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Legend Biotech Corp LEGN

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-24T04:27:02.716Z

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 · 2026-10-23T20:00:10.1456233Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:27:02.944689+00:00

Share price$19.27
1D+3.0%
AH$18.22$18.51$18.80$19.08$19.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLEGN
Sold putSold callAH

Legend Biotech Corp options

Live interpolated LEGN call and put midpoint premiums by absolute delta.Legend Biotech Corp$0.59$1.87$3.15$4.43$5.71$14.39$17.28$20.18$23.07$25.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LEGN spot · $19.27LEGN PRICE$1.07$1.10$1.18$1.25$1.32$1.40$1.48$1.59$1.70$1.81$1.92$2.02$2.18$1.18$0.85$0.73$0.82$0.90$0.99$1.08$1.17$1.31$2.18$3.04$4.00$5.34
PutsExpensive1.19×
CallsExpensive1.73×
SkewBullish-34.25 pp
Implied moveBullish±$2.56
TiltBearish8.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.02240.2%123.7%14.65162.5%30.1%
25Δ29.96173.6%61.2%16.6998.2%17.8%
30Δ27.84154.3%50.6%17.7367.8%11.8%
35Δ25.72135.1%39.9%18.1163.2%10.2%
40Δ23.60115.8%29.3%18.5058.7%8.7%
45Δ21.4796.5%18.7%18.8854.1%7.2%
50Δ19.8881.4%10.8%19.2649.6%5.6%
55Δ19.4875.8%9.3%19.6545.1%4.1%
60Δ19.0870.1%7.8%20.0741.8%2.7%
65Δ18.6764.4%6.3%20.9453.7%2.6%
70Δ18.2758.7%4.8%21.8165.6%2.6%
75Δ17.8753.0%3.3%22.8076.7%2.5%
80Δ17.4448.2%1.8%24.2484.9%1.9%

20Δ

Calls
Pseudo strike
42.02
IV
240.2%
B/E move
123.7%
Puts
Pseudo strike
14.65
IV
162.5%
B/E move
30.1%

25Δ

Calls
Pseudo strike
29.96
IV
173.6%
B/E move
61.2%
Puts
Pseudo strike
16.69
IV
98.2%
B/E move
17.8%

30Δ

Calls
Pseudo strike
27.84
IV
154.3%
B/E move
50.6%
Puts
Pseudo strike
17.73
IV
67.8%
B/E move
11.8%

35Δ

Calls
Pseudo strike
25.72
IV
135.1%
B/E move
39.9%
Puts
Pseudo strike
18.11
IV
63.2%
B/E move
10.2%

40Δ

Calls
Pseudo strike
23.60
IV
115.8%
B/E move
29.3%
Puts
Pseudo strike
18.50
IV
58.7%
B/E move
8.7%

45Δ

Calls
Pseudo strike
21.47
IV
96.5%
B/E move
18.7%
Puts
Pseudo strike
18.88
IV
54.1%
B/E move
7.2%

50Δ

Calls
Pseudo strike
19.88
IV
81.4%
B/E move
10.8%
Puts
Pseudo strike
19.26
IV
49.6%
B/E move
5.6%

55Δ

Calls
Pseudo strike
19.48
IV
75.8%
B/E move
9.3%
Puts
Pseudo strike
19.65
IV
45.1%
B/E move
4.1%

60Δ

Calls
Pseudo strike
19.08
IV
70.1%
B/E move
7.8%
Puts
Pseudo strike
20.07
IV
41.8%
B/E move
2.7%

65Δ

Calls
Pseudo strike
18.67
IV
64.4%
B/E move
6.3%
Puts
Pseudo strike
20.94
IV
53.7%
B/E move
2.6%

70Δ

Calls
Pseudo strike
18.27
IV
58.7%
B/E move
4.8%
Puts
Pseudo strike
21.81
IV
65.6%
B/E move
2.6%

75Δ

Calls
Pseudo strike
17.87
IV
53.0%
B/E move
3.3%
Puts
Pseudo strike
22.80
IV
76.7%
B/E move
2.5%

80Δ

Calls
Pseudo strike
17.44
IV
48.2%
B/E move
1.8%
Puts
Pseudo strike
24.24
IV
84.9%
B/E move
1.9%

Options history

No recorded observations