Yelp Inc. (YELP)
NYSE: YELP
· Real-Time Price · USD
31.20
-0.50 (-1.58%)
At close: Sep 10, 2025, 3:59 PM
31.09
-0.35%
Pre-market: Sep 11, 2025, 08:45 AM EDT
YELP Delta Exposure By Expiry
The total Delta Exposure (DEX) for YELP across all expirations shows -36,949.68 net shares that market makers must hedge, with 23,110.43 from calls and 60,060.11 from puts. The put-call delta ratio of 2.60 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
YELP DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 4,668.5 | -8,077.31 | -3,408.81 | 1.73 |
| Oct 17, 25 | 326.03 | -1,361.49 | -1,035.46 | 4.18 |
| Nov 21, 25 | 6,526.31 | -18,427.79 | -11,901.48 | 2.82 |
| Jan 16, 26 | 8,652.48 | -30,307.23 | -21,654.75 | 3.50 |
| Feb 20, 26 | 2,937.11 | -1,886.29 | 1,050.82 | 0.64 |