IntraAlpha
Create free account Start free

Legend Biotech Corp LEGN

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-23T14:12:40.317Z

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 · 2026-10-23T14:12:04.020071855Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T14:12:38.653454+00:00

Share price$18.61
1D-0.2%
$18.26$18.42$18.58$18.73$18.895:30 AM6:30 AM9:00 AM1:00 PMLEGN
Sold putSold call

Legend Biotech Corp options

Live interpolated LEGN call and put midpoint premiums by absolute delta.Legend Biotech Corp$0.71$1.59$2.47$3.35$4.23$13.55$16.39$19.24$22.08$24.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LEGN spot · $18.61LEGN PRICE$1.07$1.10$1.02$0.94$0.91$1.14$1.37$1.61$1.84$2.07$2.40$2.75$3.10$1.15$1.07$0.80$0.91$1.25$1.59$1.93$2.27$2.61$2.95$3.29$3.63$3.97
PutsExpensive1.28×
CallsExpensive1.65×
SkewBullish-24.19 pp
Implied moveBearish±$3.31
TiltBearish12.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.56249.0%134.5%14.05162.9%30.7%
25Δ29.81179.8%66.1%15.63122.5%21.8%
30Δ26.37140.5%47.2%16.9976.9%13.0%
35Δ22.92101.2%28.2%17.8160.3%9.2%
40Δ19.9368.1%12.0%18.3161.0%8.4%
45Δ19.4769.2%10.7%18.8061.6%7.5%
50Δ19.0070.3%9.5%19.3062.3%6.7%
55Δ18.5471.5%8.2%19.8062.9%5.8%
60Δ18.0772.6%7.0%20.2963.5%5.0%
65Δ17.6173.7%5.7%20.7964.2%4.2%
70Δ17.1072.7%4.8%21.2964.8%3.3%
75Δ16.5871.0%3.9%21.7865.4%2.5%
80Δ16.0669.3%3.0%22.2866.1%1.6%

20Δ

Calls
Pseudo strike
42.56
IV
249.0%
B/E move
134.5%
Puts
Pseudo strike
14.05
IV
162.9%
B/E move
30.7%

25Δ

Calls
Pseudo strike
29.81
IV
179.8%
B/E move
66.1%
Puts
Pseudo strike
15.63
IV
122.5%
B/E move
21.8%

30Δ

Calls
Pseudo strike
26.37
IV
140.5%
B/E move
47.2%
Puts
Pseudo strike
16.99
IV
76.9%
B/E move
13.0%

35Δ

Calls
Pseudo strike
22.92
IV
101.2%
B/E move
28.2%
Puts
Pseudo strike
17.81
IV
60.3%
B/E move
9.2%

40Δ

Calls
Pseudo strike
19.93
IV
68.1%
B/E move
12.0%
Puts
Pseudo strike
18.31
IV
61.0%
B/E move
8.4%

45Δ

Calls
Pseudo strike
19.47
IV
69.2%
B/E move
10.7%
Puts
Pseudo strike
18.80
IV
61.6%
B/E move
7.5%

50Δ

Calls
Pseudo strike
19.00
IV
70.3%
B/E move
9.5%
Puts
Pseudo strike
19.30
IV
62.3%
B/E move
6.7%

55Δ

Calls
Pseudo strike
18.54
IV
71.5%
B/E move
8.2%
Puts
Pseudo strike
19.80
IV
62.9%
B/E move
5.8%

60Δ

Calls
Pseudo strike
18.07
IV
72.6%
B/E move
7.0%
Puts
Pseudo strike
20.29
IV
63.5%
B/E move
5.0%

65Δ

Calls
Pseudo strike
17.61
IV
73.7%
B/E move
5.7%
Puts
Pseudo strike
20.79
IV
64.2%
B/E move
4.2%

70Δ

Calls
Pseudo strike
17.10
IV
72.7%
B/E move
4.8%
Puts
Pseudo strike
21.29
IV
64.8%
B/E move
3.3%

75Δ

Calls
Pseudo strike
16.58
IV
71.0%
B/E move
3.9%
Puts
Pseudo strike
21.78
IV
65.4%
B/E move
2.5%

80Δ

Calls
Pseudo strike
16.06
IV
69.3%
B/E move
3.0%
Puts
Pseudo strike
22.28
IV
66.1%
B/E move
1.6%

Options history

No recorded observations