Yes Bank Limited (YESBANK) Option Chain - Strike Price 20 | NiftyInvest - Detailed Options Data & Historical Records

YESBANK

Yes Bank Limited

21.27 -0.31 (-1.44%)

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Historical option data for YESBANK
12 Dec 2024 01:24 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

YESBANK 26DEC2024 20 CE
Delta: 0.86 Vega: 0.01 Theta: -0.01 Gamma: 0.17
Date	Close	Ltp	Change	IV	Volume	Change OI	OI
12 Dec	21.28	1.45 ₹ 37,700	-0.35 -9100.00	31.46	296 76,96,000	45 11,70,000	579 1,50,54,000
11 Dec	21.58	1.8 ₹ 46,800	-0.05 -1300.00	44.11	151 39,26,000	10 2,60,000	530 1,37,80,000
10 Dec	21.60	1.85 ₹ 48,100	-0.30 -7800.00	42.38	94 24,44,000	22 5,72,000	520 1,35,20,000
9 Dec	21.84	2.15 ₹ 55,900	0.25 6500.00	49.86	239 62,14,000	31 8,06,000	499 1,29,74,000
6 Dec	21.49	1.9 ₹ 49,400	0.35 9100.00	43.38	452 1,17,52,000	54 14,04,000	466 1,21,16,000

5 Dec	21.17	1.55 ₹ 40,300	-0.15 -3900.00	37.50	214 55,64,000	-6 -1,56,000	414 1,07,64,000
4 Dec	21.23	1.7 ₹ 44,200	0.35 9100.00	42.40	649 1,68,74,000	9 2,34,000	420 1,09,20,000
3 Dec	20.84	1.35 ₹ 35,100	0.50 13000.00	37.95	1,456 3,78,56,000	-114 -29,64,000	409 1,06,34,000
2 Dec	20.09	0.85 ₹ 22,100	0.00 0.00	35.66	457 1,18,82,000	82 21,32,000	523 1,35,98,000
29 Nov	19.96	0.85 ₹ 22,100	0.00	36.83	1,030 2,67,80,000	434 1,12,84,000	434 1,12,84,000

For Yes Bank Limited - strike price 20 expiring on 26DEC2024

Delta for 20 CE is 0.86

Historical price for 20 CE is as follows

On 12 Dec YESBANK was trading at 21.28. The strike last trading price was 1.45, which was -0.35 lower than the previous day. The implied volatity was 31.46, the open interest changed by 45 which increased total open position to 579

On 11 Dec YESBANK was trading at 21.58. The strike last trading price was 1.8, which was -0.05 lower than the previous day. The implied volatity was 44.11, the open interest changed by 10 which increased total open position to 530

On 10 Dec YESBANK was trading at 21.60. The strike last trading price was 1.85, which was -0.30 lower than the previous day. The implied volatity was 42.38, the open interest changed by 22 which increased total open position to 520

On 9 Dec YESBANK was trading at 21.84. The strike last trading price was 2.15, which was 0.25 higher than the previous day. The implied volatity was 49.86, the open interest changed by 31 which increased total open position to 499

On 6 Dec YESBANK was trading at 21.49. The strike last trading price was 1.9, which was 0.35 higher than the previous day. The implied volatity was 43.38, the open interest changed by 54 which increased total open position to 466

On 5 Dec YESBANK was trading at 21.17. The strike last trading price was 1.55, which was -0.15 lower than the previous day. The implied volatity was 37.50, the open interest changed by -6 which decreased total open position to 414

On 4 Dec YESBANK was trading at 21.23. The strike last trading price was 1.7, which was 0.35 higher than the previous day. The implied volatity was 42.40, the open interest changed by 9 which increased total open position to 420

On 3 Dec YESBANK was trading at 20.84. The strike last trading price was 1.35, which was 0.50 higher than the previous day. The implied volatity was 37.95, the open interest changed by -114 which decreased total open position to 409

On 2 Dec YESBANK was trading at 20.09. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 35.66, the open interest changed by 82 which increased total open position to 523

On 29 Nov YESBANK was trading at 19.96. The strike last trading price was 0.85, which was lower than the previous day. The implied volatity was 36.83, the open interest changed by 434 which increased total open position to 434

YESBANK 26DEC2024 20 PE
Delta: -0.14 Vega: 0.01 Theta: -0.01 Gamma: 0.17
Date	Close	Ltp	Change	IV	Volume	Change OI	OI
12 Dec	21.28	0.1 ₹ 2,600	-0.05 -1300.00	32.28	192 49,92,000	51 13,26,000	645 1,67,70,000
11 Dec	21.58	0.15 ₹ 3,900	0.00 0.00	39.82	174 45,24,000	54 14,04,000	595 1,54,70,000
10 Dec	21.60	0.15 ₹ 3,900	0.00 0.00	39.51	252 65,52,000	32 8,32,000	541 1,40,66,000
9 Dec	21.84	0.15 ₹ 3,900	-0.10 -2600.00	41.52	621 1,61,46,000	20 5,20,000	507 1,31,82,000
6 Dec	21.49	0.25 ₹ 6,500	-0.10 -2600.00	42.61	972 2,52,72,000	1 26,000	492 1,27,92,000
5 Dec	21.17	0.35 ₹ 9,100	0.00 0.00	42.85	131 34,06,000	-34 -8,84,000	489 1,27,14,000
4 Dec	21.23	0.35 ₹ 9,100	-0.10 -2600.00	43.02	824 2,14,24,000	54 14,04,000	521 1,35,46,000
3 Dec	20.84	0.45 ₹ 11,700	-0.15 -3900.00	41.56	1,138 2,95,88,000	41 10,66,000	477 1,24,02,000
2 Dec	20.09	0.6 ₹ 15,600	-0.15 -3900.00	34.73	268 69,68,000	96 24,96,000	436 1,13,36,000
29 Nov	19.96	0.75 ₹ 19,500	0.00	37.17	579 1,50,54,000	338 87,88,000	338 87,88,000

For Yes Bank Limited - strike price 20 expiring on 26DEC2024

Delta for 20 PE is -0.14

Historical price for 20 PE is as follows

On 12 Dec YESBANK was trading at 21.28. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 32.28, the open interest changed by 51 which increased total open position to 645

On 11 Dec YESBANK was trading at 21.58. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 39.82, the open interest changed by 54 which increased total open position to 595

On 10 Dec YESBANK was trading at 21.60. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 39.51, the open interest changed by 32 which increased total open position to 541

On 9 Dec YESBANK was trading at 21.84. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 41.52, the open interest changed by 20 which increased total open position to 507

On 6 Dec YESBANK was trading at 21.49. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 42.61, the open interest changed by 1 which increased total open position to 492

On 5 Dec YESBANK was trading at 21.17. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 42.85, the open interest changed by -34 which decreased total open position to 489

On 4 Dec YESBANK was trading at 21.23. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 43.02, the open interest changed by 54 which increased total open position to 521

On 3 Dec YESBANK was trading at 20.84. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 41.56, the open interest changed by 41 which increased total open position to 477

On 2 Dec YESBANK was trading at 20.09. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 34.73, the open interest changed by 96 which increased total open position to 436

On 29 Nov YESBANK was trading at 19.96. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was 37.17, the open interest changed by 338 which increased total open position to 338

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Historical option data for YESBANK

Transcript 20 CE

Transcript 20 PE