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Lyell Immunopharma LYEL 11.96 -0.24 -1.97%

Previous-day view · Fri Sep 11 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

LYEL / Comparative study

3 signals / 510 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 0.10
23.21
Mean
21.32
Window
-39.4%
ATM IV z -0.54
1.28
Mean
2.12
Window
-67.4%
IV Percentile z 0.54
60.47
Mean
44.84
Window
-22.9%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.90 0.83
ATM IV 0.90 1.00 0.77
IV Percent... 0.83 0.77 1.00
Source observations

Data inspector

1-50 of 510
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-11 11.96 23.21 1.28 60.47
2026-09-10 12.2 9.71 0.67 4.26
2026-09-09 12.88 10.47 0.7 5.81
2026-09-08 13.53 10.07 0.69 4.65
2026-09-07 14.37 13.38 0.83 14.4
2026-09-04 14.37 12.79 0.81 12.79
2026-09-03 14.32 11.96 0.77 10.08
2026-09-02 14.96 13.97 0.86 17.44
2026-09-01 14.53 13.24 0.83 14.4
2026-08-31 14.32 13.17 0.83 14.06
2026-08-28 14.53 7.97 0.59 2.33
2026-08-27 14.61 7.95 0.59 1.95
2026-08-26 14.8 14.62 0.89 19.07
2026-08-25 15.49 14.22 0.87 17.51
2026-08-24 14.74 9.46 0.66 3.13
2026-08-21 15.53 11.2 0.74 5.84
2026-08-20 15.35 11.56 0.75 7
2026-08-19 15.76 11.92 0.77 8.17
2026-08-18 15.79 24.09 1.31 63.42
2026-08-17 13.55 11.83 0.77 8.2
2026-08-14 13.95 25.29 1.37 66.93
2026-08-13 13.74 24.21 1.32 63.42
2026-08-12 14.17 10 0.68 3.5
2026-08-11 14.88 29.31 1.55 74.32
2026-08-10 14.33 13.51 0.84 12.89
2026-08-07 14.71 25.7 1.39 66.15
2026-08-06 14.21 27.18 1.45 68.48
2026-08-05 13.45 17.63 1.03 32.3
2026-08-04 13.6 21.96 1.22 51.36
2026-08-03 12.87 28.15 1.5 69.92
2026-07-31 12.94 27.27 1.46 68.09
2026-07-30 13.72 33.13 1.72 78.21
2026-07-29 12.97 25.01 1.36 65.37
2026-07-28 12.99 23.95 1.31 61.87
2026-07-27 12.96 27.92 1.49 69.53
2026-07-24 12.63 21.07 1.18 48.64
2026-07-23 12.78 21.71 1.21 50.97
2026-07-22 12.84 22.47 1.24 55.25
2026-07-21 13.11 32.03 1.67 74.32
2026-07-20 12.92 23.78 1.3 60.94
2026-07-17 13.32 22.96 1.26 55.64
2026-07-16 13.89 14.41 0.88 16.73
2026-07-15 14.26 20.94 1.22 52.14
2026-07-14 13.4 14.47 0.92 21.4
2026-07-13 14.33 16.98 1.03 33.98
2026-07-10 15.01 16.08 0.99 31.52
2026-07-09 15.21 15.22 0.95 24.51
2026-07-08 15.4 17.14 1.04 33.07
2026-07-07 15.91 24.96 1.41 61.87
2026-07-02 14.05 27.42 1.53 66.28