LEGN · Expected Move
Legend Biotech Corporation American Depositary Shares
The expected move for LEGN is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
LEGN straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current LEGN Expected Move
30-Day Straddle
$3.03
7-Day Straddle
$3.03
30-Day ATM IV
54.2%
IV Rank
23%
Implied one-standard-deviation move through the next 30 days. Compare to LEGN's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
LEGN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $3.03 | $3.03 | 54.2% | 23% |
| 20261020 | $2.10 | $2.10 | 45.9% | 1% |
| 20261019 | $2.85 | $2.85 | 59.0% | 36% |
| 20261016 | $2.60 | $1.25 | 47.2% | 5% |
| 20261015 | $2.80 | $1.58 | 62.4% | 45% |
| 20261014 | $3.23 | $1.90 | 66.8% | 57% |
| 20261013 | $3.35 | $1.78 | — | — |
| 20261012 | $3.42 | $1.62 | 71.2% | 68% |
| 20261009 | $3.65 | $1.33 | 63.2% | 43% |
| 20261008 | $3.65 | $1.45 | 73.7% | 69% |
| 20261007 | $3.78 | $2.15 | 72.5% | 66% |
| 20261006 | $4.17 | $1.55 | 74.3% | 71% |
| 20261005 | $3.92 | $2.45 | 71.6% | 64% |
| 20261002 | $1.88 | $1.88 | 54.3% | 22% |
| 20261001 | $1.75 | $1.75 | 51.4% | 15% |
| 20260930 | $2.02 | $2.02 | 59.6% | 35% |
| 20260929 | $3.50 | $3.50 | 71.1% | 63% |
| 20260928 | $2.58 | $2.58 | 70.7% | 62% |
| 20260925 | $2.40 | $2.40 | 65.6% | 49% |
| 20260924 | $3.23 | $3.23 | 73.1% | 63% |
| 20260923 | $2.88 | $2.88 | 68.6% | 52% |
| 20260922 | $2.05 | $2.05 | 60.0% | 33% |
| 20260921 | $3.15 | $3.15 | 77.0% | 65% |
| 20260918 | $3.12 | $1.65 | 78.3% | 68% |
| 20260917 | $2.58 | $0.75 | 65.6% | 42% |
| 20260916 | $2.20 | $1.75 | 55.1% | 15% |
| 20260915 | $2.95 | $0.97 | 72.0% | 40% |
| 20260914 | $3.42 | $1.58 | 61.2% | 24% |
| 20260911 | $3.02 | $1.93 | 63.6% | 27% |
| 20260910 | $2.85 | $1.40 | 60.0% | 22% |
| 20260909 | $3.12 | $1.07 | 64.9% | 29% |
| 20260908 | $3.73 | $1.90 | 73.7% | 42% |
| 20260904 | $3.27 | $2.42 | 58.0% | 19% |
| 20260903 | $3.92 | $2.88 | 68.5% | 35% |
| 20260902 | $2.35 | $2.35 | 63.7% | 27% |
| 20260901 | $2.95 | $2.95 | 62.5% | 26% |
| 20260831 | $2.02 | $2.02 | 50.9% | 8% |
| 20260828 | $2.17 | $2.17 | 61.5% | 24% |
| 20260827 | $2.38 | $2.38 | 58.5% | 20% |
| 20260826 | $2.72 | $2.72 | 68.1% | 34% |
| 20260825 | $2.88 | $2.88 | 58.8% | 20% |
| 20260824 | $2.90 | $2.90 | 56.8% | 17% |
| 20260821 | $2.67 | $1.15 | 55.4% | 15% |
| 20260820 | $3.27 | $1.45 | 62.9% | 26% |
| 20260819 | $2.67 | $0.70 | 52.2% | 10% |
| 20260818 | $3.35 | $1.80 | 63.0% | 26% |
| 20260817 | $2.20 | $1.30 | 48.6% | 5% |
| 20260814 | $3.33 | $1.32 | 58.9% | 20% |
| 20260813 | $2.10 | $1.73 | 45.4% | 0% |
| 20260812 | $2.00 | $2.48 | 46.1% | 0% |
| 20260811 | $2.75 | $1.65 | 48.4% | 0% |
| 20260810 | $3.08 | $1.98 | 58.4% | 12% |
| 20260807 | — | — | 62.7% | 19% |
| 20260806 | $3.75 | $1.77 | 63.3% | 20% |
| 20260805 | $2.03 | $2.03 | 70.8% | 32% |
| 20260804 | $2.45 | $2.45 | 54.8% | 6% |
| 20260803 | $3.33 | $3.33 | 73.0% | 36% |
| 20260731 | $2.77 | $2.77 | 64.8% | 22% |
| 20260730 | $2.70 | $2.70 | 65.9% | 24% |
| 20260729 | $2.48 | $2.48 | 57.0% | 9% |
More on LEGN
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.