Lyell Immunopharma Inc. (LYEL)
NASDAQ: LYEL
· Real-Time Price · USD
10.62
-0.14 (-1.30%)
At close: Aug 15, 2025, 3:59 PM
10.58
-0.38%
After-hours: Aug 15, 2025, 04:10 PM EDT
LYEL Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for LYEL across all expirations is 30.35 shares per 1% move, with 201.27 from calls and 170.92 from puts. The put-call GEX ratio of 0.85 reflects balanced positioning between puts and calls. The highest gamma concentration is at the Oct 17, 25 expiration with 97.85 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests potential support from positive gamma hedging flows.
LYEL GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 0.66 | 0 | 0.66 | 0.00 |
| Oct 17, 25 | 120.62 | -22.77 | 97.85 | 0.19 |
| Jan 16, 26 | 79.99 | -148.15 | -68.16 | 1.85 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |
| Dec 18, 26 | 0 | 0 | 0 | n/a |