Share price$308.17
1D+0.2%
Sold putSold call
Ligand Pharmaceuticals Incorporated Common Stock LGND
i
Market datapartial · fetched 2026-10-23T15:52:14.966Z
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 · 2026-10-23T15:44:58.184639199Z
FundamentalsAlpha Vantage · unavailable
Ligand Pharmaceuticals Incorporated Common Stock options
PutsFair0.96×
CallsFair1.00×
SkewBearish+0.37 pp
Implied moveBearish±$29.25
TiltBearish8.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 344.28 | 42.9% | 13.0% | 280.88 | 44.1% | 10.3% |
| 25Δ | 337.03 | 42.2% | 11.0% | 286.69 | 43.9% | 8.9% |
| 30Δ | 330.15 | 40.9% | 9.2% | 292.15 | 43.6% | 7.7% |
| 35Δ | 325.33 | 41.5% | 8.1% | 297.15 | 43.4% | 6.6% |
| 40Δ | 320.54 | 42.1% | 7.1% | 301.99 | 43.0% | 5.7% |
| 45Δ | 315.91 | 42.5% | 6.3% | 306.62 | 42.7% | 4.8% |
| 50Δ | 311.29 | 42.9% | 5.4% | 311.25 | 42.4% | 4.1% |
| 55Δ | 306.65 | 43.1% | 4.7% | 315.88 | 42.2% | 3.4% |
| 60Δ | 301.99 | 43.2% | 4.0% | 320.57 | 42.1% | 2.8% |
| 65Δ | 297.17 | 43.3% | 3.3% | 325.72 | 42.2% | 2.3% |
| 70Δ | 292.23 | 43.4% | 2.7% | 331.16 | 42.5% | 1.8% |
| 75Δ | 286.78 | 43.6% | 2.2% | 338.03 | 43.7% | 1.4% |
| 80Δ | 280.92 | 44.1% | 1.7% | 346.02 | 44.8% | 1.0% |
20Δ
- Pseudo strike
- 344.28
- IV
- 42.9%
- B/E move
- 13.0%
- Pseudo strike
- 280.88
- IV
- 44.1%
- B/E move
- 10.3%
25Δ
- Pseudo strike
- 337.03
- IV
- 42.2%
- B/E move
- 11.0%
- Pseudo strike
- 286.69
- IV
- 43.9%
- B/E move
- 8.9%
30Δ
- Pseudo strike
- 330.15
- IV
- 40.9%
- B/E move
- 9.2%
- Pseudo strike
- 292.15
- IV
- 43.6%
- B/E move
- 7.7%
35Δ
- Pseudo strike
- 325.33
- IV
- 41.5%
- B/E move
- 8.1%
- Pseudo strike
- 297.15
- IV
- 43.4%
- B/E move
- 6.6%
40Δ
- Pseudo strike
- 320.54
- IV
- 42.1%
- B/E move
- 7.1%
- Pseudo strike
- 301.99
- IV
- 43.0%
- B/E move
- 5.7%
45Δ
- Pseudo strike
- 315.91
- IV
- 42.5%
- B/E move
- 6.3%
- Pseudo strike
- 306.62
- IV
- 42.7%
- B/E move
- 4.8%
50Δ
- Pseudo strike
- 311.29
- IV
- 42.9%
- B/E move
- 5.4%
- Pseudo strike
- 311.25
- IV
- 42.4%
- B/E move
- 4.1%
55Δ
- Pseudo strike
- 306.65
- IV
- 43.1%
- B/E move
- 4.7%
- Pseudo strike
- 315.88
- IV
- 42.2%
- B/E move
- 3.4%
60Δ
- Pseudo strike
- 301.99
- IV
- 43.2%
- B/E move
- 4.0%
- Pseudo strike
- 320.57
- IV
- 42.1%
- B/E move
- 2.8%
65Δ
- Pseudo strike
- 297.17
- IV
- 43.3%
- B/E move
- 3.3%
- Pseudo strike
- 325.72
- IV
- 42.2%
- B/E move
- 2.3%
70Δ
- Pseudo strike
- 292.23
- IV
- 43.4%
- B/E move
- 2.7%
- Pseudo strike
- 331.16
- IV
- 42.5%
- B/E move
- 1.8%
75Δ
- Pseudo strike
- 286.78
- IV
- 43.6%
- B/E move
- 2.2%
- Pseudo strike
- 338.03
- IV
- 43.7%
- B/E move
- 1.4%
80Δ
- Pseudo strike
- 280.92
- IV
- 44.1%
- B/E move
- 1.7%
- Pseudo strike
- 346.02
- IV
- 44.8%
- B/E move
- 1.0%
Options history
No recorded observations