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YELP INC YELP 19.46 -1.06 -5.17%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

No chain in the last ten days can size a move for YELP.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±8.51%
Average actual move
8.73%
Beyond the implied move
2 / 3
Reaction session Implied Actual Used ATM IV before → after
August 08, 2025 ±8.05% -9.22% 1.15× —
May 09, 2025 ±8.67% +9.07% 1.05× —
February 14, 2025 ±8.82% -7.92% 0.90× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →