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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Yum! Brands (YUM) - NYSE Next Earnings Date: OS Estimate: July 31, 2024 BO
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 1.2
Avg Daily Volume: 2,092,022    Market Cap: 38.29B
Sector: Services    Short Interest: 2.41
Live Interactive Chart
Days to Next Earnings: 88 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
May 1, 2024 BO 1.1 $141.25 @$140.00 $5.97
($141.25)
4.26% -4.72% O -4.19% I $135.33 $5.98
( $135.33 )
0.17%
Feb. 7, 2024 BO 1.0 $127.27 @$125.00 $5.60
($127.27)
4.48% 4.22% I 1.86% I $129.64 $5.22
( $129.64 )
-6.79%
Nov. 1, 2023 BO 1.1 $120.86 @$120.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2023 BO 1.1 $136.36 @$135.00
May 3, 2023 BO 1.1 $142.90 @$145.00
Feb. 8, 2023 BO 1.2 $129.34 @$130.00
Nov. 2, 2022 BO 1.4 $118.15 @$120.00
Aug. 3, 2022 BO 1.4 $122.13 @$120.00
May 4, 2022 BO 1.4 $115.07 @$115.00
Feb. 9, 2022 BO 1.4 $124.97 @$125.00

 
 
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