Lyell Immunopharma (LYEL) Options Chain
NASDAQ: LYELHealth CareBiotechnology: Pharmaceutical PreparationsUSD
At close: Oct 9, 4:00 PM ET · Delayed 15 min
Expiration date
- Expiration
- Apr 16, 2027
- Days to expiration
- 187
- Share price
- $8.71
- Put/call ratio (OI)
- 3.57
- Put/call ratio (volume)
- 9.50
- ATM implied volatility
- 104.7%
- Expected move
- ±$6.53
- Open interest (C / P)
- 51 / 182
LYEL options summary
The LYEL options chain for the April 16, 2027 expiration lists 14 call and 8 put contracts, with 187 days until expiration. Open interest stands at 51 calls and 182 puts, a put/call ratio of 3.57, which is more bearish, with puts outnumbering calls. At-the-money implied volatility near the $9.00 strike is 104.7%, which implies the market expects a move of about ±$6.53 (74.9%) in Lyell Immunopharma stock by expiration.
The most open interest sits at the $11.00 call (17 contracts) and the $12.00 put (96 contracts).
Summary generated from market data by MetaCap's automated system. Methodology
LYEL options chain · April 16, 2027
| Calls | Puts | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Last | Bid | Ask | Strike | Bid | Ask | Last | |||||
| 3.40 | 0.00 | 4.90 | 9.00 | — | — | — | |||||
| — | — | — | 10.00 | 0.60 | 4.90 | 2.50 | |||||
| 2.20 | 0.00 | 4.90 | 11.00 | 1.30 | 5.80 | 3.00 | |||||
| — | — | — | 12.00 | 2.10 | 5.20 | 4.44 | |||||
| — | — | — | 13.00 | 2.90 | 7.20 | 4.54 | |||||
| 1.30 | — | — | 14.00 | 5.70 | 6.50 | 6.06 | |||||
| 1.80 | 0.00 | 4.90 | 15.00 | — | — | — | |||||
| 1.65 | 0.00 | 4.90 | 16.00 | — | — | — | |||||
| 1.40 | 0.00 | 4.90 | 17.00 | 6.20 | 11.00 | 6.90 | |||||
| 1.30 | 0.00 | 4.90 | 18.00 | — | — | — | |||||
| 1.35 | 0.00 | 4.90 | 19.00 | 8.10 | 12.80 | 8.60 | |||||
| 1.25 | 0.00 | 4.90 | 20.00 | 9.10 | 13.80 | 9.50 | |||||
| 1.15 | 0.00 | 4.90 | 21.00 | — | — | — | |||||
| 1.00 | 0.00 | 4.90 | 22.00 | — | — | — | |||||
| 0.95 | 0.00 | 4.90 | 23.00 | — | — | — | |||||
| 0.85 | 0.00 | 4.90 | 25.00 | — | — | — | |||||
| 0.50 | 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 April 16, 2027 expiration, the LYEL put/call ratio based on open interest is 3.57 (182 puts vs 51 calls), and 9.50 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 April 16, 2027 is about 104.7%, 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.