Related Pages for YESBANK
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YESBANK
Yes Bank Limited
19.41 -0.48 (-2.41%)

Option Chain for YESBANK
19 Jun 2025 04:13 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 26000
Delta OI Change OI Vol IV Ltp Change OI pcrCOI pcr Change Ltp IV Vol Change OI OI Delta
- 24 0 2 - 2.70 -0.25 10.42 17 - 0.00 0.05 - 4 1 250 -
0.87 214 -7 28 52.05 1.55 -0.35 3.12 18 0.43 0.00 0.05 43.06 117 -3 668 -0.09
0.69 287 -149 1,239 35.74 0.65 -0.40 3.90 19 -1.07 0.05 0.15 31.05 2,891 160 1,120 -0.28
0.28 2,023 2 2,347 32.92 0.15 -0.15 0.85 20 -43.50 0.30 0.70 33.87 1,406 -87 1,722 -0.71
0.10 5,154 -19 1,045 41.57 0.05 -0.05 0.54 21 7.11 0.40 1.55 30.00 384 -135 2,808 -0.97
0.07 6,075 -135 361 59.26 0.05 0.00 0.17 22 0.12 0.45 2.55 45.27 106 -16 1,036 -0.97
- 3,741 -16 31 - 0.05 0.00 0.16 23 -1.19 0.55 3.60 - 39 19 590 -
- 3,329 -3 6 - 0.05 0.00 0.04 24 0.33 0.55 4.60 - 14 -1 142 -
- 3,165 2 3 - 0.05 0.00 0.06 25 -0.50 0.55 5.55 - 5 -1 184 -
24,012 8,520
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        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.