YESBANK

Yes Bank Limited

21.92 -0.02 (-0.09%)

L: 21.84 H: 22.09

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Historical option data for YESBANK
12 Dec 2025 04:13 PM IST

Strike Price

Expiry

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

Call
Put

Per Lot

YESBANK 30-DEC-2025 21 CE
Delta: 0.83 Vega: 0.01 Theta: -0.01 Gamma: 0.22
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	21.92	1.14 ₹ 35,454	-0.03 -933.00	23.47	179 55,66,900	22 6,84,200	439 1,36,52,900
11 Dec	21.94	1.16 ₹ 36,076	0.16 4976.00	22.05	635 1,97,48,500	-22 -6,84,200	420 1,30,62,000
10 Dec	21.72	1.01 ₹ 31,411	-0.28 -8708.00	23.74	300 93,30,000	82 25,50,200	442 1,37,46,200
9 Dec	22.02	1.3 ₹ 40,430	0.13 4043.00	24.58	454 1,41,19,400	9 2,79,900	359 1,11,64,900
8 Dec	21.90	1.16 ₹ 36,076	-0.65 -20215.00	24.66	210 65,31,000	63 19,59,300	349 1,08,53,900
5 Dec	22.60	1.82 ₹ 56,602	-0.16 -4976.00	24.27	39 12,12,900	13 4,04,300	287 89,25,700
4 Dec	22.76	1.98 ₹ 61,578	0.36 11196.00	25.66	105 32,65,500	-30 -9,33,000	274 85,21,400
3 Dec	22.40	1.65 ₹ 51,315	-0.27 -8397.00	20.86	114 35,45,400	23 7,15,300	303 94,23,300
2 Dec	22.71	1.94 ₹ 60,334	0.24 7464.00	18.54	74 23,01,400	9 2,79,900	276 85,83,600
1 Dec	22.45	1.7 ₹ 52,870	-0.49 -15239.00	21.30	71 22,08,100	23 7,15,300	268 83,34,800
28 Nov	22.93	2.2 ₹ 68,420	0.09 2799.00	26.23	71 22,08,100	9 2,79,900	246 76,50,600
27 Nov	22.84	2.11 ₹ 65,621	-0.11 -3421.00	24.67	82 25,50,200	33 10,26,300	237 73,70,700
26 Nov	22.93	2.22 ₹ 69,042	0.26 8086.00	26.93	94 29,23,400	48 14,92,800	203 63,13,300
25 Nov	22.70	1.97 ₹ 61,267	0.4 12440.00	23.44	62 19,28,200	22 6,84,200	154 47,89,400
24 Nov	22.20	1.59 ₹ 49,449	-0.16 -4976.00	23.28	48 14,92,800	35 10,88,500	133 41,36,300
21 Nov	22.43	1.76 ₹ 54,736	-0.19 -5909.00	20.41	88 27,36,800	20 6,22,000	97 30,16,700
20 Nov	22.63	1.95 ₹ 60,645	-0.32 -9952.00	19.01	19 5,90,900	7 2,17,700	76 23,63,600
19 Nov	22.93	2.27 ₹ 70,597	-0.04 -1244.00	25.56	25 7,77,500	8 2,48,800	68 21,14,800
18 Nov	22.99	2.31 ₹ 71,841	-0.27 -8397.00	24.62	33 10,26,300	-19 -5,90,900	59 18,34,900
17 Nov	23.16	2.59 ₹ 80,549	0.53 16483.00	30.57	99 30,78,900	69 21,45,900	78 24,25,800
14 Nov	22.50	2.06 ₹ 64,066	-0.11 -3421.00	29.11	1 31,100	0 0	8 2,48,800
13 Nov	22.48	2.17 ₹ 67,487	-0.07 -2177.00	34.26	1 31,100	0 0	8 2,48,800
12 Nov	22.75	2.24 ₹ 69,664	0.1 3110.00	30.37	2 62,200	1 31,100	7 2,17,700
11 Nov	22.63	2.14 ₹ 66,554	-0.26 -8086.00	27.15	1 31,100	0 0	5 1,55,500

10 Nov	22.74	2.4 ₹ 74,640	-0.12 -3732.00	-	0 0	0 0	0 0
7 Nov	22.85	2.4 ₹ 74,640	-0.12 -3732.00	-	0 0	0 0	0 0
6 Nov	22.63	2.4 ₹ 74,640	-0.12 -3732.00	-	0 0	-1 -31,100	0 0
4 Nov	23.02	2.4 ₹ 74,640	-0.12 -3732.00	18.71	1 31,100	0 0	6 1,86,600
3 Nov	22.97	2.52 ₹ 78,372	0.12 3732.00	28.26	4 1,24,400	1 31,100	3 93,300
31 Oct	22.74	2.4 ₹ 74,640	0 0.00	-	1 31,100	0 0	1 31,100
30 Oct	22.23	2.4 ₹ 74,640	-0.3 -9330.00	42.15	1 31,100	0 0	0 0
29 Oct	22.69	2.7 ₹ 83,970	0 0.00	-	0 0	0 0	0 0

For Yes Bank Limited - strike price 21 expiring on 30DEC2025

Delta for 21 CE is 0.83

Historical price for 21 CE is as follows

On 12 Dec YESBANK was trading at 21.92. The strike last trading price was 1.14, which was -0.03 lower than the previous day. The implied volatity was 23.47, the open interest changed by 22 which increased total open position to 439

On 11 Dec YESBANK was trading at 21.94. The strike last trading price was 1.16, which was 0.16 higher than the previous day. The implied volatity was 22.05, the open interest changed by -22 which decreased total open position to 420

On 10 Dec YESBANK was trading at 21.72. The strike last trading price was 1.01, which was -0.28 lower than the previous day. The implied volatity was 23.74, the open interest changed by 82 which increased total open position to 442

On 9 Dec YESBANK was trading at 22.02. The strike last trading price was 1.3, which was 0.13 higher than the previous day. The implied volatity was 24.58, the open interest changed by 9 which increased total open position to 359

On 8 Dec YESBANK was trading at 21.90. The strike last trading price was 1.16, which was -0.65 lower than the previous day. The implied volatity was 24.66, the open interest changed by 63 which increased total open position to 349

On 5 Dec YESBANK was trading at 22.60. The strike last trading price was 1.82, which was -0.16 lower than the previous day. The implied volatity was 24.27, the open interest changed by 13 which increased total open position to 287

On 4 Dec YESBANK was trading at 22.76. The strike last trading price was 1.98, which was 0.36 higher than the previous day. The implied volatity was 25.66, the open interest changed by -30 which decreased total open position to 274

On 3 Dec YESBANK was trading at 22.40. The strike last trading price was 1.65, which was -0.27 lower than the previous day. The implied volatity was 20.86, the open interest changed by 23 which increased total open position to 303

On 2 Dec YESBANK was trading at 22.71. The strike last trading price was 1.94, which was 0.24 higher than the previous day. The implied volatity was 18.54, the open interest changed by 9 which increased total open position to 276

On 1 Dec YESBANK was trading at 22.45. The strike last trading price was 1.7, which was -0.49 lower than the previous day. The implied volatity was 21.30, the open interest changed by 23 which increased total open position to 268

On 28 Nov YESBANK was trading at 22.93. The strike last trading price was 2.2, which was 0.09 higher than the previous day. The implied volatity was 26.23, the open interest changed by 9 which increased total open position to 246

On 27 Nov YESBANK was trading at 22.84. The strike last trading price was 2.11, which was -0.11 lower than the previous day. The implied volatity was 24.67, the open interest changed by 33 which increased total open position to 237

On 26 Nov YESBANK was trading at 22.93. The strike last trading price was 2.22, which was 0.26 higher than the previous day. The implied volatity was 26.93, the open interest changed by 48 which increased total open position to 203

On 25 Nov YESBANK was trading at 22.70. The strike last trading price was 1.97, which was 0.4 higher than the previous day. The implied volatity was 23.44, the open interest changed by 22 which increased total open position to 154

On 24 Nov YESBANK was trading at 22.20. The strike last trading price was 1.59, which was -0.16 lower than the previous day. The implied volatity was 23.28, the open interest changed by 35 which increased total open position to 133

On 21 Nov YESBANK was trading at 22.43. The strike last trading price was 1.76, which was -0.19 lower than the previous day. The implied volatity was 20.41, the open interest changed by 20 which increased total open position to 97

On 20 Nov YESBANK was trading at 22.63. The strike last trading price was 1.95, which was -0.32 lower than the previous day. The implied volatity was 19.01, the open interest changed by 7 which increased total open position to 76

On 19 Nov YESBANK was trading at 22.93. The strike last trading price was 2.27, which was -0.04 lower than the previous day. The implied volatity was 25.56, the open interest changed by 8 which increased total open position to 68

On 18 Nov YESBANK was trading at 22.99. The strike last trading price was 2.31, which was -0.27 lower than the previous day. The implied volatity was 24.62, the open interest changed by -19 which decreased total open position to 59

On 17 Nov YESBANK was trading at 23.16. The strike last trading price was 2.59, which was 0.53 higher than the previous day. The implied volatity was 30.57, the open interest changed by 69 which increased total open position to 78

On 14 Nov YESBANK was trading at 22.50. The strike last trading price was 2.06, which was -0.11 lower than the previous day. The implied volatity was 29.11, the open interest changed by 0 which decreased total open position to 8

On 13 Nov YESBANK was trading at 22.48. The strike last trading price was 2.17, which was -0.07 lower than the previous day. The implied volatity was 34.26, the open interest changed by 0 which decreased total open position to 8

On 12 Nov YESBANK was trading at 22.75. The strike last trading price was 2.24, which was 0.1 higher than the previous day. The implied volatity was 30.37, the open interest changed by 1 which increased total open position to 7

On 11 Nov YESBANK was trading at 22.63. The strike last trading price was 2.14, which was -0.26 lower than the previous day. The implied volatity was 27.15, the open interest changed by 0 which decreased total open position to 5

On 10 Nov YESBANK was trading at 22.74. The strike last trading price was 2.4, which was -0.12 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 7 Nov YESBANK was trading at 22.85. The strike last trading price was 2.4, which was -0.12 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 6 Nov YESBANK was trading at 22.63. The strike last trading price was 2.4, which was -0.12 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 4 Nov YESBANK was trading at 23.02. The strike last trading price was 2.4, which was -0.12 lower than the previous day. The implied volatity was 18.71, the open interest changed by 0 which decreased total open position to 6

On 3 Nov YESBANK was trading at 22.97. The strike last trading price was 2.52, which was 0.12 higher than the previous day. The implied volatity was 28.26, the open interest changed by 1 which increased total open position to 3

On 31 Oct YESBANK was trading at 22.74. The strike last trading price was 2.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 30 Oct YESBANK was trading at 22.23. The strike last trading price was 2.4, which was -0.3 lower than the previous day. The implied volatity was 42.15, the open interest changed by 0 which decreased total open position to 0

On 29 Oct YESBANK was trading at 22.69. The strike last trading price was 2.7, 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

YESBANK 30DEC2025 21 PE
Delta: -0.17 Vega: 0.01 Theta: -0.01 Gamma: 0.22
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	21.92	0.11 ₹ 3,421	0 0.00	23.73	536 1,66,69,600	-7 -2,17,700	1,312 4,08,03,200
11 Dec	21.94	0.12 ₹ 3,732	-0.08 -2488.00	24.36	1,062 3,30,28,200	-4 -1,24,400	1,316 4,09,27,600
10 Dec	21.72	0.21 ₹ 6,531	0.07 2177.00	26.41	538 1,67,31,800	15 4,66,500	1,320 4,10,52,000
9 Dec	22.02	0.15 ₹ 4,665	-0.05 -1555.00	26.79	641 1,99,35,100	49 15,23,900	1,307 4,06,47,700
8 Dec	21.90	0.21 ₹ 6,531	0.13 4043.00	27.58	724 2,25,16,400	52 16,17,200	1,258 3,91,23,800
5 Dec	22.60	0.08 ₹ 2,488	-0.01 -311.00	25.53	351 1,09,16,100	-4 -1,24,400	1,206 3,75,06,600
4 Dec	22.76	0.09 ₹ 2,799	-0.05 -1555.00	27.43	935 2,90,78,500	11 3,42,100	1,211 3,76,62,100
3 Dec	22.40	0.14 ₹ 4,354	0.04 1244.00	27.61	429 1,33,41,900	27 8,39,700	1,199 3,72,88,900
2 Dec	22.71	0.11 ₹ 3,421	-0.03 -933.00	28.25	732 2,27,65,200	-70 -21,77,000	1,172 3,64,49,200
1 Dec	22.45	0.14 ₹ 4,354	0.05 1555.00	27.08	912 2,83,63,200	154 47,89,400	1,241 3,85,95,100
28 Nov	22.93	0.09 ₹ 2,799	-0.01 -311.00	26.51	542 1,68,56,200	147 45,71,700	1,087 3,38,05,700
27 Nov	22.84	0.1 ₹ 3,110	-0.01 -311.00	26.19	646 2,00,90,600	38 11,81,800	940 2,92,34,000
26 Nov	22.93	0.12 ₹ 3,732	-0.02 -622.00	28.01	555 1,72,60,500	58 18,03,800	902 2,80,52,200
25 Nov	22.70	0.14 ₹ 4,354	-0.06 -1866.00	26.91	646 2,00,90,600	125 38,87,500	844 2,62,48,400
24 Nov	22.20	0.2 ₹ 6,220	0.01 311.00	25.77	367 1,14,13,700	154 47,89,400	722 2,24,54,200
21 Nov	22.43	0.2 ₹ 6,220	0.02 622.00	27.04	343 1,06,67,300	171 53,18,100	588 1,82,86,800
20 Nov	22.63	0.18 ₹ 5,598	0.02 622.00	27.66	130 40,43,000	42 13,06,200	416 1,29,37,600
19 Nov	22.93	0.16 ₹ 4,976	0 0.00	28.39	99 30,78,900	25 7,77,500	375 1,16,62,500
18 Nov	22.99	0.17 ₹ 5,287	-0.01 -311.00	29.05	127 39,49,700	28 8,70,800	350 1,08,85,000
17 Nov	23.16	0.19 ₹ 5,909	-0.07 -2177.00	31.43	137 42,60,700	20 6,22,000	323 1,00,45,300
14 Nov	22.50	0.26 ₹ 8,086	-0.03 -933.00	28.80	134 41,67,400	59 18,34,900	304 94,54,400
13 Nov	22.48	0.29 ₹ 9,019	0.03 933.00	29.60	30 9,33,000	12 3,73,200	242 75,26,200
12 Nov	22.75	0.26 ₹ 8,086	-0.04 -1244.00	29.66	31 9,64,100	0 0	230 71,53,000
11 Nov	22.63	0.3 ₹ 9,330	-0.01 -311.00	30.67	229 71,21,900	171 53,18,100	231 71,84,100
10 Nov	22.74	0.3 ₹ 9,330	-0.01 -311.00	31.19	30 9,33,000	16 4,97,600	60 18,66,000
7 Nov	22.85	0.31 ₹ 9,641	-0.01 -311.00	32.08	5 1,55,500	0 0	43 13,37,300
6 Nov	22.63	0.32 ₹ 9,952	0.03 933.00	30.21	8 2,48,800	4 1,24,400	42 13,06,200
4 Nov	23.02	0.29 ₹ 9,019	-0.03 -933.00	31.79	16 4,97,600	-2 -62,200	38 11,81,800
3 Nov	22.97	0.32 ₹ 9,952	-0.03 -933.00	32.32	30 9,33,000	6 1,86,600	39 12,12,900
31 Oct	22.74	0.35 ₹ 10,885	-0.05 -1555.00	-	31 9,64,100	-11 -3,42,100	28 8,70,800
30 Oct	22.23	0.4 ₹ 12,440	0.05 1555.00	28.62	27 8,39,700	25 7,77,500	38 11,81,800
29 Oct	22.69	0.35 ₹ 10,885	-0.4 -12440.00	30.43	20 6,22,000	13 4,04,300	13 4,04,300

For Yes Bank Limited - strike price 21 expiring on 30DEC2025

Delta for 21 PE is -0.17

Historical price for 21 PE is as follows

On 12 Dec YESBANK was trading at 21.92. The strike last trading price was 0.11, which was 0 lower than the previous day. The implied volatity was 23.73, the open interest changed by -7 which decreased total open position to 1312

On 11 Dec YESBANK was trading at 21.94. The strike last trading price was 0.12, which was -0.08 lower than the previous day. The implied volatity was 24.36, the open interest changed by -4 which decreased total open position to 1316

On 10 Dec YESBANK was trading at 21.72. The strike last trading price was 0.21, which was 0.07 higher than the previous day. The implied volatity was 26.41, the open interest changed by 15 which increased total open position to 1320

On 9 Dec YESBANK was trading at 22.02. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 26.79, the open interest changed by 49 which increased total open position to 1307

On 8 Dec YESBANK was trading at 21.90. The strike last trading price was 0.21, which was 0.13 higher than the previous day. The implied volatity was 27.58, the open interest changed by 52 which increased total open position to 1258

On 5 Dec YESBANK was trading at 22.60. The strike last trading price was 0.08, which was -0.01 lower than the previous day. The implied volatity was 25.53, the open interest changed by -4 which decreased total open position to 1206

On 4 Dec YESBANK was trading at 22.76. The strike last trading price was 0.09, which was -0.05 lower than the previous day. The implied volatity was 27.43, the open interest changed by 11 which increased total open position to 1211

On 3 Dec YESBANK was trading at 22.40. The strike last trading price was 0.14, which was 0.04 higher than the previous day. The implied volatity was 27.61, the open interest changed by 27 which increased total open position to 1199

On 2 Dec YESBANK was trading at 22.71. The strike last trading price was 0.11, which was -0.03 lower than the previous day. The implied volatity was 28.25, the open interest changed by -70 which decreased total open position to 1172

On 1 Dec YESBANK was trading at 22.45. The strike last trading price was 0.14, which was 0.05 higher than the previous day. The implied volatity was 27.08, the open interest changed by 154 which increased total open position to 1241

On 28 Nov YESBANK was trading at 22.93. The strike last trading price was 0.09, which was -0.01 lower than the previous day. The implied volatity was 26.51, the open interest changed by 147 which increased total open position to 1087

On 27 Nov YESBANK was trading at 22.84. The strike last trading price was 0.1, which was -0.01 lower than the previous day. The implied volatity was 26.19, the open interest changed by 38 which increased total open position to 940

On 26 Nov YESBANK was trading at 22.93. The strike last trading price was 0.12, which was -0.02 lower than the previous day. The implied volatity was 28.01, the open interest changed by 58 which increased total open position to 902

On 25 Nov YESBANK was trading at 22.70. The strike last trading price was 0.14, which was -0.06 lower than the previous day. The implied volatity was 26.91, the open interest changed by 125 which increased total open position to 844

On 24 Nov YESBANK was trading at 22.20. The strike last trading price was 0.2, which was 0.01 higher than the previous day. The implied volatity was 25.77, the open interest changed by 154 which increased total open position to 722

On 21 Nov YESBANK was trading at 22.43. The strike last trading price was 0.2, which was 0.02 higher than the previous day. The implied volatity was 27.04, the open interest changed by 171 which increased total open position to 588

On 20 Nov YESBANK was trading at 22.63. The strike last trading price was 0.18, which was 0.02 higher than the previous day. The implied volatity was 27.66, the open interest changed by 42 which increased total open position to 416

On 19 Nov YESBANK was trading at 22.93. The strike last trading price was 0.16, which was 0 lower than the previous day. The implied volatity was 28.39, the open interest changed by 25 which increased total open position to 375

On 18 Nov YESBANK was trading at 22.99. The strike last trading price was 0.17, which was -0.01 lower than the previous day. The implied volatity was 29.05, the open interest changed by 28 which increased total open position to 350

On 17 Nov YESBANK was trading at 23.16. The strike last trading price was 0.19, which was -0.07 lower than the previous day. The implied volatity was 31.43, the open interest changed by 20 which increased total open position to 323

On 14 Nov YESBANK was trading at 22.50. The strike last trading price was 0.26, which was -0.03 lower than the previous day. The implied volatity was 28.80, the open interest changed by 59 which increased total open position to 304

On 13 Nov YESBANK was trading at 22.48. The strike last trading price was 0.29, which was 0.03 higher than the previous day. The implied volatity was 29.60, the open interest changed by 12 which increased total open position to 242

On 12 Nov YESBANK was trading at 22.75. The strike last trading price was 0.26, which was -0.04 lower than the previous day. The implied volatity was 29.66, the open interest changed by 0 which decreased total open position to 230

On 11 Nov YESBANK was trading at 22.63. The strike last trading price was 0.3, which was -0.01 lower than the previous day. The implied volatity was 30.67, the open interest changed by 171 which increased total open position to 231

On 10 Nov YESBANK was trading at 22.74. The strike last trading price was 0.3, which was -0.01 lower than the previous day. The implied volatity was 31.19, the open interest changed by 16 which increased total open position to 60

On 7 Nov YESBANK was trading at 22.85. The strike last trading price was 0.31, which was -0.01 lower than the previous day. The implied volatity was 32.08, the open interest changed by 0 which decreased total open position to 43

On 6 Nov YESBANK was trading at 22.63. The strike last trading price was 0.32, which was 0.03 higher than the previous day. The implied volatity was 30.21, the open interest changed by 4 which increased total open position to 42

On 4 Nov YESBANK was trading at 23.02. The strike last trading price was 0.29, which was -0.03 lower than the previous day. The implied volatity was 31.79, the open interest changed by -2 which decreased total open position to 38

On 3 Nov YESBANK was trading at 22.97. The strike last trading price was 0.32, which was -0.03 lower than the previous day. The implied volatity was 32.32, the open interest changed by 6 which increased total open position to 39

On 31 Oct YESBANK was trading at 22.74. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 28

On 30 Oct YESBANK was trading at 22.23. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 28.62, the open interest changed by 25 which increased total open position to 38

On 29 Oct YESBANK was trading at 22.69. The strike last trading price was 0.35, which was -0.4 lower than the previous day. The implied volatity was 30.43, the open interest changed by 13 which increased total open position to 13

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