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Lyell Immunopharma Inc (LYEL)

NASDAQ

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15.010 -0.200 -1.31%

11/07 - Closed. Currency in USD

After Hours

15.010

-0.000

-0.000%

4:10:05 - Real-time Data

Type: Equity

Market: United States

Volume: 116,569
Bid/Ask: 0.000 / 0.000
Day's Range: 13.807 - 15.450

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Lyell Immunopharma Option Chain

Get free option data for LYEL. You'll find Call and Put Strike Prices, Last Price, Change, Volume, Implied Volatility, Theoretical and Greeks for Lyell Immunopharma options for the expiration dates selected. Below this information you can also find an open interest chart for the stock's options.

Expiration Date:

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Strike Price:

Quotes Analysis

Jul 10, 2026 20:08 GMT

Calls

Puts

Last	Chg.	Bid	Ask	Vol	Strike	Last	Chg.	Bid	Ask	Vol
0	0%	8.3	12.5	0	5.00	0	0%	0	4.9	0
LYEL Call 5.00 Exp: Jul 17, 2026 Last: 0 Chg.: 0% SymbolLYEL\|20260717\|5.00C Delta0.9688 Imp Vol5.0485 Bid8.3 Gamma0.0062 Theoretical10.4 Ask12.5 Theta-0.0504 Intrinsic Value10.01 Volume0 Vega0.0016 Time Value-10.01 Open Interest1 Rho0.0009 Delta / Theta-19.2259 LYEL Put 5.00 Exp: Jul 17, 2026 Last: 0 Chg.: 0% SymbolLYEL\|20260717\|5.00P Delta-0.0597 Imp Vol13.5292 Bid0 Gamma0.0039 Theoretical2.45 Ask4.9 Theta-0.2257 Intrinsic Value-10.01 Volume0 Vega0.0027 Time Value10.01 Open Interest0 Rho-0.0006 Delta / Theta0.2646
0	0%	6.2	10.5	0	7.00	0	0%	0	4.9	0
LYEL Call 7.00 Exp: Jul 17, 2026 Last: 0 Chg.: 0% SymbolLYEL\|20260717\|7.00C Delta0.9637 Imp Vol3.3987 Bid6.2 Gamma0.0104 Theoretical8.35 Ask10.5 Theta-0.0387 Intrinsic Value8.01 Volume0 Vega0.0018 Time Value-8.01 Open Interest0 Rho0.0014 Delta / Theta-24.9022 LYEL Put 7.00 Exp: Jul 17, 2026 Last: 0 Chg.: 0% SymbolLYEL\|20260717\|7.00P Delta-0.1037 Imp Vol9.8061 Bid0 Gamma0.0082 Theoretical2.45 Ask4.9 Theta-0.2483 Intrinsic Value-8.01 Volume0 Vega0.0041 Time Value8.01 Open Interest0 Rho-0.0008 Delta / Theta0.4175
0	0%	5.2	9.5	0	8.00	0	0%	0	4.9	0
LYEL Call 8.00 Exp: Jul 17, 2026 Last: 0 Chg.: 0% SymbolLYEL\|20260717\|8.00C Delta0.9573 Imp Vol2.8836 Bid5.2 Gamma0.014 Theoretical7.35 Ask9.5 Theta-0.0376 Intrinsic Value7.01 Volume0 Vega0.002 Time Value-7.01 Open Interest0 Rho0.0016 Delta / Theta-25.4736 LYEL Put 8.00 Exp: Jul 17, 2026 Last: 0 Chg.: 0% SymbolLYEL\|20260717\|8.00P Delta-0.127 Imp Vol8.5214 Bid0 Gamma0.0109 Theoretical2.45 Ask4.9 Theta-0.2493 Intrinsic Value-7.01 Volume0 Vega0.0047 Time Value7.01 Open Interest0 Rho-0.0008 Delta / Theta0.5095
					15.01	Price @ Jul 10, 2026 20:08 GMT
0	0%	0	4.9	0	16.00	0	0%	0	4.9	0
LYEL Call 16.00 Exp: Jul 17, 2026 Last: 0 Chg.: 0% SymbolLYEL\|20260717\|16.00C Delta0.5477 Imp Vol3.0902 Bid0 Gamma0.0569 Theoretical2.45 Ask4.9 Theta-0.1728 Intrinsic Value-0.99 Volume0 Vega0.0089 Time Value0.99 Open Interest3 Rho0.0013 Delta / Theta-3.1687 LYEL Put 16.00 Exp: Jul 17, 2026 Last: 0 Chg.: 0% SymbolLYEL\|20260717\|16.00P Delta-0.4951 Imp Vol2.2213 Bid0 Gamma0.0798 Theoretical2.45 Ask4.9 Theta-0.1238 Intrinsic Value0.99 Volume0 Vega0.009 Time Value-0.99 Open Interest0 Rho-0.0019 Delta / Theta3.9979
0	0%	0	4.9	0	17.00	0	0%	0.1	4.9	0
LYEL Call 17.00 Exp: Jul 17, 2026 Last: 0 Chg.: 0% SymbolLYEL\|20260717\|17.00C Delta0.5168 Imp Vol3.4718 Bid0 Gamma0.051 Theoretical2.45 Ask4.9 Theta-0.1953 Intrinsic Value-1.99 Volume0 Vega0.009 Time Value1.99 Open Interest0 Rho0.0012 Delta / Theta-2.6462 LYEL Put 17.00 Exp: Jul 17, 2026 Last: 0 Chg.: 0% SymbolLYEL\|20260717\|17.00P Delta-0.6481 Imp Vol1.5184 Bid0.1 Gamma0.1087 Theoretical2.5 Ask4.9 Theta-0.0783 Intrinsic Value1.99 Volume0 Vega0.0084 Time Value-1.99 Open Interest0 Rho-0.0023 Delta / Theta8.2808
0	0%	0	4.9	0	18.00	0	0%	0.65	5.5	0
LYEL Call 18.00 Exp: Jul 17, 2026 Last: 0 Chg.: 0% SymbolLYEL\|20260717\|18.00C Delta0.4936 Imp Vol3.8045 Bid0 Gamma0.0466 Theoretical2.45 Ask4.9 Theta-0.2141 Intrinsic Value-2.99 Volume0 Vega0.009 Time Value2.99 Open Interest0 Rho0.0011 Delta / Theta-2.3058 LYEL Put 18.00 Exp: Jul 17, 2026 Last: 0 Chg.: 0% SymbolLYEL\|20260717\|18.00P Delta-0.7952 Imp Vol1.2399 Bid0.65 Gamma0.102 Theoretical3.07 Ask5.5 Theta-0.0484 Intrinsic Value2.99 Volume0 Vega0.0064 Time Value-2.99 Open Interest3 Rho-0.0026 Delta / Theta16.4397

Open Positions

Calls

Puts

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Recent Quotes

	Name	Price	Chg.	Chg. %
	LYEL	15.010	-0.200	-1.31%

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