Symbol:    
Yelp Inc 
Options Root:  Open Help    YELP  
.
Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days30.87%31.44%25.42%92.42% - 17-Aug17.23% - 21-Apr
20 days32.08%29.11%69.51%73.40% - 15-Aug26.27% - 14-Apr
30 days30.66%29.45%61.32%65.30% - 05-Aug27.58% - 26-Sep
  IMPLIED VOLATILITY Open Help
IV Index call Open Help48.68%44.54%41.74%61.80% - 26-Apr35.94% - 18-Aug
IV Index put Open Help47.32%44.38%40.66%61.33% - 24-Jan35.20% - 18-Aug
IV Index mean Open Help48.00%44.46%41.20%61.36% - 24-Jan35.57% - 18-Aug
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days71.16%73.17%37.43%81.06% - 17-May28.70% - 08-Sep
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Implied Vola (%) Open HelpCall Delta Open HelpOption Value Open HelpChange (%)Call
Bid/Ask Mean 
Open Help
Expiry Open HelpStrike Open HelpDaysPut
Bid/Ask
Mean 
Open Help
 Change (%)  Option Value Open HelpPut Delta Open HelpImplied Vola (%) Open Help
48.24%71.70% 2.70000.15
(5.88)
2.700Oct 21, 2022 32.0210.650-0.10
(-13.33)
0.6500-27.26%45.08%
45.84%62.49% 2.00000.08
(3.90)
2.000Oct 21, 2022 33.0210.975-0.13
(-11.36)
0.9750-37.25%43.86%
45.15%51.83% 1.45000.12
(9.43)
1.450Oct 21, 2022 34.0211.400-0.13
(-8.20)
1.4000-48.49%42.52%
42.67%40.49% 0.95000.05
(5.56)
0.950Oct 21, 2022 35.0211.950-0.10
(-4.88)
1.9500-60.14%41.55%
53.00%66.21% 3.70000.10
(2.78)
3.700Nov 18, 2022 32.0491.650-0.12
(-7.04)
1.6500-33.91%52.89%
52.58%60.27% 3.12500.12
(4.17)
3.125Nov 18, 2022 33.0492.000-0.15
(-6.98)
2.0000-39.84%50.91%
50.43%54.06% 2.52500.05
(2.02)
2.525Nov 18, 2022 34.0492.450-0.15
(-5.77)
2.4500-46.24%49.88%
50.10%47.75% 2.07500.08
(3.75)
2.075Nov 18, 2022 35.0493.000-0.10
(-3.23)
3.0000-52.69%49.57%
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