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Related Pages for YESBANK
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YESBANK
Yes Bank Limited
21.17 -0.06 (-0.28%)

Option Chain for YESBANK

05 Dec 2024 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 Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 4.20 0.00 16 0.00 0.05 - 3 0 52 -
0.00 0 1 0 0.00 4.10 0.00 17 0.00 0.05 56.20 15 2 55 -0.04
0.00 0 0 0 0.00 3.00 0.00 18 0.00 0.10 52.04 19 12 170 -0.08
0.89 62 13 30 41.10 2.40 -0.10 19 0.00 0.15 43.93 31 -1 348 -0.13
0.77 414 -6 214 37.50 1.55 -0.15 20 0.00 0.35 42.85 131 -34 489 -0.25
0.58 861 31 773 37.11 0.90 -0.10 21 0.00 0.65 39.16 290 -12 450 -0.42
0.38 923 23 2,104 39.02 0.50 -0.05 22 0.00 1.20 38.83 85 23 108 -0.62
0.24 630 36 360 43.14 0.30 0.00 23 0.05 2.00 43.26 1 0 24 -0.76
0.14 490 34 166 43.84 0.15 -0.05 24 0.00 3.70 - 0 0 0 -
3,380 1,696
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.