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Ligand Pharmaceuticals Incorporated Common Stock LGND

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Market dataready · fetched 2026-11-13T01:54:36.370Z

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 · 2026-11-13T00:57:03.619130188Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T01:54:36.232235+00:00

Share price$317.00
1D+0.1%
AH$311$315$319$323$3275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLGND
Sold putSold callAH

Ligand Pharmaceuticals Incorporated Common Stock options

Live interpolated LGND call and put midpoint premiums by absolute delta.Ligand Pharmaceuticals Incorporated Common Stock$1.77$6.85$11.93$17.01$22.09$286.44$300.88$315.32$329.76$344.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LGND spot · $317.00LGND PRICE$2.32$3.04$3.84$4.79$5.75$6.71$7.97$9.31$10.65$11.99$13.95$15.96$17.98$2.50$3.05$3.59$4.41$5.57$6.73$7.89$9.10$10.93$12.75$14.57$17.02$20.62
PutsCheap0.75×
CallsCheap0.93×
SkewBullish-2.77 pp
Implied moveBalanced±$15.86
TiltBalanced1.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ336.8045.4%7.0%300.1846.2%6.1%
25Δ332.7444.5%5.9%304.0242.8%5.1%
30Δ329.0843.9%5.0%307.8639.4%4.0%
35Δ326.2443.8%4.4%311.0137.7%3.3%
40Δ323.4143.7%3.8%313.3138.3%2.9%
45Δ320.5743.6%3.2%315.6038.9%2.6%
50Δ317.9443.4%2.8%317.9039.4%2.2%
55Δ315.3743.3%2.4%320.2340.0%1.9%
60Δ312.7943.1%2.0%322.9040.2%1.6%
65Δ310.2242.9%1.6%325.5840.5%1.3%
70Δ307.3642.5%1.4%328.2640.7%1.0%
75Δ304.4842.0%1.1%331.4941.3%0.8%
80Δ301.6141.6%0.8%335.7342.5%0.6%

20Δ

Calls
Pseudo strike
336.80
IV
45.4%
B/E move
7.0%
Puts
Pseudo strike
300.18
IV
46.2%
B/E move
6.1%

25Δ

Calls
Pseudo strike
332.74
IV
44.5%
B/E move
5.9%
Puts
Pseudo strike
304.02
IV
42.8%
B/E move
5.1%

30Δ

Calls
Pseudo strike
329.08
IV
43.9%
B/E move
5.0%
Puts
Pseudo strike
307.86
IV
39.4%
B/E move
4.0%

35Δ

Calls
Pseudo strike
326.24
IV
43.8%
B/E move
4.4%
Puts
Pseudo strike
311.01
IV
37.7%
B/E move
3.3%

40Δ

Calls
Pseudo strike
323.41
IV
43.7%
B/E move
3.8%
Puts
Pseudo strike
313.31
IV
38.3%
B/E move
2.9%

45Δ

Calls
Pseudo strike
320.57
IV
43.6%
B/E move
3.2%
Puts
Pseudo strike
315.60
IV
38.9%
B/E move
2.6%

50Δ

Calls
Pseudo strike
317.94
IV
43.4%
B/E move
2.8%
Puts
Pseudo strike
317.90
IV
39.4%
B/E move
2.2%

55Δ

Calls
Pseudo strike
315.37
IV
43.3%
B/E move
2.4%
Puts
Pseudo strike
320.23
IV
40.0%
B/E move
1.9%

60Δ

Calls
Pseudo strike
312.79
IV
43.1%
B/E move
2.0%
Puts
Pseudo strike
322.90
IV
40.2%
B/E move
1.6%

65Δ

Calls
Pseudo strike
310.22
IV
42.9%
B/E move
1.6%
Puts
Pseudo strike
325.58
IV
40.5%
B/E move
1.3%

70Δ

Calls
Pseudo strike
307.36
IV
42.5%
B/E move
1.4%
Puts
Pseudo strike
328.26
IV
40.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
304.48
IV
42.0%
B/E move
1.1%
Puts
Pseudo strike
331.49
IV
41.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
301.61
IV
41.6%
B/E move
0.8%
Puts
Pseudo strike
335.73
IV
42.5%
B/E move
0.6%

Options history

IV · four-Friday blend38.43%
Daily EOD
LGND36.5%38.6%40.7%2026-10-19: 38.80%2026-10-20: 38.63%2026-10-21: 38.63%2026-10-22: 39.62%2026-10-23: 39.81%2026-10-26: 40.45%2026-10-27: 40.39%2026-10-28: 39.93%2026-10-29: 36.77%2026-10-30: 38.43%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.80%
38.63%
38.63%
39.62%
39.81%
40.45%
40.39%
39.93%
36.77%
38.43%