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Legend Biotech Corporation American Depositary LEGN 20.41 -3.88 -15.97%

Previous-day view · Tue Nov 10 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.833
Put Call Ratio (OI)
0.408
Put Call Ratio (Vol)
1.17
IV Rank
55.5
IV Percentile
88.6
Max pain
20

Gamma exposure (2026-11-10)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
10.0
801.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-34.6
34.6
View values by strike
LEGN · Gamma exposure · 2026-11-10. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 0.448 0
5.00 157 0
7.50 16.7 -12.7
10.00 82.5 -35.5
12.50 531 -267
15.00 7.61 K -4.12 K
17.50 11.6 K -39.5 K
20.00 120 K -61.3 K
22.50 154 K -46.2 K
25.00 79.7 K -8.26 K
27.50 12.3 K -23.8 K
30.00 18 K -374
32.50 3.9 K 0
35.00 11.1 K -27.1
37.50 9.89 K 0
40.00 3.08 K -99.2
42.50 919 -116
45.00 998 0
47.50 292 0
50.00 2.77 K 0
55.00 554 0