Lyell Immunopharma (LYEL) Options Chain
NASDAQ: LYELHealth CareBiotechnology: Pharmaceutical PreparationsUSD
At close: Oct 9, 4:00 PM ET · Delayed 15 min
Expiration date
- Expiration
- Jan 15, 2027
- Days to expiration
- 96
- Share price
- $8.71
- Put/call ratio (OI)
- 0.93
- Put/call ratio (volume)
- 0.94
- ATM implied volatility
- 416.0%
- Expected move
- ±$18.58
- Open interest (C / P)
- 328 / 304
LYEL options summary
The LYEL options chain for the January 15, 2027 expiration lists 17 call and 8 put contracts, with 96 days until expiration. Open interest stands at 328 calls and 304 puts, a put/call ratio of 0.93, which is fairly balanced between calls and puts. At-the-money implied volatility near the $9.00 strike is 416.0%, which implies the market expects a move of about ±$18.58 (213.4%) in Lyell Immunopharma stock by expiration.
The most open interest sits at the $21.00 call (134 contracts) and the $11.00 put (103 contracts).
Summary generated from market data by MetaCap's automated system. Methodology
LYEL options chain · January 15, 2027
| Calls | Puts | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Last | Bid | Ask | Strike | Bid | Ask | Last | |||||
| 9.20 | 7.00 | 11.80 | 5.00 | — | — | — | |||||
| 5.93 | 3.90 | 8.50 | 9.00 | — | — | — | |||||
| 5.18 | 3.20 | 7.80 | 10.00 | 0.00 | 4.90 | 1.84 | |||||
| 3.40 | 0.00 | 4.90 | 11.00 | 0.80 | 4.90 | 2.40 | |||||
| 2.92 | 0.00 | 4.90 | 12.00 | 1.60 | 6.00 | 2.74 | |||||
| — | — | — | 13.00 | 2.40 | 7.00 | 3.36 | |||||
| 4.20 | 0.00 | 0.00 | 14.00 | 3.20 | 8.00 | 3.88 | |||||
| 2.50 | 0.00 | 0.00 | 15.00 | 0.00 | 0.00 | 3.75 | |||||
| — | — | — | 16.00 | 0.00 | 0.00 | 4.50 | |||||
| — | — | — | 17.00 | 0.00 | 0.00 | 4.95 | |||||
| 0.46 | 0.00 | 2.90 | 18.00 | — | — | — | |||||
| 0.73 | 0.00 | 4.90 | 19.00 | — | — | — | |||||
| 0.70 | 0.00 | 1.00 | 20.00 | — | — | — | |||||
| 0.58 | 0.00 | 2.55 | 21.00 | — | — | — | |||||
| 1.50 | 0.00 | 4.90 | 22.00 | — | — | — | |||||
| 1.40 | 0.00 | 4.90 | 23.00 | — | — | — | |||||
| 1.30 | 0.00 | 4.90 | 24.00 | — | — | — | |||||
| 1.65 | 0.00 | 4.90 | 25.00 | — | — | — | |||||
| 1.60 | 0.00 | 4.90 | 26.00 | — | — | — | |||||
| 0.90 | 0.00 | 4.90 | 30.00 | — | — | — | |||||
In-the-money callsIn-the-money puts. IV = implied volatility, OI = open interest (contracts). Each contract covers 100 shares. Quotes delayed at least 15 minutes.
Frequently asked questions
What is the LYEL put/call ratio?
For the January 15, 2027 expiration, the LYEL put/call ratio based on open interest is 0.93 (304 puts vs 328 calls), and 0.94 based on today's volume. A ratio above 1 means more puts than calls.
What is LYEL's implied volatility?
At-the-money implied volatility for LYEL options expiring January 15, 2027 is about 416.0%, an annualized estimate of how much the market expects Lyell Immunopharma stock to move.
How many LYEL option expiration dates are there?
LYEL has 4 listed expiration dates, from Oct 16, 2026 to Apr 16, 2027.
What does "in the money" mean?
A call is in the money when the strike price is below the current share price; a put is in the money when the strike is above it. In-the-money contracts have intrinsic value and are shaded in the table.