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Fate Therapeutics, Inc. Common Stock FATE

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Market datapartial · fetched 2026-10-22T16:15:58.678Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T16:14:22.935305632Z

FundamentalsAlpha Vantage · unavailable

Share price$2.06
1D+0.5%
$2.04$2.05$2.07$2.08$2.095:30 AM6:30 AM9:00 AM1:00 PMFATE
Sold putSold call

Fate Therapeutics, Inc. Common Stock options

Live interpolated FATE call and put midpoint premiums by absolute delta.Fate Therapeutics, Inc. Common Stock$0.34$0.50$0.67$0.84$1.01$0.43$1.36$2.28$3.20$4.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FATE spot · $2.06FATE PRICE$0.51$0.53$0.55$0.57$0.59$0.61$0.63$0.50$0.45$0.40$0.35$0.37$0.49$0.61$0.73$0.85$0.96
PutsExpensive1.50×
CallsExpensive1.95×
SkewBullish-53.51 pp
Implied moveBearish±$1.12
TiltBearish17.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.51282.3%51.0%
25Δ1.64235.4%42.0%
30Δ1.78188.5%33.0%
35Δ1.92141.7%24.0%
40Δ2.06114.6%17.9%
45Δ2.22116.0%16.0%
50Δ4.67293.1%151.6%2.38117.5%14.1%
55Δ4.21265.2%130.3%2.54119.0%12.2%
60Δ3.75237.2%108.9%2.70120.5%10.3%
65Δ3.29209.2%87.5%2.85122.0%8.3%
70Δ2.83181.3%66.1%
75Δ2.37153.3%44.7%
80Δ1.91125.4%23.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.51
IV
282.3%
B/E move
51.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.64
IV
235.4%
B/E move
42.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.78
IV
188.5%
B/E move
33.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.92
IV
141.7%
B/E move
24.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.06
IV
114.6%
B/E move
17.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.22
IV
116.0%
B/E move
16.0%

50Δ

Calls
Pseudo strike
4.67
IV
293.1%
B/E move
151.6%
Puts
Pseudo strike
2.38
IV
117.5%
B/E move
14.1%

55Δ

Calls
Pseudo strike
4.21
IV
265.2%
B/E move
130.3%
Puts
Pseudo strike
2.54
IV
119.0%
B/E move
12.2%

60Δ

Calls
Pseudo strike
3.75
IV
237.2%
B/E move
108.9%
Puts
Pseudo strike
2.70
IV
120.5%
B/E move
10.3%

65Δ

Calls
Pseudo strike
3.29
IV
209.2%
B/E move
87.5%
Puts
Pseudo strike
2.85
IV
122.0%
B/E move
8.3%

70Δ

Calls
Pseudo strike
2.83
IV
181.3%
B/E move
66.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.37
IV
153.3%
B/E move
44.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.91
IV
125.4%
B/E move
23.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations