YESBANK
Yes Bank Limited
21.39
-0.19 (-0.88%)
Option Chain for YESBANK
12 Dec 2024 10:14 AM 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 | |
| 0.00 | 0 | 0 | 0 | 0.00 | 3.55 | 0.00 | 18 | 0.00 | 0.05 | 55.85 | 1 | 0 | 223 | -0.05 |
| 0.00 | 0 | 5 | 0 | 0.00 | 2.70 | 0.00 | 19 | 0.05 | 0.10 | 49.53 | 3 | -1 | 387 | -0.10 |
| 0.82 | 532 | -2 | 47 | 39.43 | 1.60 | -0.20 | 20 | -0.05 | 0.10 | 33.24 | 17 | -4 | 590 | -0.14 |
| 0.63 | 1,014 | 54 | 212 | 35.94 | 0.85 | -0.15 | 21 | 0.00 | 0.35 | 32.84 | 106 | -48 | 618 | -0.36 |
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| 0.37 | 2,025 | 13 | 369 | 34.22 | 0.35 | -0.15 | 22 | 0.10 | 0.90 | 34.57 | 43 | -9 | 412 | -0.63 |
| 0.21 | 824 | 63 | 227 | 41.61 | 0.20 | -0.05 | 23 | 0.15 | 1.70 | 38.13 | 1 | 0 | 90 | -0.81 |
| 0.07 | 1,165 | 140 | 530 | 37.98 | 0.05 | -0.10 | 24 | 0.00 | 2.45 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.09 | 184 | 0 | 1 | 56.20 | 0.10 | 0.00 | 25 | 0.00 | 4.60 | - | 0 | 0 | 0 | - |
| 0.05 | 138 | 1 | 9 | 56.91 | 0.05 | -0.05 | 26 | 0.00 | 5.55 | - | 0 | 0 | 0 | - |
| 5,882 | 2,320 | |||||||||||||
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.
