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Lyell Immunopharma LYEL 16.75 1.33 8.63%

Previous-day view · Tue Nov 10 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
1.24
Put Call Ratio (OI)
2.14
Put Call Ratio (Vol)
4.08
IV Rank
22.4
IV Percentile
57.3
Max pain
14

Delta exposure (2026-11-10)

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}
10.0
157.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-15.8
15.8
View values by strike
LYEL · Delta exposure · 2026-11-10. Delta-weighted share equivalents.
StrikeCallsPuts
6.00 0 -52
9.00 951 -7.94 K
10.00 0 -1.45 K
11.00 7.64 K -2.33 K
12.00 3.11 K -3.13 K
13.00 0 -1.47 K
14.00 7.19 K -2.14 K
15.00 213 -619
16.00 320 -36.6
17.00 59.7 -38.2
18.00 438 0
19.00 206 -45.3
20.00 207 -50.5
21.00 3.66 K 0
22.00 626 0
23.00 140 0
24.00 148 0
25.00 487 0
26.00 66.3 0
30.00 194 0