32
1D-0.7%
AH$1.31$1.32$1.33$1.35$1.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALLO
Sold putSold callAH

Allogene Therapeutics, Inc. Common Stock options

Live interpolated ALLO call and put midpoint premiums by absolute delta.Allogene Therapeutics, Inc. Common Stock$0.02$0.71$1.40$2.10$2.79$0.57$0.92$1.26$1.60$1.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALLO spot · $1.32ALLO PRICE$0.12$0.18$0.24$0.30$0.36$0.42$0.49$0.55$0.61$0.09$0.12$0.14$0.16$0.18$0.21$0.23$0.25$0.27$0.43$0.59$0.78$2.59
PutsExpensive1.70×
CallsExpensive1.40×
SkewBearish+30.64 pp
Implied moveBullish±$0.47
TiltBearish29.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.78218.1%48.1%
25Δ0.87204.4%43.0%
30Δ0.96190.8%37.9%
35Δ1.05177.2%32.8%
40Δ1.4499.9%18.5%1.14163.6%27.7%
45Δ1.36108.2%17.0%1.23149.9%22.6%
50Δ1.28116.5%15.4%1.32136.3%17.5%
55Δ1.20124.8%13.9%1.40122.7%12.3%
60Δ1.11133.1%12.4%1.49109.0%7.2%
65Δ1.03141.4%10.8%1.66125.6%6.3%
70Δ0.95149.7%9.3%1.83144.0%5.7%
75Δ0.87158.0%7.7%2.03163.1%5.0%
80Δ0.79166.3%6.2%3.86224.2%3.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.78
IV
218.1%
B/E move
48.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.87
IV
204.4%
B/E move
43.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.96
IV
190.8%
B/E move
37.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.05
IV
177.2%
B/E move
32.8%

40Δ

Calls
Pseudo strike
1.44
IV
99.9%
B/E move
18.5%
Puts
Pseudo strike
1.14
IV
163.6%
B/E move
27.7%

45Δ

Calls
Pseudo strike
1.36
IV
108.2%
B/E move
17.0%
Puts
Pseudo strike
1.23
IV
149.9%
B/E move
22.6%

50Δ

Calls
Pseudo strike
1.28
IV
116.5%
B/E move
15.4%
Puts
Pseudo strike
1.32
IV
136.3%
B/E move
17.5%

55Δ

Calls
Pseudo strike
1.20
IV
124.8%
B/E move
13.9%
Puts
Pseudo strike
1.40
IV
122.7%
B/E move
12.3%

60Δ

Calls
Pseudo strike
1.11
IV
133.1%
B/E move
12.4%
Puts
Pseudo strike
1.49
IV
109.0%
B/E move
7.2%

65Δ

Calls
Pseudo strike
1.03
IV
141.4%
B/E move
10.8%
Puts
Pseudo strike
1.66
IV
125.6%
B/E move
6.3%

70Δ

Calls
Pseudo strike
0.95
IV
149.7%
B/E move
9.3%
Puts
Pseudo strike
1.83
IV
144.0%
B/E move
5.7%

75Δ

Calls
Pseudo strike
0.87
IV
158.0%
B/E move
7.7%
Puts
Pseudo strike
2.03
IV
163.1%
B/E move
5.0%

80Δ

Calls
Pseudo strike
0.79
IV
166.3%
B/E move
6.2%
Puts
Pseudo strike
3.86
IV
224.2%
B/E move
3.7%

Options history

ALLO163.96183.55203.152026-10-20: 166.66%2026-10-21: 200.45%Oct 20Oct 21
Table
DateIV
166.66%
200.45%