Option Greeks measure how an option's price responds to changes in the stock price (delta and gamma), time (theta), implied volatility (vega), and interest rates (rho).

Gamma, theta, and vega are largest for strikes near the Allogene Therapeutics stock price and shrink for strikes far above or below it. Theta grows as expiration gets closer, while vega is larger for expirations further out. Call delta runs from 0 to 1 and put delta from -1 to 0, near 0.50 and -0.50 at the money, and roughly estimates the chance that an option finishes in the money.

Allogene Therapeutics IV rank is 48, so implied volatility is near the middle of its one-year range. Higher implied volatility raises option premiums and daily time decay (theta), and spreads delta and gamma across a wider range of strikes. Over the past year, 30-day implied volatility ranged from 47.1% to 375.8%. See the ALLO implied volatility history for a longer view.

Across all open Allogene Therapeutics options on Nov 4, 2026, net gamma exposure was $8.92K and net delta exposure was $542.99K per 1% move in the stock. The ALLO gamma exposure chart shows where that gamma sits by strike.

Allogene Therapeutics Inc is a clinical stage immuno-oncology company pioneering the development of genetically engineered allogeneic T cell product candidates for the treatment of cancer and autoimmune diseases.