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[--[65.84.65.76]--]
YESBANK
Yes Bank Limited

17.15 -0.01 (-0.06%)

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Historical option data for YESBANK

11 Apr 2025 04:13 PM IST
YESBANK 24APR2025 18 CE
Delta: 0.32
Vega: 0.01
Theta: -0.02
Gamma: 0.24
Date Close Ltp Change IV Volume Change OI OI
11 Apr 17.15 0.3 -0.05 46.30 1,603 36 1,503
9 Apr 17.16 0.35 -0.05 46.29 1,978 -12 1,475
8 Apr 17.19 0.4 0.1 48.19 4,130 -163 1,489
7 Apr 16.85 0.3 0 45.80 2,222 121 1,714
3 Apr 17.95 0.6 0.2 33.11 2,661 109 924
2 Apr 17.40 0.35 -0.05 32.78 1,402 -102 815
1 Apr 17.33 0.4 0.1 35.63 2,180 2 922
28 Mar 16.88 0.3 -0.15 36.83 1,550 428 920
27 Mar 17.26 0.45 0.05 36.87 1,006 117 490
26 Mar 16.96 0.4 0 39.77 338 57 371
25 Mar 17.03 0.4 -0.15 37.49 596 14 312
24 Mar 17.43 0.55 0.1 36.59 323 130 298
21 Mar 17.17 0.45 0.05 34.53 158 45 168
20 Mar 16.94 0.4 -0.05 35.75 86 2 121
19 Mar 17.03 0.45 0.1 36.10 131 14 119
18 Mar 16.44 0.35 0.1 39.29 52 11 103
17 Mar 16.11 0.25 0 38.60 26 7 91
13 Mar 16.19 0.25 -0.05 35.23 53 16 84
12 Mar 16.15 0.3 -0.05 37.63 17 13 67
11 Mar 16.37 0.35 -0.1 36.33 62 24 50
10 Mar 16.52 0.4 -0.25 37.47 17 15 26
7 Mar 16.88 0.65 -0.05 40.75 11 8 11
6 Mar 16.98 0.7 0.05 41.33 3 1 3
5 Mar 16.92 0.65 -1.75 38.63 4 1 1
4 Mar 16.34 2.4 0 8.67 0 0 0
3 Mar 16.31 2.4 0 8.62 0 0 0
27 Feb 17.36 2.4 0 2.45 0 0 0
26 Feb 17.79 2.4 0 - 0 0 0
25 Feb 17.79 2.4 0 - 0 0 0
20 Feb 18.21 2.4 0 - 0 0 0
18 Feb 17.46 2.4 0 1.38 0 0 0
17 Feb 17.66 2.4 0 - 0 0 0
13 Feb 18.17 2.4 0 - 0 0 0
12 Feb 18.13 2.4 0 - 0 0 0
11 Feb 18.11 2.4 0 - 0 0 0
10 Feb 18.59 2.4 0 - 0 0 0
7 Feb 19.12 2.4 0 - 0 0 0
6 Feb 19.28 2.4 0 - 0 0 0
5 Feb 19.42 2.4 0 - 0 0 0
4 Feb 19.12 2.4 0 - 0 0 0
3 Feb 18.79 2.4 0 - 0 0 0
1 Feb 19.03 2.4 0 - 0 0 0


For Yes Bank Limited - strike price 18 expiring on 24APR2025

Delta for 18 CE is 0.32

Historical price for 18 CE is as follows

On 11 Apr YESBANK was trading at 17.15. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 46.30, the open interest changed by 36 which increased total open position to 1503


On 9 Apr YESBANK was trading at 17.16. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 46.29, the open interest changed by -12 which decreased total open position to 1475


On 8 Apr YESBANK was trading at 17.19. The strike last trading price was 0.4, which was 0.1 higher than the previous day. The implied volatity was 48.19, the open interest changed by -163 which decreased total open position to 1489


On 7 Apr YESBANK was trading at 16.85. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 45.80, the open interest changed by 121 which increased total open position to 1714


On 3 Apr YESBANK was trading at 17.95. The strike last trading price was 0.6, which was 0.2 higher than the previous day. The implied volatity was 33.11, the open interest changed by 109 which increased total open position to 924


On 2 Apr YESBANK was trading at 17.40. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 32.78, the open interest changed by -102 which decreased total open position to 815


On 1 Apr YESBANK was trading at 17.33. The strike last trading price was 0.4, which was 0.1 higher than the previous day. The implied volatity was 35.63, the open interest changed by 2 which increased total open position to 922


On 28 Mar YESBANK was trading at 16.88. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 36.83, the open interest changed by 428 which increased total open position to 920


On 27 Mar YESBANK was trading at 17.26. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 36.87, the open interest changed by 117 which increased total open position to 490


On 26 Mar YESBANK was trading at 16.96. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 39.77, the open interest changed by 57 which increased total open position to 371


On 25 Mar YESBANK was trading at 17.03. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 37.49, the open interest changed by 14 which increased total open position to 312


On 24 Mar YESBANK was trading at 17.43. The strike last trading price was 0.55, which was 0.1 higher than the previous day. The implied volatity was 36.59, the open interest changed by 130 which increased total open position to 298


On 21 Mar YESBANK was trading at 17.17. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 34.53, the open interest changed by 45 which increased total open position to 168


On 20 Mar YESBANK was trading at 16.94. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 35.75, the open interest changed by 2 which increased total open position to 121


On 19 Mar YESBANK was trading at 17.03. The strike last trading price was 0.45, which was 0.1 higher than the previous day. The implied volatity was 36.10, the open interest changed by 14 which increased total open position to 119


On 18 Mar YESBANK was trading at 16.44. The strike last trading price was 0.35, which was 0.1 higher than the previous day. The implied volatity was 39.29, the open interest changed by 11 which increased total open position to 103


On 17 Mar YESBANK was trading at 16.11. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 38.60, the open interest changed by 7 which increased total open position to 91


On 13 Mar YESBANK was trading at 16.19. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 35.23, the open interest changed by 16 which increased total open position to 84


On 12 Mar YESBANK was trading at 16.15. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 37.63, the open interest changed by 13 which increased total open position to 67


On 11 Mar YESBANK was trading at 16.37. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 36.33, the open interest changed by 24 which increased total open position to 50


On 10 Mar YESBANK was trading at 16.52. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 37.47, the open interest changed by 15 which increased total open position to 26


On 7 Mar YESBANK was trading at 16.88. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 40.75, the open interest changed by 8 which increased total open position to 11


On 6 Mar YESBANK was trading at 16.98. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 41.33, the open interest changed by 1 which increased total open position to 3


On 5 Mar YESBANK was trading at 16.92. The strike last trading price was 0.65, which was -1.75 lower than the previous day. The implied volatity was 38.63, the open interest changed by 1 which increased total open position to 1


On 4 Mar YESBANK was trading at 16.34. The strike last trading price was 2.4, which was 0 lower than the previous day. The implied volatity was 8.67, 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 2.4, which was 0 lower than the previous day. The implied volatity was 8.62, the open interest changed by 0 which decreased total open position to 0


On 27 Feb YESBANK was trading at 17.36. The strike last trading price was 2.4, which was 0 lower than the previous day. The implied volatity was 2.45, the open interest changed by 0 which decreased total open position to 0


On 26 Feb YESBANK was trading at 17.79. The strike last trading price was 2.4, 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 25 Feb YESBANK was trading at 17.79. The strike last trading price was 2.4, 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 20 Feb YESBANK was trading at 18.21. The strike last trading price was 2.4, 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 18 Feb YESBANK was trading at 17.46. The strike last trading price was 2.4, which was 0 lower than the previous day. The implied volatity was 1.38, the open interest changed by 0 which decreased total open position to 0


On 17 Feb YESBANK was trading at 17.66. The strike last trading price was 2.4, 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 13 Feb YESBANK was trading at 18.17. The strike last trading price was 2.4, 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 12 Feb YESBANK was trading at 18.13. The strike last trading price was 2.4, 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 Feb YESBANK was trading at 18.11. The strike last trading price was 2.4, 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 Feb YESBANK was trading at 18.59. The strike last trading price was 2.4, 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 Feb YESBANK was trading at 19.12. The strike last trading price was 2.4, 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 Feb YESBANK was trading at 19.28. The strike last trading price was 2.4, 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 Feb YESBANK was trading at 19.42. The strike last trading price was 2.4, 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 Feb YESBANK was trading at 19.12. The strike last trading price was 2.4, 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 3 Feb YESBANK was trading at 18.79. The strike last trading price was 2.4, 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 1 Feb YESBANK was trading at 19.03. The strike last trading price was 2.4, 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 18 PE
Delta: -0.67
Vega: 0.01
Theta: -0.02
Gamma: 0.23
Date Close Ltp Change IV Volume Change OI OI
11 Apr 17.15 1.1 -0.05 48.35 128 0 363
9 Apr 17.16 1.15 0 50.47 200 4 363
8 Apr 17.19 1.15 -0.25 49.58 246 -17 358
7 Apr 16.85 1.35 0.25 49.99 205 -4 376
3 Apr 17.95 0.55 -0.35 33.88 757 185 437
2 Apr 17.40 0.9 -0.1 35.72 92 15 252
1 Apr 17.33 1 -0.35 39.99 141 43 238
28 Mar 16.88 1.35 0.3 38.87 109 19 195
27 Mar 17.26 1 -0.2 33.46 123 34 175
26 Mar 16.96 1.2 0 32.29 39 23 140
25 Mar 17.03 1.2 0.25 35.10 57 35 118
24 Mar 17.43 0.95 -0.15 34.67 45 24 82
21 Mar 17.17 1.1 -0.15 33.86 25 17 59
20 Mar 16.94 1.25 0.05 33.26 9 7 43
19 Mar 17.03 1.2 -0.5 33.46 5 3 35
18 Mar 16.44 1.7 -0.2 40.49 25 18 31
17 Mar 16.11 1.9 0.4 35.07 4 2 12
13 Mar 16.19 1.5 0 0.00 0 0 0
12 Mar 16.15 1.5 0 0.00 0 0 0
11 Mar 16.37 1.5 0 0.00 0 1 0
10 Mar 16.52 1.5 0 28.63 1 9 9
7 Mar 16.88 1.5 0 0.00 0 4 0
6 Mar 16.98 1.5 0 41.75 4 0 5
5 Mar 16.92 1.5 -0.3 41.46 1 0 4
4 Mar 16.34 1.8 0.65 37.28 4 0 0
3 Mar 16.31 1.15 0 - 0 0 0
27 Feb 17.36 1.15 0 - 0 0 0
26 Feb 17.79 1.15 0 0.33 0 0 0
25 Feb 17.79 1.15 0 0.33 0 0 0
20 Feb 18.21 1.15 0 3.01 0 0 0
18 Feb 17.46 1.15 0 - 0 0 0
17 Feb 17.66 1.15 0 0.11 0 0 0
13 Feb 18.17 1.15 0 2.73 0 0 0
12 Feb 18.13 1.15 0 2.63 0 0 0
11 Feb 18.11 1.15 0 2.69 0 0 0
10 Feb 18.59 1.15 0 4.31 0 0 0
7 Feb 19.12 1.15 0 6.55 0 0 0
6 Feb 19.28 1.15 0 6.97 0 0 0
5 Feb 19.42 1.15 0 7.51 0 0 0
4 Feb 19.12 1.15 0 6.64 0 0 0
3 Feb 18.79 1.15 0 4.86 0 0 0
1 Feb 19.03 1.15 0 5.42 0 0 0


For Yes Bank Limited - strike price 18 expiring on 24APR2025

Delta for 18 PE is -0.67

Historical price for 18 PE is as follows

On 11 Apr YESBANK was trading at 17.15. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 48.35, the open interest changed by 0 which decreased total open position to 363


On 9 Apr YESBANK was trading at 17.16. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 50.47, the open interest changed by 4 which increased total open position to 363


On 8 Apr YESBANK was trading at 17.19. The strike last trading price was 1.15, which was -0.25 lower than the previous day. The implied volatity was 49.58, the open interest changed by -17 which decreased total open position to 358


On 7 Apr YESBANK was trading at 16.85. The strike last trading price was 1.35, which was 0.25 higher than the previous day. The implied volatity was 49.99, the open interest changed by -4 which decreased total open position to 376


On 3 Apr YESBANK was trading at 17.95. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 33.88, the open interest changed by 185 which increased total open position to 437


On 2 Apr YESBANK was trading at 17.40. The strike last trading price was 0.9, which was -0.1 lower than the previous day. The implied volatity was 35.72, the open interest changed by 15 which increased total open position to 252


On 1 Apr YESBANK was trading at 17.33. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was 39.99, the open interest changed by 43 which increased total open position to 238


On 28 Mar YESBANK was trading at 16.88. The strike last trading price was 1.35, which was 0.3 higher than the previous day. The implied volatity was 38.87, the open interest changed by 19 which increased total open position to 195


On 27 Mar YESBANK was trading at 17.26. The strike last trading price was 1, which was -0.2 lower than the previous day. The implied volatity was 33.46, the open interest changed by 34 which increased total open position to 175


On 26 Mar YESBANK was trading at 16.96. The strike last trading price was 1.2, which was 0 lower than the previous day. The implied volatity was 32.29, the open interest changed by 23 which increased total open position to 140


On 25 Mar YESBANK was trading at 17.03. The strike last trading price was 1.2, which was 0.25 higher than the previous day. The implied volatity was 35.10, the open interest changed by 35 which increased total open position to 118


On 24 Mar YESBANK was trading at 17.43. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 34.67, the open interest changed by 24 which increased total open position to 82


On 21 Mar YESBANK was trading at 17.17. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 33.86, the open interest changed by 17 which increased total open position to 59


On 20 Mar YESBANK was trading at 16.94. The strike last trading price was 1.25, which was 0.05 higher than the previous day. The implied volatity was 33.26, the open interest changed by 7 which increased total open position to 43


On 19 Mar YESBANK was trading at 17.03. The strike last trading price was 1.2, which was -0.5 lower than the previous day. The implied volatity was 33.46, the open interest changed by 3 which increased total open position to 35


On 18 Mar YESBANK was trading at 16.44. The strike last trading price was 1.7, which was -0.2 lower than the previous day. The implied volatity was 40.49, the open interest changed by 18 which increased total open position to 31


On 17 Mar YESBANK was trading at 16.11. The strike last trading price was 1.9, which was 0.4 higher than the previous day. The implied volatity was 35.07, the open interest changed by 2 which increased total open position to 12


On 13 Mar YESBANK was trading at 16.19. The strike last trading price was 1.5, 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 12 Mar YESBANK was trading at 16.15. The strike last trading price was 1.5, 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 11 Mar YESBANK was trading at 16.37. The strike last trading price was 1.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 10 Mar YESBANK was trading at 16.52. The strike last trading price was 1.5, which was 0 lower than the previous day. The implied volatity was 28.63, the open interest changed by 9 which increased total open position to 9


On 7 Mar YESBANK was trading at 16.88. The strike last trading price was 1.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 6 Mar YESBANK was trading at 16.98. The strike last trading price was 1.5, which was 0 lower than the previous day. The implied volatity was 41.75, the open interest changed by 0 which decreased total open position to 5


On 5 Mar YESBANK was trading at 16.92. The strike last trading price was 1.5, which was -0.3 lower than the previous day. The implied volatity was 41.46, the open interest changed by 0 which decreased total open position to 4


On 4 Mar YESBANK was trading at 16.34. The strike last trading price was 1.8, which was 0.65 higher than the previous day. The implied volatity was 37.28, 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 1.15, 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 27 Feb YESBANK was trading at 17.36. The strike last trading price was 1.15, 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 26 Feb YESBANK was trading at 17.79. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0


On 25 Feb YESBANK was trading at 17.79. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0


On 20 Feb YESBANK was trading at 18.21. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 3.01, the open interest changed by 0 which decreased total open position to 0


On 18 Feb YESBANK was trading at 17.46. The strike last trading price was 1.15, 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 17 Feb YESBANK was trading at 17.66. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0


On 13 Feb YESBANK was trading at 18.17. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 2.73, the open interest changed by 0 which decreased total open position to 0


On 12 Feb YESBANK was trading at 18.13. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 2.63, the open interest changed by 0 which decreased total open position to 0


On 11 Feb YESBANK was trading at 18.11. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 2.69, the open interest changed by 0 which decreased total open position to 0


On 10 Feb YESBANK was trading at 18.59. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 4.31, the open interest changed by 0 which decreased total open position to 0


On 7 Feb YESBANK was trading at 19.12. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 6.55, the open interest changed by 0 which decreased total open position to 0


On 6 Feb YESBANK was trading at 19.28. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 6.97, the open interest changed by 0 which decreased total open position to 0


On 5 Feb YESBANK was trading at 19.42. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 7.51, the open interest changed by 0 which decreased total open position to 0


On 4 Feb YESBANK was trading at 19.12. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 6.64, the open interest changed by 0 which decreased total open position to 0


On 3 Feb YESBANK was trading at 18.79. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 4.86, the open interest changed by 0 which decreased total open position to 0


On 1 Feb YESBANK was trading at 19.03. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 5.42, the open interest changed by 0 which decreased total open position to 0