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Allogene Therapeutics, Inc. Common Stock ALLO

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Market datapartial · fetched 2026-10-22T19:15:51.647Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-10-22T19:15:47.185982235Z

FundamentalsAlpha Vantage · unavailable

Share price$1.23
1D-6.8%
$1.21$1.24$1.27$1.30$1.335:30 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$0.09$0.34$0.58$0.82$1.06$0.38$0.90$1.43$1.95$2.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALLO spot · $1.23ALLO PRICE$0.16$0.22$0.27$0.33$0.39$0.45$0.50$0.56$0.12$0.20$0.28$0.37$0.45$0.53$0.61$0.69$0.78$0.99
PutsFair1.04×
CallsFair1.04×
SkewBearish+1.16 pp
Implied moveBearish±$0.75
TiltBearish27.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ1.0380.1%26.3%
30Δ1.1482.6%24.0%
35Δ1.2585.1%21.8%
40Δ1.3687.7%19.6%
45Δ1.4883.9%33.6%1.4690.2%17.4%
50Δ1.3985.9%30.5%1.5792.7%15.2%
55Δ1.2988.0%27.4%1.6895.2%12.9%
60Δ1.2090.0%24.3%1.7997.8%10.7%
65Δ1.1092.0%21.2%1.90100.3%8.5%
70Δ1.0194.1%18.1%2.14110.0%6.5%
75Δ0.9196.1%15.0%
80Δ0.8298.1%11.9%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.03
IV
80.1%
B/E move
26.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.14
IV
82.6%
B/E move
24.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.25
IV
85.1%
B/E move
21.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.36
IV
87.7%
B/E move
19.6%

45Δ

Calls
Pseudo strike
1.48
IV
83.9%
B/E move
33.6%
Puts
Pseudo strike
1.46
IV
90.2%
B/E move
17.4%

50Δ

Calls
Pseudo strike
1.39
IV
85.9%
B/E move
30.5%
Puts
Pseudo strike
1.57
IV
92.7%
B/E move
15.2%

55Δ

Calls
Pseudo strike
1.29
IV
88.0%
B/E move
27.4%
Puts
Pseudo strike
1.68
IV
95.2%
B/E move
12.9%

60Δ

Calls
Pseudo strike
1.20
IV
90.0%
B/E move
24.3%
Puts
Pseudo strike
1.79
IV
97.8%
B/E move
10.7%

65Δ

Calls
Pseudo strike
1.10
IV
92.0%
B/E move
21.2%
Puts
Pseudo strike
1.90
IV
100.3%
B/E move
8.5%

70Δ

Calls
Pseudo strike
1.01
IV
94.1%
B/E move
18.1%
Puts
Pseudo strike
2.14
IV
110.0%
B/E move
6.5%

75Δ

Calls
Pseudo strike
0.91
IV
96.1%
B/E move
15.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
0.82
IV
98.1%
B/E move
11.9%
Puts
Pseudo strike
IV
B/E move

Options history

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