Lyell Immunopharma Inc. (LYEL)
NASDAQ: LYEL
· Real-Time Price · USD
17.75
1.94 (12.27%)
At close: Oct 03, 2025, 3:59 PM
17.99
1.35%
After-hours: Oct 03, 2025, 07:29 PM EDT
LYEL Delta Exposure By Expiry
The total Delta Exposure (DEX) for LYEL across all expirations shows 3.23 net shares that market makers must hedge, with 2,972.5 from calls and 2,969.27 from puts. The put-call delta ratio of 1.00 suggests neutral market maker positioning.
LYEL DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 1,494.59 | -755.63 | 738.96 | 0.51 |
| Nov 21, 25 | 12.14 | 0 | 12.14 | 0.00 |
| Jan 16, 26 | 1,401.25 | -1,829.33 | -428.08 | 1.31 |
| Apr 17, 26 | 64.52 | -384.31 | -319.79 | 5.96 |
| Dec 18, 26 | 0 | 0 | 0 | n/a |