LYEL (Lyell Immunopharma, Inc. Common Stock)
Expected Move & Straddle Price History
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).
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.
Current LYEL Expected Move
30-Day Straddle
$5.00
7-Day Straddle
$2.95
Avg IV
1.3%
IV Rank
17%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260817 | $5.00 | $2.95 | 1.3% | 17% |
| 20260814 | $4.95 | $4.90 | 1.1% | 4% |
| 20260813 | $5.05 | $4.90 | 1.3% | 15% |
| 20260812 | $4.95 | $3.00 | 1.1% | 7% |
| 20260811 | $4.95 | $4.90 | 1.0% | 0% |
| 20260810 | $4.95 | $4.10 | 1.1% | 6% |
| 20260806 | $5.15 | $4.90 | 1.1% | 3% |
| 20260805 | $5.00 | $5.00 | 1.9% | 46% |
| 20260804 | $4.90 | $4.90 | 1.7% | 35% |
| 20260803 | $4.90 | $4.90 | 1.9% | 48% |
| 20260731 | $4.90 | $4.90 | 1.9% | 49% |
| 20260730 | $4.95 | $4.95 | 1.6% | 30% |
| 20260729 | $4.90 | $4.90 | 1.5% | 29% |
| 20260728 | $4.90 | $4.90 | 1.6% | 30% |
| 20260727 | $4.90 | $4.90 | 1.5% | 25% |
| 20260724 | $4.95 | $4.95 | 1.6% | 31% |
| 20260723 | $5.15 | $5.15 | 1.4% | 22% |
| 20260722 | $5.00 | $5.00 | 1.6% | 32% |
| 20260721 | $4.90 | $4.90 | 1.4% | 23% |
| 20260720 | $4.95 | $4.95 | 1.5% | 27% |
| 20260716 | $5.05 | $4.90 | 1.4% | 23% |
| 20260715 | $4.90 | $4.90 | 1.3% | 13% |
| 20260714 | $5.15 | $4.90 | 1.5% | 25% |
| 20260713 | $4.90 | $5.00 | 1.4% | 21% |
| 20260710 | $4.95 | $3.10 | 1.2% | 9% |
| 20260709 | $5.15 | $3.00 | 1.3% | 16% |
| 20260708 | $5.15 | $3.05 | 1.4% | 22% |
| 20260707 | $5.15 | $4.90 | 1.1% | 5% |
| 20260706 | $5.00 | $3.33 | 1.1% | 4% |
| 20260702 | $3.45 | $3.45 | 2.9% | 100% |
| 20260701 | $3.58 | $3.58 | 2.9% | 100% |
| 20260630 | $4.95 | $4.95 | 2.7% | 100% |
| 20260629 | $5.10 | $5.10 | 2.5% | 90% |
| 20260626 | $4.90 | $4.90 | 2.6% | 100% |
| 20260625 | $4.55 | $4.55 | 2.5% | 100% |
| 20260624 | $4.90 | $4.90 | 2.4% | 100% |
| 20260623 | $4.95 | $4.95 | 2.4% | 96% |
| 20260622 | $5.28 | $5.28 | 2.4% | 100% |
| 20260618 | $4.90 | $4.90 | 2.0% | 86% |
| 20260617 | $4.90 | $4.90 | 2.0% | 86% |
| 20260616 | $4.95 | $4.90 | 2.1% | 93% |
| 20260615 | $4.85 | $4.90 | 1.9% | 76% |
| 20260613 | $4.95 | $4.90 | 1.7% | 61% |
| 20260612 | $4.95 | $4.90 | 1.8% | 66% |
| 20260611 | $4.95 | $4.90 | 1.9% | 73% |
| 20260610 | $4.90 | $4.90 | 1.9% | 75% |
| 20260609 | $4.95 | $4.95 | 1.7% | 58% |
| 20260608 | $4.90 | $4.90 | 1.8% | 70% |
| 20260605 | $5.10 | $4.90 | 2.0% | 82% |
| 20260604 | $4.90 | $4.90 | 1.8% | 66% |
| 20260603 | $5.25 | $4.90 | 1.9% | 75% |
| 20260602 | $5.15 | $5.15 | 2.2% | 100% |
| 20260601 | $4.90 | $4.90 | 1.5% | 52% |
| 20260529 | $4.90 | $4.90 | 1.3% | 38% |
| 20260528 | $4.95 | $4.95 | 1.4% | 46% |
| 20260527 | $5.00 | $5.00 | 1.4% | 42% |
| 20260526 | $5.05 | $5.05 | 1.5% | 49% |
| 20260522 | $4.90 | $4.90 | 1.2% | 27% |
| 20260521 | $4.95 | $4.95 | 1.2% | 23% |
| 20260520 | $4.97 | $4.97 | 1.2% | 27% |