Share price$2.10
1D+2.4%
Sold putSold callAH
Fate Therapeutics Inc FATE
HEALTHCARE · BIOTECHNOLOGYi
Market dataready · fetched 2026-10-22T21:10:03.209Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:40:45.515463598Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:10:02.281423+00:00
Fate Therapeutics Inc options
PutsExpensive1.83×
CallsExpensive2.05×
SkewBullish-40.46 pp
Implied moveBearish±$1.35
TiltBearish35.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.51 | 159.0% | 71.6% | |||
| 25Δ | 3.30 | 166.6% | 63.5% | |||
| 30Δ | 3.10 | 174.2% | 55.3% | |||
| 35Δ | 3.62 | 237.7% | 83.8% | |||
| 40Δ | 4.85 | 357.2% | 149.1% | 2.15 | 156.6% | 17.3% |
| 45Δ | 5.92 | 462.5% | 205.9% | 2.39 | 180.0% | 16.5% |
| 50Δ | 4.90 | 389.7% | 156.6% | 2.63 | 203.4% | 15.6% |
| 55Δ | 3.87 | 316.8% | 107.3% | 2.88 | 226.8% | 14.7% |
| 60Δ | 2.84 | 243.9% | 58.0% | 3.09 | 232.9% | 13.2% |
| 65Δ | 1.98 | 181.9% | 17.3% | 3.27 | 221.6% | 11.1% |
| 70Δ | 1.88 | 168.0% | 14.1% | 3.45 | 210.2% | 8.9% |
| 75Δ | 1.78 | 154.1% | 10.9% | 3.63 | 198.9% | 6.8% |
| 80Δ | 1.67 | 140.2% | 7.7% | 3.81 | 187.5% | 4.7% |
20Δ
- Pseudo strike
- 3.51
- IV
- 159.0%
- B/E move
- 71.6%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 3.30
- IV
- 166.6%
- B/E move
- 63.5%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 3.10
- IV
- 174.2%
- B/E move
- 55.3%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 3.62
- IV
- 237.7%
- B/E move
- 83.8%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 4.85
- IV
- 357.2%
- B/E move
- 149.1%
- Pseudo strike
- 2.15
- IV
- 156.6%
- B/E move
- 17.3%
45Δ
- Pseudo strike
- 5.92
- IV
- 462.5%
- B/E move
- 205.9%
- Pseudo strike
- 2.39
- IV
- 180.0%
- B/E move
- 16.5%
50Δ
- Pseudo strike
- 4.90
- IV
- 389.7%
- B/E move
- 156.6%
- Pseudo strike
- 2.63
- IV
- 203.4%
- B/E move
- 15.6%
55Δ
- Pseudo strike
- 3.87
- IV
- 316.8%
- B/E move
- 107.3%
- Pseudo strike
- 2.88
- IV
- 226.8%
- B/E move
- 14.7%
60Δ
- Pseudo strike
- 2.84
- IV
- 243.9%
- B/E move
- 58.0%
- Pseudo strike
- 3.09
- IV
- 232.9%
- B/E move
- 13.2%
65Δ
- Pseudo strike
- 1.98
- IV
- 181.9%
- B/E move
- 17.3%
- Pseudo strike
- 3.27
- IV
- 221.6%
- B/E move
- 11.1%
70Δ
- Pseudo strike
- 1.88
- IV
- 168.0%
- B/E move
- 14.1%
- Pseudo strike
- 3.45
- IV
- 210.2%
- B/E move
- 8.9%
75Δ
- Pseudo strike
- 1.78
- IV
- 154.1%
- B/E move
- 10.9%
- Pseudo strike
- 3.63
- IV
- 198.9%
- B/E move
- 6.8%
80Δ
- Pseudo strike
- 1.67
- IV
- 140.2%
- B/E move
- 7.7%
- Pseudo strike
- 3.81
- IV
- 187.5%
- B/E move
- 4.7%
Options history
Table
| Date | IV |
|---|---|
| 195.16% | |
| 178.66% |