Tour v527
LYEL
LYELL IMMUNOPHARMA I
$11.96 -1.97%
9/11 18:42

Option Volume

Detail
Current (09/11) 579
Calls: 193 (33%)
Puts: 386 (67%)
Prior (09/10) 365
Calls: 273 (75%)
Puts: 92 (25%)
Current vs Prior +58.63%
Calls: -29.30% (Calls)
Puts: +319.57% (Puts)
Prior 7-Day Total 1,452
Calls: 280 (19%)
Puts: 1,172 (81%)
Prior 7-Day Average 290
Calls: 40 (19%)
Puts: 167 (81%)
Current vs Prior 7-Day Avg +99.38%
Calls: +382.50%
Puts: +130.55%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/11) $163.2K
Calls: $57.0K (35%)
Puts: $106.2K (65%)
Prior (09/10) $125.0K
Calls: $87.9K (70%)
Puts: $37.1K (30%)
Current vs Prior +30.62%
Calls: -35.14%
Puts: +186.62%
Prior 7-Day Total $176.9K
Calls: $89.4K (51%)
Puts: $87.5K (49%)
Prior 7-Day Average $35.4K
Calls: $12.8K (51%)
Puts: $12.5K (49%)
Current vs Prior 7-Day Avg +361.44%
Calls: +346.57%
Puts: +749.76%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/11) 2.00
Prior (09/10) 0.34
Current vs Prior +493.48%
Prior 7-Day Average 2.47
Current vs Prior 7-Day Avg -18.94%
Sentiment BEARISH

Open Interest

Detail
Current (09/11) 220
Calls: 174 (79%)
Puts: 46 (21%)
Prior (09/10) 51
Calls: 10 (20%)
Puts: 41 (80%)
Current vs Prior +331.37%
Prior 7-Day Total 1,059
Calls: 15 (1%)
Puts: 1,044 (99%)
Prior 7-Day Average 353
Calls: 5 (1%)
Puts: 522 (99%)
Current vs Prior 7-Day Avg -37.68%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)Expiry (09/18) | Next (10/16)
Current 40.97% | 33.03%40.97% | 33.03%
Prior 24.18% | 32.79%24.18% | 32.79%
Current vs Prior +69.43% | +0.73%+69.44% | +0.73%
Prior 7-Day Avg 29.63% | 34.86%29.63% | 34.86%
Current vs 7-Day Avg +38.29% | -5.25%+38.29% | -5.25%
Prior 7-Day Eod 24.18% | 32.79%24.18% | 32.79%
Current vs 7-Day Eod +69.43% | +0.73%+69.44% | +0.73%
Sentiment BEARISHBEARISH

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 -- | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 65% put dollar volume ($106.2K). Dollar volume significantly above 7-day average (361% higher). Above-average activity with volume up 59% vs prior. Volume explosion - 100% above 7-day average (579 vs avg 290).

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 0.78, highest 0.78)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Oct 161.654.90$3.2899.1%1640.78--
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 1 active (total vol 164, top 164)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Oct 161.654.90$3.2899.1%1640.78--
PUTS (0)
No puts meet the criteria

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. 42 contracts (avg 94 vol/day, 42 traded recently)

LYEL averages only 94 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 $21.00 01-15 call last traded $1.60 on 08/28 (now $0.30/$1.40) — try a limit near $0.85. Most tradeable put: the $13.00 01-15 put last traded $2.60 on 08/14 (now $1.60/$4.20) — try a limit near $2.60.
CALLS (31)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$12.00Oct 16$0.00$4.90$2.45$2.98 08/03$2.45–$4.80$2.45--
$12.00Jan 15$0.80$4.40$2.60$4.26 07/30$2.60–$5.65$2.60--
$11.00Jan 15$1.20$4.40$2.80$4.68 07/30$2.80–$6.20$2.80--
$10.00Jan 15$1.70$6.00$3.85$5.18 07/30$3.85–$6.85$3.85--
$14.00Jan 15$0.10$4.90$2.50$4.20 08/10$2.45–$4.60$2.50--
$9.00Jan 15$2.30$6.50$4.40$5.93 07/30$4.40–$7.70$4.40--
$15.00Oct 16$0.05$2.40$1.22$1.95 08/05$1.22–$2.95$1.22--
$17.00Sep 18$0.00$4.90$2.45$0.80 08/25$0.50–$2.60$0.80--
$17.00Oct 16$0.00$4.90$2.45$1.00 09/01$0.70–$2.55$1.00--
$18.00Oct 16$0.00$2.55$1.27$1.35 08/07$1.27–$1.42$1.27--
$18.00Jan 15$0.55$4.90$2.73$2.80 08/11$2.45–$2.83$2.73--
$19.00Jan 15$0.40$4.90$2.65$2.70 08/18$2.45–$3.40$2.65--
$20.00Oct 16$0.00$2.00$1.00$1.00 08/07$1.00–$1.35$1.00--
$20.00Jan 15$0.25$4.90$2.58$2.30 08/21$1.65–$3.15$2.30--
$20.00Apr 16$0.80$4.90$2.85$2.50 09/02$2.45–$3.25$2.50--
$21.00Jan 15$0.30$1.40$0.85$1.60 08/28$0.85–$2.08$0.85174
$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–$2.55$1.50--
$23.00Jan 15$0.00$4.90$2.45$1.40 08/28$2.45–$2.75$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–$2.55$1.30--
$25.00Jan 15$0.00$4.90$2.45$1.65 07/22$1.75–$2.55$1.65--
$25.00Apr 16$0.20$4.90$2.55$1.95 09/03$2.45–$2.75$1.95--
$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--
$27.00Oct 16$0.05$4.90$2.48$0.60 07/13$2.48–$2.58$0.60--
$28.00Oct 16$0.00$4.90$2.45$0.30 08/31$2.45–$2.50$0.30--
$29.00Oct 16$0.00$4.90$2.45$0.45 07/13$2.45–$2.50$0.45--
$30.00Jan 15$0.00$4.90$2.45$0.90 08/28$2.45–$2.50$0.90--
$30.00Apr 16$0.20$4.90$2.55$1.25 08/28$2.45–$2.55$1.25--
$33.00Oct 16$0.00$3.90$1.95$0.55 08/19$1.95–$1.95$0.55--
PUTS (11)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$12.00Sep 18$0.00$4.90$2.45$0.20 08/31$0.15–$2.50$0.20--
$13.00Sep 18$0.00$4.90$2.45$0.30 09/01$0.25–$2.50$0.30--
$13.00Oct 16$0.00$4.50$2.25$1.00 08/28$0.88–$2.50$1.00--
$13.00Jan 15$1.60$4.20$2.90$2.60 08/14$2.45–$3.80$2.6046
$14.00Sep 18$0.00$4.90$2.45$0.85 08/28$0.48–$2.55$0.85--
$14.00Oct 16$0.20$5.00$2.60$2.96 07/31$1.75–$2.60$2.60--
$14.00Jan 15$1.20$5.80$3.50$3.93 07/27$2.50–$4.15$3.50--
$9.00Sep 18$0.00$4.90$2.45$0.63 07/23$2.45–$2.50$0.63--
$9.00Oct 16$0.00$4.90$2.45$0.50 08/06$2.45–$2.50$0.50--
$15.00Oct 16$1.00$5.50$3.25$3.52 07/16$2.53–$3.25$3.25--
$15.00Jan 15$1.90$6.40$4.15$3.75 08/14$2.25–$4.15$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 193
Total Puts 386
Put/Call Ratio 2.00
Net Difference -193

Prior's Put/Call Breakdown

Total Calls 273
Total Puts 92
Put/Call Ratio 0.34
Net Difference 181

Prior 7-Day Put/Call Summary

Total Calls 280
Total Puts 1,172
Average Put/Call Ratio 2.47
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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