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Lyell Immunopharma LYEL 15.64 -1.22 -7.24%

Previous-day view · Thu Nov 12 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
ATM IV
1.37
Put Call Ratio (OI)
2.15
Put Call Ratio (Vol)
4.08
IV Rank
25.3
IV Percentile
70.8
Max pain
9

Delta exposure (2026-11-12)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
8.0
155.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-14.7
14.7
View values by strike
LYEL · Delta exposure · 2026-11-12. Delta-weighted share equivalents.
StrikeCallsPuts
5.00 579 0
6.00 93.5 -57.9
7.00 16.4 K 0
8.00 7.89 K 0
9.00 1.49 K -9.06 K
10.00 1.14 K -1.6 K
11.00 6.91 K -1.83 K
12.00 2.62 K -3.46 K
13.00 0 -1.61 K
14.00 7.37 K -2.5 K
15.00 192 -1.15 K
16.00 294 -44.6
17.00 57.6 -102
18.00 393 0
19.00 189 -54.5
20.00 229 -60.3
21.00 4.28 K 0
22.00 618 0
23.00 178 0
24.00 130 0
25.00 535 0
26.00 64.6 0
30.00 225 0