Lyell Immunopharma Inc (LYEL) Historical Volatility

Tracking LYEL historical volatility helps you see how much Lyell Immunopharma Inc's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Lyell Immunopharma Inc's HV tells you what really happened. Use our scanner to monitor LYEL 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The LYEL 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Lyell Immunopharma Inc's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

Lyell Immunopharma, Inc., a T cell reprogramming company, engages in developing T cell therapies for patients with solid tumors. The company develops therapies using technology platforms, such as Gen-R, an ex vivo genetic reprogramming technology to overcome T cell exhaustion; and Epi-R, an ex vivo epigenetic reprogramming technology to generate population of T cells with durable stemness. Its pipeline includes LYL797, a T cell product candidate for the treatment of non-small cell lung cancer and triple negative breast cancers; LYL845, that targets multiple solid tumors; and NY-ESO-1 for synovial sarcoma and other solid tumor indications.

The company entered into research and development collaboration and license agreement with GlaxoSmithKline for NY-ESO-1 program. Lyell Immunopharma, Inc. was incorporated in 2018 and is headquartered in South San Francisco, California.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Lyell Immunopharma Inc's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where LYEL HV is running hot, cold, or in line. Make the LYEL 30 day historical volatility — and every other window — work for your edge instead of against it.