YESBANK
Yes Bank Limited
Historical option data for YESBANK
11 Apr 2025 04:13 PM IST
| YESBANK 24APR2025 15 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.91
Vega: 0.01
Theta: -0.02
Gamma: 0.09
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 17.15 | 2.3 | 0 | 58.09 | 14 | -8 | 60 | |||
| 9 Apr | 17.16 | 2.3 | -0.05 | 49.25 | 55 | -4 | 68 | |||
| 8 Apr | 17.19 | 2.35 | 0.3 | 54.29 | 116 | -6 | 72 | |||
| 7 Apr | 16.85 | 2.05 | -0.35 | 43.00 | 54 | 26 | 84 | |||
| 3 Apr | 17.95 | 2.95 | 0.75 | - | 14 | -1 | 57 | |||
|
|
||||||||||
| 2 Apr | 17.40 | 2.2 | -0.05 | 1.05 | 1 | 0 | 58 | |||
| 1 Apr | 17.33 | 2.25 | 0.15 | - | 35 | -3 | 39 | |||
| 28 Mar | 16.88 | 2.1 | 0 | 43.15 | 26 | 4 | 42 | |||
| 27 Mar | 17.26 | 2.1 | -0.15 | - | 8 | 5 | 37 | |||
| 26 Mar | 16.96 | 2.25 | -0.05 | 47.03 | 10 | 1 | 30 | |||
| 25 Mar | 17.03 | 2.3 | -0.4 | 45.81 | 15 | 0 | 29 | |||
| 24 Mar | 17.43 | 2.7 | 0.4 | 48.82 | 1 | 0 | 28 | |||
| 21 Mar | 17.17 | 2.3 | 0.05 | - | 2 | 1 | 28 | |||
| 20 Mar | 16.94 | 2.25 | 0.05 | 42.56 | 1 | 0 | 27 | |||
| 19 Mar | 17.03 | 2.2 | 0.3 | 31.54 | 5 | 0 | 27 | |||
| 18 Mar | 16.44 | 1.9 | 0.25 | 42.06 | 10 | 7 | 27 | |||
| 17 Mar | 16.11 | 1.65 | 0 | 0.00 | 0 | 20 | 0 | |||
| 13 Mar | 16.19 | 1.65 | -1.2 | 37.19 | 22 | 17 | 17 | |||
| 12 Mar | 16.15 | 2.85 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 16.37 | 2.85 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 16.52 | 2.85 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 16.88 | 2.85 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 16.98 | 2.85 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 16.92 | 2.85 | 0 | - | 0 | 0 | 0 | |||
For Yes Bank Limited - strike price 15 expiring on 24APR2025
Delta for 15 CE is 0.91
Historical price for 15 CE is as follows
On 11 Apr YESBANK was trading at 17.15. The strike last trading price was 2.3, which was 0 lower than the previous day. The implied volatity was 58.09, the open interest changed by -8 which decreased total open position to 60
On 9 Apr YESBANK was trading at 17.16. The strike last trading price was 2.3, which was -0.05 lower than the previous day. The implied volatity was 49.25, the open interest changed by -4 which decreased total open position to 68
On 8 Apr YESBANK was trading at 17.19. The strike last trading price was 2.35, which was 0.3 higher than the previous day. The implied volatity was 54.29, the open interest changed by -6 which decreased total open position to 72
On 7 Apr YESBANK was trading at 16.85. The strike last trading price was 2.05, which was -0.35 lower than the previous day. The implied volatity was 43.00, the open interest changed by 26 which increased total open position to 84
On 3 Apr YESBANK was trading at 17.95. The strike last trading price was 2.95, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 57
On 2 Apr YESBANK was trading at 17.40. The strike last trading price was 2.2, which was -0.05 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 58
On 1 Apr YESBANK was trading at 17.33. The strike last trading price was 2.25, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 39
On 28 Mar YESBANK was trading at 16.88. The strike last trading price was 2.1, which was 0 lower than the previous day. The implied volatity was 43.15, the open interest changed by 4 which increased total open position to 42
On 27 Mar YESBANK was trading at 17.26. The strike last trading price was 2.1, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 37
On 26 Mar YESBANK was trading at 16.96. The strike last trading price was 2.25, which was -0.05 lower than the previous day. The implied volatity was 47.03, the open interest changed by 1 which increased total open position to 30
On 25 Mar YESBANK was trading at 17.03. The strike last trading price was 2.3, which was -0.4 lower than the previous day. The implied volatity was 45.81, the open interest changed by 0 which decreased total open position to 29
On 24 Mar YESBANK was trading at 17.43. The strike last trading price was 2.7, which was 0.4 higher than the previous day. The implied volatity was 48.82, the open interest changed by 0 which decreased total open position to 28
On 21 Mar YESBANK was trading at 17.17. The strike last trading price was 2.3, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 28
On 20 Mar YESBANK was trading at 16.94. The strike last trading price was 2.25, which was 0.05 higher than the previous day. The implied volatity was 42.56, the open interest changed by 0 which decreased total open position to 27
On 19 Mar YESBANK was trading at 17.03. The strike last trading price was 2.2, which was 0.3 higher than the previous day. The implied volatity was 31.54, the open interest changed by 0 which decreased total open position to 27
On 18 Mar YESBANK was trading at 16.44. The strike last trading price was 1.9, which was 0.25 higher than the previous day. The implied volatity was 42.06, the open interest changed by 7 which increased total open position to 27
On 17 Mar YESBANK was trading at 16.11. The strike last trading price was 1.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0
On 13 Mar YESBANK was trading at 16.19. The strike last trading price was 1.65, which was -1.2 lower than the previous day. The implied volatity was 37.19, the open interest changed by 17 which increased total open position to 17
On 12 Mar YESBANK was trading at 16.15. The strike last trading price was 2.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar YESBANK was trading at 16.37. The strike last trading price was 2.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar YESBANK was trading at 16.52. The strike last trading price was 2.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Mar YESBANK was trading at 16.88. The strike last trading price was 2.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar YESBANK was trading at 16.98. The strike last trading price was 2.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar YESBANK was trading at 16.92. The strike last trading price was 2.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| YESBANK 24APR2025 15 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 0.00
Theta: -0.01
Gamma: 0.08
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 17.15 | 0.05 | -0.1 | 50.52 | 645 | -54 | 335 |
| 9 Apr | 17.16 | 0.1 | 0 | 56.75 | 209 | -73 | 389 |
| 8 Apr | 17.19 | 0.1 | -0.05 | 55.18 | 687 | 114 | 462 |
| 7 Apr | 16.85 | 0.15 | 0.1 | 56.07 | 947 | 190 | 349 |
| 3 Apr | 17.95 | 0.05 | 0 | 49.90 | 76 | -12 | 153 |
| 2 Apr | 17.40 | 0.05 | 0 | 42.18 | 18 | 13 | 165 |
| 1 Apr | 17.33 | 0.05 | -0.1 | 40.92 | 98 | 3 | 152 |
| 28 Mar | 16.88 | 0.15 | 0.05 | 44.21 | 74 | 30 | 149 |
| 27 Mar | 17.26 | 0.1 | 0 | 43.63 | 42 | 26 | 119 |
| 26 Mar | 16.96 | 0.1 | 0 | 38.74 | 55 | -23 | 93 |
| 25 Mar | 17.03 | 0.1 | 0 | 38.99 | 85 | 34 | 116 |
| 24 Mar | 17.43 | 0.1 | -0.05 | 42.96 | 45 | 35 | 84 |
| 21 Mar | 17.17 | 0.15 | 0 | 43.96 | 5 | 2 | 48 |
| 20 Mar | 16.94 | 0.15 | -0.05 | 40.25 | 10 | 0 | 45 |
| 19 Mar | 17.03 | 0.2 | -0.1 | 44.99 | 39 | 3 | 43 |
| 18 Mar | 16.44 | 0.3 | 0 | 44.86 | 15 | 6 | 38 |
| 17 Mar | 16.11 | 0.3 | -0.05 | 38.88 | 9 | 2 | 32 |
| 13 Mar | 16.19 | 0.35 | 0 | 41.46 | 20 | 0 | 29 |
| 12 Mar | 16.15 | 0.35 | 0.05 | 41.04 | 11 | -1 | 28 |
| 11 Mar | 16.37 | 0.3 | 0 | 40.64 | 14 | 6 | 28 |
| 10 Mar | 16.52 | 0.3 | 0 | 41.26 | 14 | 12 | 21 |
| 7 Mar | 16.88 | 0.3 | 0.05 | 44.44 | 2 | 0 | 9 |
| 6 Mar | 16.98 | 0.25 | -0.05 | 42.15 | 6 | 4 | 9 |
| 5 Mar | 16.92 | 0.3 | -0.15 | 44.33 | 3 | 2 | 4 |
For Yes Bank Limited - strike price 15 expiring on 24APR2025
Delta for 15 PE is -0.07
Historical price for 15 PE is as follows
On 11 Apr YESBANK was trading at 17.15. The strike last trading price was 0.05, which was -0.1 lower than the previous day. The implied volatity was 50.52, the open interest changed by -54 which decreased total open position to 335
On 9 Apr YESBANK was trading at 17.16. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 56.75, the open interest changed by -73 which decreased total open position to 389
On 8 Apr YESBANK was trading at 17.19. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 55.18, the open interest changed by 114 which increased total open position to 462
On 7 Apr YESBANK was trading at 16.85. The strike last trading price was 0.15, which was 0.1 higher than the previous day. The implied volatity was 56.07, the open interest changed by 190 which increased total open position to 349
On 3 Apr YESBANK was trading at 17.95. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 49.90, the open interest changed by -12 which decreased total open position to 153
On 2 Apr YESBANK was trading at 17.40. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 42.18, the open interest changed by 13 which increased total open position to 165
On 1 Apr YESBANK was trading at 17.33. The strike last trading price was 0.05, which was -0.1 lower than the previous day. The implied volatity was 40.92, the open interest changed by 3 which increased total open position to 152
On 28 Mar YESBANK was trading at 16.88. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 44.21, the open interest changed by 30 which increased total open position to 149
On 27 Mar YESBANK was trading at 17.26. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 43.63, the open interest changed by 26 which increased total open position to 119
On 26 Mar YESBANK was trading at 16.96. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 38.74, the open interest changed by -23 which decreased total open position to 93
On 25 Mar YESBANK was trading at 17.03. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 38.99, the open interest changed by 34 which increased total open position to 116
On 24 Mar YESBANK was trading at 17.43. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 42.96, the open interest changed by 35 which increased total open position to 84
On 21 Mar YESBANK was trading at 17.17. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 43.96, the open interest changed by 2 which increased total open position to 48
On 20 Mar YESBANK was trading at 16.94. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 40.25, the open interest changed by 0 which decreased total open position to 45
On 19 Mar YESBANK was trading at 17.03. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 44.99, the open interest changed by 3 which increased total open position to 43
On 18 Mar YESBANK was trading at 16.44. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 44.86, the open interest changed by 6 which increased total open position to 38
On 17 Mar YESBANK was trading at 16.11. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 38.88, the open interest changed by 2 which increased total open position to 32
On 13 Mar YESBANK was trading at 16.19. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 41.46, the open interest changed by 0 which decreased total open position to 29
On 12 Mar YESBANK was trading at 16.15. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 41.04, the open interest changed by -1 which decreased total open position to 28
On 11 Mar YESBANK was trading at 16.37. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 40.64, the open interest changed by 6 which increased total open position to 28
On 10 Mar YESBANK was trading at 16.52. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 41.26, the open interest changed by 12 which increased total open position to 21
On 7 Mar YESBANK was trading at 16.88. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 44.44, the open interest changed by 0 which decreased total open position to 9
On 6 Mar YESBANK was trading at 16.98. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 42.15, the open interest changed by 4 which increased total open position to 9
On 5 Mar YESBANK was trading at 16.92. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 44.33, the open interest changed by 2 which increased total open position to 4
