YESBANK
Yes Bank Limited
Historical option data for YESBANK
12 Dec 2024 01:04 PM IST
YESBANK 26DEC2024 18 CE | ||||||||||
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Delta: 0.89
Vega: 0.01
Theta: -0.03
Gamma: 0.06
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 21.30 | 3.55 | 0.00 | 76.10 | 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 | |||
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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 0.89
Historical price for 18 CE is as follows
On 12 Dec YESBANK was trading at 21.30. The strike last trading price was 3.55, which was 0.00 lower than the previous day. The implied volatity was 76.10, 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 | |||||||
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Delta: -0.05
Vega: 0.00
Theta: -0.01
Gamma: 0.04
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 21.30 | 0.05 | 0.00 | 55.16 | 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 21.30. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 55.16, 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