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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Yelp Inc. (YELP) - NYSE Next Earnings Date: OS Estimate: Aug. 6, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 3.4
Avg Daily Volume: 1,336,191    Market Cap: 1.7B
Sector: Technology    Short Interest: 14.55
Live Interactive Chart
Days to Next Earnings: 51 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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 7, 2026 AC 3.3 $28.50 @$28.00 $2.62
($28.50)
9.36% -12.28% O -4.98% I $27.08 $1.33
( $27.08 )
-49.24%
Feb. 12, 2026 AC 3.1 $22.83 @$23.00 $2.08
($22.83)
9.04% -12.26% O -8.1% I $20.98 $2.17
( $20.98 )
4.33%
Nov. 6, 2025 AC 3.1 $32.13 @$32.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2025 AC 3.2 $34.18 @$34.00
May 8, 2025 AC 3.1 $35.74 @$36.00
Feb. 13, 2025 AC 3.3 $40.55 @$41.00
Nov. 7, 2024 AC 3.6 $36.37 @$36.00
Aug. 8, 2024 AC 3.7 $33.51 @$34.00
May 9, 2024 AC 3.8 $39.62 @$40.00
Feb. 15, 2024 AC 3.7 $44.39 @$44.00

 
 
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