YESBANK
Yes Bank Limited
Historical option data for YESBANK
07 May 2026 10:41 AM IST
| YESBANK 26-May-2026 (19d) 21 CE | ||||||||||||||||
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Delta: 0.81
Vega: 0
Theta: -0.01
Gamma: 0.13523
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 22.60 | 1.83 | 0.3500000000000001 (23.65%) | 37.84 | 853 | -210 | 1,312 | |||||||||
| 6 May | 22.13 | 1.4 | 0.95 (211.11%) | 34.99 | 7,437 | -772 | 1,537 | |||||||||
| 5 May | 20.48 | 0.49 | 0.21999999999999997 (81.48%) | 32.76 | 7,388 | -107 | 2,305 | |||||||||
| 4 May | 19.96 | 0.27 | -0.019999999999999962 (-6.90%) | 31.81 | 2,606 | 353 | 2,412 | |||||||||
| 30 Apr | 19.93 | 0.3 | -0.08000000000000002 (-21.05%) | 30.26 | 2,527 | 365 | 2,424 | |||||||||
| 29 Apr | 20.27 | 0.35 | 0.009999999999999953 (2.94%) | 28.41 | 5,653 | 5 | 2,060 | |||||||||
| 28 Apr | 19.97 | 0.35 | -0.030000000000000027 (-7.89%) | 31.94 | 1,949 | 7 | 2,057 | |||||||||
| 27 Apr | 19.94 | 0.39 | 0 (0.00%) | 33.79 | 1,208 | 240 | 2,053 | |||||||||
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| 24 Apr | 19.84 | 0.39 | -0.03999999999999998 (-9.30%) | 33.58 | 1,655 | 454 | 1,811 | |||||||||
| 23 Apr | 20.03 | 0.43 | -0.030000000000000027 (-6.52%) | 31.96 | 691 | 134 | 1,357 | |||||||||
| 22 Apr | 19.99 | 0.46 | 0.050000000000000044 (12.20%) | 33.23 | 817 | 182 | 1,222 | |||||||||
| 21 Apr | 19.77 | 0.42 | -0.06 (-12.50%) | 34.52 | 479 | 118 | 1,039 | |||||||||
| 20 Apr | 19.84 | 0.48 | -0.20000000000000007 (-29.41%) | 35.63 | 1,719 | 536 | 923 | |||||||||
| 17 Apr | 20.19 | 0.79 | 0.26 (49.06%) | 37.23 | 729 | 71 | 357 | |||||||||
| 16 Apr | 19.95 | 0.53 | 0.17000000000000004 (47.22%) | 33.96 | 485 | 64 | 280 | |||||||||
| 15 Apr | 19.36 | 0.37 | 0.07 (23.33%) | 34.51 | 134 | 10 | 214 | |||||||||
| 13 Apr | 18.88 | 0.3 | -0.020000000000000018 (-6.25%) | 36.13 | 66 | 9 | 203 | |||||||||
| 10 Apr | 19.08 | 0.32 | 0.010000000000000009 (3.23%) | 33.4 | 96 | 62 | 193 | |||||||||
| 9 Apr | 18.93 | 0.32 | 0.17 (113.33%) | 33.8 | 189 | 129 | 129 | |||||||||
| 8 Apr | 19.04 | 0.15 | 0 (0.00%) | 7.91 | 0 | 0 | 0 | |||||||||
| 7 Apr | 18.13 | 0.15 | 0 (0.00%) | 13.11 | 0 | 0 | 0 | |||||||||
| 6 Apr | 18.15 | 0.15 | 0 (0.00%) | 12.75 | 0 | 0 | 0 | |||||||||
| 2 Apr | 17.87 | 0.15 | 0 (0.00%) | 13.36 | 0 | 0 | 0 | |||||||||
| 1 Apr | 17.91 | 0 | 0 (0.00%) | 0 | 0 | 0 | 0 | |||||||||
For Yes Bank Limited - strike price 21 expiring on 26MAY2026
Delta for 21 CE is 0.81
Historical price for 21 CE is as follows
On 7 May YESBANK was trading at 22.60. The strike last trading price was 1.83, which was 0.3500000000000001 higher than the previous day. The implied volatity was 37.84, the open interest changed by -210 which decreased total open position to 1312
On 6 May YESBANK was trading at 22.13. The strike last trading price was 1.4, which was 0.95 higher than the previous day. The implied volatity was 34.99, the open interest changed by -772 which decreased total open position to 1537
On 5 May YESBANK was trading at 20.48. The strike last trading price was 0.49, which was 0.21999999999999997 higher than the previous day. The implied volatity was 32.76, the open interest changed by -107 which decreased total open position to 2305
On 4 May YESBANK was trading at 19.96. The strike last trading price was 0.27, which was -0.019999999999999962 lower than the previous day. The implied volatity was 31.81, the open interest changed by 353 which increased total open position to 2412
On 30 Apr YESBANK was trading at 19.93. The strike last trading price was 0.3, which was -0.08000000000000002 lower than the previous day. The implied volatity was 30.26, the open interest changed by 365 which increased total open position to 2424
On 29 Apr YESBANK was trading at 20.27. The strike last trading price was 0.35, which was 0.009999999999999953 higher than the previous day. The implied volatity was 28.41, the open interest changed by 5 which increased total open position to 2060
On 28 Apr YESBANK was trading at 19.97. The strike last trading price was 0.35, which was -0.030000000000000027 lower than the previous day. The implied volatity was 31.94, the open interest changed by 7 which increased total open position to 2057
On 27 Apr YESBANK was trading at 19.94. The strike last trading price was 0.39, which was 0 lower than the previous day. The implied volatity was 33.79, the open interest changed by 240 which increased total open position to 2053
On 24 Apr YESBANK was trading at 19.84. The strike last trading price was 0.39, which was -0.03999999999999998 lower than the previous day. The implied volatity was 33.58, the open interest changed by 454 which increased total open position to 1811
On 23 Apr YESBANK was trading at 20.03. The strike last trading price was 0.43, which was -0.030000000000000027 lower than the previous day. The implied volatity was 31.96, the open interest changed by 134 which increased total open position to 1357
On 22 Apr YESBANK was trading at 19.99. The strike last trading price was 0.46, which was 0.050000000000000044 higher than the previous day. The implied volatity was 33.23, the open interest changed by 182 which increased total open position to 1222
On 21 Apr YESBANK was trading at 19.77. The strike last trading price was 0.42, which was -0.06 lower than the previous day. The implied volatity was 34.52, the open interest changed by 118 which increased total open position to 1039
On 20 Apr YESBANK was trading at 19.84. The strike last trading price was 0.48, which was -0.20000000000000007 lower than the previous day. The implied volatity was 35.63, the open interest changed by 536 which increased total open position to 923
On 17 Apr YESBANK was trading at 20.19. The strike last trading price was 0.79, which was 0.26 higher than the previous day. The implied volatity was 37.23, the open interest changed by 71 which increased total open position to 357
On 16 Apr YESBANK was trading at 19.95. The strike last trading price was 0.53, which was 0.17000000000000004 higher than the previous day. The implied volatity was 33.96, the open interest changed by 64 which increased total open position to 280
On 15 Apr YESBANK was trading at 19.36. The strike last trading price was 0.37, which was 0.07 higher than the previous day. The implied volatity was 34.51, the open interest changed by 10 which increased total open position to 214
On 13 Apr YESBANK was trading at 18.88. The strike last trading price was 0.3, which was -0.020000000000000018 lower than the previous day. The implied volatity was 36.13, the open interest changed by 9 which increased total open position to 203
On 10 Apr YESBANK was trading at 19.08. The strike last trading price was 0.32, which was 0.010000000000000009 higher than the previous day. The implied volatity was 33.4, the open interest changed by 62 which increased total open position to 193
On 9 Apr YESBANK was trading at 18.93. The strike last trading price was 0.32, which was 0.17 higher than the previous day. The implied volatity was 33.8, the open interest changed by 129 which increased total open position to 129
On 8 Apr YESBANK was trading at 19.04. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 7.91, the open interest changed by 0 which decreased total open position to 0
On 7 Apr YESBANK was trading at 18.13. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 13.11, the open interest changed by 0 which decreased total open position to 0
On 6 Apr YESBANK was trading at 18.15. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 12.75, the open interest changed by 0 which decreased total open position to 0
On 2 Apr YESBANK was trading at 17.87. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 13.36, the open interest changed by 0 which decreased total open position to 0
On 1 Apr YESBANK was trading at 17.91. The strike last trading price was 0, 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 26-May-2026 (19d) 21 PE | |||||||
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Delta: -0.17
Vega: 0
Theta: -0.01
Gamma: 0.13332
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 22.60 | 0.17 | -0.07999999999999999 (-32.00%) | 35.65 | 2,452 | 524 | 2,068 |
| 6 May | 22.13 | 0.26 | -0.59 (-69.41%) | 33.42 | 6,661 | 548 | 1,545 |
| 5 May | 20.48 | 0.8 | -0.3699999999999999 (-31.62%) | 30.06 | 1,401 | 86 | 1,006 |
| 4 May | 19.96 | 1.16 | -0.040000000000000036 (-3.33%) | 28.32 | 364 | -25 | 920 |
| 30 Apr | 19.93 | 1.18 | 0.19999999999999996 (20.41%) | 26.51 | 439 | -44 | 901 |
| 29 Apr | 20.27 | 1.04 | -0.22999999999999998 (-18.11%) | 28.23 | 1,146 | 176 | 946 |
| 28 Apr | 19.97 | 1.26 | 0 (0.00%) | 30.74 | 485 | 92 | 770 |
| 27 Apr | 19.94 | 1.26 | -0.11999999999999988 (-8.70%) | 28.92 | 409 | 220 | 668 |
| 24 Apr | 19.84 | 1.39 | 0.08999999999999986 (6.92%) | 31.14 | 229 | 124 | 447 |
| 23 Apr | 20.03 | 1.32 | 0.020000000000000018 (1.54%) | 32.51 | 126 | 65 | 319 |
| 22 Apr | 19.99 | 1.3 | -0.17999999999999994 (-12.16%) | 30.95 | 77 | 30 | 252 |
| 21 Apr | 19.77 | 1.49 | -0.010000000000000009 (-0.67%) | 32.16 | 64 | 14 | 221 |
| 20 Apr | 19.84 | 1.53 | 0.26 (20.47%) | 35.11 | 284 | 165 | 205 |
| 17 Apr | 20.19 | 1.15 | -0.2100000000000002 (-15.44%) | 33.23 | 91 | -9 | 39 |
| 16 Apr | 19.95 | 1.36 | -0.44999999999999996 (-24.86%) | 31.77 | 56 | 46 | 50 |
| 15 Apr | 19.36 | 1.81 | -0.33999999999999986 (-15.81%) | 31.86 | 6 | 2 | 4 |
| 13 Apr | 18.88 | 2.15 | 2.15 | - | 0 | 0 | 2 |
| 10 Apr | 19.08 | 2.15 | 2.15 (2.38%) | - | 0 | 0 | 2 |
| 9 Apr | 18.93 | 2.15 | 0.05 (2.38%) | 36.02 | 1 | 0 | 1 |
| 8 Apr | 19.04 | 2.1 | -1.56 (-42.62%) | 38 | 1 | 0 | 0 |
| 7 Apr | 18.13 | 3.66 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 18.15 | 3.66 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 17.87 | 3.66 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 17.91 | 0 | 0 (0.00%) | 0 | 0 | 0 | 0 |
For Yes Bank Limited - strike price 21 expiring on 26MAY2026
Delta for 21 PE is -0.17
Historical price for 21 PE is as follows
On 7 May YESBANK was trading at 22.60. The strike last trading price was 0.17, which was -0.07999999999999999 lower than the previous day. The implied volatity was 35.65, the open interest changed by 524 which increased total open position to 2068
On 6 May YESBANK was trading at 22.13. The strike last trading price was 0.26, which was -0.59 lower than the previous day. The implied volatity was 33.42, the open interest changed by 548 which increased total open position to 1545
On 5 May YESBANK was trading at 20.48. The strike last trading price was 0.8, which was -0.3699999999999999 lower than the previous day. The implied volatity was 30.06, the open interest changed by 86 which increased total open position to 1006
On 4 May YESBANK was trading at 19.96. The strike last trading price was 1.16, which was -0.040000000000000036 lower than the previous day. The implied volatity was 28.32, the open interest changed by -25 which decreased total open position to 920
On 30 Apr YESBANK was trading at 19.93. The strike last trading price was 1.18, which was 0.19999999999999996 higher than the previous day. The implied volatity was 26.51, the open interest changed by -44 which decreased total open position to 901
On 29 Apr YESBANK was trading at 20.27. The strike last trading price was 1.04, which was -0.22999999999999998 lower than the previous day. The implied volatity was 28.23, the open interest changed by 176 which increased total open position to 946
On 28 Apr YESBANK was trading at 19.97. The strike last trading price was 1.26, which was 0 lower than the previous day. The implied volatity was 30.74, the open interest changed by 92 which increased total open position to 770
On 27 Apr YESBANK was trading at 19.94. The strike last trading price was 1.26, which was -0.11999999999999988 lower than the previous day. The implied volatity was 28.92, the open interest changed by 220 which increased total open position to 668
On 24 Apr YESBANK was trading at 19.84. The strike last trading price was 1.39, which was 0.08999999999999986 higher than the previous day. The implied volatity was 31.14, the open interest changed by 124 which increased total open position to 447
On 23 Apr YESBANK was trading at 20.03. The strike last trading price was 1.32, which was 0.020000000000000018 higher than the previous day. The implied volatity was 32.51, the open interest changed by 65 which increased total open position to 319
On 22 Apr YESBANK was trading at 19.99. The strike last trading price was 1.3, which was -0.17999999999999994 lower than the previous day. The implied volatity was 30.95, the open interest changed by 30 which increased total open position to 252
On 21 Apr YESBANK was trading at 19.77. The strike last trading price was 1.49, which was -0.010000000000000009 lower than the previous day. The implied volatity was 32.16, the open interest changed by 14 which increased total open position to 221
On 20 Apr YESBANK was trading at 19.84. The strike last trading price was 1.53, which was 0.26 higher than the previous day. The implied volatity was 35.11, the open interest changed by 165 which increased total open position to 205
On 17 Apr YESBANK was trading at 20.19. The strike last trading price was 1.15, which was -0.2100000000000002 lower than the previous day. The implied volatity was 33.23, the open interest changed by -9 which decreased total open position to 39
On 16 Apr YESBANK was trading at 19.95. The strike last trading price was 1.36, which was -0.44999999999999996 lower than the previous day. The implied volatity was 31.77, the open interest changed by 46 which increased total open position to 50
On 15 Apr YESBANK was trading at 19.36. The strike last trading price was 1.81, which was -0.33999999999999986 lower than the previous day. The implied volatity was 31.86, the open interest changed by 2 which increased total open position to 4
On 13 Apr YESBANK was trading at 18.88. The strike last trading price was 2.15, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Apr YESBANK was trading at 19.08. The strike last trading price was 2.15, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Apr YESBANK was trading at 18.93. The strike last trading price was 2.15, which was 0.05 higher than the previous day. The implied volatity was 36.02, the open interest changed by 0 which decreased total open position to 1
On 8 Apr YESBANK was trading at 19.04. The strike last trading price was 2.1, which was -1.56 lower than the previous day. The implied volatity was 38, the open interest changed by 0 which decreased total open position to 0
On 7 Apr YESBANK was trading at 18.13. The strike last trading price was 3.66, 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 6 Apr YESBANK was trading at 18.15. The strike last trading price was 3.66, 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 Apr YESBANK was trading at 17.87. The strike last trading price was 3.66, 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 Apr YESBANK was trading at 17.91. The strike last trading price was 0, 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
