YUM · Expected Move
Yum! Brands, Inc.
The expected move for YUM 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).
YUM straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current YUM Expected Move
30-Day Straddle
$10.05
7-Day Straddle
$10.05
30-Day ATM IV
28.6%
IV Rank
56%
Implied one-standard-deviation move through the next 30 days. Compare to YUM'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.
YUM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $10.05 | $10.05 | 28.6% | 56% |
| 20261021 | $10.45 | $10.45 | 29.4% | 62% |
| 20261020 | $10.70 | $10.70 | 29.2% | 60% |
| 20261019 | $10.05 | $10.05 | 28.5% | 55% |
| 20261016 | $10.50 | $0.95 | 28.1% | 52% |
| 20261015 | $10.85 | $2.15 | 28.4% | 55% |
| 20261014 | $11.10 | $3.27 | 29.4% | 62% |
| 20261013 | $10.65 | $4.00 | 27.6% | 48% |
| 20261012 | $11.00 | $3.67 | 28.2% | 53% |
| 20261009 | $11.15 | $3.75 | 28.2% | 53% |
| 20261008 | $11.25 | $4.40 | 28.9% | 58% |
| 20261007 | $11.35 | $5.00 | 29.1% | 59% |
| 20261006 | $11.75 | $4.78 | 29.6% | 63% |
| 20261005 | $11.90 | $5.12 | 28.8% | 57% |
| 20261002 | $5.97 | $5.97 | 29.3% | 61% |
| 20261001 | $6.22 | $6.22 | 28.8% | 57% |
| 20260930 | $6.22 | $6.22 | 28.4% | 54% |
| 20260929 | $6.50 | $6.50 | 28.2% | 53% |
| 20260928 | $6.47 | $6.47 | 28.9% | 58% |
| 20260925 | $6.88 | $6.88 | 27.1% | 45% |
| 20260924 | $8.15 | $8.15 | 27.4% | 47% |
| 20260923 | $7.10 | $7.10 | 26.2% | 38% |
| 20260922 | $7.97 | $7.97 | 28.4% | 54% |
| 20260921 | $7.65 | $7.65 | 26.8% | 42% |
| 20260918 | $7.72 | $2.60 | 24.6% | 26% |
| 20260917 | $8.10 | $2.73 | 26.6% | 41% |
| 20260916 | $8.40 | $3.17 | 26.5% | 45% |
| 20260915 | $8.60 | $3.27 | 25.9% | 42% |
| 20260914 | $8.72 | $3.90 | 24.7% | 34% |
| 20260911 | $9.15 | $4.62 | 26.0% | 42% |
| 20260910 | $9.65 | $4.95 | 26.9% | 49% |
| 20260909 | $8.85 | $4.65 | 24.3% | 31% |
| 20260908 | $9.80 | $5.05 | 25.5% | 39% |
| 20260904 | $10.00 | $5.10 | 23.8% | 27% |
| 20260903 | $9.85 | $5.80 | 23.7% | 27% |
| 20260902 | $6.20 | $6.20 | 23.7% | 27% |
| 20260901 | $6.50 | $6.50 | 23.9% | 28% |
| 20260831 | $6.15 | $6.15 | 22.9% | 21% |
| 20260828 | $6.60 | $6.60 | 23.2% | 24% |
| 20260827 | $7.08 | $7.08 | 24.4% | 31% |
| 20260826 | $7.22 | $7.22 | 24.4% | 31% |
| 20260825 | $8.18 | $8.18 | 24.9% | 35% |
| 20260824 | $9.27 | $9.27 | 25.5% | 39% |
| 20260821 | $8.38 | $3.25 | 24.5% | 32% |
| 20260820 | $8.88 | $3.15 | 25.7% | 40% |
| 20260819 | $8.05 | $3.67 | 24.6% | 33% |
| 20260818 | $8.40 | $3.62 | 25.0% | 36% |
| 20260817 | $8.15 | $4.17 | 23.8% | 28% |
| 20260814 | $8.80 | $4.08 | 24.4% | 32% |
| 20260813 | $9.15 | $4.67 | 24.3% | 31% |
| 20260812 | $9.10 | $4.85 | 24.1% | 29% |
| 20260811 | $9.05 | $5.00 | 24.5% | 32% |
| 20260810 | $9.50 | $5.30 | 25.1% | 36% |
| 20260807 | — | — | 23.9% | 28% |
| 20260806 | $11.35 | $7.90 | 27.8% | 54% |
| 20260805 | $7.33 | $7.33 | 26.3% | 44% |
| 20260804 | $7.40 | $7.40 | 27.2% | 51% |
| 20260803 | $7.53 | $7.53 | 27.8% | 54% |
| 20260731 | $7.62 | $7.62 | 26.2% | 44% |
| 20260730 | $8.40 | $8.40 | 25.5% | 39% |
More on YUM
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.