Lyell Immunopharma (LYEL)'s 30-day implied volatility (IV30) was 77.5% at the close on November 2, 2026, down from 86.6% the day before, against a 52-week range of 56.1% to 102.5%. Its 20-day historical volatility was 105.2%.

Key numbers

30-day implied volatility (IV30): 77.5%
IV30 52-week range: 56.1% to 102.5% (median 73.2%)
Historical volatility: 20-day 105.2%, 1-year 95.2%
Implied move by the nearest expiration: ±5.5%

Data as of November 2, 2026.

LYEL Implied Volatility (IV) vs Historical Volatility (HV)

Name: LYEL Implied Volatility
Creator: Market Chameleon