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LYEL - Lyell Immunopharma
Implied Volatility Analysis

Implied Volatility:
139.3%

Lyell Immunopharma has an Implied Volatility (IV) of 139.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for LYEL is 6 and the Implied Volatility Percentile (IVP) is 15. The current Implied Volatility Index for LYEL is -0.93 standard deviations away from its 1 year mean.

Market Cap$1.84B
Next Earnings Date11/3/2022 (32d)
Implied Volatility (IV) 30d
139.27
Implied Volatility Rank (IVR) 1y
6.01
Implied Volatility Percentile (IVP) 1y
14.54
Historical Volatility (HV) 30d
88.08
IV / HV
1.58
Open Interest
430.00
Option Volume
7.00

Data was calculated after the 9/30/2022 closing.

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