YESBANK
Yes Bank Limited
Historical option data for YESBANK
30 Mar 2026 04:13 PM IST
| YESBANK 28-Apr-2026 (28d) 19 CE | ||||||||||||||||
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Delta: 0.23
Vega: 0.01
Theta: -0.01
Gamma: 0.16
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 17.25 | 0.25 | -0.21 | 39.54 | 1,506 | 161 | 994 | |||||||||
| 27 Mar | 18.12 | 0.44 | -0.15 | 34.61 | 753 | 205 | 841 | |||||||||
| 25 Mar | 18.47 | 0.6 | 0.12 | 32.86 | 552 | 130 | 638 | |||||||||
| 24 Mar | 18.07 | 0.5 | 0.07 | 34.96 | 423 | 23 | 511 | |||||||||
| 23 Mar | 17.65 | 0.43 | -0.25 | 39.5 | 494 | 136 | 486 | |||||||||
| 20 Mar | 18.58 | 0.69 | 0.07 | 32.8 | 321 | 36 | 349 | |||||||||
| 19 Mar | 18.39 | 0.65 | -0.19 | 32.96 | 331 | 149 | 312 | |||||||||
| 18 Mar | 18.94 | 0.84 | 0.12 | 29.54 | 172 | 0 | 161 | |||||||||
| 17 Mar | 18.64 | 0.71 | -0.01 | 31.56 | 84 | 10 | 161 | |||||||||
| 16 Mar | 18.54 | 0.7 | -0.16 | 32.41 | 184 | 80 | 152 | |||||||||
| 13 Mar | 18.80 | 0.86 | -0.28 | 31.43 | 71 | 47 | 71 | |||||||||
| 12 Mar | 19.31 | 1.14 | -1.37 | 29.92 | 29 | 22 | 22 | |||||||||
| 11 Mar | 19.53 | 2.51 | 0 | - | 0 | 0 | 0 | |||||||||
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| 10 Mar | 19.91 | 2.51 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 19.65 | 2.51 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 20.12 | 2.51 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 20.23 | 2.51 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 20.01 | 2.51 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 20.18 | 2.51 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 20.72 | 2.51 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 21.04 | 2.51 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 20.72 | 2.51 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Yes Bank Limited - strike price 19 expiring on 28APR2026
Delta for 19 CE is 0.23
Historical price for 19 CE is as follows
On 30 Mar YESBANK was trading at 17.25. The strike last trading price was 0.25, which was -0.21 lower than the previous day. The implied volatity was 39.54, the open interest changed by 161 which increased total open position to 994
On 27 Mar YESBANK was trading at 18.12. The strike last trading price was 0.44, which was -0.15 lower than the previous day. The implied volatity was 34.61, the open interest changed by 205 which increased total open position to 841
On 25 Mar YESBANK was trading at 18.47. The strike last trading price was 0.6, which was 0.12 higher than the previous day. The implied volatity was 32.86, the open interest changed by 130 which increased total open position to 638
On 24 Mar YESBANK was trading at 18.07. The strike last trading price was 0.5, which was 0.07 higher than the previous day. The implied volatity was 34.96, the open interest changed by 23 which increased total open position to 511
On 23 Mar YESBANK was trading at 17.65. The strike last trading price was 0.43, which was -0.25 lower than the previous day. The implied volatity was 39.5, the open interest changed by 136 which increased total open position to 486
On 20 Mar YESBANK was trading at 18.58. The strike last trading price was 0.69, which was 0.07 higher than the previous day. The implied volatity was 32.8, the open interest changed by 36 which increased total open position to 349
On 19 Mar YESBANK was trading at 18.39. The strike last trading price was 0.65, which was -0.19 lower than the previous day. The implied volatity was 32.96, the open interest changed by 149 which increased total open position to 312
On 18 Mar YESBANK was trading at 18.94. The strike last trading price was 0.84, which was 0.12 higher than the previous day. The implied volatity was 29.54, the open interest changed by 0 which decreased total open position to 161
On 17 Mar YESBANK was trading at 18.64. The strike last trading price was 0.71, which was -0.01 lower than the previous day. The implied volatity was 31.56, the open interest changed by 10 which increased total open position to 161
On 16 Mar YESBANK was trading at 18.54. The strike last trading price was 0.7, which was -0.16 lower than the previous day. The implied volatity was 32.41, the open interest changed by 80 which increased total open position to 152
On 13 Mar YESBANK was trading at 18.80. The strike last trading price was 0.86, which was -0.28 lower than the previous day. The implied volatity was 31.43, the open interest changed by 47 which increased total open position to 71
On 12 Mar YESBANK was trading at 19.31. The strike last trading price was 1.14, which was -1.37 lower than the previous day. The implied volatity was 29.92, the open interest changed by 22 which increased total open position to 22
On 11 Mar YESBANK was trading at 19.53. The strike last trading price was 2.51, 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 Mar YESBANK was trading at 19.91. The strike last trading price was 2.51, 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 9 Mar YESBANK was trading at 19.65. The strike last trading price was 2.51, 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 20.12. The strike last trading price was 2.51, 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 20.23. The strike last trading price was 2.51, 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 20.01. The strike last trading price was 2.51, 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 2 Mar YESBANK was trading at 20.18. The strike last trading price was 2.51, 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 20.72. The strike last trading price was 2.51, 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 21.04. The strike last trading price was 2.51, 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 20.72. The strike last trading price was 2.51, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| YESBANK 28-Apr-2026 (28d) 19 PE | |||||||
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Delta: -0.76
Vega: 0.02
Theta: -0.01
Gamma: 0.16
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Mar | 17.25 | 1.84 | 0.56 | 40.9 | 352 | 10 | 580 |
| 27 Mar | 18.12 | 1.3 | 0.34 | 40.3 | 235 | 112 | 573 |
| 25 Mar | 18.47 | 0.96 | -0.28 | 34.93 | 167 | 94 | 460 |
| 24 Mar | 18.07 | 1.23 | -0.36 | 36.88 | 42 | 16 | 364 |
| 23 Mar | 17.65 | 1.64 | 0.72 | 40.82 | 134 | 37 | 346 |
| 20 Mar | 18.58 | 0.92 | -0.14 | 32.88 | 181 | 89 | 308 |
| 19 Mar | 18.39 | 1.03 | 0.32 | 34.49 | 110 | 10 | 218 |
| 18 Mar | 18.94 | 0.71 | -0.15 | 31.62 | 50 | -10 | 209 |
| 17 Mar | 18.64 | 0.86 | -0.08 | 30.27 | 10 | 0 | 218 |
| 16 Mar | 18.54 | 0.94 | 0.07 | 30.9 | 102 | 12 | 217 |
| 13 Mar | 18.80 | 0.89 | 0.28 | 34.37 | 94 | 58 | 204 |
| 12 Mar | 19.31 | 0.61 | 0.1 | 31.95 | 53 | 10 | 145 |
| 11 Mar | 19.53 | 0.54 | 0.17 | 31.21 | 121 | 79 | 135 |
| 10 Mar | 19.91 | 0.36 | -0.13 | 29.34 | 26 | -2 | 56 |
| 9 Mar | 19.65 | 0.48 | 0.14 | 30.57 | 38 | 13 | 60 |
| 6 Mar | 20.12 | 0.36 | 0.07 | 29.91 | 43 | 4 | 46 |
| 5 Mar | 20.23 | 0.29 | -0.05 | 28.25 | 53 | 0 | 42 |
| 4 Mar | 20.01 | 0.35 | 0.07 | 27.99 | 44 | 17 | 41 |
| 2 Mar | 20.18 | 0.28 | 0.06 | 27.11 | 45 | 6 | 23 |
| 27 Feb | 20.72 | 0.23 | 0.05 | 28.31 | 19 | 6 | 18 |
| 26 Feb | 21.04 | 0.2 | -0.03 | 28.75 | 19 | 6 | 11 |
| 25 Feb | 20.72 | 0.23 | -0.24 | 28.64 | 5 | 4 | 4 |
For Yes Bank Limited - strike price 19 expiring on 28APR2026
Delta for 19 PE is -0.76
Historical price for 19 PE is as follows
On 30 Mar YESBANK was trading at 17.25. The strike last trading price was 1.84, which was 0.56 higher than the previous day. The implied volatity was 40.9, the open interest changed by 10 which increased total open position to 580
On 27 Mar YESBANK was trading at 18.12. The strike last trading price was 1.3, which was 0.34 higher than the previous day. The implied volatity was 40.3, the open interest changed by 112 which increased total open position to 573
On 25 Mar YESBANK was trading at 18.47. The strike last trading price was 0.96, which was -0.28 lower than the previous day. The implied volatity was 34.93, the open interest changed by 94 which increased total open position to 460
On 24 Mar YESBANK was trading at 18.07. The strike last trading price was 1.23, which was -0.36 lower than the previous day. The implied volatity was 36.88, the open interest changed by 16 which increased total open position to 364
On 23 Mar YESBANK was trading at 17.65. The strike last trading price was 1.64, which was 0.72 higher than the previous day. The implied volatity was 40.82, the open interest changed by 37 which increased total open position to 346
On 20 Mar YESBANK was trading at 18.58. The strike last trading price was 0.92, which was -0.14 lower than the previous day. The implied volatity was 32.88, the open interest changed by 89 which increased total open position to 308
On 19 Mar YESBANK was trading at 18.39. The strike last trading price was 1.03, which was 0.32 higher than the previous day. The implied volatity was 34.49, the open interest changed by 10 which increased total open position to 218
On 18 Mar YESBANK was trading at 18.94. The strike last trading price was 0.71, which was -0.15 lower than the previous day. The implied volatity was 31.62, the open interest changed by -10 which decreased total open position to 209
On 17 Mar YESBANK was trading at 18.64. The strike last trading price was 0.86, which was -0.08 lower than the previous day. The implied volatity was 30.27, the open interest changed by 0 which decreased total open position to 218
On 16 Mar YESBANK was trading at 18.54. The strike last trading price was 0.94, which was 0.07 higher than the previous day. The implied volatity was 30.9, the open interest changed by 12 which increased total open position to 217
On 13 Mar YESBANK was trading at 18.80. The strike last trading price was 0.89, which was 0.28 higher than the previous day. The implied volatity was 34.37, the open interest changed by 58 which increased total open position to 204
On 12 Mar YESBANK was trading at 19.31. The strike last trading price was 0.61, which was 0.1 higher than the previous day. The implied volatity was 31.95, the open interest changed by 10 which increased total open position to 145
On 11 Mar YESBANK was trading at 19.53. The strike last trading price was 0.54, which was 0.17 higher than the previous day. The implied volatity was 31.21, the open interest changed by 79 which increased total open position to 135
On 10 Mar YESBANK was trading at 19.91. The strike last trading price was 0.36, which was -0.13 lower than the previous day. The implied volatity was 29.34, the open interest changed by -2 which decreased total open position to 56
On 9 Mar YESBANK was trading at 19.65. The strike last trading price was 0.48, which was 0.14 higher than the previous day. The implied volatity was 30.57, the open interest changed by 13 which increased total open position to 60
On 6 Mar YESBANK was trading at 20.12. The strike last trading price was 0.36, which was 0.07 higher than the previous day. The implied volatity was 29.91, the open interest changed by 4 which increased total open position to 46
On 5 Mar YESBANK was trading at 20.23. The strike last trading price was 0.29, which was -0.05 lower than the previous day. The implied volatity was 28.25, the open interest changed by 0 which decreased total open position to 42
On 4 Mar YESBANK was trading at 20.01. The strike last trading price was 0.35, which was 0.07 higher than the previous day. The implied volatity was 27.99, the open interest changed by 17 which increased total open position to 41
On 2 Mar YESBANK was trading at 20.18. The strike last trading price was 0.28, which was 0.06 higher than the previous day. The implied volatity was 27.11, the open interest changed by 6 which increased total open position to 23
On 27 Feb YESBANK was trading at 20.72. The strike last trading price was 0.23, which was 0.05 higher than the previous day. The implied volatity was 28.31, the open interest changed by 6 which increased total open position to 18
On 26 Feb YESBANK was trading at 21.04. The strike last trading price was 0.2, which was -0.03 lower than the previous day. The implied volatity was 28.75, the open interest changed by 6 which increased total open position to 11
On 25 Feb YESBANK was trading at 20.72. The strike last trading price was 0.23, which was -0.24 lower than the previous day. The implied volatity was 28.64, the open interest changed by 4 which increased total open position to 4
