LYEL · Expected Move
Lyell Immunopharma, Inc. Common Stock
The expected move for LYEL is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
LYEL straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current LYEL Expected Move
30-Day Straddle
$2.75
7-Day Straddle
$2.75
30-Day ATM IV
115.1%
IV Rank
32%
Implied one-standard-deviation move through the next 30 days. Compare to LYEL's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
LYEL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $2.75 | $2.75 | 115.1% | 32% |
| 20261001 | $2.75 | $2.75 | 85.6% | 1% |
| 20260930 | $4.90 | $4.90 | 94.1% | 10% |
| 20260929 | $4.95 | $4.95 | 86.7% | 2% |
| 20260928 | $4.90 | $4.90 | 84.7% | 0% |
| 20260925 | $4.90 | $4.90 | 152.3% | 70% |
| 20260924 | $3.45 | $3.45 | 91.9% | 7% |
| 20260923 | $4.90 | $4.90 | 140.5% | 58% |
| 20260922 | $4.25 | $4.25 | 107.9% | 23% |
| 20260921 | $4.05 | $4.05 | 134.0% | 51% |
| 20260918 | $3.85 | $4.95 | 180.5% | 100% |
| 20260917 | $4.90 | $2.85 | 89.6% | 5% |
| 20260916 | $4.90 | $2.83 | 86.5% | 1% |
| 20260915 | $4.95 | $2.88 | 121.3% | 41% |
| 20260914 | $5.40 | $2.92 | 169.0% | 96% |
| 20260911 | $3.95 | $4.90 | 103.6% | 21% |
| 20260910 | $4.00 | $2.95 | 123.4% | 44% |
| 20260909 | $4.90 | $3.28 | 108.9% | 27% |
| 20260908 | $4.95 | $4.90 | 107.2% | 25% |
| 20260904 | $4.95 | $4.90 | 96.2% | 12% |
| 20260903 | $5.00 | $3.00 | 97.6% | 14% |
| 20260902 | $4.90 | $4.90 | 88.2% | 3% |
| 20260901 | $4.90 | $4.90 | 90.9% | 6% |
| 20260831 | $4.95 | $4.95 | 124.2% | 45% |
| 20260828 | $4.90 | $4.90 | 98.6% | 15% |
| 20260827 | $5.00 | $5.00 | 99.4% | 16% |
| 20260826 | $3.68 | $3.68 | 131.5% | 53% |
| 20260825 | $4.90 | $4.90 | 116.0% | 35% |
| 20260824 | $4.90 | $4.90 | 109.9% | 28% |
| 20260821 | $4.90 | $4.90 | 122.6% | 43% |
| 20260820 | $5.00 | $4.90 | 139.0% | 62% |
| 20260819 | $5.15 | $4.90 | 85.7% | 0% |
| 20260818 | $5.20 | $5.15 | 109.5% | 19% |
| 20260817 | $5.00 | $2.95 | 143.6% | 63% |
| 20260814 | $4.95 | $4.90 | 143.8% | 63% |
| 20260813 | $5.05 | $4.90 | 139.1% | 57% |
| 20260812 | $4.95 | $3.00 | 106.8% | 16% |
| 20260811 | $4.95 | $4.90 | 132.3% | 48% |
| 20260810 | $4.95 | $4.10 | 121.9% | 35% |
| 20260807 | — | — | 152.1% | 74% |
| 20260806 | $5.15 | $4.90 | 131.8% | 48% |
| 20260805 | $5.00 | $5.00 | 131.0% | 47% |
| 20260804 | $4.90 | $4.90 | 116.3% | 28% |
| 20260803 | $4.90 | $4.90 | 126.1% | 40% |
| 20260731 | $4.90 | $4.90 | 118.5% | 31% |
| 20260730 | $4.95 | $4.95 | 110.6% | 20% |
| 20260729 | $4.90 | $4.90 | 115.2% | 26% |
| 20260728 | $4.90 | $4.90 | 112.4% | 23% |
| 20260727 | $4.90 | $4.90 | 128.4% | 43% |
| 20260724 | $4.95 | $4.95 | 113.9% | 25% |
| 20260723 | $5.15 | $5.15 | 125.7% | 40% |
| 20260722 | $5.00 | $5.00 | 162.1% | 87% |
| 20260721 | $4.90 | $4.90 | 102.9% | 10% |
| 20260720 | $4.95 | $4.95 | 111.3% | 21% |
| 20260716 | $5.05 | $4.90 | 135.9% | 53% |
| 20260715 | $4.90 | $4.90 | 105.9% | 14% |
| 20260714 | $5.15 | $4.90 | 134.0% | 51% |
| 20260713 | $4.90 | $5.00 | 135.2% | 52% |
| 20260710 | $4.95 | $3.10 | 118.4% | 30% |
| 20260709 | $5.15 | $3.00 | 140.2% | 59% |
More on LYEL
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.