LYELNasdaqPharmaceutical Preparations

Lyell Immunopharma, Inc. (LYEL) earnings date, market-implied expected move, and options open interest by expiry

14.85

−0.15 · −1.03%

post 14.85 +0.02%

Closed16:00 ET

Open16.18Volume658,413Mkt cap$368.8MEPS-10.44

Day14.85 – 16.180%52-wk7.20 – 45.0020%

LYEL

Lyell Immunopharma, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Mar 10

after close · in 124 days

est.Q4 FY26

Calendar

Next report

Last report

−2.79%

vs ±28.5% implied · ×0.10

shaded = implied · ▲▼ = realized

Nov 4 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+9.31%

shares held · 10 largest managers

13F · Jun 30 '26130d lag

87 managers

Top fund weight

0.00%

LYEL weight · IWM

N-PORTJun 30 '26

3 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Lyell Immunopharma (LYEL) is expected to report on Mar 10 after close (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Aug 6 '26confirmed±35.4%▲+3.52%×0.10

Q3 FY26Nov 4 '26confirmed±28.5%▼−2.79%×0.10

quarterimplied−40%0+40%realized×

Q3 FY26±28.5%▼−2.79%×0.10

Q2 FY26±35.4%

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 3 close

0.58OI · 4 expiries · Nov 3 closeP/C open interest · Apr 16 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

1,0100%Nov 2014d11.35890%11.35

0—Dec 1842d—0——

331+11%Jan 1570d1.003300%1.00

report · Mar 10 · after close · est.

262+14%Apr 16161d4510%

ExpiryPutsCallsP/C

Nov 2014d1,0100%890%11.35

Dec 1842d0—0——

Jan 1570d331+11%3300%1.00

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ3 FY26

−1517633.33%as filednet margin · revenue −25.00% QoQ · −80.00% YoY

Revenue$3,000−25.00%

Gross profit$3,000100.00%−25.00%

Operating income−$48M−1609833.33%−2.02%

Pre-tax income−$46M−1.73%

Net income−$46M−1517633.33%−1.73%

Cost of revenue$0—

Operating expenses$48M+2.02%

Other income$3M+7.13%

Source: SEC filings · standardized · QE Sep 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×1.08· ±4.6% vs ±4.3% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±4.6%10 of 24×1.08

PCEpersonal income & outlays±4.3%8 of 19×0.99

GDPgross domestic product±4.0%8 of 19×0.93

PPIproducer prices±3.3%3 of 10×0.78

CPROFcorporate profits±3.3%5 of 12×0.76

NFPjobs report±3.2%7 of 10×0.75

CPIconsumer prices±2.9%4 of 10×0.67

Bar = avg |move| to ±5% · tick = ±4.3% avg day · ×base = |move| ÷ ±4.3% · min 6 releases

Earnings history

EPS -1.86 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Nov 4 '26 · confirmed	-1.86	—
Q2 FY26	Aug 6 '26 · confirmed	-1.92	—
Q1 FY26	—	-1.10	—
Q3 FY25	—	-2.13	—

Methodology

ties · implied moves · holdersMethod