Lyell Immunopharma Inc. (LYEL)
LYEL Daily Gamma Exposure
Current Gamma Exposure (GEX) is 30.350000000000023, which is 38% below the 3M average of 49.27719999999999. Over this period, GEX peaked at 273.24 on May 30, 2025 and bottomed at -21.76 on Jun 6, 2025, showing a shift between positive and negative gamma regimes. The exposure has been decreasing recently, signaling a shift in market maker hedging dynamics. Today's put-call gamma ratio of 0.85 is elevated versus the recent average of 0.63, suggesting increased put hedging. High GEX volatility (±53.76332024866023) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 15, 2025 | 201.27 | -170.92 | 30.35 | 0.85 |
| Aug 13, 2025 | 190.76 | -168.46 | 22.3 | 0.88 |
| Aug 11, 2025 | 190.36 | -168.7 | 21.66 | 0.89 |
Stop Guessing, Start Knowing.
Cut through market noise with actionable insights that actually help you make confident investment decisions. No more endless research or gut-based guessing.
- Unlimited access to all data and tools
- Unlimited access to all data and tools, giving you the edge over everyone else in the market.
- Realtime Options & Dark Pool Data
- Instant access to live options & dark pool data to spot opportunities and trade with precision before the market moves.
- Top Wallstreet Analyst Ratings
- Follow ratings from the best analysts on Wall Street to stay ahead.
- Up to 30 years financial history
- We deliver premium Wall Street data with top-tier accuracy and up to 30 years of history.