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Legend Biotech Corporation American Depositary Shares LEGN

i

Market datapartial · fetched 2026-11-13T18:09:58.122Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T18:09:34.027526692Z

FundamentalsAlpha Vantage · unavailable

Share price$17.78
1D-4.2%
$17.65$17.95$18.25$18.55$18.855:30 AM6:30 AM9:00 AM1:00 PMLEGN
Sold putSold call

Legend Biotech Corporation American Depositary Shares options

Live interpolated LEGN call and put midpoint premiums by absolute delta.Legend Biotech Corporation American Depositary Shares$0.37$1.07$1.76$2.46$3.16$12.13$15.52$18.92$22.31$25.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive LEGN spot · $17.78LEGN PRICE$0.45$0.53$0.61$0.69$0.77$0.85$1.01$1.33$1.65$1.98$2.30$1.07$1.07$0.72$0.98$1.24$1.50$1.76$2.02$2.28$2.96
Puts——
Calls——
Skew——
Implied moveBearish±$1.75
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.05346.1%32.7%
25Δ15.00242.2%21.7%
30Δ19.56101.6%12.5%
35Δ19.2097.1%10.9%
40Δ18.8492.5%9.4%
45Δ18.4787.9%7.8%17.7670.9%4.2%
50Δ18.1183.3%6.2%18.0974.8%3.8%
55Δ17.7578.8%4.6%18.4278.7%3.4%
60Δ17.3777.1%3.3%18.7582.6%3.0%
65Δ16.9781.6%2.9%19.0886.5%2.6%
70Δ16.5786.1%2.5%19.4190.4%2.2%
75Δ16.1790.5%2.1%19.7594.3%1.7%
80Δ15.7795.0%1.6%20.50101.6%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.05
IV
346.1%
B/E move
32.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.00
IV
242.2%
B/E move
21.7%

30Δ

Calls
Pseudo strike
19.56
IV
101.6%
B/E move
12.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
19.20
IV
97.1%
B/E move
10.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
18.84
IV
92.5%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
18.47
IV
87.9%
B/E move
7.8%
Puts
Pseudo strike
17.76
IV
70.9%
B/E move
4.2%

50Δ

Calls
Pseudo strike
18.11
IV
83.3%
B/E move
6.2%
Puts
Pseudo strike
18.09
IV
74.8%
B/E move
3.8%

55Δ

Calls
Pseudo strike
17.75
IV
78.8%
B/E move
4.6%
Puts
Pseudo strike
18.42
IV
78.7%
B/E move
3.4%

60Δ

Calls
Pseudo strike
17.37
IV
77.1%
B/E move
3.3%
Puts
Pseudo strike
18.75
IV
82.6%
B/E move
3.0%

65Δ

Calls
Pseudo strike
16.97
IV
81.6%
B/E move
2.9%
Puts
Pseudo strike
19.08
IV
86.5%
B/E move
2.6%

70Δ

Calls
Pseudo strike
16.57
IV
86.1%
B/E move
2.5%
Puts
Pseudo strike
19.41
IV
90.4%
B/E move
2.2%

75Δ

Calls
Pseudo strike
16.17
IV
90.5%
B/E move
2.1%
Puts
Pseudo strike
19.75
IV
94.3%
B/E move
1.7%

80Δ

Calls
Pseudo strike
15.77
IV
95.0%
B/E move
1.6%
Puts
Pseudo strike
20.50
IV
101.6%
B/E move
1.4%

Options history

IV · four-Friday blend83.01%
Daily EOD
LEGN60.5%73.8%87.1%2026-10-19: 63.49%2026-10-20: 63.22%2026-10-21: 62.36%2026-10-23: 71.75%2026-10-26: 68.62%2026-10-27: 73.90%2026-10-28: 74.14%2026-10-29: 85.24%2026-10-30: 83.01%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
63.49%
63.22%
62.36%
71.75%
68.62%
73.90%
74.14%
85.24%
83.01%