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Fate Therapeutics Inc FATE

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T16:54:10.278Z

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 · 2026-10-22T16:53:59.055372847Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T16:53:49.409799+00:00

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 options

Live interpolated FATE call and put midpoint premiums by absolute delta.Fate Therapeutics Inc$0.12$0.41$0.70$0.99$1.28$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFATE PRICE$0.49$0.53$0.57$0.62$0.16$0.19$0.22$0.25$0.32$0.54$0.75$0.97$1.19
PutsExpensive1.58×
CallsExpensive1.46×
SkewBearish+2.86 pp
Implied move——
TiltBearish34.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.52183.6%33.7%
25Δ1.65171.0%29.1%
30Δ1.77158.3%24.5%
35Δ1.90145.6%20.0%
40Δ2.04139.5%16.1%
45Δ2.28161.3%15.2%
50Δ2.52183.1%14.4%
55Δ2.76204.9%13.5%
60Δ2.99226.7%12.7%
65Δ1.96190.7%18.8%
70Δ1.84178.2%15.0%
75Δ1.72165.8%11.2%
80Δ1.60153.3%7.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.52
IV
183.6%
B/E move
33.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.65
IV
171.0%
B/E move
29.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.77
IV
158.3%
B/E move
24.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.90
IV
145.6%
B/E move
20.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.04
IV
139.5%
B/E move
16.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.28
IV
161.3%
B/E move
15.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.52
IV
183.1%
B/E move
14.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.76
IV
204.9%
B/E move
13.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.99
IV
226.7%
B/E move
12.7%

65Δ

Calls
Pseudo strike
1.96
IV
190.7%
B/E move
18.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.84
IV
178.2%
B/E move
15.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.72
IV
165.8%
B/E move
11.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.60
IV
153.3%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

Options history

FATE177.34186.91196.482026-10-20: 195.16%2026-10-21: 178.66%Oct 20Oct 21
Table
DateIV
195.16%
178.66%