YESBANK
Yes Bank Limited
Historical option data for YESBANK
07 Apr 2025 04:13 PM IST
| YESBANK 24APR2025 17 CE | ||||||||||
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Delta: 0.52
Vega: 0.01
Theta: -0.02
Gamma: 0.26
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Apr | 16.85 | 0.6 | -0.05 | 41.23 | 1,700 | 31 | 1,008 | |||
| 3 Apr | 17.95 | 1.25 | 0.45 | 34.34 | 868 | -13 | 607 | |||
| 2 Apr | 17.40 | 0.8 | -0.05 | 30.81 | 626 | 14 | 621 | |||
| 1 Apr | 17.33 | 0.85 | 0.25 | 34.29 | 1,731 | 50 | 607 | |||
| 28 Mar | 16.88 | 0.6 | -0.25 | 33.48 | 853 | 137 | 557 | |||
| 27 Mar | 17.26 | 0.9 | 0.15 | 35.51 | 856 | 56 | 422 | |||
| 26 Mar | 16.96 | 0.7 | -0.1 | 35.13 | 226 | 77 | 367 | |||
| 25 Mar | 17.03 | 0.75 | -0.3 | 34.75 | 223 | 92 | 290 | |||
| 24 Mar | 17.43 | 1.05 | 0.15 | 36.85 | 113 | 11 | 197 | |||
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| 21 Mar | 17.17 | 0.85 | 0.1 | 32.55 | 178 | 2 | 185 | |||
| 20 Mar | 16.94 | 0.75 | -0.1 | 33.72 | 83 | 29 | 183 | |||
| 19 Mar | 17.03 | 0.8 | 0.2 | 32.88 | 189 | -27 | 154 | |||
| 18 Mar | 16.44 | 0.6 | 0.1 | 35.83 | 234 | 62 | 182 | |||
| 17 Mar | 16.11 | 0.5 | -0.05 | 38.11 | 62 | 16 | 117 | |||
| 13 Mar | 16.19 | 0.55 | -0.05 | 36.62 | 34 | 22 | 100 | |||
| 12 Mar | 16.15 | 0.6 | -0.05 | 38.43 | 86 | 48 | 78 | |||
| 11 Mar | 16.37 | 0.65 | -0.1 | 35.89 | 50 | 25 | 30 | |||
| 10 Mar | 16.52 | 0.75 | -0.8 | 38.14 | 6 | 4 | 4 | |||
| 7 Mar | 16.88 | 1.55 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 16.98 | 1.55 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 16.92 | 1.55 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 16.34 | 1.55 | 0 | 2.83 | 0 | 0 | 0 | |||
| 3 Mar | 16.31 | 1.55 | 0 | 2.91 | 0 | 0 | 0 | |||
For Yes Bank Limited - strike price 17 expiring on 24APR2025
Delta for 17 CE is 0.52
Historical price for 17 CE is as follows
On 7 Apr YESBANK was trading at 16.85. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 41.23, the open interest changed by 31 which increased total open position to 1008
On 3 Apr YESBANK was trading at 17.95. The strike last trading price was 1.25, which was 0.45 higher than the previous day. The implied volatity was 34.34, the open interest changed by -13 which decreased total open position to 607
On 2 Apr YESBANK was trading at 17.40. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 30.81, the open interest changed by 14 which increased total open position to 621
On 1 Apr YESBANK was trading at 17.33. The strike last trading price was 0.85, which was 0.25 higher than the previous day. The implied volatity was 34.29, the open interest changed by 50 which increased total open position to 607
On 28 Mar YESBANK was trading at 16.88. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 33.48, the open interest changed by 137 which increased total open position to 557
On 27 Mar YESBANK was trading at 17.26. The strike last trading price was 0.9, which was 0.15 higher than the previous day. The implied volatity was 35.51, the open interest changed by 56 which increased total open position to 422
On 26 Mar YESBANK was trading at 16.96. The strike last trading price was 0.7, which was -0.1 lower than the previous day. The implied volatity was 35.13, the open interest changed by 77 which increased total open position to 367
On 25 Mar YESBANK was trading at 17.03. The strike last trading price was 0.75, which was -0.3 lower than the previous day. The implied volatity was 34.75, the open interest changed by 92 which increased total open position to 290
On 24 Mar YESBANK was trading at 17.43. The strike last trading price was 1.05, which was 0.15 higher than the previous day. The implied volatity was 36.85, the open interest changed by 11 which increased total open position to 197
On 21 Mar YESBANK was trading at 17.17. The strike last trading price was 0.85, which was 0.1 higher than the previous day. The implied volatity was 32.55, the open interest changed by 2 which increased total open position to 185
On 20 Mar YESBANK was trading at 16.94. The strike last trading price was 0.75, which was -0.1 lower than the previous day. The implied volatity was 33.72, the open interest changed by 29 which increased total open position to 183
On 19 Mar YESBANK was trading at 17.03. The strike last trading price was 0.8, which was 0.2 higher than the previous day. The implied volatity was 32.88, the open interest changed by -27 which decreased total open position to 154
On 18 Mar YESBANK was trading at 16.44. The strike last trading price was 0.6, which was 0.1 higher than the previous day. The implied volatity was 35.83, the open interest changed by 62 which increased total open position to 182
On 17 Mar YESBANK was trading at 16.11. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 38.11, the open interest changed by 16 which increased total open position to 117
On 13 Mar YESBANK was trading at 16.19. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 36.62, the open interest changed by 22 which increased total open position to 100
On 12 Mar YESBANK was trading at 16.15. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 38.43, the open interest changed by 48 which increased total open position to 78
On 11 Mar YESBANK was trading at 16.37. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was 35.89, the open interest changed by 25 which increased total open position to 30
On 10 Mar YESBANK was trading at 16.52. The strike last trading price was 0.75, which was -0.8 lower than the previous day. The implied volatity was 38.14, the open interest changed by 4 which increased total open position to 4
On 7 Mar YESBANK was trading at 16.88. The strike last trading price was 1.55, 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 1.55, 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 1.55, 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 4 Mar YESBANK was trading at 16.34. The strike last trading price was 1.55, which was 0 lower than the previous day. The implied volatity was 2.83, the open interest changed by 0 which decreased total open position to 0
On 3 Mar YESBANK was trading at 16.31. The strike last trading price was 1.55, which was 0 lower than the previous day. The implied volatity was 2.91, the open interest changed by 0 which decreased total open position to 0
| YESBANK 24APR2025 17 PE | |||||||
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Delta: -0.48
Vega: 0.01
Theta: -0.02
Gamma: 0.23
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Apr | 16.85 | 0.7 | 0.25 | 48.03 | 1,454 | 202 | 874 |
| 3 Apr | 17.95 | 0.25 | -0.1 | 38.73 | 1,074 | -6 | 607 |
| 2 Apr | 17.40 | 0.35 | -0.1 | 33.52 | 390 | 54 | 613 |
| 1 Apr | 17.33 | 0.45 | -0.2 | 38.33 | 407 | 17 | 561 |
| 28 Mar | 16.88 | 0.65 | 0.15 | 34.86 | 362 | 86 | 544 |
| 27 Mar | 17.26 | 0.45 | -0.2 | 33.84 | 354 | 215 | 460 |
| 26 Mar | 16.96 | 0.65 | 0.05 | 35.90 | 146 | 4 | 245 |
| 25 Mar | 17.03 | 0.6 | 0.15 | 34.71 | 128 | 45 | 241 |
| 24 Mar | 17.43 | 0.45 | -0.1 | 34.99 | 132 | 29 | 195 |
| 21 Mar | 17.17 | 0.55 | -0.1 | 33.91 | 160 | 63 | 166 |
| 20 Mar | 16.94 | 0.65 | 0 | 33.34 | 58 | 28 | 101 |
| 19 Mar | 17.03 | 0.6 | -0.4 | 32.52 | 81 | 25 | 73 |
| 18 Mar | 16.44 | 1 | -0.2 | 38.80 | 44 | 36 | 47 |
| 17 Mar | 16.11 | 1.2 | 0.15 | 37.41 | 2 | 0 | 11 |
| 13 Mar | 16.19 | 1.05 | -0.2 | 31.94 | 9 | -2 | 11 |
| 12 Mar | 16.15 | 1.25 | 0.2 | 40.69 | 10 | 7 | 14 |
| 11 Mar | 16.37 | 1.05 | 0 | 36.70 | 6 | -3 | 6 |
| 10 Mar | 16.52 | 1.05 | 0.05 | 38.51 | 1 | 8 | 8 |
| 7 Mar | 16.88 | 1 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 16.98 | 1 | 0 | 0.00 | 0 | 7 | 0 |
| 5 Mar | 16.92 | 1 | -0.1 | 43.95 | 10 | 6 | 7 |
| 4 Mar | 16.34 | 1.1 | 0.1 | 35.81 | 1 | 0 | 0 |
| 3 Mar | 16.31 | 1 | 0 | - | 0 | 0 | 0 |
For Yes Bank Limited - strike price 17 expiring on 24APR2025
Delta for 17 PE is -0.48
Historical price for 17 PE is as follows
On 7 Apr YESBANK was trading at 16.85. The strike last trading price was 0.7, which was 0.25 higher than the previous day. The implied volatity was 48.03, the open interest changed by 202 which increased total open position to 874
On 3 Apr YESBANK was trading at 17.95. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 38.73, the open interest changed by -6 which decreased total open position to 607
On 2 Apr YESBANK was trading at 17.40. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 33.52, the open interest changed by 54 which increased total open position to 613
On 1 Apr YESBANK was trading at 17.33. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was 38.33, the open interest changed by 17 which increased total open position to 561
On 28 Mar YESBANK was trading at 16.88. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was 34.86, the open interest changed by 86 which increased total open position to 544
On 27 Mar YESBANK was trading at 17.26. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was 33.84, the open interest changed by 215 which increased total open position to 460
On 26 Mar YESBANK was trading at 16.96. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 35.90, the open interest changed by 4 which increased total open position to 245
On 25 Mar YESBANK was trading at 17.03. The strike last trading price was 0.6, which was 0.15 higher than the previous day. The implied volatity was 34.71, the open interest changed by 45 which increased total open position to 241
On 24 Mar YESBANK was trading at 17.43. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 34.99, the open interest changed by 29 which increased total open position to 195
On 21 Mar YESBANK was trading at 17.17. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 33.91, the open interest changed by 63 which increased total open position to 166
On 20 Mar YESBANK was trading at 16.94. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 33.34, the open interest changed by 28 which increased total open position to 101
On 19 Mar YESBANK was trading at 17.03. The strike last trading price was 0.6, which was -0.4 lower than the previous day. The implied volatity was 32.52, the open interest changed by 25 which increased total open position to 73
On 18 Mar YESBANK was trading at 16.44. The strike last trading price was 1, which was -0.2 lower than the previous day. The implied volatity was 38.80, the open interest changed by 36 which increased total open position to 47
On 17 Mar YESBANK was trading at 16.11. The strike last trading price was 1.2, which was 0.15 higher than the previous day. The implied volatity was 37.41, the open interest changed by 0 which decreased total open position to 11
On 13 Mar YESBANK was trading at 16.19. The strike last trading price was 1.05, which was -0.2 lower than the previous day. The implied volatity was 31.94, the open interest changed by -2 which decreased total open position to 11
On 12 Mar YESBANK was trading at 16.15. The strike last trading price was 1.25, which was 0.2 higher than the previous day. The implied volatity was 40.69, the open interest changed by 7 which increased total open position to 14
On 11 Mar YESBANK was trading at 16.37. The strike last trading price was 1.05, which was 0 lower than the previous day. The implied volatity was 36.70, the open interest changed by -3 which decreased total open position to 6
On 10 Mar YESBANK was trading at 16.52. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 38.51, the open interest changed by 8 which increased total open position to 8
On 7 Mar YESBANK was trading at 16.88. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 0.00, 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 1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 5 Mar YESBANK was trading at 16.92. The strike last trading price was 1, which was -0.1 lower than the previous day. The implied volatity was 43.95, the open interest changed by 6 which increased total open position to 7
On 4 Mar YESBANK was trading at 16.34. The strike last trading price was 1.1, which was 0.1 higher than the previous day. The implied volatity was 35.81, the open interest changed by 0 which decreased total open position to 0
On 3 Mar YESBANK was trading at 16.31. The strike last trading price was 1, 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
