LYEL
Lyell Immunopharma, Inc.Healthcare$21.21
▲ Bullish
Mkt Cap: $494.3M|Float: 13.9M|SI: 6.8%|DTC: 9.5
Data as of market close Apr 2, 2026
IV Rank
88
IV Pctl
67%
HV 20d
86.4%
52W Range
$8-$45
ATR(14)
$1.74
Exp. Move
±31.6%
P/C Ratio
0.14
Earnings
May 15
GEX Positive
DEX Long
Net Call Premium
IV High
Max Pain Below
Exp. Move Wide
Low Put/Call
LYEL Key Options Data
- IV Rank
- 87.7%
- Total GEX
- $0.00B
- Total DEX
- $0.1M
- Max Pain
- $19.00
- Expected Move
- ±31.6%
- Put/Call OI
- 0.14
- Net Premium
- $0.1M
- Spot Price
- $21.21
Gamma Exposure (GEX)
Delta Exposure (DEX)
Expected Move by Expiration
| Expiration | DTE | Expected Move | Move % | Lower | Upper |
|---|---|---|---|---|---|
| 2026-04-17 | 15 | ±$6.70 | ±31.6% | $14.51 | $27.91 |
| 2026-07-17 | 106 | ±$8.30 | ±39.1% | $12.91 | $29.51 |
Explore LYEL options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.