`
Related Pages for YESBANK
[--[65.84.65.76]--]
YESBANK
Yes Bank Limited
21.39 -0.19 (-0.88%)

Back to Option Chain

Historical option data for YESBANK

12 Dec 2024 11:04 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
YESBANK 26DEC2024 18 CE
Delta: 0.92
Vega: 0.01
Theta: -0.02
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
12 Dec 21.37 3.55 0.00 65.47 1 0 19
11 Dec 21.58 3.55 0.00 0.00 0 1 0
10 Dec 21.60 3.55 -0.45 - 1 0 18
9 Dec 21.84 4 0.45 64.49 16 3 6
6 Dec 21.49 3.55 0.55 - 3 2 4
5 Dec 21.17 3 0.00 0.00 0 0 0
4 Dec 21.23 3 0.00 0.00 0 -1 0
3 Dec 20.84 3 0.60 38.81 1 0 3
2 Dec 20.09 2.4 0.10 44.65 2 0 2
29 Nov 19.96 2.3 43.32 2 1 1

For Yes Bank Limited - strike price 18 expiring on 26DEC2024

Delta for 18 CE is 0.92

Historical price for 18 CE is as follows

On 12 Dec YESBANK was trading at 21.37. The strike last trading price was 3.55, which was 0.00 lower than the previous day. The implied volatity was 65.47, the open interest changed by 0 which decreased total open position to 19


On 11 Dec YESBANK was trading at 21.58. The strike last trading price was 3.55, which was 0.00 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 Dec YESBANK was trading at 21.60. The strike last trading price was 3.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18


On 9 Dec YESBANK was trading at 21.84. The strike last trading price was 4, which was 0.45 higher than the previous day. The implied volatity was 64.49, the open interest changed by 3 which increased total open position to 6


On 6 Dec YESBANK was trading at 21.49. The strike last trading price was 3.55, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 4


On 5 Dec YESBANK was trading at 21.17. The strike last trading price was 3, which was 0.00 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 4 Dec YESBANK was trading at 21.23. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 3 Dec YESBANK was trading at 20.84. The strike last trading price was 3, which was 0.60 higher than the previous day. The implied volatity was 38.81, the open interest changed by 0 which decreased total open position to 3


On 2 Dec YESBANK was trading at 20.09. The strike last trading price was 2.4, which was 0.10 higher than the previous day. The implied volatity was 44.65, the open interest changed by 0 which decreased total open position to 2


On 29 Nov YESBANK was trading at 19.96. The strike last trading price was 2.3, which was lower than the previous day. The implied volatity was 43.32, the open interest changed by 1 which increased total open position to 1


YESBANK 26DEC2024 18 PE
Delta: -0.05
Vega: 0.00
Theta: -0.01
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
12 Dec 21.37 0.05 0.00 55.87 1 0 223
11 Dec 21.58 0.05 0.00 55.99 7 3 221
10 Dec 21.60 0.05 0.00 55.23 87 27 217
9 Dec 21.84 0.05 0.00 55.58 81 -6 191
6 Dec 21.49 0.05 -0.05 48.77 39 27 197
5 Dec 21.17 0.1 0.00 52.04 19 12 170
4 Dec 21.23 0.1 -0.05 51.63 31 14 158
3 Dec 20.84 0.15 0.05 52.01 154 -6 144
2 Dec 20.09 0.1 -0.05 37.69 168 37 149
29 Nov 19.96 0.15 38.78 184 111 111

For Yes Bank Limited - strike price 18 expiring on 26DEC2024

Delta for 18 PE is -0.05

Historical price for 18 PE is as follows

On 12 Dec YESBANK was trading at 21.37. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 55.87, the open interest changed by 0 which decreased total open position to 223


On 11 Dec YESBANK was trading at 21.58. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 55.99, the open interest changed by 3 which increased total open position to 221


On 10 Dec YESBANK was trading at 21.60. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 55.23, the open interest changed by 27 which increased total open position to 217


On 9 Dec YESBANK was trading at 21.84. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 55.58, the open interest changed by -6 which decreased total open position to 191


On 6 Dec YESBANK was trading at 21.49. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 48.77, the open interest changed by 27 which increased total open position to 197


On 5 Dec YESBANK was trading at 21.17. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 52.04, the open interest changed by 12 which increased total open position to 170


On 4 Dec YESBANK was trading at 21.23. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 51.63, the open interest changed by 14 which increased total open position to 158


On 3 Dec YESBANK was trading at 20.84. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 52.01, the open interest changed by -6 which decreased total open position to 144


On 2 Dec YESBANK was trading at 20.09. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 37.69, the open interest changed by 37 which increased total open position to 149


On 29 Nov YESBANK was trading at 19.96. The strike last trading price was 0.15, which was lower than the previous day. The implied volatity was 38.78, the open interest changed by 111 which increased total open position to 111