YESBANK
Yes Bank Limited
17.05
0.11 (0.65%)
Option Chain for YESBANK
21 Mar 2025 01:14 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 26000 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
|
|
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| - | 120 | 0 | 4 | - | 2.10 | 0.05 | 15 | 0.00 | 0.05 | 70.76 | 4 | -1 | 221 | -0.07 |
| 0.90 | 514 | -2 | 134 | 41.10 | 1.15 | 0.10 | 16 | 0.00 | 0.05 | 42.79 | 14 | 1 | 599 | -0.11 |
| 0.59 | 789 | 29 | 358 | 21.80 | 0.25 | -0.05 | 17 | -0.10 | 0.20 | 28.54 | 112 | 17 | 555 | -0.42 |
| 0.13 | 1,137 | -4 | 125 | 34.60 | 0.05 | 0.00 | 18 | -0.10 | 0.95 | 36.66 | 22 | -6 | 398 | -0.85 |
| 0.09 | 780 | 0 | 8 | 58.38 | 0.05 | 0.00 | 19 | -0.10 | 1.90 | 43.37 | 6 | -4 | 215 | -0.97 |
| 0.00 | 0 | 37 | 0 | 0.00 | 0.05 | 0.00 | 20 | 0.00 | 2.95 | - | 2 | -1 | 150 | - |
| 3,340 | 2,138 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.
