Tour v528
LYEL
LYELL IMMUNOPHARMA I
$11.01 +1.94%
9/18 18:43

Option Volume

Detail
Current (09/18) 1,009
Calls: 8 (1%)
Puts: 1,001 (99%)
Prior (09/15) --
Calls: 170 (35%)
Puts: 313 (65%)
Current vs Prior +0.00%
Calls: -95.29% (Calls)
Puts: +219.81% (Puts)
Prior 7-Day Total 1,510
Calls: 639 (42%)
Puts: 871 (58%)
Prior 7-Day Average 377
Calls: 91 (42%)
Puts: 124 (58%)
Current vs Prior 7-Day Avg +167.28%
Calls: -91.24%
Puts: +704.48%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/18) $32.2K
Calls: $2.2K (7%)
Puts: $30.1K (93%)
Prior (09/15) --
Calls: $15.0K (13%)
Puts: $103.6K (87%)
Current vs Prior +0.00%
Calls: -85.62%
Puts: -70.99%
Prior 7-Day Total $412.7K
Calls: $160.3K (39%)
Puts: $252.4K (61%)
Prior 7-Day Average $103.2K
Calls: $22.9K (39%)
Puts: $36.1K (61%)
Current vs Prior 7-Day Avg -68.77%
Calls: -90.61%
Puts: -16.60%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/18) 125.12
Prior (09/15) 1.00
Current vs Prior +12412.50%
Prior 7-Day Average 1.74
Current vs Prior 7-Day Avg +7092.15%
Sentiment BEARISH

Open Interest

Detail
Current (09/18) 2
Calls: -- (0%)
Puts: 2 (100%)
Prior (09/15) --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Prior 7-Day Total 1,500
Calls: 386 (26%)
Puts: 1,114 (74%)
Prior 7-Day Average 375
Calls: 96 (26%)
Puts: 278 (74%)
Current vs Prior 7-Day Avg -99.47%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)Expiry (09/18) | Next (10/16)
Current 44.51% | 34.97%44.51% | 34.97%
Prior 25.94% | 45.37%25.94% | 45.37%
Current vs Prior +34.81% | -1.91%+71.57% | -22.93%
Prior 7-Day Avg 30.39% | 38.27%30.39% | 38.27%
Current vs 7-Day Avg +15.06% | +16.28%+46.45% | -8.64%
Prior 7-Day Eod 25.94% | 45.37%25.94% | 45.37%
Current vs 7-Day Eod +34.81% | -1.91%+71.57% | -22.93%
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

Strong bearish conviction with 93% of dollar volume in puts ($30.1K) vs calls ($2.2K). Volume explosion - 168% above 7-day average (1,009 vs avg 377). Extreme bearish P/C ratio of 125.12 - heavy put buying. P/C ratio rising 12412% - increased hedging/bearish positioning.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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. 2 active (total vol 1.0K, top 1.0K)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Oct 160.000.60$0.30200.0%1.0K0.141
$10.00Oct 160.301.00$0.65107.7%10.251

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. 1 found (best R:R 1.86, avg 1.86)

BULL CALL (0)
No bull call found
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$10.00$9.00Oct 16$0.35$0.65$0.3525%1.86$9.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 1 found (best R:R 0.54, avg 0.54)

BEAR CALL (0)
No bear call found
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$10.00$9.00Oct 16$0.35$0.35$0.6575%0.54$9.65

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. 1 found (best net $0.05, -- credits)

CALLS (0)
No calls found
PUTS (1)
Buy KSell KRatioExpiryNetMax Gain
$10.00$9.001:2Oct 16$0.05$0.95

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 put: the $9.00 10-16 put last traded $0.50 on 08/06 (now $0.00/$0.60) — try a limit near $0.30.
CALLS (31)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$11.00Jan 15$0.20$4.90$2.55$4.68 07/30$2.55–$6.20$2.55--
$12.00Oct 16$0.30$4.90$2.60$2.98 08/03$2.45–$4.80$2.60--
$12.00Jan 15$0.20$4.90$2.55$4.26 07/30$2.50–$5.65$2.55--
$10.00Jan 15$0.60$4.90$2.75$5.18 07/30$2.75–$6.85$2.75--
$9.00Jan 15$0.90$5.50$3.20$5.93 07/30$3.20–$7.70$3.20--
$14.00Jan 15$0.10$4.90$2.50$4.20 08/10$2.45–$4.60$2.50--
$15.00Oct 16$0.05$4.90$2.48$1.95 08/05$1.22–$2.95$1.95--
$17.00Sep 18$0.00$4.90$2.45$0.80 08/25$0.75–$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$2.90$1.45$2.80 08/11$1.45–$2.83$1.45--
$19.00Jan 15$0.00$4.90$2.45$2.70 08/18$2.45–$3.40$2.45--
$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$2.30 08/21$0.50–$3.15$0.50--
$20.00Apr 16$0.00$4.90$2.45$2.50 09/02$2.45–$3.25$2.45--
$21.00Jan 15$0.00$2.55$1.27$1.60 08/28$0.85–$2.08$1.27--
$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$3.00$1.53$0.60 07/13$1.53–$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--
$10.00Oct 16$0.30$1.00$0.65--$0.65–$0.65$0.301
$13.00Sep 18$0.40$3.40$1.90$0.30 09/01$0.25–$2.50$0.40--
$13.00Oct 16$0.30$4.90$2.60$1.00 08/28$0.88–$2.65$1.00--
$13.00Jan 15$1.30$6.00$3.65$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$0.60$0.30$0.50 08/06$0.30–$2.50$0.301
$14.00Sep 18$1.00$5.50$3.25$0.85 08/28$0.48–$3.25$1.00--
$14.00Oct 16$1.10$5.50$3.30$2.96 07/31$1.75–$3.30$2.96--
$14.00Jan 15$2.10$6.50$4.30$3.93 07/27$2.50–$4.30$3.93--
$15.00Oct 16$1.90$6.50$4.20$3.52 07/16$2.53–$4.20$3.52--
$15.00Jan 15$2.90$7.00$4.95$3.75 08/14$2.25–$4.95$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 8
Total Puts 1,001
Put/Call Ratio 125.12
Net Difference -993

Prior's Put/Call Breakdown

Total Calls 170
Total Puts 313
Put/Call Ratio 1.00
Net Difference -143

Prior 7-Day Put/Call Summary

Total Calls 639
Total Puts 871
Average Put/Call Ratio 1.74
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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