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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Yum! Brands (YUM) - NYSE Next Earnings Date: OS Estimate: July 29, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 1.6
Avg Daily Volume: 1,601,634    Market Cap: 43.1B
Sector: Services    Short Interest: 2.37
Live Interactive Chart
Days to Next Earnings: 78 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
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
April 29, 2026 BO 1.6 $156.46 @$155.00 $8.45
($156.46)
5.45% 4.52% I 2.16% I $159.84 $7.85
( $159.84 )
-7.1%
Feb. 4, 2026 BO 1.7 $158.74 @$160.00 $8.40
($158.74)
5.25% -1.9% I 0.52% I $159.57 $6.30
( $159.57 )
-25.0%
Nov. 4, 2025 BO 1.5 $139.38 @$140.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 5, 2025 BO 1.4 $147.00 @$145.00
April 30, 2025 BO 1.5 $147.69 @$150.00
Feb. 6, 2025 BO 1.2 $131.25 @$130.00
Nov. 5, 2024 BO 1.2 $132.76 @$135.00
Aug. 6, 2024 BO 1.2 $133.32 @$135.00
May 1, 2024 BO 1.1 $141.25 @$140.00
Feb. 7, 2024 BO 1.0 $127.27 @$125.00

 
 
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