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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Yelp Inc. (YELP) - NYSE Next Earnings Date: OS Estimate: Feb. 13, 2025 AC
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 3.3
Avg Daily Volume: 602,609    Market Cap: 2.56B
Sector: Technology    Short Interest: 7.49
Live Interactive Chart
Days to Next Earnings: 83 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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. 7, 2024 AC 3.6 $36.37 @$36.00 $3.35
($36.37)
9.31% -2.99% I -1.2% I $35.93 $1.12
( $35.93 )
-66.57%
Aug. 8, 2024 AC 3.7 $33.51 @$34.00 $3.45
($33.51)
10.15% 5.52% I -0.11% I $33.47 $1.27
( $33.47 )
-63.19%
May 9, 2024 AC 3.8 $39.62 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 4, 2023 AC 4.2 $27.29 @$27.00
Feb. 9, 2023 AC 4.1 $30.85 @$31.00
Nov. 3, 2022 AC 4.1 $36.34 @$36.00
Aug. 4, 2022 AC 3.6 $32.32 @$32.00

 
 
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