YESBANK
Yes Bank Limited
Historical option data for YESBANK
26 Dec 2024 04:14 PM IST
| YESBANK 30JAN2025 16 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 26 Dec | 19.80 | 4.75 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 19.80 | 4.75 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 19.91 | 4.75 | - | 0 | 0 | 0 | ||||
For Yes Bank Limited - strike price 16 expiring on 30JAN2025
Delta for 16 CE is -
Historical price for 16 CE is as follows
On 26 Dec YESBANK was trading at 19.80. The strike last trading price was 4.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Dec YESBANK was trading at 19.80. The strike last trading price was 4.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Dec YESBANK was trading at 19.91. The strike last trading price was 4.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| YESBANK 30JAN2025 16 PE | |||||||
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Delta: -0.04
Vega: 0.01
Theta: -0.00
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 19.80 | 0.05 | -0.05 | 44.04 | 8 | 4 | 21 |
| 24 Dec | 19.80 | 0.1 | 0.00 | 49.61 | 8 | 7 | 16 |
| 23 Dec | 19.91 | 0.1 | 49.83 | 5 | 1 | 5 | |
For Yes Bank Limited - strike price 16 expiring on 30JAN2025
Delta for 16 PE is -0.04
Historical price for 16 PE is as follows
On 26 Dec YESBANK was trading at 19.80. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 44.04, the open interest changed by 4 which increased total open position to 21
On 24 Dec YESBANK was trading at 19.80. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 49.61, the open interest changed by 7 which increased total open position to 16
On 23 Dec YESBANK was trading at 19.91. The strike last trading price was 0.1, which was lower than the previous day. The implied volatity was 49.83, the open interest changed by 1 which increased total open position to 5
