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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Yelp Inc. (YELP) - NYSE Next Earnings Date: OS Estimate: Feb. 12, 2026 AC
OS Projected Window: Feb. 9, 2026 to Feb. 14, 2026
EVR: 3.1
Avg Daily Volume: 1,065,883    Market Cap: 1.8B
Sector: Technology    Short Interest: 8.66
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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
Nov. 6, 2025 AC 3.1 $32.13 @$32.00 $2.75
($32.13)
8.59% -10.67% O -10.02% O $28.91 $3.33
( $28.91 )
21.09%
Aug. 7, 2025 AC 3.2 $34.18 @$34.00 $2.90
($34.18)
8.53% -9.74% O -9.21% O $31.03 $3.20
( $31.03 )
10.34%
May 8, 2025 AC 3.1 $35.74 @$36.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 2, 2023 AC 4.0 $42.79 @$43.00
Aug. 3, 2023 AC 4.0 $43.13 @$43.00

 
 
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