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Lyell Immunopharma LYEL 16.75 1.33 8.63%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
LYEL / Comparative study
3 signals / 495 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 0.13
22.36
Mean
20.1
Window
-61.0%
ATM IV
z -0.49
1.24
Mean
1.96
Window
-77.7%
IV Percentile
z 0.50
57.32
Mean
43.21
Window
-38.9%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.91 | 0.84 |
| ATM IV | 0.91 | 1.00 | 0.72 |
| IV Percent... | 0.84 | 0.72 | 1.00 |
Source observations
Data inspector
1-50 of 495
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-10 | 16.75 | 22.36 | 1.24 | 57.32 |
| 2026-11-09 | 15.42 | 20.01 | 1.13 | 44.49 |
| 2026-11-06 | 14.86 | 42.32 | 2.13 | 93.5 |
| 2026-11-05 | 15 | 36.57 | 1.87 | 87.4 |
| 2026-11-04 | 15.43 | 36.85 | 1.89 | 88.24 |
| 2026-11-03 | 10.77 | 23.01 | 1.27 | 60 |
| 2026-11-02 | 10.88 | 25.15 | 1.36 | 70.47 |
| 2026-10-30 | 11.04 | 21.49 | 1.2 | 53.52 |
| 2026-10-29 | 11.3 | 20.1 | 1.14 | 46.09 |
| 2026-10-28 | 10.93 | 21.4 | 1.19 | 51.95 |
| 2026-10-27 | 10.12 | 28.76 | 1.52 | 78.13 |
| 2026-10-26 | 9.31 | 14.98 | 0.91 | 21.96 |
| 2026-10-23 | 9.39 | 20.09 | 1.14 | 46.09 |
| 2026-10-22 | 9.38 | 14.83 | 0.9 | 21.09 |
| 2026-10-21 | 9.41 | 27.21 | 1.46 | 75 |
| 2026-10-20 | 9.7 | 23.55 | 1.29 | 64.45 |
| 2026-10-19 | 8.8 | 22.49 | 1.24 | 59.38 |
| 2026-10-15 | 8.19 | 12.67 | 0.8 | 10.42 |
| 2026-10-14 | 7.99 | 48.68 | 2.42 | 94.98 |
| 2026-10-13 | 7.51 | 57.12 | 2.8 | 96.14 |
| 2026-10-12 | 8.27 | 19.11 | 1.09 | 40.7 |
| 2026-10-09 | 8.71 | 37.04 | 1.9 | 88.42 |
| 2026-10-08 | 8.79 | 35.98 | 1.85 | 87.26 |
| 2026-10-07 | 8.56 | 25.99 | 1.4 | 71.43 |
| 2026-10-06 | 8.61 | 25.14 | 1.36 | 70.27 |
| 2026-10-05 | 9.07 | 23.53 | 1.29 | 63.18 |
| 2026-10-02 | 9.26 | 22.31 | 1.24 | 57.14 |
| 2026-10-01 | 9.41 | 14.44 | 0.88 | 17.76 |
| 2026-09-30 | 9.79 | 16.52 | 0.98 | 28.19 |
| 2026-09-29 | 9.63 | 15.01 | 0.91 | 20.46 |
| 2026-09-28 | 9.74 | 15.1 | 0.91 | 20.54 |
| 2026-09-25 | 9.85 | 14.54 | 0.89 | 18.53 |
| 2026-09-24 | 10.12 | 15.94 | 0.95 | 25.19 |
| 2026-09-23 | 10.53 | 32.73 | 1.7 | 82.56 |
| 2026-09-22 | 11.15 | 24.79 | 1.35 | 67.05 |
| 2026-09-21 | 10.93 | 20.79 | 1.17 | 49.81 |
| 2026-09-18 | 11.01 | 19.89 | 1.13 | 44.57 |
| 2026-09-17 | 10.8 | 15.78 | 0.94 | 25.97 |
| 2026-09-16 | 10.78 | 16.71 | 0.98 | 30.23 |
| 2026-09-15 | 10.91 | 18.88 | 1.08 | 39.53 |
| 2026-09-14 | 11.33 | 20.24 | 1.14 | 45.91 |
| 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 |
| 2026-09-04 | 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 |