Share price$307.77
1D+1.4%
Sold putSold callAH
Ligand Pharmaceuticals Incorporated LGND
HEALTHCARE · BIOTECHNOLOGYi
Market dataready · fetched 2026-10-23T00:21:42.542Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:53:35.64184374Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:21:40.737011+00:00
Ligand Pharmaceuticals Incorporated options
PutsFair0.99×
CallsFair0.99×
SkewBearish+1.42 pp
Implied moveBearish±$29.83
TiltBearish10.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 344.46 | 42.7% | 13.2% | 280.23 | 44.1% | 10.4% |
| 25Δ | 337.11 | 42.2% | 11.2% | 285.95 | 44.0% | 9.1% |
| 30Δ | 330.73 | 41.8% | 9.6% | 291.47 | 44.0% | 7.8% |
| 35Δ | 325.46 | 41.8% | 8.4% | 296.51 | 44.0% | 6.8% |
| 40Δ | 320.34 | 41.9% | 7.2% | 301.47 | 43.9% | 5.9% |
| 45Δ | 315.63 | 42.1% | 6.3% | 306.25 | 43.5% | 5.0% |
| 50Δ | 310.95 | 42.3% | 5.5% | 311.02 | 43.1% | 4.2% |
| 55Δ | 306.32 | 42.2% | 4.7% | 315.77 | 42.8% | 3.5% |
| 60Δ | 301.70 | 42.1% | 4.0% | 320.61 | 42.6% | 2.9% |
| 65Δ | 296.88 | 42.2% | 3.3% | 326.22 | 43.3% | 2.4% |
| 70Δ | 291.94 | 42.4% | 2.7% | 332.17 | 44.0% | 1.9% |
| 75Δ | 286.37 | 43.0% | 2.2% | 338.79 | 44.6% | 1.4% |
| 80Δ | 280.38 | 43.7% | 1.7% | 346.65 | 45.1% | 1.0% |
20Δ
- Pseudo strike
- 344.46
- IV
- 42.7%
- B/E move
- 13.2%
- Pseudo strike
- 280.23
- IV
- 44.1%
- B/E move
- 10.4%
25Δ
- Pseudo strike
- 337.11
- IV
- 42.2%
- B/E move
- 11.2%
- Pseudo strike
- 285.95
- IV
- 44.0%
- B/E move
- 9.1%
30Δ
- Pseudo strike
- 330.73
- IV
- 41.8%
- B/E move
- 9.6%
- Pseudo strike
- 291.47
- IV
- 44.0%
- B/E move
- 7.8%
35Δ
- Pseudo strike
- 325.46
- IV
- 41.8%
- B/E move
- 8.4%
- Pseudo strike
- 296.51
- IV
- 44.0%
- B/E move
- 6.8%
40Δ
- Pseudo strike
- 320.34
- IV
- 41.9%
- B/E move
- 7.2%
- Pseudo strike
- 301.47
- IV
- 43.9%
- B/E move
- 5.9%
45Δ
- Pseudo strike
- 315.63
- IV
- 42.1%
- B/E move
- 6.3%
- Pseudo strike
- 306.25
- IV
- 43.5%
- B/E move
- 5.0%
50Δ
- Pseudo strike
- 310.95
- IV
- 42.3%
- B/E move
- 5.5%
- Pseudo strike
- 311.02
- IV
- 43.1%
- B/E move
- 4.2%
55Δ
- Pseudo strike
- 306.32
- IV
- 42.2%
- B/E move
- 4.7%
- Pseudo strike
- 315.77
- IV
- 42.8%
- B/E move
- 3.5%
60Δ
- Pseudo strike
- 301.70
- IV
- 42.1%
- B/E move
- 4.0%
- Pseudo strike
- 320.61
- IV
- 42.6%
- B/E move
- 2.9%
65Δ
- Pseudo strike
- 296.88
- IV
- 42.2%
- B/E move
- 3.3%
- Pseudo strike
- 326.22
- IV
- 43.3%
- B/E move
- 2.4%
70Δ
- Pseudo strike
- 291.94
- IV
- 42.4%
- B/E move
- 2.7%
- Pseudo strike
- 332.17
- IV
- 44.0%
- B/E move
- 1.9%
75Δ
- Pseudo strike
- 286.37
- IV
- 43.0%
- B/E move
- 2.2%
- Pseudo strike
- 338.79
- IV
- 44.6%
- B/E move
- 1.4%
80Δ
- Pseudo strike
- 280.38
- IV
- 43.7%
- B/E move
- 1.7%
- Pseudo strike
- 346.65
- IV
- 45.1%
- B/E move
- 1.0%
Options history
No recorded observations