Lyell Immunopharma Inc. (LYEL)
NASDAQ: LYEL
· Real-Time Price · USD
11.28
0.32 (2.92%)
At close: Aug 27, 2025, 3:59 PM
11.28
0.00%
After-hours: Aug 27, 2025, 04:10 PM EDT
LYEL Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for LYEL across all expirations is -64.55 shares per 1% move, with 240.23 from calls and 304.78 from puts. The put-call GEX ratio of 1.27 indicates heavy put positioning, suggesting market makers may need to buy shares on declines (supportive) and sell on rallies (resistance). The highest gamma concentration is at the Oct 17, 25 expiration with 117.95 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests possible volatility from negative gamma effects.
LYEL GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 8.67 | -87.09 | -78.42 | 10.04 |
| Oct 17, 25 | 143.76 | -25.81 | 117.95 | 0.18 |
| Jan 16, 26 | 87.17 | -174.72 | -87.55 | 2.00 |
| Apr 17, 26 | 0.63 | -17.16 | -16.53 | 27.24 |
| Dec 18, 26 | 0 | 0 | 0 | n/a |