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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

Gamma exposure (2026-11-10)

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}
10.0
157.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-15.8
15.8
View values by strike
LYEL · Gamma exposure · 2026-11-10. USD of exposure per 1% underlying move.
StrikeCallsPuts
6.00 0 -20.5
9.00 38 -4.54 K
10.00 0 -534
11.00 549 -718
12.00 268 -1.14 K
13.00 0 -721
14.00 1.16 K -823
15.00 54.8 -362
16.00 81.6 -14.3
17.00 14.1 -10.9
18.00 294 0
19.00 106 -11.2
20.00 124 -12.3
21.00 2.67 K 0
22.00 156 0
23.00 106 0
24.00 95.7 0
25.00 298 0
26.00 45.2 0
30.00 113 0