Tour v528
LYEL
LYELL IMMUNOPHARMA I
$10.93 -0.73%
$11.04 (+1.01%)🌙
as of 09/21 06:43 PM
9/21 18:43

Option Volume

Detail
Current (09/21) 506
Calls: 133 (26%)
Puts: 373 (74%)
Prior (09/18) 1,009
Calls: 8 (1%)
Puts: 1,001 (99%)
Current vs Prior -49.85%
Calls: +1562.50% (Calls)
Puts: -62.74% (Puts)
Prior 7-Day Total 2,519
Calls: 647 (26%)
Puts: 1,872 (74%)
Prior 7-Day Average 503
Calls: 92 (26%)
Puts: 267 (74%)
Current vs Prior 7-Day Avg +0.44%
Calls: +43.89%
Puts: +39.48%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/21) $140.5K
Calls: $37.2K (27%)
Puts: $103.3K (73%)
Prior (09/18) $32.2K
Calls: $2.2K (7%)
Puts: $30.1K (93%)
Current vs Prior +336.24%
Calls: +1631.57%
Puts: +243.57%
Prior 7-Day Total $444.9K
Calls: $162.5K (37%)
Puts: $282.4K (63%)
Prior 7-Day Average $89.0K
Calls: $23.2K (37%)
Puts: $40.3K (63%)
Current vs Prior 7-Day Avg +57.95%
Calls: +60.49%
Puts: +156.02%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/21) 2.80
Prior (09/18) 125.12
Current vs Prior -97.76%
Prior 7-Day Average 2.31
Current vs Prior 7-Day Avg +21.35%
Sentiment BEARISH

Open Interest

Detail
Current (09/21) 35
Calls: 5 (14%)
Puts: 30 (86%)
Prior (09/18) 2
Calls: -- (0%)
Puts: 2 (100%)
Current vs Prior +1650.00%
Prior 7-Day Total 1,502
Calls: 386 (26%)
Puts: 1,116 (74%)
Prior 7-Day Average 300
Calls: 96 (30%)
Puts: 223 (70%)
Current vs Prior 7-Day Avg -88.35%
Sentiment BULLISH

Expected Move

Detail
Expiry (10/16) | Next (11/20)
Current 37.05% | 44.83%
Prior 34.97% | 44.51%
Current vs Prior +5.96% | +0.73%
Prior 7-Day Avg 30.51% | 39.71%
Current vs 7-Day Avg +21.43% | +12.89%
Prior 7-Day Eod 34.97% | 44.50%
Current vs 7-Day Eod +5.96% | +0.73%
Sentiment BEARISH

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 73% put dollar volume ($103.3K). Massive premium surge with dollar volume up 336% vs prior. Dollar volume significantly above 7-day average (58% higher). Below-average activity with volume down 50% vs prior.

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. 1 found (avg delta 0.88, highest 0.88)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Oct 160.304.90$2.60176.9%810.88--
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 1 active (total vol 81, top 81)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Oct 160.304.90$2.60176.9%810.88--
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. 47 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 $11.00 01-15 put last traded $2.11 on 09/11 (now $1.95/$2.70) — try a limit near $2.11.
CALLS (36)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$11.00Oct 16$0.30$4.90$2.60$1.89 09/11$2.45–$5.30$1.89--
$11.00Jan 15$0.20$4.90$2.55$3.40 09/10$2.55–$6.20$2.55--
$10.00Jan 15$0.70$4.90$2.80$5.18 07/30$2.75–$6.85$2.80--
$12.00Oct 16$0.00$2.25$1.13$2.98 08/03$1.13–$4.80$1.13--
$12.00Jan 15$0.10$4.90$2.50$2.92 09/10$2.50–$5.65$2.50--
$9.00Jan 15$1.00$5.50$3.25$5.93 07/30$3.20–$7.70$3.25--
$14.00Nov 20$0.00$4.90$2.45$0.70 09/18$2.45–$2.60$0.70--
$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–$2.65$1.95--
$16.00Apr 16$0.30$4.90$2.60$1.55 09/18$2.55–$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$0.20$4.90$2.55$1.40 09/18$2.55–$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$0.20$4.90$2.55$1.30 09/18$2.50–$3.65$1.30--
$19.00Jan 15$0.00$4.90$2.45$0.73 09/11$2.45–$2.70$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$0.10$4.90$2.50$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–$2.08$0.58--
$21.00Apr 16$0.10$4.90$2.50$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–$2.55$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$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--
$27.00Oct 16$0.00$0.85$0.43--$0.43–$0.43--5
$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
$11.00Jan 15$1.95$2.70$2.33$2.11 09/11$1.60–$2.80$2.1130
$10.00Oct 16$0.00$1.00$0.50$0.50 09/18$0.50–$2.50$0.50--
$12.00Jan 15$0.80$4.90$2.85$2.74 09/14$2.45–$2.93$2.74--
$12.00Apr 16$1.30$5.50$3.40$3.41 09/14$2.45–$4.20$3.40--
$9.00Oct 16$0.00$0.60$0.30$0.30 09/18$0.30–$2.50$0.30--
$13.00Oct 16$0.20$4.90$2.55$1.00 08/28$0.88–$2.65$1.00--
$13.00Jan 15$1.30$6.00$3.65$3.36 09/11$2.45–$3.80$3.36--
$13.00Apr 16$2.00$6.50$4.25$3.90 09/14$2.50–$4.25$3.90--
$14.00Oct 16$1.10$5.50$3.30$2.96 07/31$1.75–$3.30$2.96--
$14.00Jan 15$2.00$6.50$4.25$3.88 09/10$2.50–$4.30$3.88--
$15.00Jan 15$2.80$7.50$5.15$3.75 08/14$2.25–$5.15$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 133
Total Puts 373
Put/Call Ratio 2.80
Net Difference -240

Prior's Put/Call Breakdown

Total Calls 8
Total Puts 1,001
Put/Call Ratio 125.12
Net Difference -993

Prior 7-Day Put/Call Summary

Total Calls 647
Total Puts 1,872
Average Put/Call Ratio 2.31
Ratio Trend Falling

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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