YESBANK
Yes Bank Limited
Historical option data for YESBANK
06 Mar 2026 04:13 PM IST
| YESBANK 30-MAR-2026 21 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.31
Vega: 0.02
Theta: -0.01
Gamma: 0.25
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Mar | 20.12 | 0.26 | -0.01 | 26.81 | 1,505 | 98 | 2,567 | |||||||||
| 5 Mar | 20.23 | 0.28 | 0.02 | 24.65 | 1,724 | 32 | 2,469 | |||||||||
| 4 Mar | 20.01 | 0.26 | -0.01 | 27.36 | 2,010 | 46 | 2,440 | |||||||||
| 2 Mar | 20.18 | 0.29 | -0.16 | 23.68 | 3,854 | 234 | 2,398 | |||||||||
| 27 Feb | 20.72 | 0.45 | -0.16 | 21.09 | 1,728 | 272 | 2,163 | |||||||||
|
|
||||||||||||||||
| 26 Feb | 21.04 | 0.59 | 0.09 | 20.67 | 2,881 | 32 | 1,890 | |||||||||
| 25 Feb | 20.72 | 0.52 | -0.02 | 21.26 | 2,199 | 314 | 1,860 | |||||||||
| 24 Feb | 20.82 | 0.55 | -0.08 | 20.8 | 2,174 | 570 | 1,517 | |||||||||
| 23 Feb | 20.89 | 0.63 | -0.05 | 22.46 | 765 | 155 | 946 | |||||||||
| 20 Feb | 21.04 | 0.7 | 0.04 | 21.12 | 430 | 121 | 780 | |||||||||
| 19 Feb | 20.96 | 0.64 | -0.26 | 21.01 | 396 | 244 | 657 | |||||||||
| 18 Feb | 21.24 | 0.9 | 0.05 | 23.02 | 117 | 23 | 413 | |||||||||
| 17 Feb | 21.08 | 0.86 | 0.02 | 24.31 | 301 | 134 | 385 | |||||||||
| 16 Feb | 20.96 | 0.85 | 0.04 | 26.02 | 195 | 69 | 250 | |||||||||
| 13 Feb | 20.86 | 0.8 | -0.15 | 25.77 | 258 | 108 | 180 | |||||||||
| 12 Feb | 21.10 | 0.95 | -0.13 | 25.69 | 72 | 40 | 71 | |||||||||
| 11 Feb | 21.32 | 1.08 | -0.08 | 24.22 | 33 | 19 | 30 | |||||||||
| 10 Feb | 21.40 | 1.15 | -0.1 | 24.69 | 8 | 5 | 11 | |||||||||
| 9 Feb | 21.56 | 1.25 | 0.15 | 25 | 1 | 0 | 7 | |||||||||
| 6 Feb | 21.29 | 1.1 | -0.1 | 23.33 | 1 | 0 | 6 | |||||||||
| 5 Feb | 21.38 | 1.2 | -0.17 | 26.73 | 2 | 1 | 5 | |||||||||
| 4 Feb | 21.55 | 1.37 | -0.09 | 27.89 | 5 | 2 | 2 | |||||||||
| 3 Feb | 21.31 | 1.46 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 21.19 | 1.46 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 21.14 | 1.46 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 21.41 | 1.46 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 21.31 | 1.46 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 21.48 | 1.46 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Yes Bank Limited - strike price 21 expiring on 30MAR2026
Delta for 21 CE is 0.31
Historical price for 21 CE is as follows
On 6 Mar YESBANK was trading at 20.12. The strike last trading price was 0.26, which was -0.01 lower than the previous day. The implied volatity was 26.81, the open interest changed by 98 which increased total open position to 2567
On 5 Mar YESBANK was trading at 20.23. The strike last trading price was 0.28, which was 0.02 higher than the previous day. The implied volatity was 24.65, the open interest changed by 32 which increased total open position to 2469
On 4 Mar YESBANK was trading at 20.01. The strike last trading price was 0.26, which was -0.01 lower than the previous day. The implied volatity was 27.36, the open interest changed by 46 which increased total open position to 2440
On 2 Mar YESBANK was trading at 20.18. The strike last trading price was 0.29, which was -0.16 lower than the previous day. The implied volatity was 23.68, the open interest changed by 234 which increased total open position to 2398
On 27 Feb YESBANK was trading at 20.72. The strike last trading price was 0.45, which was -0.16 lower than the previous day. The implied volatity was 21.09, the open interest changed by 272 which increased total open position to 2163
On 26 Feb YESBANK was trading at 21.04. The strike last trading price was 0.59, which was 0.09 higher than the previous day. The implied volatity was 20.67, the open interest changed by 32 which increased total open position to 1890
On 25 Feb YESBANK was trading at 20.72. The strike last trading price was 0.52, which was -0.02 lower than the previous day. The implied volatity was 21.26, the open interest changed by 314 which increased total open position to 1860
On 24 Feb YESBANK was trading at 20.82. The strike last trading price was 0.55, which was -0.08 lower than the previous day. The implied volatity was 20.8, the open interest changed by 570 which increased total open position to 1517
On 23 Feb YESBANK was trading at 20.89. The strike last trading price was 0.63, which was -0.05 lower than the previous day. The implied volatity was 22.46, the open interest changed by 155 which increased total open position to 946
On 20 Feb YESBANK was trading at 21.04. The strike last trading price was 0.7, which was 0.04 higher than the previous day. The implied volatity was 21.12, the open interest changed by 121 which increased total open position to 780
On 19 Feb YESBANK was trading at 20.96. The strike last trading price was 0.64, which was -0.26 lower than the previous day. The implied volatity was 21.01, the open interest changed by 244 which increased total open position to 657
On 18 Feb YESBANK was trading at 21.24. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was 23.02, the open interest changed by 23 which increased total open position to 413
On 17 Feb YESBANK was trading at 21.08. The strike last trading price was 0.86, which was 0.02 higher than the previous day. The implied volatity was 24.31, the open interest changed by 134 which increased total open position to 385
On 16 Feb YESBANK was trading at 20.96. The strike last trading price was 0.85, which was 0.04 higher than the previous day. The implied volatity was 26.02, the open interest changed by 69 which increased total open position to 250
On 13 Feb YESBANK was trading at 20.86. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 25.77, the open interest changed by 108 which increased total open position to 180
On 12 Feb YESBANK was trading at 21.10. The strike last trading price was 0.95, which was -0.13 lower than the previous day. The implied volatity was 25.69, the open interest changed by 40 which increased total open position to 71
On 11 Feb YESBANK was trading at 21.32. The strike last trading price was 1.08, which was -0.08 lower than the previous day. The implied volatity was 24.22, the open interest changed by 19 which increased total open position to 30
On 10 Feb YESBANK was trading at 21.40. The strike last trading price was 1.15, which was -0.1 lower than the previous day. The implied volatity was 24.69, the open interest changed by 5 which increased total open position to 11
On 9 Feb YESBANK was trading at 21.56. The strike last trading price was 1.25, which was 0.15 higher than the previous day. The implied volatity was 25, the open interest changed by 0 which decreased total open position to 7
On 6 Feb YESBANK was trading at 21.29. The strike last trading price was 1.1, which was -0.1 lower than the previous day. The implied volatity was 23.33, the open interest changed by 0 which decreased total open position to 6
On 5 Feb YESBANK was trading at 21.38. The strike last trading price was 1.2, which was -0.17 lower than the previous day. The implied volatity was 26.73, the open interest changed by 1 which increased total open position to 5
On 4 Feb YESBANK was trading at 21.55. The strike last trading price was 1.37, which was -0.09 lower than the previous day. The implied volatity was 27.89, the open interest changed by 2 which increased total open position to 2
On 3 Feb YESBANK was trading at 21.31. The strike last trading price was 1.46, 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 Feb YESBANK was trading at 21.19. The strike last trading price was 1.46, 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 1 Feb YESBANK was trading at 21.14. The strike last trading price was 1.46, 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 30 Jan YESBANK was trading at 21.41. The strike last trading price was 1.46, 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 29 Jan YESBANK was trading at 21.31. The strike last trading price was 1.46, 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 28 Jan YESBANK was trading at 21.48. The strike last trading price was 1.46, 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 30MAR2026 21 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 0.02
Theta: -0.01
Gamma: 0.24
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Mar | 20.12 | 1.06 | 0.12 | 28.83 | 356 | -13 | 1,909 |
| 5 Mar | 20.23 | 0.94 | -0.18 | 27.4 | 330 | 13 | 1,919 |
| 4 Mar | 20.01 | 1.12 | 0.14 | 27.31 | 486 | -5 | 1,908 |
| 2 Mar | 20.18 | 0.92 | 0.27 | 25.16 | 1,211 | 160 | 1,913 |
| 27 Feb | 20.72 | 0.68 | 0.18 | 25.56 | 946 | 147 | 1,752 |
| 26 Feb | 21.04 | 0.54 | -0.09 | 24.87 | 2,400 | 22 | 1,606 |
| 25 Feb | 20.72 | 0.61 | 0.01 | 24.03 | 643 | 92 | 1,585 |
| 24 Feb | 20.82 | 0.59 | 0.01 | 24.14 | 1,462 | 423 | 1,492 |
| 23 Feb | 20.89 | 0.58 | 0.06 | 24.42 | 469 | 199 | 1,060 |
| 20 Feb | 21.04 | 0.55 | -0.02 | 24.78 | 512 | 204 | 852 |
| 19 Feb | 20.96 | 0.61 | 0.13 | 24.82 | 428 | 238 | 649 |
| 18 Feb | 21.24 | 0.48 | -0.11 | 24.88 | 134 | 54 | 415 |
| 17 Feb | 21.08 | 0.6 | -0.07 | 27.01 | 154 | 88 | 360 |
| 16 Feb | 20.96 | 0.67 | -0.09 | 27.46 | 68 | 22 | 271 |
| 13 Feb | 20.86 | 0.79 | 0.18 | 28.78 | 78 | 32 | 248 |
| 12 Feb | 21.10 | 0.61 | 0.04 | 26.14 | 79 | 67 | 217 |
| 11 Feb | 21.32 | 0.57 | 0.02 | 28.02 | 40 | 24 | 150 |
| 10 Feb | 21.40 | 0.56 | 0.02 | 28.33 | 25 | 12 | 126 |
| 9 Feb | 21.56 | 0.54 | -0.1 | 28.97 | 63 | 23 | 116 |
| 6 Feb | 21.29 | 0.63 | -0.06 | 28.87 | 6 | 0 | 93 |
| 5 Feb | 21.38 | 0.69 | 0.07 | 30.38 | 10 | 4 | 91 |
| 4 Feb | 21.55 | 0.62 | -0.06 | 30.25 | 39 | 11 | 86 |
| 3 Feb | 21.31 | 0.68 | -0.05 | 29.54 | 89 | 39 | 74 |
| 2 Feb | 21.19 | 0.73 | -0.06 | 30.2 | 38 | 14 | 35 |
| 1 Feb | 21.14 | 0.84 | 0.1 | 32.33 | 17 | 7 | 20 |
| 30 Jan | 21.41 | 0.74 | -0.08 | 31.81 | 30 | 11 | 12 |
| 29 Jan | 21.31 | 0.82 | -0.41 | 32.45 | 1 | 0 | 0 |
| 28 Jan | 21.48 | 1.23 | 0 | 3.58 | 0 | 0 | 0 |
For Yes Bank Limited - strike price 21 expiring on 30MAR2026
Delta for 21 PE is -0.68
Historical price for 21 PE is as follows
On 6 Mar YESBANK was trading at 20.12. The strike last trading price was 1.06, which was 0.12 higher than the previous day. The implied volatity was 28.83, the open interest changed by -13 which decreased total open position to 1909
On 5 Mar YESBANK was trading at 20.23. The strike last trading price was 0.94, which was -0.18 lower than the previous day. The implied volatity was 27.4, the open interest changed by 13 which increased total open position to 1919
On 4 Mar YESBANK was trading at 20.01. The strike last trading price was 1.12, which was 0.14 higher than the previous day. The implied volatity was 27.31, the open interest changed by -5 which decreased total open position to 1908
On 2 Mar YESBANK was trading at 20.18. The strike last trading price was 0.92, which was 0.27 higher than the previous day. The implied volatity was 25.16, the open interest changed by 160 which increased total open position to 1913
On 27 Feb YESBANK was trading at 20.72. The strike last trading price was 0.68, which was 0.18 higher than the previous day. The implied volatity was 25.56, the open interest changed by 147 which increased total open position to 1752
On 26 Feb YESBANK was trading at 21.04. The strike last trading price was 0.54, which was -0.09 lower than the previous day. The implied volatity was 24.87, the open interest changed by 22 which increased total open position to 1606
On 25 Feb YESBANK was trading at 20.72. The strike last trading price was 0.61, which was 0.01 higher than the previous day. The implied volatity was 24.03, the open interest changed by 92 which increased total open position to 1585
On 24 Feb YESBANK was trading at 20.82. The strike last trading price was 0.59, which was 0.01 higher than the previous day. The implied volatity was 24.14, the open interest changed by 423 which increased total open position to 1492
On 23 Feb YESBANK was trading at 20.89. The strike last trading price was 0.58, which was 0.06 higher than the previous day. The implied volatity was 24.42, the open interest changed by 199 which increased total open position to 1060
On 20 Feb YESBANK was trading at 21.04. The strike last trading price was 0.55, which was -0.02 lower than the previous day. The implied volatity was 24.78, the open interest changed by 204 which increased total open position to 852
On 19 Feb YESBANK was trading at 20.96. The strike last trading price was 0.61, which was 0.13 higher than the previous day. The implied volatity was 24.82, the open interest changed by 238 which increased total open position to 649
On 18 Feb YESBANK was trading at 21.24. The strike last trading price was 0.48, which was -0.11 lower than the previous day. The implied volatity was 24.88, the open interest changed by 54 which increased total open position to 415
On 17 Feb YESBANK was trading at 21.08. The strike last trading price was 0.6, which was -0.07 lower than the previous day. The implied volatity was 27.01, the open interest changed by 88 which increased total open position to 360
On 16 Feb YESBANK was trading at 20.96. The strike last trading price was 0.67, which was -0.09 lower than the previous day. The implied volatity was 27.46, the open interest changed by 22 which increased total open position to 271
On 13 Feb YESBANK was trading at 20.86. The strike last trading price was 0.79, which was 0.18 higher than the previous day. The implied volatity was 28.78, the open interest changed by 32 which increased total open position to 248
On 12 Feb YESBANK was trading at 21.10. The strike last trading price was 0.61, which was 0.04 higher than the previous day. The implied volatity was 26.14, the open interest changed by 67 which increased total open position to 217
On 11 Feb YESBANK was trading at 21.32. The strike last trading price was 0.57, which was 0.02 higher than the previous day. The implied volatity was 28.02, the open interest changed by 24 which increased total open position to 150
On 10 Feb YESBANK was trading at 21.40. The strike last trading price was 0.56, which was 0.02 higher than the previous day. The implied volatity was 28.33, the open interest changed by 12 which increased total open position to 126
On 9 Feb YESBANK was trading at 21.56. The strike last trading price was 0.54, which was -0.1 lower than the previous day. The implied volatity was 28.97, the open interest changed by 23 which increased total open position to 116
On 6 Feb YESBANK was trading at 21.29. The strike last trading price was 0.63, which was -0.06 lower than the previous day. The implied volatity was 28.87, the open interest changed by 0 which decreased total open position to 93
On 5 Feb YESBANK was trading at 21.38. The strike last trading price was 0.69, which was 0.07 higher than the previous day. The implied volatity was 30.38, the open interest changed by 4 which increased total open position to 91
On 4 Feb YESBANK was trading at 21.55. The strike last trading price was 0.62, which was -0.06 lower than the previous day. The implied volatity was 30.25, the open interest changed by 11 which increased total open position to 86
On 3 Feb YESBANK was trading at 21.31. The strike last trading price was 0.68, which was -0.05 lower than the previous day. The implied volatity was 29.54, the open interest changed by 39 which increased total open position to 74
On 2 Feb YESBANK was trading at 21.19. The strike last trading price was 0.73, which was -0.06 lower than the previous day. The implied volatity was 30.2, the open interest changed by 14 which increased total open position to 35
On 1 Feb YESBANK was trading at 21.14. The strike last trading price was 0.84, which was 0.1 higher than the previous day. The implied volatity was 32.33, the open interest changed by 7 which increased total open position to 20
On 30 Jan YESBANK was trading at 21.41. The strike last trading price was 0.74, which was -0.08 lower than the previous day. The implied volatity was 31.81, the open interest changed by 11 which increased total open position to 12
On 29 Jan YESBANK was trading at 21.31. The strike last trading price was 0.82, which was -0.41 lower than the previous day. The implied volatity was 32.45, the open interest changed by 0 which decreased total open position to 0
On 28 Jan YESBANK was trading at 21.48. The strike last trading price was 1.23, which was 0 lower than the previous day. The implied volatity was 3.58, the open interest changed by 0 which decreased total open position to 0
