YESBANK
Yes Bank Limited
Historical option data for YESBANK
12 Dec 2024 11:04 AM IST
| YESBANK 26DEC2024 21 CE | ||||||||||
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Delta: 0.65
Vega: 0.02
Theta: -0.02
Gamma: 0.27
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 21.37 | 0.8 | -0.20 | 32.37 | 1,277 | 140 | 1,100 | |||
| 11 Dec | 21.58 | 1 | -0.05 | 38.05 | 773 | 31 | 952 | |||
| 10 Dec | 21.60 | 1.05 | -0.20 | 37.23 | 982 | 121 | 922 | |||
| 9 Dec | 21.84 | 1.25 | 0.10 | 38.37 | 1,481 | -6 | 801 | |||
| 6 Dec | 21.49 | 1.15 | 0.25 | 39.70 | 1,606 | -67 | 800 | |||
| 5 Dec | 21.17 | 0.9 | -0.10 | 37.11 | 773 | 31 | 861 | |||
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| 4 Dec | 21.23 | 1 | 0.20 | 38.98 | 3,092 | -79 | 836 | |||
| 3 Dec | 20.84 | 0.8 | 0.30 | 38.99 | 3,838 | 233 | 932 | |||
| 2 Dec | 20.09 | 0.5 | 0.00 | 39.44 | 789 | 168 | 698 | |||
| 29 Nov | 19.96 | 0.5 | 39.42 | 1,456 | 530 | 530 | ||||
For Yes Bank Limited - strike price 21 expiring on 26DEC2024
Delta for 21 CE is 0.65
Historical price for 21 CE is as follows
On 12 Dec YESBANK was trading at 21.37. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 32.37, the open interest changed by 140 which increased total open position to 1100
On 11 Dec YESBANK was trading at 21.58. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 38.05, the open interest changed by 31 which increased total open position to 952
On 10 Dec YESBANK was trading at 21.60. The strike last trading price was 1.05, which was -0.20 lower than the previous day. The implied volatity was 37.23, the open interest changed by 121 which increased total open position to 922
On 9 Dec YESBANK was trading at 21.84. The strike last trading price was 1.25, which was 0.10 higher than the previous day. The implied volatity was 38.37, the open interest changed by -6 which decreased total open position to 801
On 6 Dec YESBANK was trading at 21.49. The strike last trading price was 1.15, which was 0.25 higher than the previous day. The implied volatity was 39.70, the open interest changed by -67 which decreased total open position to 800
On 5 Dec YESBANK was trading at 21.17. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 37.11, the open interest changed by 31 which increased total open position to 861
On 4 Dec YESBANK was trading at 21.23. The strike last trading price was 1, which was 0.20 higher than the previous day. The implied volatity was 38.98, the open interest changed by -79 which decreased total open position to 836
On 3 Dec YESBANK was trading at 20.84. The strike last trading price was 0.8, which was 0.30 higher than the previous day. The implied volatity was 38.99, the open interest changed by 233 which increased total open position to 932
On 2 Dec YESBANK was trading at 20.09. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 39.44, the open interest changed by 168 which increased total open position to 698
On 29 Nov YESBANK was trading at 19.96. The strike last trading price was 0.5, which was lower than the previous day. The implied volatity was 39.42, the open interest changed by 530 which increased total open position to 530
| YESBANK 26DEC2024 21 PE | |||||||
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Delta: -0.37
Vega: 0.02
Theta: -0.02
Gamma: 0.25
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 21.37 | 0.4 | 0.05 | 36.25 | 398 | -25 | 641 |
| 11 Dec | 21.58 | 0.35 | 0.00 | 35.29 | 345 | 30 | 658 |
| 10 Dec | 21.60 | 0.35 | 0.05 | 35.50 | 570 | 20 | 625 |
| 9 Dec | 21.84 | 0.3 | -0.10 | 35.71 | 732 | 36 | 606 |
| 6 Dec | 21.49 | 0.4 | -0.25 | 34.08 | 873 | 112 | 569 |
| 5 Dec | 21.17 | 0.65 | 0.00 | 39.16 | 290 | -12 | 450 |
| 4 Dec | 21.23 | 0.65 | -0.15 | 39.78 | 666 | 129 | 460 |
| 3 Dec | 20.84 | 0.8 | -0.45 | 37.64 | 710 | 294 | 330 |
| 2 Dec | 20.09 | 1.25 | -0.15 | 38.80 | 23 | 10 | 34 |
| 29 Nov | 19.96 | 1.4 | 40.14 | 46 | 23 | 23 | |
For Yes Bank Limited - strike price 21 expiring on 26DEC2024
Delta for 21 PE is -0.37
Historical price for 21 PE is as follows
On 12 Dec YESBANK was trading at 21.37. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 36.25, the open interest changed by -25 which decreased total open position to 641
On 11 Dec YESBANK was trading at 21.58. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 35.29, the open interest changed by 30 which increased total open position to 658
On 10 Dec YESBANK was trading at 21.60. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 35.50, the open interest changed by 20 which increased total open position to 625
On 9 Dec YESBANK was trading at 21.84. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 35.71, the open interest changed by 36 which increased total open position to 606
On 6 Dec YESBANK was trading at 21.49. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 34.08, the open interest changed by 112 which increased total open position to 569
On 5 Dec YESBANK was trading at 21.17. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 39.16, the open interest changed by -12 which decreased total open position to 450
On 4 Dec YESBANK was trading at 21.23. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 39.78, the open interest changed by 129 which increased total open position to 460
On 3 Dec YESBANK was trading at 20.84. The strike last trading price was 0.8, which was -0.45 lower than the previous day. The implied volatity was 37.64, the open interest changed by 294 which increased total open position to 330
On 2 Dec YESBANK was trading at 20.09. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 38.80, the open interest changed by 10 which increased total open position to 34
On 29 Nov YESBANK was trading at 19.96. The strike last trading price was 1.4, which was lower than the previous day. The implied volatity was 40.14, the open interest changed by 23 which increased total open position to 23
