LYEL · Lyell Immunopharma, Inc. · Options Chain

Track LYEL — free

$11.96 -0.24 (-1.97%)

Russell 2000 member Rebalance outlook locked

Market Cap

$298.96M

24.51M

Options Chain

Underlying $11.96 · today Options Calculator

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Positioning

Sep 18, 2026 · 7 days to expiry · 38 contracts · mixed daily-bar sessions · Jul 23, 2026–Sep 1, 2026; 33 unknown

Put / call OI

185.00

Put-heavy positioning

Open interest

1,116

as of Sep 9, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$14.00

$2.04 above spot

ATM implied vol

314.7%

market's expected move

Open interest by strike

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 7d Oct 16 35d Jan 15 126d Apr 16 217d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	—	—	$4.20	$8.50	—		—	$0.00	$4.90	—	—	—	—
Call · $6 In the money Daily-bar session Unknown Quote as of 2026-09-11 19:59:37.297 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $6 Daily-bar session Unknown Quote as of 2026-09-11 19:55:14.782 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$3.20	$7.50	—		—	$0.00	$4.90	—	—	—	—
Call · $7 In the money Daily-bar session Unknown Quote as of 2026-09-11 19:59:44.664 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $7 Daily-bar session Unknown Quote as of 2026-09-11 19:55:14.782 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$2.20	$6.50	—		—	$0.00	$4.90	—	—	—	—
Call · $8 In the money Daily-bar session Unknown Quote as of 2026-09-11 19:59:36.292 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $8 Daily-bar session Unknown Quote as of 2026-09-11 19:55:14.782 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$1.20	$5.50	—		$0.63	$0.00	$4.90	—	—	2	2
Call · $9 In the money Daily-bar session Unknown Quote as of 2026-09-11 19:59:32.541 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $9 Daily-bar session Jul 23, 2026 Quote as of 2026-09-11 19:55:14.782 UTC Last $0.63 Breakeven $8.37 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 9, 2026 Model this put
—	—	—	—	$0.40	$5.00	—		—	$0.00	$4.90	—	—	—	—
Call · $10 In the money Daily-bar session Unknown Quote as of 2026-09-11 19:59:35.627 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $10 Daily-bar session Unknown Quote as of 2026-09-11 19:55:14.782 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	314.7%	0.66	$0.10	$4.90	—		—	$0.00	$0.50	—	—	—	—
Call · $11 In the money Daily-bar session Unknown Quote as of 2026-09-11 19:59:32.145 UTC Last — Breakeven — Implied vol 314.7% Delta 0.66 ≈66% ITM Gamma 0.07 Theta -0.137 Vega 0.006 Open interest — OI effective date — Model this call Put · $11 Daily-bar session Unknown Quote as of 2026-09-11 18:56:32.104 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
Underlying $11.96
—	—	—	—	$0.00	$4.90	—		$0.20	$0.00	$4.90	—	—	1	1
Call · $12 Daily-bar session Unknown Quote as of 2026-09-11 19:59:31.938 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $12 In the money Daily-bar session Aug 31, 2026 Quote as of 2026-09-11 19:59:34.014 UTC Last $0.20 Breakeven $11.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 9, 2026 Model this put
—	—	—	—	$0.00	$4.90	—		$0.30	$0.00	$4.90	—	—	1k	1.1k
Call · $13 Daily-bar session Unknown Quote as of 2026-09-11 19:55:57.914 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $13 In the money Daily-bar session Sep 1, 2026 Quote as of 2026-09-11 19:56:39.511 UTC Last $0.30 Breakeven $12.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1.1k OI effective date Sep 9, 2026 Model this put
—	—	—	—	$0.00	$4.90	—		$0.85	$0.00	$4.90	—	—	2	24
Call · $14 Daily-bar session Unknown Quote as of 2026-09-11 19:55:26.049 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $14 In the money Daily-bar session Aug 28, 2026 Quote as of 2026-09-11 19:57:40.610 UTC Last $0.85 Breakeven $13.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 24 OI effective date Sep 9, 2026 Model this put
—	—	—	—	$0.00	$4.90	—		—	$0.50	$5.10	—	—	—	—
Call · $15 Daily-bar session Unknown Quote as of 2026-09-11 19:55:14.782 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $15 In the money Daily-bar session Unknown Quote as of 2026-09-11 19:58:49.955 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$4.90	—		—	$1.50	$5.90	—	—	—	—
Call · $16 Daily-bar session Unknown Quote as of 2026-09-11 19:55:14.782 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $16 In the money Daily-bar session Unknown Quote as of 2026-09-11 19:59:36.284 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
6	5	—	—	$0.00	$4.90	$0.80		—	$2.50	$6.90	—	—	—	—
Call · $17 Daily-bar session Aug 25, 2026 Quote as of 2026-09-11 19:55:14.782 UTC Last $0.80 Breakeven $17.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 OI effective date Sep 9, 2026 Model this call Put · $17 In the money Daily-bar session Unknown Quote as of 2026-09-11 19:59:36.794 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$4.90	—		—	$3.50	$7.90	—	—	—	—
Call · $18 Daily-bar session Unknown Quote as of 2026-09-11 19:55:14.782 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $18 In the money Daily-bar session Unknown Quote as of 2026-09-11 19:59:37.296 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$4.90	—		—	$4.50	$8.90	—	—	—	—
Call · $19 Daily-bar session Unknown Quote as of 2026-09-11 19:55:14.782 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $19 In the money Daily-bar session Unknown Quote as of 2026-09-11 19:59:37.729 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$4.90	—		—	$5.50	$9.90	—	—	—	—
Call · $20 Daily-bar session Unknown Quote as of 2026-09-11 19:55:14.782 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $20 In the money Daily-bar session Unknown Quote as of 2026-09-11 19:59:38.114 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$4.90	—		—	$6.50	$10.90	—	—	—	—
Call · $21 Daily-bar session Unknown Quote as of 2026-09-11 19:55:14.782 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $21 In the money Daily-bar session Unknown Quote as of 2026-09-11 19:59:38.497 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$4.90	—		—	$7.50	$11.90	—	—	—	—
Call · $22 Daily-bar session Unknown Quote as of 2026-09-11 19:55:14.782 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $22 In the money Daily-bar session Unknown Quote as of 2026-09-11 19:59:38.813 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$4.90	—		—	$10.50	$14.90	—	—	—	—
Call · $25 Daily-bar session Unknown Quote as of 2026-09-11 19:55:14.782 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $25 In the money Daily-bar session Unknown Quote as of 2026-09-11 19:59:39.483 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$4.90	—		—	$15.50	$19.90	—	—	—	—
Call · $30 Daily-bar session Unknown Quote as of 2026-09-11 19:55:14.782 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $30 In the money Daily-bar session Unknown Quote as of 2026-09-11 19:59:39.948 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put

About this data

Each contract's last price, day range and volume belong to the daily-bar session shown in its details; unknown means the source omitted that timestamp. Open interest has its own effective date shown separately; implied volatility and greeks are model values computed when fetched. This chain has mixed daily-bar sessions · Jul 23, 2026–Sep 1, 2026; 33 unknown. Positioning totals are shown only when every returned open-interest value has the same known effective date. Bid and ask are real-time consolidated OPRA readings.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1806952 CUSIP 55083R203 13F (30d) 66 filings 65 filers Visit website Investor relations