YESBANK
Yes Bank Limited
Historical option data for YESBANK
11 Apr 2025 04:13 PM IST
| YESBANK 24APR2025 19 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.01
Theta: -0.01
Gamma: 0.15
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 17.15 | 0.1 | -0.1 | 45.93 | 276 | 23 | 710 | |||
| 9 Apr | 17.16 | 0.15 | -0.05 | 48.22 | 1,217 | 0 | 688 | |||
| 8 Apr | 17.19 | 0.2 | 0.05 | 51.55 | 1,756 | 44 | 689 | |||
| 7 Apr | 16.85 | 0.15 | 0.05 | 49.88 | 431 | -191 | 644 | |||
| 3 Apr | 17.95 | 0.25 | 0.05 | 34.33 | 3,741 | 289 | 744 | |||
| 2 Apr | 17.40 | 0.15 | -0.05 | 35.91 | 396 | 60 | 456 | |||
| 1 Apr | 17.33 | 0.2 | 0.05 | 39.65 | 657 | -130 | 393 | |||
| 28 Mar | 16.88 | 0.15 | -0.1 | 40.02 | 1,050 | 122 | 523 | |||
| 27 Mar | 17.26 | 0.25 | 0.05 | 40.16 | 343 | 102 | 398 | |||
| 26 Mar | 16.96 | 0.2 | 0 | 41.36 | 277 | 92 | 293 | |||
| 25 Mar | 17.03 | 0.2 | -0.05 | 39.40 | 541 | 56 | 200 | |||
| 24 Mar | 17.43 | 0.25 | 0 | 35.97 | 156 | 27 | 142 | |||
| 21 Mar | 17.17 | 0.25 | 0.05 | 37.35 | 75 | 31 | 114 | |||
| 20 Mar | 16.94 | 0.2 | -0.05 | 37.24 | 49 | 11 | 84 | |||
| 19 Mar | 17.03 | 0.25 | 0.05 | 38.56 | 73 | 36 | 72 | |||
| 18 Mar | 16.44 | 0.2 | 0.05 | 41.85 | 18 | 5 | 34 | |||
| 17 Mar | 16.11 | 0.15 | 0 | 42.09 | 16 | 2 | 28 | |||
| 13 Mar | 16.19 | 0.15 | -0.05 | 38.80 | 9 | 6 | 26 | |||
| 12 Mar | 16.15 | 0.2 | 0 | 42.02 | 11 | 7 | 17 | |||
| 11 Mar | 16.37 | 0.2 | -0.05 | 38.90 | 15 | 9 | 10 | |||
| 10 Mar | 16.52 | 0.25 | -0.5 | 40.39 | 1 | 0 | 0 | |||
| 7 Mar | 16.88 | 0.75 | 0 | 10.86 | 0 | 0 | 0 | |||
| 6 Mar | 16.98 | 0.75 | 0 | 10.40 | 0 | 0 | 0 | |||
| 5 Mar | 16.92 | 0.75 | 0 | 10.24 | 0 | 0 | 0 | |||
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| 4 Mar | 16.34 | 0.75 | 0 | 12.99 | 0 | 0 | 0 | |||
| 3 Mar | 16.31 | 0.75 | 0 | 12.96 | 0 | 0 | 0 | |||
For Yes Bank Limited - strike price 19 expiring on 24APR2025
Delta for 19 CE is 0.14
Historical price for 19 CE is as follows
On 11 Apr YESBANK was trading at 17.15. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 45.93, the open interest changed by 23 which increased total open position to 710
On 9 Apr YESBANK was trading at 17.16. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 48.22, the open interest changed by 0 which decreased total open position to 688
On 8 Apr YESBANK was trading at 17.19. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 51.55, the open interest changed by 44 which increased total open position to 689
On 7 Apr YESBANK was trading at 16.85. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 49.88, the open interest changed by -191 which decreased total open position to 644
On 3 Apr YESBANK was trading at 17.95. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 34.33, the open interest changed by 289 which increased total open position to 744
On 2 Apr YESBANK was trading at 17.40. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 35.91, the open interest changed by 60 which increased total open position to 456
On 1 Apr YESBANK was trading at 17.33. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 39.65, the open interest changed by -130 which decreased total open position to 393
On 28 Mar YESBANK was trading at 16.88. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 40.02, the open interest changed by 122 which increased total open position to 523
On 27 Mar YESBANK was trading at 17.26. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 40.16, the open interest changed by 102 which increased total open position to 398
On 26 Mar YESBANK was trading at 16.96. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 41.36, the open interest changed by 92 which increased total open position to 293
On 25 Mar YESBANK was trading at 17.03. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 39.40, the open interest changed by 56 which increased total open position to 200
On 24 Mar YESBANK was trading at 17.43. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 35.97, the open interest changed by 27 which increased total open position to 142
On 21 Mar YESBANK was trading at 17.17. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 37.35, the open interest changed by 31 which increased total open position to 114
On 20 Mar YESBANK was trading at 16.94. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 37.24, the open interest changed by 11 which increased total open position to 84
On 19 Mar YESBANK was trading at 17.03. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 38.56, the open interest changed by 36 which increased total open position to 72
On 18 Mar YESBANK was trading at 16.44. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 41.85, the open interest changed by 5 which increased total open position to 34
On 17 Mar YESBANK was trading at 16.11. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 42.09, the open interest changed by 2 which increased total open position to 28
On 13 Mar YESBANK was trading at 16.19. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 38.80, the open interest changed by 6 which increased total open position to 26
On 12 Mar YESBANK was trading at 16.15. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 42.02, the open interest changed by 7 which increased total open position to 17
On 11 Mar YESBANK was trading at 16.37. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 38.90, the open interest changed by 9 which increased total open position to 10
On 10 Mar YESBANK was trading at 16.52. The strike last trading price was 0.25, which was -0.5 lower than the previous day. The implied volatity was 40.39, the open interest changed by 0 which decreased total open position to 0
On 7 Mar YESBANK was trading at 16.88. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 10.86, 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 0.75, which was 0 lower than the previous day. The implied volatity was 10.40, 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 0.75, which was 0 lower than the previous day. The implied volatity was 10.24, 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 0.75, which was 0 lower than the previous day. The implied volatity was 12.99, 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 0.75, which was 0 lower than the previous day. The implied volatity was 12.96, the open interest changed by 0 which decreased total open position to 0
| YESBANK 24APR2025 19 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 0.01
Theta: -0.00
Gamma: 0.14
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 17.15 | 1.85 | 0 | 39.64 | 23 | 10 | 185 |
| 9 Apr | 17.16 | 1.85 | -0.2 | 43.23 | 14 | -5 | 175 |
| 8 Apr | 17.19 | 2.05 | -0.3 | 62.86 | 29 | -5 | 179 |
| 7 Apr | 16.85 | 2.35 | 0.45 | 69.71 | 17 | -6 | 187 |
| 3 Apr | 17.95 | 1.25 | -0.5 | 38.95 | 67 | 10 | 204 |
| 2 Apr | 17.40 | 1.75 | 0 | 0.00 | 0 | 23 | 0 |
| 1 Apr | 17.33 | 1.75 | -0.4 | 41.93 | 29 | 18 | 189 |
| 28 Mar | 16.88 | 2.15 | 0.4 | 39.11 | 39 | 26 | 171 |
| 27 Mar | 17.26 | 1.75 | -0.25 | 35.56 | 91 | 51 | 144 |
| 26 Mar | 16.96 | 2 | 0.15 | 30.80 | 29 | 12 | 92 |
| 25 Mar | 17.03 | 1.85 | 0.2 | 22.17 | 28 | 21 | 75 |
| 24 Mar | 17.43 | 1.65 | -0.3 | 35.22 | 33 | 30 | 51 |
| 21 Mar | 17.17 | 1.95 | -0.05 | 40.63 | 5 | 1 | 19 |
| 20 Mar | 16.94 | 2 | -0.05 | 30.52 | 5 | 1 | 14 |
| 19 Mar | 17.03 | 2.05 | -0.7 | 39.11 | 9 | 7 | 13 |
| 18 Mar | 16.44 | 2.75 | 0 | 0.00 | 0 | 6 | 0 |
| 17 Mar | 16.11 | 2.75 | 0.6 | 32.52 | 6 | 5 | 5 |
| 13 Mar | 16.19 | 2.15 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 16.15 | 2.15 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 16.37 | 2.15 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 16.52 | 2.15 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 16.88 | 2.15 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 16.98 | 2.15 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 16.92 | 2.15 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 16.34 | 2.15 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 16.31 | 2.15 | 0 | - | 0 | 0 | 0 |
For Yes Bank Limited - strike price 19 expiring on 24APR2025
Delta for 19 PE is -0.90
Historical price for 19 PE is as follows
On 11 Apr YESBANK was trading at 17.15. The strike last trading price was 1.85, which was 0 lower than the previous day. The implied volatity was 39.64, the open interest changed by 10 which increased total open position to 185
On 9 Apr YESBANK was trading at 17.16. The strike last trading price was 1.85, which was -0.2 lower than the previous day. The implied volatity was 43.23, the open interest changed by -5 which decreased total open position to 175
On 8 Apr YESBANK was trading at 17.19. The strike last trading price was 2.05, which was -0.3 lower than the previous day. The implied volatity was 62.86, the open interest changed by -5 which decreased total open position to 179
On 7 Apr YESBANK was trading at 16.85. The strike last trading price was 2.35, which was 0.45 higher than the previous day. The implied volatity was 69.71, the open interest changed by -6 which decreased total open position to 187
On 3 Apr YESBANK was trading at 17.95. The strike last trading price was 1.25, which was -0.5 lower than the previous day. The implied volatity was 38.95, the open interest changed by 10 which increased total open position to 204
On 2 Apr YESBANK was trading at 17.40. The strike last trading price was 1.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 23 which increased total open position to 0
On 1 Apr YESBANK was trading at 17.33. The strike last trading price was 1.75, which was -0.4 lower than the previous day. The implied volatity was 41.93, the open interest changed by 18 which increased total open position to 189
On 28 Mar YESBANK was trading at 16.88. The strike last trading price was 2.15, which was 0.4 higher than the previous day. The implied volatity was 39.11, the open interest changed by 26 which increased total open position to 171
On 27 Mar YESBANK was trading at 17.26. The strike last trading price was 1.75, which was -0.25 lower than the previous day. The implied volatity was 35.56, the open interest changed by 51 which increased total open position to 144
On 26 Mar YESBANK was trading at 16.96. The strike last trading price was 2, which was 0.15 higher than the previous day. The implied volatity was 30.80, the open interest changed by 12 which increased total open position to 92
On 25 Mar YESBANK was trading at 17.03. The strike last trading price was 1.85, which was 0.2 higher than the previous day. The implied volatity was 22.17, the open interest changed by 21 which increased total open position to 75
On 24 Mar YESBANK was trading at 17.43. The strike last trading price was 1.65, which was -0.3 lower than the previous day. The implied volatity was 35.22, the open interest changed by 30 which increased total open position to 51
On 21 Mar YESBANK was trading at 17.17. The strike last trading price was 1.95, which was -0.05 lower than the previous day. The implied volatity was 40.63, the open interest changed by 1 which increased total open position to 19
On 20 Mar YESBANK was trading at 16.94. The strike last trading price was 2, which was -0.05 lower than the previous day. The implied volatity was 30.52, the open interest changed by 1 which increased total open position to 14
On 19 Mar YESBANK was trading at 17.03. The strike last trading price was 2.05, which was -0.7 lower than the previous day. The implied volatity was 39.11, the open interest changed by 7 which increased total open position to 13
On 18 Mar YESBANK was trading at 16.44. The strike last trading price was 2.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 17 Mar YESBANK was trading at 16.11. The strike last trading price was 2.75, which was 0.6 higher than the previous day. The implied volatity was 32.52, the open interest changed by 5 which increased total open position to 5
On 13 Mar YESBANK was trading at 16.19. The strike last trading price was 2.15, 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 12 Mar YESBANK was trading at 16.15. The strike last trading price was 2.15, 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 11 Mar YESBANK was trading at 16.37. The strike last trading price was 2.15, 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 10 Mar YESBANK was trading at 16.52. The strike last trading price was 2.15, 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 7 Mar YESBANK was trading at 16.88. The strike last trading price was 2.15, 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 6 Mar YESBANK was trading at 16.98. The strike last trading price was 2.15, 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 5 Mar YESBANK was trading at 16.92. The strike last trading price was 2.15, 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 4 Mar YESBANK was trading at 16.34. The strike last trading price was 2.15, 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 3 Mar YESBANK was trading at 16.31. The strike last trading price was 2.15, 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
