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

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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 19 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 21.37 2.45 -0.25 - 15 -7 50
11 Dec 21.58 2.7 0.00 50.38 29 5 57
10 Dec 21.60 2.7 -0.35 38.97 21 -7 53
9 Dec 21.84 3.05 0.35 56.96 34 1 60
6 Dec 21.49 2.7 0.30 39.44 17 -2 59
5 Dec 21.17 2.4 -0.10 41.10 30 13 62
4 Dec 21.23 2.5 0.30 43.43 76 1 50
3 Dec 20.84 2.2 0.70 45.36 72 -1 50
2 Dec 20.09 1.5 0.05 36.65 28 7 50
29 Nov 19.96 1.45 37.04 88 38 38

For Yes Bank Limited - strike price 19 expiring on 26DEC2024

Delta for 19 CE is -

Historical price for 19 CE is as follows

On 12 Dec YESBANK was trading at 21.37. The strike last trading price was 2.45, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 50


On 11 Dec YESBANK was trading at 21.58. The strike last trading price was 2.7, which was 0.00 lower than the previous day. The implied volatity was 50.38, the open interest changed by 5 which increased total open position to 57


On 10 Dec YESBANK was trading at 21.60. The strike last trading price was 2.7, which was -0.35 lower than the previous day. The implied volatity was 38.97, the open interest changed by -7 which decreased total open position to 53


On 9 Dec YESBANK was trading at 21.84. The strike last trading price was 3.05, which was 0.35 higher than the previous day. The implied volatity was 56.96, the open interest changed by 1 which increased total open position to 60


On 6 Dec YESBANK was trading at 21.49. The strike last trading price was 2.7, which was 0.30 higher than the previous day. The implied volatity was 39.44, the open interest changed by -2 which decreased total open position to 59


On 5 Dec YESBANK was trading at 21.17. The strike last trading price was 2.4, which was -0.10 lower than the previous day. The implied volatity was 41.10, the open interest changed by 13 which increased total open position to 62


On 4 Dec YESBANK was trading at 21.23. The strike last trading price was 2.5, which was 0.30 higher than the previous day. The implied volatity was 43.43, the open interest changed by 1 which increased total open position to 50


On 3 Dec YESBANK was trading at 20.84. The strike last trading price was 2.2, which was 0.70 higher than the previous day. The implied volatity was 45.36, the open interest changed by -1 which decreased total open position to 50


On 2 Dec YESBANK was trading at 20.09. The strike last trading price was 1.5, which was 0.05 higher than the previous day. The implied volatity was 36.65, the open interest changed by 7 which increased total open position to 50


On 29 Nov YESBANK was trading at 19.96. The strike last trading price was 1.45, which was lower than the previous day. The implied volatity was 37.04, the open interest changed by 38 which increased total open position to 38


YESBANK 26DEC2024 19 PE
Delta: -0.10
Vega: 0.01
Theta: -0.01
Gamma: 0.08
Date Close Ltp Change IV Volume Change OI OI
12 Dec 21.37 0.1 0.05 49.59 3 -1 387
11 Dec 21.58 0.05 -0.05 42.28 281 94 388
10 Dec 21.60 0.1 0.05 49.33 245 -60 294
9 Dec 21.84 0.05 -0.05 42.86 127 77 353
6 Dec 21.49 0.1 -0.05 43.87 203 -72 276
5 Dec 21.17 0.15 0.00 43.93 31 -1 348
4 Dec 21.23 0.15 -0.05 43.82 339 55 350
3 Dec 20.84 0.2 -0.10 42.30 366 -27 299
2 Dec 20.09 0.3 -0.10 38.18 148 85 334
29 Nov 19.96 0.4 39.80 418 248 248

For Yes Bank Limited - strike price 19 expiring on 26DEC2024

Delta for 19 PE is -0.10

Historical price for 19 PE is as follows

On 12 Dec YESBANK was trading at 21.37. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 49.59, the open interest changed by -1 which decreased total open position to 387


On 11 Dec YESBANK was trading at 21.58. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 42.28, the open interest changed by 94 which increased total open position to 388


On 10 Dec YESBANK was trading at 21.60. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 49.33, the open interest changed by -60 which decreased total open position to 294


On 9 Dec YESBANK was trading at 21.84. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 42.86, the open interest changed by 77 which increased total open position to 353


On 6 Dec YESBANK was trading at 21.49. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 43.87, the open interest changed by -72 which decreased total open position to 276


On 5 Dec YESBANK was trading at 21.17. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 43.93, the open interest changed by -1 which decreased total open position to 348


On 4 Dec YESBANK was trading at 21.23. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 43.82, the open interest changed by 55 which increased total open position to 350


On 3 Dec YESBANK was trading at 20.84. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 42.30, the open interest changed by -27 which decreased total open position to 299


On 2 Dec YESBANK was trading at 20.09. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 38.18, the open interest changed by 85 which increased total open position to 334


On 29 Nov YESBANK was trading at 19.96. The strike last trading price was 0.4, which was lower than the previous day. The implied volatity was 39.80, the open interest changed by 248 which increased total open position to 248