Lyell Immunopharma, Inc. · Brief

Next report

11 days

Nov 11 · after closeest.Q3 FY26

Expected move

±38.5%implied · straddle

6.7915.29

spot 11.04exp Nov 20ATM strike 11ATM straddle 5.00IV 240%

Oct 30 close

Expected move

—≥ implied

Q2 FY26±35.4%▲+3.52%×0.10

quarterimplied−40%0+40%realized×

Q2 FY26±35.4%▲+3.52%×0.10

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Nov 11 report · est.

Bull2 of 3

87managers reporting a position in the latest quarterly filings13F · Jun 30 '26

12managers holding the majority of reported value13F · Jun 30 '26

Bear1

4 of 24largest reporting managers that cut their stake in the latest quarter13F · Jun 30 '26

AI captions · Oct 26 '26once per report · top 2 per case

LYEL report session

No linked exposure.

Oct 28impliedImplied move: ±38.9% into Nov 11 earnings (Oct 28 close).Source

privateThesis 0 · Decisions 0 · Observations 0

No thesis.