LGND Moves

Ligand Pharmaceuticals Inc LGND 306.2 7.2 2.41%

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Expected move

November 06, 2026 close · $306.43

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.0% ±$6.09	$300.33 – $312.52	$299.10 – $313.75	$293.34 – $319.51
2 sessions	±2.8% ±$8.49	$297.94 – $314.91	$296.16 – $316.69	$288.13 – $324.72
3 sessions	±3.5% ±$10.66	$295.76 – $317.09	$293.68 – $319.17	$283.69 – $329.16
1 week	±4.4% ±$13.57	$292.85 – $320.00	$289.82 – $323.03	$277.50 – $335.35
2 weeks	±6.2% ±$19.06	$287.37 – $325.48	$282.86 – $329.99	$265.79 – $347.06
3 weeks	±7.5% ±$22.99	$283.44 – $329.41	$277.87 – $334.98	$257.89 – $354.96
1 month	±8.8% ±$26.94	$279.49 – $333.36	$272.81 – $340.04	$249.31 – $363.54

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 →