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
Lyell Immunopharma Greeks
Delta, Gamma, Theta, and Vega Greek Charts for LYEL options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 0.50 | 1.0000 | 0.0000 | -0.0001 | 0.0000 |
| 1.00 | 1.0000 | 0.0000 | -0.0001 | 0.0000 |
| 1.50 | 1.0000 | 0.0000 | -0.0002 | 0.0000 |
| 2.00 | 1.0000 | 0.0000 | -0.0002 | 0.0000 |
| 2.50 | 0.9658 | 0.0070 | -0.0366 | 0.0020 |
| 5.00 | 0.8416 | 0.0246 | -0.1271 | 0.0072 |
| 6.00 | 0.7792 | 0.0314 | -0.1624 | 0.0090 |
| 7.50 | 0.7010 | 0.0476 | -0.1689 | 0.0112 |
| 9.00 | 0.5811 | 0.0484 | -0.2447 | 0.0138 |
| 10.00 | 0.6512 | 0.1088 | -0.1491 | 0.0120 |
| 11.00 | 0.4216 | 0.0693 | -0.2481 | 0.0164 |
| 12.50 | 0.2692 | 0.0933 | -0.238 | 0.0180 |
| 14.00 | 0.0252 | 0.1327 | -0.2034 | 0.0186 |
| 15.00 | -0.4607 | 0.0440 | -0.1268 | 0.0096 |
| 16.00 | -0.4919 | 0.0436 | -0.129 | 0.0096 |
| 17.50 | -0.5114 | 0.0400 | -0.1405 | 0.0096 |
| 19.00 | -0.5285 | 0.0375 | -0.1491 | 0.0096 |
| 20.00 | -0.7035 | 0.0480 | -0.0872 | 0.0083 |
| 21.00 | -0.5463 | 0.0349 | -0.1588 | 0.0095 |
| 22.50 | -0.551 | 0.0329 | -0.1677 | 0.0095 |
| 25.00 | -0.5922 | 0.0322 | -0.1647 | 0.0094 |