Tour v527
LYEL
LYELL IMMUNOPHARMA I
$11.33 -5.27%
9/14 18:49

Option Volume

Detail
Current (09/14) 483
Calls: 170 (35%)
Puts: 313 (65%)
Prior (09/11) 579
Calls: 193 (33%)
Puts: 386 (67%)
Current vs Prior -16.58%
Calls: -11.92% (Calls)
Puts: -18.91% (Puts)
Prior 7-Day Total 1,030
Calls: 472 (46%)
Puts: 558 (54%)
Prior 7-Day Average 206
Calls: 67 (46%)
Puts: 79 (54%)
Current vs Prior 7-Day Avg +134.47%
Calls: +152.12%
Puts: +292.65%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/14) $118.6K
Calls: $15.0K (13%)
Puts: $103.6K (87%)
Prior (09/11) $163.2K
Calls: $57.0K (35%)
Puts: $106.2K (65%)
Current vs Prior -27.35%
Calls: -73.77%
Puts: -2.43%
Prior 7-Day Total $294.9K
Calls: $146.2K (50%)
Puts: $148.7K (50%)
Prior 7-Day Average $59.0K
Calls: $20.9K (50%)
Puts: $21.2K (50%)
Current vs Prior 7-Day Avg +101.09%
Calls: -28.36%
Puts: +387.79%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/14) 1.84
Prior (09/11) 2.00
Current vs Prior -7.94%
Prior 7-Day Average 1.87
Current vs Prior 7-Day Avg -1.40%
Sentiment BEARISH

Open Interest

Detail
Current (09/14) 223
Calls: 199 (89%)
Puts: 24 (11%)
Prior (09/11) 220
Calls: 174 (79%)
Puts: 46 (21%)
Current vs Prior +1.36%
Prior 7-Day Total 1,277
Calls: 187 (15%)
Puts: 1,090 (85%)
Prior 7-Day Average 425
Calls: 62 (15%)
Puts: 363 (85%)
Current vs Prior 7-Day Avg -47.61%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)Expiry (09/18) | Next (10/16)
Current 25.86% | 47.66%25.86% | 47.66%
Prior 40.97% | 33.03%40.97% | 33.03%
Current vs Prior -36.88% | +44.31%-36.88% | +44.31%
Prior 7-Day Avg 30.66% | 34.68%30.66% | 34.68%
Current vs 7-Day Avg -15.66% | +37.43%-15.66% | +37.43%
Prior 7-Day Eod 40.97% | 33.03%40.97% | 33.03%
Current vs 7-Day Eod -36.88% | +44.31%-36.88% | +44.31%
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 -- | +0.00%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bearish conviction with 87% of dollar volume in puts ($103.6K) vs calls ($15.0K). Dollar volume significantly above 7-day average (101% higher). Volume explosion - 134% above 7-day average (483 vs avg 206). Extreme bearish P/C ratio of 1.84 - 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 BULLISH
Prior BULLISH
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. 43 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 $0.20/$1.55) — try a limit near $0.88.
CALLS (31)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$11.00Jan 15$1.00$4.90$2.95$4.68 07/30$2.80–$6.20$2.95--
$12.00Oct 16$0.50$4.90$2.70$2.98 08/03$2.45–$4.80$2.70--
$12.00Jan 15$0.60$4.90$2.75$4.26 07/30$2.60–$5.65$2.75--
$10.00Jan 15$1.40$5.50$3.45$5.18 07/30$3.45–$6.85$3.45--
$9.00Jan 15$1.75$6.00$3.88$5.93 07/30$3.88–$7.70$3.88--
$14.00Jan 15$0.10$4.90$2.50$4.20 08/10$2.45–$4.60$2.50--
$15.00Oct 16$0.05$2.45$1.25$1.95 08/05$1.22–$2.95$1.25--
$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$0.00$3.70$1.85$2.80 08/11$1.85–$2.83$1.85--
$19.00Jan 15$0.10$4.90$2.50$2.70 08/18$2.45–$3.40$2.50--
$20.00Oct 16$0.00$4.90$2.45$1.00 08/07$1.00–$2.45$1.00--
$20.00Jan 15$0.25$4.90$2.58$2.30 08/21$1.65–$3.15$2.30--
$20.00Apr 16$0.20$4.90$2.55$2.50 09/02$2.45–$3.25$2.50--
$21.00Jan 15$0.20$1.55$0.88$1.60 08/28$0.85–$2.08$0.88199
$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$0.00$4.90$2.45$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$0.00$4.90$2.45$1.25 08/28$2.45–$2.55$1.25--
$33.00Oct 16$0.00$4.90$2.45$0.55 08/19$1.95–$2.45$0.55--
PUTS (12)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$12.00Sep 18$0.00$4.90$2.45$0.20 08/31$0.15–$2.50$0.20--
$12.00Apr 16$3.10$4.80$3.95--$3.95–$3.95$3.1024
$13.00Sep 18$0.35$3.30$1.83$0.30 09/01$0.25–$2.50$0.35--
$13.00Oct 16$0.10$4.90$2.50$1.00 08/28$0.88–$2.50$1.00--
$13.00Jan 15$0.70$4.60$2.65$2.60 08/14$2.45–$3.80$2.60--
$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--
$14.00Sep 18$0.70$4.90$2.80$0.85 08/28$0.48–$2.80$0.85--
$14.00Oct 16$0.50$5.20$2.85$2.96 07/31$1.75–$2.85$2.85--
$14.00Jan 15$1.50$6.20$3.85$3.93 07/27$2.50–$4.15$3.85--
$15.00Oct 16$1.50$5.30$3.40$3.52 07/16$2.53–$3.40$3.40--
$15.00Jan 15$2.00$6.30$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
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 170
Total Puts 313
Put/Call Ratio 1.84
Net Difference -143

Prior's Put/Call Breakdown

Total Calls 193
Total Puts 386
Put/Call Ratio 2.00
Net Difference -193

Prior 7-Day Put/Call Summary

Total Calls 472
Total Puts 558
Average Put/Call Ratio 1.87
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All