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YELP INC. YELP

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
i

Market dataready · fetched 2026-11-11T15:57:45.732Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T15:56:45.15330792Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:57:45.110509+00:00

Share price$19.88
1D+0.8%
$19.60$19.71$19.81$19.91$20.025:30 AM6:30 AM9:00 AM1:00 PMYELP
Sold putSold call

YELP INC. options

Live interpolated YELP call and put midpoint premiums by absolute delta.YELP INC.$0.16$0.51$0.86$1.20$1.55$16.04$18.10$20.16$22.21$24.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YELP spot · $19.88YELP PRICE$0.20$0.27$0.33$0.43$0.52$0.61$0.71$0.82$0.93$1.04$1.15$1.29$1.45$0.25$0.31$0.38$0.48$0.57$0.67$0.77$0.85$0.94$1.02$1.10$1.19$1.33
PutsCheap0.57×
CallsCheap0.50×
SkewBullish-1.79 pp
Implied moveBearish±$1.47
TiltBalanced0.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.6257.4%9.8%18.2667.2%9.4%
25Δ21.2958.0%8.5%18.6463.9%7.8%
30Δ20.9858.7%7.2%19.0160.7%6.3%
35Δ20.7359.0%6.4%19.2660.0%5.5%
40Δ20.4859.4%5.6%19.5059.4%4.8%
45Δ20.2359.7%4.9%19.7458.7%4.1%
50Δ19.9960.0%4.1%19.9858.0%3.4%
55Δ19.7758.6%3.5%20.1655.2%2.9%
60Δ19.5457.2%3.0%20.3452.3%2.4%
65Δ19.3255.8%2.4%20.5149.4%1.9%
70Δ19.1054.5%1.9%20.6946.4%1.5%
75Δ18.8852.1%1.4%20.8743.5%1.0%
80Δ18.6649.1%1.1%21.0941.6%0.6%

20Δ

Calls
Pseudo strike
21.62
IV
57.4%
B/E move
9.8%
Puts
Pseudo strike
18.26
IV
67.2%
B/E move
9.4%

25Δ

Calls
Pseudo strike
21.29
IV
58.0%
B/E move
8.5%
Puts
Pseudo strike
18.64
IV
63.9%
B/E move
7.8%

30Δ

Calls
Pseudo strike
20.98
IV
58.7%
B/E move
7.2%
Puts
Pseudo strike
19.01
IV
60.7%
B/E move
6.3%

35Δ

Calls
Pseudo strike
20.73
IV
59.0%
B/E move
6.4%
Puts
Pseudo strike
19.26
IV
60.0%
B/E move
5.5%

40Δ

Calls
Pseudo strike
20.48
IV
59.4%
B/E move
5.6%
Puts
Pseudo strike
19.50
IV
59.4%
B/E move
4.8%

45Δ

Calls
Pseudo strike
20.23
IV
59.7%
B/E move
4.9%
Puts
Pseudo strike
19.74
IV
58.7%
B/E move
4.1%

50Δ

Calls
Pseudo strike
19.99
IV
60.0%
B/E move
4.1%
Puts
Pseudo strike
19.98
IV
58.0%
B/E move
3.4%

55Δ

Calls
Pseudo strike
19.77
IV
58.6%
B/E move
3.5%
Puts
Pseudo strike
20.16
IV
55.2%
B/E move
2.9%

60Δ

Calls
Pseudo strike
19.54
IV
57.2%
B/E move
3.0%
Puts
Pseudo strike
20.34
IV
52.3%
B/E move
2.4%

65Δ

Calls
Pseudo strike
19.32
IV
55.8%
B/E move
2.4%
Puts
Pseudo strike
20.51
IV
49.4%
B/E move
1.9%

70Δ

Calls
Pseudo strike
19.10
IV
54.5%
B/E move
1.9%
Puts
Pseudo strike
20.69
IV
46.4%
B/E move
1.5%

75Δ

Calls
Pseudo strike
18.88
IV
52.1%
B/E move
1.4%
Puts
Pseudo strike
20.87
IV
43.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
18.66
IV
49.1%
B/E move
1.1%
Puts
Pseudo strike
21.09
IV
41.6%
B/E move
0.6%

Options history

IV · four-Friday blend56.94%
Daily EOD
YELP51.4%56.7%62.1%2026-10-19: 54.92%2026-10-20: 52.11%2026-10-21: 53.88%2026-10-22: 53.45%2026-10-23: 55.31%2026-10-26: 56.55%2026-10-27: 56.58%2026-10-28: 61.32%2026-10-29: 58.78%2026-10-30: 56.94%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
54.92%
52.11%
53.88%
53.45%
55.31%
56.55%
56.58%
61.32%
58.78%
56.94%