How often does Fate Therapeutics move more than the options market prices?

0 of the last 8 reports moved at least as far as the implied move.

FATENasdaqBiological Products, (No Diagnostic Substances)

Fate Therapeutics Inc (FATE) earnings date, market-implied expected move, and options open interest by expiry

2.07

+0.03 · +1.63%

Regular session12:50 ET

Open2.08Volume876,174Mkt cap$244.4MEPS-1.05

Day2.04 – 2.0883%52-wk0.95 – 3.2349%

FATE

Fate Therapeutics Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 12

before open · in 8 days

est.Q3 FY26

Calendar

Next report

Last report

−7.35%

vs ±20.5% implied · ×0.36

shaded = implied · ▲▼ = realized

Aug 13 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

−0.37%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

155 managers

Top fund weight

0.00%

FATE weight · VTI

N-PORTJun 30 '26

1 fund

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Fate Therapeutics (FATE) is expected to report on Nov 12 before open (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±35.5%
avg realized: ±8.9%

Nov 12 '24Nov 12 '24confirmed±13.6%▼−8.82%×0.65

Mar 5 '25Mar 5 '25confirmed±46.8%▲+14.90%×0.32

May 13 '25May 13 '25confirmed±12.1%▼−4.00%×0.33

Aug 12 '25Aug 12 '25confirmed±97.6%▲+20.69%×0.21

Q3 FY25Nov 13 '25confirmed±14.5%▼−4.59%×0.32

Q1 FY26Feb 26 '26confirmed±21.3%▲+5.41%×0.25

May 13 '26May 13 '26confirmed±57.5%▼−5.11%×0.09

Q2 FY26Aug 13 '26confirmed±20.5%▼−7.35%×0.36

quarterimplied−100%0+100%realized×

Q2 FY26±20.5%▼−7.35%×0.36

May '26±57.5%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 2 expiries · Oct 30 close

0.20OI · 2 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

7960%Nov 2016d4,076−1%

227+14%Feb 19107d0.45499+4%0.45

ExpiryPutsCallsP/C

Nov 2016d7960%4,076−1%0.20

Feb 19107d227+14%499+4%0.45

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ2 FY26

−1448.56%as filednet margin · revenue +60.28% QoQ · +9.18% YoY

Revenue$2M+60.28%

Gross profit$2M100.00%+60.28%

Operating income−$31M−1495.39%+5.65%

Pre-tax income−$30M+3.38%

Net income−$30M−1448.56%+3.38%

Cost of revenue$0—

Operating expenses$33M−3.16%

Other income$975,000−45.44%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 12:45 ET

Intraday

Event sensitivity

CPROF ×1.13· ±5.1% vs ±4.6% · 12 releases

eventrelease day|move|up · n×base

CPROFcorporate profits±5.1%6 of 12×1.13

FOMCrate decision±4.9%13 of 24×1.08

GDPgross domestic product±4.6%10 of 19×1.02

NFPjobs report±4.6%4 of 10×1.00

PCEpersonal income & outlays±4.5%9 of 19×0.99

PPIproducer prices±4.2%3 of 10×0.92

CPIconsumer prices±2.3%2 of 10×0.51

Bar = avg |move| to ±6% · tick = ±4.6% avg day · ×base = |move| ÷ ±4.6% · min 6 releases

Earnings history

EPS -0.25 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 13 '26 · confirmed	-0.25	—
Q1 FY26	Feb 26 '26 · confirmed	-0.26	—
Q3 FY25	Nov 13 '25 · confirmed	-0.27	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod