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 Volatility Exposure
Lyell Immunopharma has experienced an average implied
volatility of 1.70 and an average realized volatility of 1.12.
Volatility History
| Date | % Change | P/C | Total OI | % OI Change | Implied Volatility | Realized Vol. |
|---|---|---|---|---|---|---|
| Aug 15, 2025 | -1.86% | 12 | 529 | +1.93% | 1.05 | n/a |
| Aug 13, 2025 | +16.70% | 0 | 519 | +4.01% | 1.31 | n/a |
| Aug 11, 2025 | -3.47% | 6.67 | 499 | +11.14% | 1.05 | n/a |
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