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YELP INC. YELP

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Market datapartial · fetched 2026-10-22T16:04:48.026Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T16:04:33.826513588Z

FundamentalsAlpha Vantage · unavailable

Share price$20.67
1D+2.6%
$20.10$20.29$20.48$20.66$20.855:30 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.$0.09$2.77$5.45$8.12$10.80$15.11$17.58$20.05$22.52$24.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YELP spot · $20.67YELP PRICE$0.38$0.46$0.55$0.62$0.74$0.87$1.05$1.36$1.67$1.81$1.86$1.91$1.97$0.46$0.62$0.82$1.10$1.36$1.55$1.84$2.47$2.98$3.56$4.48$5.72$10.03
PutsExpensive1.51×
CallsCheap0.90×
SkewBearish+27.28 pp
Implied moveBearish±$2.88
TiltBearish41.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.6664.8%21.2%18.1063.8%14.6%
25Δ23.4457.0%15.6%18.6464.0%12.8%
30Δ22.7553.9%12.7%19.1665.6%11.3%
35Δ22.0748.5%9.8%19.6269.7%10.4%
40Δ21.6647.7%8.4%20.1072.5%9.4%
45Δ21.2947.4%7.2%20.6069.4%7.8%
50Δ20.9148.4%6.2%21.1568.9%6.6%
55Δ20.5253.5%5.8%21.8677.8%6.2%
60Δ20.1358.7%5.5%22.5480.1%5.4%
65Δ19.8356.5%4.7%23.3082.1%4.5%
70Δ19.5750.6%3.7%24.3687.8%3.8%
75Δ19.3044.7%2.7%25.7594.8%3.1%
80Δ19.0438.9%1.6%30.08128.7%3.0%

20Δ

Calls
Pseudo strike
24.66
IV
64.8%
B/E move
21.2%
Puts
Pseudo strike
18.10
IV
63.8%
B/E move
14.6%

25Δ

Calls
Pseudo strike
23.44
IV
57.0%
B/E move
15.6%
Puts
Pseudo strike
18.64
IV
64.0%
B/E move
12.8%

30Δ

Calls
Pseudo strike
22.75
IV
53.9%
B/E move
12.7%
Puts
Pseudo strike
19.16
IV
65.6%
B/E move
11.3%

35Δ

Calls
Pseudo strike
22.07
IV
48.5%
B/E move
9.8%
Puts
Pseudo strike
19.62
IV
69.7%
B/E move
10.4%

40Δ

Calls
Pseudo strike
21.66
IV
47.7%
B/E move
8.4%
Puts
Pseudo strike
20.10
IV
72.5%
B/E move
9.4%

45Δ

Calls
Pseudo strike
21.29
IV
47.4%
B/E move
7.2%
Puts
Pseudo strike
20.60
IV
69.4%
B/E move
7.8%

50Δ

Calls
Pseudo strike
20.91
IV
48.4%
B/E move
6.2%
Puts
Pseudo strike
21.15
IV
68.9%
B/E move
6.6%

55Δ

Calls
Pseudo strike
20.52
IV
53.5%
B/E move
5.8%
Puts
Pseudo strike
21.86
IV
77.8%
B/E move
6.2%

60Δ

Calls
Pseudo strike
20.13
IV
58.7%
B/E move
5.5%
Puts
Pseudo strike
22.54
IV
80.1%
B/E move
5.4%

65Δ

Calls
Pseudo strike
19.83
IV
56.5%
B/E move
4.7%
Puts
Pseudo strike
23.30
IV
82.1%
B/E move
4.5%

70Δ

Calls
Pseudo strike
19.57
IV
50.6%
B/E move
3.7%
Puts
Pseudo strike
24.36
IV
87.8%
B/E move
3.8%

75Δ

Calls
Pseudo strike
19.30
IV
44.7%
B/E move
2.7%
Puts
Pseudo strike
25.75
IV
94.8%
B/E move
3.1%

80Δ

Calls
Pseudo strike
19.04
IV
38.9%
B/E move
1.6%
Puts
Pseudo strike
30.08
IV
128.7%
B/E move
3.0%

Options history

No recorded observations