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Fate Therapeutics, Inc. Common Stock FATE

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T14:57:22.168Z

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 · 2026-11-12T14:57:11.769511317Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T14:57:20.524072+00:00

Share price$1.41
1D-10.5%
$1.39$1.44$1.49$1.54$1.595:30 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$0.12$0.64$1.15$1.67$2.19$0.98$1.30$1.61$1.92$2.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 —OPTION PRICELive FATE spot · $1.41FATE PRICE$0.17$0.29$0.40$0.50$0.50$0.50$0.50$0.50$0.50$0.53$0.56$0.61$0.54$0.73$0.91$1.10$1.29$1.48$1.67$1.86$2.04
Puts——
Calls——
Skew——
Implied moveBearish±$1.41
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ4.87690.2%257.9%
30Δ4.57728.0%244.5%
35Δ4.27765.8%231.2%
40Δ3.96797.3%216.0%1.57499.0%26.5%
45Δ3.49769.1%183.0%1.79486.8%24.2%
50Δ3.03740.8%150.0%2.02474.5%21.8%
55Δ2.56712.6%117.1%2.24462.3%19.5%
60Δ2.10684.4%84.1%2.46450.1%17.1%
65Δ1.63656.2%51.1%2.68437.9%14.7%
70Δ1.36611.8%34.2%2.90425.6%12.4%
75Δ1.18561.0%23.5%3.12413.4%10.0%
80Δ0.99519.0%13.3%3.35401.2%7.7%

20Δ

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

25Δ

Calls
Pseudo strike
4.87
IV
690.2%
B/E move
257.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
4.57
IV
728.0%
B/E move
244.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.27
IV
765.8%
B/E move
231.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
3.96
IV
797.3%
B/E move
216.0%
Puts
Pseudo strike
1.57
IV
499.0%
B/E move
26.5%

45Δ

Calls
Pseudo strike
3.49
IV
769.1%
B/E move
183.0%
Puts
Pseudo strike
1.79
IV
486.8%
B/E move
24.2%

50Δ

Calls
Pseudo strike
3.03
IV
740.8%
B/E move
150.0%
Puts
Pseudo strike
2.02
IV
474.5%
B/E move
21.8%

55Δ

Calls
Pseudo strike
2.56
IV
712.6%
B/E move
117.1%
Puts
Pseudo strike
2.24
IV
462.3%
B/E move
19.5%

60Δ

Calls
Pseudo strike
2.10
IV
684.4%
B/E move
84.1%
Puts
Pseudo strike
2.46
IV
450.1%
B/E move
17.1%

65Δ

Calls
Pseudo strike
1.63
IV
656.2%
B/E move
51.1%
Puts
Pseudo strike
2.68
IV
437.9%
B/E move
14.7%

70Δ

Calls
Pseudo strike
1.36
IV
611.8%
B/E move
34.2%
Puts
Pseudo strike
2.90
IV
425.6%
B/E move
12.4%

75Δ

Calls
Pseudo strike
1.18
IV
561.0%
B/E move
23.5%
Puts
Pseudo strike
3.12
IV
413.4%
B/E move
10.0%

80Δ

Calls
Pseudo strike
0.99
IV
519.0%
B/E move
13.3%
Puts
Pseudo strike
3.35
IV
401.2%
B/E move
7.7%

Options history

IV · four-Friday blend180.27%
Daily close
FATE137.5%207.7%278.0%2026-08-21: 175.44%2026-09-01: 147.21%2026-09-14: 268.27%2026-09-18: 150.98%2026-09-28: 195.31%2026-10-01: 194.39%2026-10-02: 195.16%2026-10-13: 234.10%2026-10-16: 214.42%2026-10-19: 181.98%2026-10-20: 191.33%2026-10-21: 176.65%2026-10-22: 203.84%2026-10-23: 162.94%2026-10-26: 181.89%2026-10-27: 199.82%2026-10-28: 182.87%2026-10-29: 180.27%Aug 21Oct 16Oct 29
18 observations2026-08-21 — 2026-10-29
Table
DateIV (%)
175.44%
147.21%
268.27%
150.98%
195.31%
194.39%
195.16%
234.10%
214.42%
181.98%
191.33%
176.65%
203.84%
162.94%
181.89%
199.82%
182.87%
180.27%