LGND Moves

Ligand Pharmaceuticals Inc LGND 299.0 -17.13 -5.42%

Previous-day view · Thu Nov 5 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

November 05, 2026 close · $298.21

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.0% ±$6.08	$292.13 – $304.29	$290.90 – $305.52	$285.18 – $311.24
2 sessions	±2.8% ±$8.44	$289.77 – $306.65	$287.98 – $308.44	$279.99 – $316.43
3 sessions	±3.6% ±$10.65	$287.56 – $308.86	$285.54 – $310.88	$275.58 – $320.84
1 week	±4.5% ±$13.51	$284.70 – $311.72	$281.69 – $314.73	$269.40 – $327.02
2 weeks	±6.4% ±$18.97	$279.24 – $317.18	$274.74 – $321.68	$257.74 – $338.68
3 weeks	±7.6% ±$22.78	$275.43 – $320.99	$269.88 – $326.54	$250.05 – $346.37
1 month	±8.9% ±$26.48	$271.73 – $324.69	$265.17 – $331.25	$242.06 – $354.36

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta

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

Earnings: priced against what happened

Average implied move

±7.27%

Average actual move

9.55%

Beyond the implied move

1 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
May 07, 2026	±7.27%	-9.55%	1.31×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →