Yelp Inc. (YELP) Options History
Historical options analytics archive for YELP with monthly max pain, implied volatility, gamma exposure, and put/call data.
173 months of complete options data available.
YELP monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for YELP. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-07 | 22 | 66.2% | 45.1% | $23.00 | $230.5K | -$7.5M | 1.02 |
| 2026-06 | 21 | 48.4% | 45.8% | $24.00 | $226.5K | -$6.6M | 1.28 |
| 2026-05 | 20 | 49.3% | 48.8% | $24.00 | $152.9K | -$2.4M | 3.43 |
| 2026-04 | 21 | 49.7% | 52.4% | $30.00 | -$35.9K | -$527.9K | 1.69 |
| 2026-03 | 22 | 41.1% | 33.9% | $25.00 | $74.4K | -$942.8K | 0.78 |
| 2026-02 | 19 | 49.8% | 52.4% | $20.00 | $113.4K | -$936.2K | 3.48 |
This archive aggregates YELP's daily end-of-day options snapshots into monthly summaries, spanning 2012-03 through 2026-07. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how YELP option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-07) shows an average ATM implied volatility near 66.2%, a month-end max-pain strike around $23.00, an average put/call ratio of 1.02.
2026
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2025
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2024
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2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
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Frequently asked YELP history questions
- How much options history is available for YELP?
- This archive holds 173 months of YELP options analytics, spanning 2012-03 through 2026-07. Each entry is a monthly rollup of YELP's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the YELP archive.
- What data does each monthly YELP aggregate contain?
- Every monthly row summarizes that month of YELP option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-07 recorded an average ATM implied volatility near 66.2%, an average IV rank of 45.1%, a month-end max-pain strike around $23.00, an average put/call ratio of 1.02.
- How is the YELP options-history archive built and how often does it update?
- The archive is derived from YELP's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how YELP's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.