Lyell Immunopharma, Inc. (LYEL) Options Statistics & Positioning

Lyell Immunopharma, Inc. (LYEL) options trade at a 30-day at-the-money implied volatility of 496.2%, an IV rank of 100 out of 100 over the past year. The options market prices a ±$12.80 (±68.7%) move in LYEL for the front expiration. Max pain sits at $15 and the put/call open interest ratio is 2.05. Statistics are computed by OptiView from delayed OPRA options data and refresh every trading day.

Data as of Jul 10, 2026, 8:00 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.

Last close

$18.63

52-week range

$9.10 – $40.00

ATM IV (30d)

496.2%

IV rank

100 / 100

High

Expected move

±$12.80 (±68.7%)

Put/call OI

2.05

Put-heavy

Max pain

$15

↓ 19.5% below close

Next earnings

Aug 9, 2026

Explore LYEL Options Statistics

LYEL Implied Volatility

496.2% ATM IV (30d)

An IV rank of 100 places implied volatility near the top of its 52-week range.

Full implied volatility analysis →

LYEL Open Interest

2.05 put/call OI ratio

532 calls and 1,090 puts outstanding across all expirations.

Full open interest analysis →

LYEL Max Pain

$15 max pain

19.5% below the last close — see how max pain has moved over the past year.

Full max pain analysis →

LYEL Gamma Exposure

-$4.74M net GEX

Negative dealer gamma — hedging can currently amplify price swings.

Full gamma exposure analysis →

Upcoming Earnings

LYEL's next expected earnings date is Aug 9, 2026. Options currently price a ±$12.80 (±68.7%) move for the front expiration.

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LYEL Options FAQ

When is LYEL's next earnings date?

LYEL's next expected earnings date is Aug 9, 2026. Options currently price a ±$12.80 (±68.7%) move for the front expiration.

How often is LYEL options data on this page updated?

All LYEL statistics on this page are computed by OptiView from delayed OPRA options data and refresh every trading day after the session close.

Where can I see LYEL max pain, open interest, and implied volatility in detail?

OptiView publishes dedicated LYEL pages for implied volatility, max pain, open interest, gamma exposure, options volume, and the most active contracts — each with charts, history, and a plain-English explanation of what the numbers mean.

Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.

Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.