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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

Expected move

No chain in the last ten days can size a move for LEGN.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±9.63%
Average actual move
3.86%
Beyond the implied move
0 / 2
Reaction session Implied Actual Used ATM IV before → after
August 11, 2026 ±11.50% +5.66% 0.49× —
August 11, 2025 ±7.77% -2.05% 0.26× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →