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Legend Biotech Corporation American Depositary Shares LEGN

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Market datapartial · fetched 2026-10-22T23:54:20.054Z

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 · 2026-10-22T21:33:07.758360714Z

FundamentalsAlpha Vantage · unavailable

Share price$18.74
1D+1.2%
AH$18.42$18.56$18.70$18.83$18.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLEGN
Sold putSold callAH

Legend Biotech Corporation American Depositary Shares options

Live interpolated LEGN call and put midpoint premiums by absolute delta.Legend Biotech Corporation American Depositary Shares$0.33$1.42$2.51$3.60$4.68$13.82$16.56$19.30$22.04$24.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LEGN spot · $18.74LEGN PRICE$1.07$1.09$0.98$0.86$0.84$1.06$1.28$1.51$1.73$1.96$2.28$2.78$3.28$0.45$0.57$0.68$1.12$1.63$2.14$2.65$3.16$3.67$4.18$4.37$3.05$1.73
PutsExpensive1.25×
CallsExpensive1.58×
SkewBullish-21.52 pp
Implied moveBearish±$3.94
TiltBearish17.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.44244.2%132.3%16.0370.2%16.9%
25Δ29.83176.1%65.1%16.7166.0%13.8%
30Δ26.23133.3%45.2%17.3961.7%10.8%
35Δ22.6390.5%25.4%18.0465.2%9.7%
40Δ19.8959.7%10.6%18.7070.3%8.9%
45Δ19.4661.0%9.5%19.3575.4%8.2%
50Δ19.0462.2%8.5%20.0080.4%7.4%
55Δ18.6263.5%7.4%20.6685.5%6.6%
60Δ18.1964.8%6.4%21.3190.5%5.9%
65Δ17.7766.1%5.3%21.9695.6%5.1%
70Δ17.2767.8%4.3%22.3294.4%4.2%
75Δ16.6370.1%3.6%21.3263.7%2.5%
80Δ15.9972.4%2.8%20.3133.1%0.8%

20Δ

Calls
Pseudo strike
42.44
IV
244.2%
B/E move
132.3%
Puts
Pseudo strike
16.03
IV
70.2%
B/E move
16.9%

25Δ

Calls
Pseudo strike
29.83
IV
176.1%
B/E move
65.1%
Puts
Pseudo strike
16.71
IV
66.0%
B/E move
13.8%

30Δ

Calls
Pseudo strike
26.23
IV
133.3%
B/E move
45.2%
Puts
Pseudo strike
17.39
IV
61.7%
B/E move
10.8%

35Δ

Calls
Pseudo strike
22.63
IV
90.5%
B/E move
25.4%
Puts
Pseudo strike
18.04
IV
65.2%
B/E move
9.7%

40Δ

Calls
Pseudo strike
19.89
IV
59.7%
B/E move
10.6%
Puts
Pseudo strike
18.70
IV
70.3%
B/E move
8.9%

45Δ

Calls
Pseudo strike
19.46
IV
61.0%
B/E move
9.5%
Puts
Pseudo strike
19.35
IV
75.4%
B/E move
8.2%

50Δ

Calls
Pseudo strike
19.04
IV
62.2%
B/E move
8.5%
Puts
Pseudo strike
20.00
IV
80.4%
B/E move
7.4%

55Δ

Calls
Pseudo strike
18.62
IV
63.5%
B/E move
7.4%
Puts
Pseudo strike
20.66
IV
85.5%
B/E move
6.6%

60Δ

Calls
Pseudo strike
18.19
IV
64.8%
B/E move
6.4%
Puts
Pseudo strike
21.31
IV
90.5%
B/E move
5.9%

65Δ

Calls
Pseudo strike
17.77
IV
66.1%
B/E move
5.3%
Puts
Pseudo strike
21.96
IV
95.6%
B/E move
5.1%

70Δ

Calls
Pseudo strike
17.27
IV
67.8%
B/E move
4.3%
Puts
Pseudo strike
22.32
IV
94.4%
B/E move
4.2%

75Δ

Calls
Pseudo strike
16.63
IV
70.1%
B/E move
3.6%
Puts
Pseudo strike
21.32
IV
63.7%
B/E move
2.5%

80Δ

Calls
Pseudo strike
15.99
IV
72.4%
B/E move
2.8%
Puts
Pseudo strike
20.31
IV
33.1%
B/E move
0.8%

Options history

No recorded observations