Tour v504
LYEL
LYELL IMMUNOPHARMA I
$14.88 +3.84%
8/11 18:04

Option Volume

Detail
Current (08/11) 1
Calls: 1 (100%)
Puts: -- (0%)
Prior (08/10) 2
Calls: 2 (100%)
Puts: -- (0%)
Current vs Prior -50.00%
Calls: -50.00% (Calls)
Puts: +0.00% (Puts)
Prior 7-Day Total 388
Calls: 295 (76%)
Puts: 93 (24%)
Prior 7-Day Average 55
Calls: 42 (76%)
Puts: 13 (24%)
Current vs Prior 7-Day Avg -98.20%
Calls: -97.63%
Puts: -100.00%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/11) $265
Calls: $265 (100%)
Puts: -- (0%)
Prior (08/10) $710
Calls: $710 (82%)
Puts: $155 (18%)
Current vs Prior -62.68%
Calls: -62.68%
Puts: -100.00%
Prior 7-Day Total $98.7K
Calls: $68.1K (69%)
Puts: $30.6K (31%)
Prior 7-Day Average $14.1K
Calls: $9.7K (69%)
Puts: $4.4K (31%)
Current vs Prior 7-Day Avg -98.12%
Calls: -97.28%
Puts: -100.00%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/11) --
Prior (08/10) --
Current vs Prior +0.00%
Prior 7-Day Average 0.70
Current vs Prior 7-Day Avg -100.00%
Sentiment BULLISH

Open Interest

Detail
Current (08/11) 1,580
Calls: 457 (29%)
Puts: 1,123 (71%)
Prior (08/10) 1,579
Calls: 456 (29%)
Puts: 1,123 (71%)
Current vs Prior +0.06%
Prior 7-Day Total 1,818
Calls: 624 (34%)
Puts: 1,194 (66%)
Prior 7-Day Average 303
Calls: 124 (24%)
Puts: 398 (76%)
Current vs Prior 7-Day Avg +421.45%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 32.93% | 33.27%32.93% | 33.27%
Prior 34.19% | 36.64%34.19% | 36.64%
Current vs Prior -3.70% | -9.20%-3.70% | -9.20%
Prior 7-Day Avg 35.77% | 37.06%35.77% | 37.06%
Current vs 7-Day Avg -7.94% | -10.24%-7.94% | -10.24%
Prior 7-Day Eod 34.19% | 36.64%34.19% | 36.64%
Current vs 7-Day Eod -3.70% | -9.20%-3.70% | -9.20%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current -- | --
Calls: -- | --
Puts: -- | --
Prior -- | --
Calls: -- | --
Puts: -- | --
Current vs Prior -- | --
Prior 7-Day Avg -- | --
Calls: -- | --
Puts: -- | --
Current vs 7-Day Avg -- | +6.86%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 100% of dollar volume in calls ($265) vs puts (--). Light premium activity with dollar volume down 63% vs prior. Below-average activity with volume down 50% vs prior. Put-heavy open interest (1,123 puts vs 457 calls) suggests hedging or bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls
💧 Low Volume

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top -- of results (avg --%, best --%)

No options available for this category

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1 found (avg delta 0.55, highest 0.55)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Aug 210.004.90$2.45200.0%--0.5591
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. -- active (total vol --, top --)

No options available for this category

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 1 strikes (avg 77.3%, max 77.3%)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$14.00Aug 21Sep 18288.3%162.6%77.3%--892

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. -- found (best R:R --, avg --)

No setups found for this strategy

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. -- found (best R:R --, avg --)

No setups found for this strategy

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. -- found (avg debit $--, cheapest $--)

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1 found (cheapest 32.93% of stock, avg 32.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$15.00Aug 21$2.45$2.45$4.90$10.10$19.9032.93%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. -- found (cheapest --% of stock, avg --%)

No strangle setups found

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. -- found (best R:R --, avg credit $--)

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. -- found (best R:R --, cheapest $--)

No setups found for this strategy

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. -- found (best net $--, -- credits)

No setups found for this strategy

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. -- found (best yield --%, avg --%)

No covered call setups found

Historical option prices for this thinly-traded ticker. Live quotes are wide and stale — use where each contract actually traded plus its 30-day range to place a limit order. 53 contracts (avg 118 vol/day, 42 traded recently)

LYEL averages only 118 option contracts/day, so quotes are thin and bid/ask spreads run wide. Use the last actually-traded price below to set a limit order rather than chasing the displayed ask. Most tradeable call: the $5.00 01-15 call last traded $9.20 on 06/15 (now $7.70/$12.40) — try a limit near $9.20. Also watch the $21.00 01-15 call last traded $2.30 on 08/06 (now $1.45/$2.50) — try a limit near $1.98; the $18.00 01-15 call last traded $2.50 on 08/07 (now $1.90/$3.40) — try a limit near $2.50. Most tradeable put: the $15.00 01-15 put last traded $3.90 on 07/07 (now $1.05/$5.70) — try a limit near $3.38.
CALLS (36)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$15.00Aug 21$0.00$4.90$2.45$0.75 07/21$0.70–$2.65$0.7591
$15.00Oct 16$1.00$4.90$2.95$1.95 08/05$2.95–$2.95$1.953
$15.00Jan 15$1.15$6.00$3.58--$3.25–$3.58$1.151
$14.00Oct 16$0.20$4.90$2.55--$2.55–$2.70$0.201
$14.00Jan 15$2.00$6.00$4.00--$4.00–$4.00$2.001
$13.00Oct 16$0.70$5.50$3.10$3.00 06/25$2.45–$3.30$3.001
$17.00Oct 16$0.00$4.90$2.45$1.40 08/05$2.45–$2.65$1.402
$12.00Oct 16$2.55$6.50$4.53$2.98 08/03$3.08–$4.53$2.9831
$12.00Jan 15$2.50$7.20$4.85$4.26 07/30$3.50–$4.85$4.265
$18.00Oct 16$1.05$2.55$1.80$1.35 08/07$1.27–$2.45$1.357
$18.00Jan 15$1.90$3.40$2.65$2.50 08/07$2.25–$3.35$2.507
$11.00Jan 15$3.00$7.70$5.35$4.68 07/30$4.10–$5.50$4.685
$10.00Jan 15$3.60$8.30$5.95$5.18 07/30$4.65–$6.25$5.1813
$20.00Oct 16$0.00$2.70$1.35$1.00 08/07$0.57–$2.50$1.004
$20.00Jan 15$1.30$4.90$3.10$1.95 07/31$3.10–$3.15$1.958
$9.00Jan 15$4.50$9.10$6.80$5.93 07/30$5.30–$6.80$5.937
$21.00Jan 15$1.45$2.50$1.98$2.30 08/06$1.23–$2.60$1.98182
$22.00Oct 16$0.00$4.90$2.45$0.70 08/03$2.45–$2.45$0.704
$22.00Jan 15$0.00$4.90$2.45$1.55 07/31$1.13–$2.65$1.5511
$23.00Oct 16$0.00$4.90$2.45$0.90 06/25$2.45–$2.45$0.903
$23.00Jan 15$0.00$4.90$2.45$1.55 08/07$2.45–$2.70$1.554
$24.00Oct 16$0.00$4.90$2.45$0.60 08/05$2.45–$2.45$0.601
$24.00Jan 15$0.00$4.90$2.45$1.40 08/07$2.45–$2.55$1.406
$5.00Jan 15$7.70$12.40$10.05$9.20 06/15$8.15–$10.05$9.206
$25.00Jan 15$0.00$4.90$2.45$1.65 07/22$1.70–$3.08$1.6520
$25.00Oct 16$0.00$4.90$2.45--$2.45–$2.45--1
$26.00Oct 16$0.05$4.90$2.48$0.45 08/03$2.48–$2.53$0.452
$26.00Jan 15$0.00$4.90$2.45$1.60 07/22$2.30–$2.55$1.604
$27.00Oct 16$0.20$4.90$2.55$0.60 07/13$2.53–$2.55$0.605
$28.00Oct 16$0.00$4.90$2.45$0.45 08/05$2.45–$2.45$0.451
$29.00Oct 16$0.00$4.90$2.45$0.45 07/13$2.45–$2.45$0.451
$30.00Jan 15$0.00$4.90$2.45$1.50 07/22$2.45–$2.50$1.502
$30.00Oct 16$0.10$4.90$2.50--$2.50–$2.50$0.103
$31.00Oct 16$0.00$4.90$2.45--$2.45–$2.45--3
$32.00Oct 16$0.00$4.90$2.45--$2.45–$2.45--3
$33.00Oct 16$0.00$3.90$1.95--$1.95–$1.95--8
PUTS (17)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$15.00Aug 21$0.00$4.90$2.45$2.71 07/06$2.45–$2.80$2.4513
$15.00Oct 16$0.30$4.90$2.60$3.52 07/16$2.55–$4.08$2.6029
$15.00Jan 15$1.05$5.70$3.38$3.90 07/07$3.38–$4.70$3.381
$14.00Aug 21$0.00$4.90$2.45$1.80 07/21$2.45–$3.20$1.80868
$14.00Sep 18$0.00$4.90$2.45$2.86 07/27$2.45–$3.50$2.4524
$14.00Oct 16$0.10$4.90$2.50$2.96 07/31$1.90–$4.15$2.5036
$14.00Jan 15$0.40$4.90$2.65$3.93 07/27$2.30–$4.95$2.65--
$16.00Jan 15$1.65$6.50$4.08--$3.98–$4.08$1.6520
$13.00Aug 21$0.00$4.90$2.45$2.51 06/24$0.50–$2.70$2.4529
$13.00Sep 18$0.00$4.90$2.45$2.45 07/24$2.23–$2.75$2.454
$13.00Oct 16$0.00$4.90$2.45$2.37 08/03$1.70–$3.38$2.3754
$13.00Jan 15$0.10$4.90$2.50$3.43 07/30$1.80–$4.15$2.5031
$17.00Jan 15$2.30$7.00$4.65--$4.65–$4.75$2.301
$12.00Oct 16$0.00$2.55$1.27$3.04 06/22$1.27–$2.50$1.279
$10.00Oct 16$0.00$4.90$2.45--$2.45–$2.45--1
$9.00Sep 18$0.00$4.90$2.45$0.63 07/23$2.45–$2.50$0.632
$9.00Oct 16$0.00$4.90$2.45$0.50 08/06$1.55–$2.45$0.501

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 1
Total Puts --
Put/Call Ratio --
Net Difference 1

Prior's Put/Call Breakdown

Total Calls 2
Total Puts --
Put/Call Ratio --
Net Difference 2

Prior 7-Day Put/Call Summary

Total Calls 295
Total Puts 93
Average Put/Call Ratio 0.70
Ratio Trend Stable

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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