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
$3.45
7-Day Straddle
$3.45
Avg IV
2.9%
IV Rank
100%
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 |
|---|---|---|---|---|
| 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% |
| 20260519 | $5.50 | $5.50 | 1.4% | 39% |
| 20260518 | $5.20 | $5.20 | 1.4% | 47% |
| 20260515 | $5.35 | $4.90 | 1.2% | 25% |
| 20260514 | $5.30 | $3.10 | 1.3% | 33% |
| 20260513 | $4.90 | $2.95 | 1.1% | 20% |
| 20260512 | $5.05 | $2.95 | 1.1% | 15% |
| 20260511 | $5.15 | $2.95 | 1.1% | 17% |
| 20260510 | $5.35 | $3.12 | 1.2% | 26% |
| 20260508 | $5.35 | $3.12 | 1.1% | 15% |
| 20260507 | $5.40 | $4.90 | 1.0% | 9% |
| 20260506 | $5.50 | $4.90 | 1.1% | 10% |
| 20260505 | $5.58 | $4.90 | 1.1% | 15% |
| 20260504 | $5.50 | $4.90 | 1.0% | 7% |
| 20260502 | $4.90 | $4.90 | 1.7% | 47% |
| 20260501 | $5.00 | $5.00 | 1.3% | 27% |
| 20260430 | $5.05 | $5.05 | 1.6% | 41% |
| 20260429 | $5.00 | $5.00 | 1.3% | 27% |
| 20260428 | $5.10 | $5.10 | 1.4% | 30% |
| 20260427 | $5.00 | $5.00 | 1.2% | 20% |
| 20260424 | $5.25 | $5.25 | 1.3% | 26% |
| 20260423 | $4.60 | $4.60 | 1.3% | 26% |
| 20260422 | $5.20 | $5.20 | 1.2% | 16% |
| 20260421 | $5.15 | $5.15 | 1.2% | 19% |
| 20260420 | $5.20 | $5.20 | 1.1% | 12% |
| 20260417 | $5.20 | $3.23 | 1.1% | 14% |
| 20260416 | $5.50 | $3.55 | 1.2% | 17% |
| 20260415 | $5.10 | $3.40 | 1.1% | 10% |
| 20260414 | $5.95 | $4.55 | 1.2% | 19% |
| 20260413 | $6.05 | $3.85 | 1.2% | 17% |