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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

Gamma exposure (2026-11-12)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
8.0
155.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-14.7
14.7
View values by strike
LYEL · Gamma exposure · 2026-11-12. USD of exposure per 1% underlying move.
StrikeCallsPuts
5.00 8.83 0
6.00 2.11 -21.7
7.00 494 0
8.00 278 0
9.00 75.1 -5.02 K
10.00 83.5 -591
11.00 653 -1.17 K
12.00 321 -1.32 K
13.00 0 -963
14.00 1.15 K -795
15.00 36 -592
16.00 69.7 -16.8
17.00 10.3 -35.3
18.00 192 0
19.00 77 -12.6
20.00 79.8 -13.2
21.00 1.83 K 0
22.00 127 0
23.00 79.9 0
24.00 75.8 0
25.00 223 0
26.00 36.7 0
30.00 97.5 0