Tour v528
LYEL
LYELL IMMUNOPHARMA I
$10.12 -3.89%
◀ 9/24 18:47 ▶

Option Volume

Detail
ℹ
Current (09/24) 162
Calls: 2 (1%)
Puts: 160 (99%)
Prior (09/21) 506
Calls: 133 (26%)
Puts: 373 (74%)
Current vs Prior -67.98%
Calls: -98.50% (Calls)
Puts: -57.10% (Puts)
Prior 7-Day Total 3,025
Calls: 780 (26%)
Puts: 2,245 (74%)
Prior 7-Day Average 504
Calls: 111 (26%)
Puts: 320 (74%)
Current vs Prior 7-Day Avg -67.87%
Calls: -98.21%
Puts: -50.11%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/24) $53.4K
Calls: $520 (1%)
Puts: $52.9K (99%)
Prior (09/21) $140.5K
Calls: $37.2K (27%)
Puts: $103.3K (73%)
Current vs Prior -61.99%
Calls: -98.60%
Puts: -48.79%
Prior 7-Day Total $585.4K
Calls: $199.7K (34%)
Puts: $385.7K (66%)
Prior 7-Day Average $97.6K
Calls: $28.5K (34%)
Puts: $55.1K (66%)
Current vs Prior 7-Day Avg -45.25%
Calls: -98.18%
Puts: -4.00%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/24) 80.00
Prior (09/21) 2.80
Current vs Prior +2752.55%
Prior 7-Day Average 2.57
Current vs Prior 7-Day Avg +3014.10%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/24) 1
Calls: -- (0%)
Puts: 1 (100%)
Prior (09/21) 35
Calls: 5 (14%)
Puts: 30 (86%)
Current vs Prior -97.14%
Prior 7-Day Total 1,537
Calls: 391 (25%)
Puts: 1,146 (75%)
Prior 7-Day Average 256
Calls: 78 (29%)
Puts: 191 (71%)
Current vs Prior 7-Day Avg -99.61%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (11/20)
Current 48.42% | 48.42%
Prior 37.05% | 44.83%
Current vs Prior +30.67% | +8.00%
Prior 7-Day Avg 30.63% | 40.89%
Current vs 7-Day Avg +58.06% | +18.41%
Prior 7-Day Eod 37.05% | 44.83%
Current vs 7-Day Eod +30.67% | +8.00%
Sentiment BEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current -- | --
Calls: -- | --
Puts: -- | --
Prior -- | --
Calls: -- | --
Puts: -- | --
Current vs Prior -- | --
Prior 7-Day Avg -- | --
Calls: -- | --
Puts: -- | --
Current vs 7-Day Avg -- | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 99% of dollar volume in puts ($52.9K) vs calls ($520). Light premium activity with dollar volume down 62% vs prior. Below-average activity with volume down 68% vs prior. Extreme bearish P/C ratio of 80.00 - heavy put buying.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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. -- found (avg delta --, highest --)

No options available for this category

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. -- strikes (avg --%, max --%)

No setups found for this strategy

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. -- found (cheapest --% of stock, avg --%)

No straddle setups found

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. 46 contracts (avg 170 vol/day, 46 traded recently)

LYEL averages only 170 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 put: the $13.00 04-16 put last traded $3.90 on 09/14 (now $3.70/$4.80) — try a limit near $3.90.
CALLS (35)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$10.00Jan 15$0.20$5.00$2.60$5.18 07/30$2.60–$6.65$2.60--
$11.00Oct 16$0.00$4.90$2.45$1.89 09/11$2.45–$5.20$1.89--
$11.00Jan 15$0.10$4.90$2.50$3.40 09/10$2.50–$6.05$2.50--
$9.00Jan 15$0.70$4.90$2.80$5.93 07/30$2.80–$7.35$2.80--
$12.00Oct 16$0.00$4.90$2.45$2.98 08/03$1.13–$4.53$2.45--
$12.00Jan 15$0.00$4.90$2.45$2.92 09/10$2.45–$5.15$2.45--
$14.00Nov 20$0.00$4.90$2.45$0.70 09/18$2.45–$2.60$0.70--
$14.00Jan 15$0.00$4.90$2.45$4.20 08/10$2.45–$4.20$2.45--
$15.00Oct 16$0.05$4.90$2.48$1.95 08/05$1.22–$2.65$1.95--
$16.00Apr 16$0.00$4.90$2.45$1.55 09/18$2.45–$4.15$1.55--
$17.00Oct 16$0.00$4.90$2.45$1.00 09/01$0.70–$2.55$1.00--
$17.00Apr 16$0.00$4.90$2.45$1.40 09/18$2.45–$3.98$1.40--
$18.00Oct 16$0.00$2.55$1.27$1.35 08/07$1.27–$1.27$1.27--
$18.00Jan 15$0.00$2.90$1.45$0.50 09/11$1.45–$2.83$0.50--
$18.00Apr 16$0.00$4.90$2.45$1.30 09/18$2.45–$3.65$1.30--
$19.00Jan 15$0.00$4.90$2.45$0.73 09/11$2.45–$2.65$0.73--
$20.00Oct 16$0.00$4.90$2.45$1.00 08/07$1.00–$2.45$1.00--
$20.00Jan 15$0.00$1.00$0.50$0.70 09/09$0.50–$3.15$0.50--
$20.00Apr 16$0.00$4.90$2.45$1.00 09/11$2.45–$3.25$1.00--
$21.00Jan 15$0.00$2.55$1.27$0.58 09/14$0.85–$1.90$0.58--
$21.00Apr 16$0.00$4.90$2.45$1.05 09/18$2.45–$2.80$1.05--
$22.00Oct 16$0.00$4.90$2.45$0.70 08/03$2.45–$2.50$0.70--
$22.00Jan 15$0.00$4.90$2.45$1.50 08/28$2.45–$2.50$1.50--
$23.00Jan 15$0.00$4.90$2.45$1.40 08/28$2.45–$2.55$1.40--
$24.00Oct 16$0.00$4.90$2.45$0.60 08/05$2.45–$2.50$0.60--
$24.00Jan 15$0.00$4.90$2.45$1.30 08/28$2.45–$2.50$1.30--
$25.00Jan 15$0.00$4.90$2.45$1.65 07/22$1.75–$2.50$1.65--
$25.00Apr 16$0.00$4.90$2.45$0.85 09/18$2.45–$2.75$0.85--
$26.00Oct 16$0.05$4.90$2.48$0.45 08/03$2.48–$2.53$0.45--
$26.00Jan 15$0.00$4.90$2.45$1.60 07/22$2.45–$2.50$1.60--
$28.00Oct 16$0.00$4.90$2.45$0.30 08/31$2.45–$2.50$0.30--
$30.00Oct 16$0.00$3.00$1.50$0.10 09/09$1.05–$2.55$0.10--
$30.00Jan 15$0.00$4.90$2.45$0.90 08/28$2.45–$2.50$0.90--
$30.00Apr 16$0.00$4.90$2.45$1.25 08/28$2.45–$2.55$1.25--
$33.00Oct 16$0.00$0.60$0.30$0.55 08/19$0.30–$2.45$0.30--
PUTS (11)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$10.00Oct 16$0.00$4.90$2.45$0.50 09/18$0.50–$2.50$0.50--
$11.00Jan 15$0.40$4.90$2.65$2.11 09/11$1.60–$2.80$2.11--
$9.00Oct 16$0.00$0.60$0.30$0.30 09/18$0.30–$2.50$0.30--
$12.00Jan 15$0.70$5.30$3.00$2.74 09/14$2.45–$3.00$2.74--
$12.00Apr 16$1.20$6.00$3.60$3.41 09/14$2.45–$4.20$3.41--
$13.00Oct 16$0.50$4.70$2.60$1.00 08/28$0.88–$2.65$1.00--
$13.00Jan 15$1.20$6.00$3.60$3.36 09/11$2.45–$3.80$3.36--
$13.00Apr 16$3.70$4.80$4.25$3.90 09/14$2.50–$4.25$3.901
$14.00Oct 16$1.50$6.10$3.80$2.96 07/31$1.75–$3.80$2.96--
$14.00Jan 15$2.00$6.70$4.35$3.88 09/10$2.50–$4.35$3.88--
$15.00Jan 15$3.00$7.50$5.25$3.75 08/14$2.25–$5.25$3.75--

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 2
Total Puts 160
Put/Call Ratio 80.00
Net Difference -158

Prior's Put/Call Breakdown

Total Calls 133
Total Puts 373
Put/Call Ratio 2.80
Net Difference -240

Prior 7-Day Put/Call Summary

Total Calls 780
Total Puts 2,245
Average Put/Call Ratio 2.57
Ratio Trend Rising

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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