Lyell Immunopharma Inc. (LYEL)
0.66
-0.05 (-7.15%)
At close: Mar 03, 2025, 3:59 PM
0.66
-0.15%
After-hours: Mar 03, 2025, 04:00 PM EST
Volatility Exposure
Lyell Immunopharma has experienced an average implied
volatility of 1.54 and an average realized volatility of 0.51.
Volatility History
Date | % Change | P/C | Total OI | % OI Change | Implied Volatility | Realized Vol. | Vol. Spread |
---|---|---|---|---|---|---|---|
07/16/24 | +6.82% | 0 | 668 | +0.00% | 2.52 | n/a | n/a |
07/11/24 | +7.59% | 0 | 668 | +0.15% | 1.95 | n/a | n/a |
06/27/24 | +5.34% | 0 | 667 | +0.15% | 1.67 | n/a | n/a |
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