LYEL · Iron Condor Setups

Lyell Immunopharma, Inc. Common Stock

Iron condor opportunities for LYEL based on the same scoring engine used in the Iron Condor Screener: breach rate, average straddle, IV rank, IV premium, and beta-adjusted scoring. Updated every 5 minutes during market hours.

LYEL IV rank history

30 sessions

IV rank = where today's implied volatility sits in its range over the past 90 sessions (0–100).

Current Iron Condor Setup for LYEL
Score
80.12
Breach Rate
20.9%
117 of 561 observations
Avg Straddle
$3.52
29.7% of price
IV Rank
100%
IV Premium
3.93x
IV ÷ Realized Vol
Beta vs SPY
1.64
P/C Vol
5.43
Current Price
$9.26
Score formula: (1 − breach_rate) × avg_straddle × IV_premium_factor × beta_penalty. Higher is better. LYEL is ranked against all other tracked symbols by score; see the full Iron Condor Screener for the leaderboard.
LYEL IV Rank — Last 30 Days
DateIV Rank
2026100232%
202610011%
2026093010%
202609292%
202609280%
2026092570%
202609247%
2026092358%
2026092223%
2026092151%
20260918100%
202609175%
202609161%
2026091541%
2026091496%
2026091121%
2026091044%
2026090927%
2026090825%
2026090412%
2026090314%
202609023%
202609016%
2026083145%
2026082815%
2026082716%
2026082653%
2026082535%
2026082428%
2026082143%

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.