YELP · Expected Move
YELP INC.
The expected move for YELP is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
YELP straddle price & implied vol
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current YELP Expected Move
30-Day Straddle
$1.73
7-Day Straddle
$1.73
Avg IV
110.3%
IV Rank
88%
Implied one-standard-deviation move through the next 30 days. Compare to YELP's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
YELP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260929 | $1.73 | $1.73 | 110.3% | 88% |
| 20260928 | $1.48 | $1.48 | 86.9% | 53% |
| 20260925 | $1.60 | $1.60 | 82.3% | 46% |
| 20260924 | $1.55 | $1.55 | 92.7% | 62% |
| 20260923 | $1.70 | $1.70 | 84.7% | 50% |
| 20260922 | $1.80 | $1.80 | 78.6% | 41% |
| 20260921 | $1.65 | $1.65 | 75.5% | 36% |
| 20260918 | $1.50 | $0.43 | 72.6% | 32% |
| 20260917 | $2.28 | $0.80 | 72.7% | 32% |
| 20260916 | $3.12 | $1.23 | 70.7% | 30% |
| 20260915 | $2.25 | $0.95 | 66.9% | 25% |
| 20260914 | $2.60 | $1.05 | 59.4% | 17% |
| 20260911 | $2.42 | $1.02 | 58.4% | 16% |
| 20260910 | $2.45 | $1.40 | 59.8% | 18% |
| 20260909 | $2.55 | $1.38 | 62.7% | 22% |
| 20260908 | $2.67 | $1.33 | 63.4% | 23% |
| 20260904 | $2.65 | $1.92 | 54.6% | 11% |
| 20260903 | $2.40 | $1.97 | 61.6% | 21% |
| 20260902 | $1.88 | $1.88 | 89.3% | 59% |
| 20260901 | $1.73 | $1.73 | 85.4% | 54% |
| 20260831 | $1.90 | $1.90 | 85.4% | 54% |
| 20260828 | $2.00 | $2.00 | 84.7% | 53% |
| 20260827 | $2.00 | $2.00 | 75.3% | 40% |
| 20260826 | $2.05 | $2.05 | 73.9% | 38% |
| 20260825 | $2.00 | $2.00 | 63.3% | 23% |
| 20260824 | $2.20 | $2.20 | 68.5% | 30% |
| 20260821 | $2.28 | $0.95 | 64.8% | 25% |
| 20260820 | $2.28 | $0.95 | 63.1% | 23% |
| 20260819 | $2.35 | $1.48 | 58.2% | 16% |
| 20260818 | $2.40 | $1.15 | 66.7% | 28% |
| 20260817 | $2.52 | $1.02 | 77.8% | 43% |
| 20260814 | $2.62 | $1.42 | 63.5% | 23% |
| 20260813 | $3.10 | $1.58 | 65.4% | 26% |
| 20260812 | $2.73 | $1.35 | 66.7% | 28% |
| 20260811 | $3.10 | $1.88 | 69.4% | 32% |
| 20260810 | $3.73 | $1.65 | 65.5% | 26% |
| 20260806 | $4.92 | $2.95 | 70.8% | 33% |
| 20260805 | $3.45 | $3.45 | 118.3% | 100% |
| 20260804 | $3.38 | $3.38 | 115.6% | 100% |
| 20260803 | $3.67 | $3.67 | 107.2% | 90% |
| 20260731 | $3.47 | $3.47 | 83.4% | 54% |
| 20260730 | $3.55 | $3.55 | 98.9% | 78% |
| 20260729 | $3.95 | $3.95 | 85.5% | 57% |
| 20260728 | $3.67 | $3.67 | 84.2% | 56% |
| 20260727 | $3.85 | $3.85 | 87.5% | 61% |
| 20260724 | $3.30 | $3.30 | 77.9% | 46% |
| 20260723 | $3.33 | $3.33 | 87.5% | 61% |
| 20260722 | $3.30 | $3.30 | 85.3% | 57% |
| 20260721 | $4.08 | $4.08 | 79.8% | 49% |
| 20260720 | $3.45 | $3.45 | 80.4% | 50% |
| 20260716 | $3.72 | $1.05 | 68.5% | 32% |
| 20260715 | $3.60 | $1.40 | 71.0% | 36% |
| 20260714 | $3.58 | $1.38 | 75.6% | 43% |
| 20260713 | $3.55 | $1.57 | 62.3% | 23% |
| 20260710 | $3.90 | $1.25 | 65.5% | 28% |
| 20260709 | $3.47 | $1.73 | 66.9% | 30% |
| 20260708 | $3.62 | $2.17 | 70.2% | 35% |
| 20260707 | $3.67 | $1.73 | 72.7% | 38% |
| 20260706 | $3.88 | $2.23 | 69.2% | 33% |
More on YELP
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.