Legend Biotech Corporation (LEGN) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

Legend Biotech Corporatio...

NASDAQ: LEGN · Real-Time Price · USD
32.06
-0.23 (-0.71%)
At close: Oct 03, 2025, 3:59 PM
32.30
0.75%
After-hours: Oct 03, 2025, 06:39 PM EDT

LEGN Delta Exposure By Expiry

The total Delta Exposure (DEX) for LEGN across all expirations shows -41,911.55 net shares that market makers must hedge, with 63,411.21 from calls and 105,322.76 from puts. The put-call delta ratio of 1.66 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.

LEGN DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 5,078.8 -7,069.84 -1,991.04 1.39
Nov 21, 25 15,177.05 -22,093.64 -6,916.59 1.46
Dec 19, 25 28,644.68 -64,485.48 -35,840.8 2.25
Jan 16, 26 1,107.6 0 1,107.6 0.00
Feb 20, 26 11,307.66 -10,919.89 387.77 0.97
May 15, 26 2,095.42 -753.91 1,341.51 0.36