YESBANK
Yes Bank Limited
Historical option data for YESBANK
09 Jan 2026 04:13 PM IST
| YESBANK 27-JAN-2026 22 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.75
Vega: 0.02
Theta: -0.02
Gamma: 0.21
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 22.84 | 1.17 | 0.1 | 29.08 | 889 | -14 | 1,432 | |||||||||
| 8 Jan | 22.72 | 1.05 | -0.71 | 27.14 | 1,424 | -51 | 1,447 | |||||||||
| 7 Jan | 23.50 | 1.73 | 0.54 | 31.20 | 1,284 | -298 | 1,501 | |||||||||
| 6 Jan | 22.81 | 1.2 | -0.02 | 27.92 | 1,142 | -157 | 1,805 | |||||||||
| 5 Jan | 22.83 | 1.2 | 0.35 | 29.06 | 2,958 | -181 | 1,962 | |||||||||
| 2 Jan | 22.29 | 0.87 | 0.44 | 26.60 | 3,309 | -171 | 2,143 | |||||||||
| 1 Jan | 21.49 | 0.43 | -0.05 | 25.79 | 930 | 105 | 2,306 | |||||||||
| 31 Dec | 21.60 | 0.49 | 0.05 | 25.15 | 1,936 | 273 | 2,203 | |||||||||
| 30 Dec | 21.37 | 0.42 | -0.03 | 26.68 | 2,349 | 340 | 1,916 | |||||||||
| 29 Dec | 21.36 | 0.44 | -0.07 | 26.98 | 811 | 101 | 1,569 | |||||||||
| 26 Dec | 21.52 | 0.54 | -0.07 | 26.18 | 587 | 247 | 1,464 | |||||||||
| 24 Dec | 21.69 | 0.61 | -0.07 | 25.18 | 781 | 289 | 1,216 | |||||||||
| 23 Dec | 21.74 | 0.68 | -0.03 | 26.22 | 346 | 164 | 927 | |||||||||
| 22 Dec | 21.78 | 0.72 | 0.01 | 26.46 | 284 | 173 | 763 | |||||||||
| 19 Dec | 21.70 | 0.72 | 0.1 | 26.21 | 162 | -4 | 595 | |||||||||
| 18 Dec | 21.44 | 0.61 | -0.07 | 27.11 | 215 | 68 | 602 | |||||||||
| 17 Dec | 21.56 | 0.68 | -0.01 | 26.71 | 98 | 19 | 533 | |||||||||
|
|
||||||||||||||||
| 16 Dec | 21.50 | 0.67 | -0.16 | 27.42 | 306 | 159 | 514 | |||||||||
| 15 Dec | 21.76 | 0.84 | -0.09 | 27.74 | 122 | 30 | 353 | |||||||||
| 12 Dec | 21.92 | 0.94 | -0.01 | 26.96 | 99 | 53 | 323 | |||||||||
| 11 Dec | 21.94 | 0.95 | 0.09 | 26.36 | 66 | 23 | 270 | |||||||||
| 10 Dec | 21.72 | 0.86 | -0.18 | 27.10 | 75 | 31 | 247 | |||||||||
| 9 Dec | 22.02 | 1.04 | 0.1 | 26.64 | 155 | 82 | 216 | |||||||||
| 8 Dec | 21.90 | 0.94 | -0.48 | 26.52 | 76 | 47 | 133 | |||||||||
| 5 Dec | 22.60 | 1.42 | -0.11 | 25.48 | 24 | 12 | 85 | |||||||||
| 4 Dec | 22.76 | 1.53 | 0.27 | 25.97 | 18 | 5 | 72 | |||||||||
| 3 Dec | 22.40 | 1.26 | -0.24 | 23.98 | 29 | 7 | 67 | |||||||||
| 2 Dec | 22.71 | 1.52 | 0.22 | 24.92 | 25 | 17 | 59 | |||||||||
| 1 Dec | 22.45 | 1.3 | -0.4 | 23.94 | 35 | 32 | 41 | |||||||||
| 28 Nov | 22.93 | 1.7 | -0.26 | 25.40 | 9 | 6 | 7 | |||||||||
| 27 Nov | 22.84 | 1.96 | -0.49 | 34.59 | 1 | 0 | 0 | |||||||||
| 26 Nov | 22.93 | 2.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 22.70 | 2.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 22.20 | 2.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 22.43 | 2.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 22.63 | 2.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 22.93 | 2.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 22.99 | 2.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 23.16 | 2.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 22.50 | 2.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 22.48 | 2.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 22.75 | 2.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 22.63 | 2.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 22.74 | 2.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 22.85 | 2.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 22.63 | 2.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 23.02 | 2.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 22.97 | 2.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 22.74 | 2.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Yes Bank Limited - strike price 22 expiring on 27JAN2026
Delta for 22 CE is 0.75
Historical price for 22 CE is as follows
On 9 Jan YESBANK was trading at 22.84. The strike last trading price was 1.17, which was 0.1 higher than the previous day. The implied volatity was 29.08, the open interest changed by -14 which decreased total open position to 1432
On 8 Jan YESBANK was trading at 22.72. The strike last trading price was 1.05, which was -0.71 lower than the previous day. The implied volatity was 27.14, the open interest changed by -51 which decreased total open position to 1447
On 7 Jan YESBANK was trading at 23.50. The strike last trading price was 1.73, which was 0.54 higher than the previous day. The implied volatity was 31.20, the open interest changed by -298 which decreased total open position to 1501
On 6 Jan YESBANK was trading at 22.81. The strike last trading price was 1.2, which was -0.02 lower than the previous day. The implied volatity was 27.92, the open interest changed by -157 which decreased total open position to 1805
On 5 Jan YESBANK was trading at 22.83. The strike last trading price was 1.2, which was 0.35 higher than the previous day. The implied volatity was 29.06, the open interest changed by -181 which decreased total open position to 1962
On 2 Jan YESBANK was trading at 22.29. The strike last trading price was 0.87, which was 0.44 higher than the previous day. The implied volatity was 26.60, the open interest changed by -171 which decreased total open position to 2143
On 1 Jan YESBANK was trading at 21.49. The strike last trading price was 0.43, which was -0.05 lower than the previous day. The implied volatity was 25.79, the open interest changed by 105 which increased total open position to 2306
On 31 Dec YESBANK was trading at 21.60. The strike last trading price was 0.49, which was 0.05 higher than the previous day. The implied volatity was 25.15, the open interest changed by 273 which increased total open position to 2203
On 30 Dec YESBANK was trading at 21.37. The strike last trading price was 0.42, which was -0.03 lower than the previous day. The implied volatity was 26.68, the open interest changed by 340 which increased total open position to 1916
On 29 Dec YESBANK was trading at 21.36. The strike last trading price was 0.44, which was -0.07 lower than the previous day. The implied volatity was 26.98, the open interest changed by 101 which increased total open position to 1569
On 26 Dec YESBANK was trading at 21.52. The strike last trading price was 0.54, which was -0.07 lower than the previous day. The implied volatity was 26.18, the open interest changed by 247 which increased total open position to 1464
On 24 Dec YESBANK was trading at 21.69. The strike last trading price was 0.61, which was -0.07 lower than the previous day. The implied volatity was 25.18, the open interest changed by 289 which increased total open position to 1216
On 23 Dec YESBANK was trading at 21.74. The strike last trading price was 0.68, which was -0.03 lower than the previous day. The implied volatity was 26.22, the open interest changed by 164 which increased total open position to 927
On 22 Dec YESBANK was trading at 21.78. The strike last trading price was 0.72, which was 0.01 higher than the previous day. The implied volatity was 26.46, the open interest changed by 173 which increased total open position to 763
On 19 Dec YESBANK was trading at 21.70. The strike last trading price was 0.72, which was 0.1 higher than the previous day. The implied volatity was 26.21, the open interest changed by -4 which decreased total open position to 595
On 18 Dec YESBANK was trading at 21.44. The strike last trading price was 0.61, which was -0.07 lower than the previous day. The implied volatity was 27.11, the open interest changed by 68 which increased total open position to 602
On 17 Dec YESBANK was trading at 21.56. The strike last trading price was 0.68, which was -0.01 lower than the previous day. The implied volatity was 26.71, the open interest changed by 19 which increased total open position to 533
On 16 Dec YESBANK was trading at 21.50. The strike last trading price was 0.67, which was -0.16 lower than the previous day. The implied volatity was 27.42, the open interest changed by 159 which increased total open position to 514
On 15 Dec YESBANK was trading at 21.76. The strike last trading price was 0.84, which was -0.09 lower than the previous day. The implied volatity was 27.74, the open interest changed by 30 which increased total open position to 353
On 12 Dec YESBANK was trading at 21.92. The strike last trading price was 0.94, which was -0.01 lower than the previous day. The implied volatity was 26.96, the open interest changed by 53 which increased total open position to 323
On 11 Dec YESBANK was trading at 21.94. The strike last trading price was 0.95, which was 0.09 higher than the previous day. The implied volatity was 26.36, the open interest changed by 23 which increased total open position to 270
On 10 Dec YESBANK was trading at 21.72. The strike last trading price was 0.86, which was -0.18 lower than the previous day. The implied volatity was 27.10, the open interest changed by 31 which increased total open position to 247
On 9 Dec YESBANK was trading at 22.02. The strike last trading price was 1.04, which was 0.1 higher than the previous day. The implied volatity was 26.64, the open interest changed by 82 which increased total open position to 216
On 8 Dec YESBANK was trading at 21.90. The strike last trading price was 0.94, which was -0.48 lower than the previous day. The implied volatity was 26.52, the open interest changed by 47 which increased total open position to 133
On 5 Dec YESBANK was trading at 22.60. The strike last trading price was 1.42, which was -0.11 lower than the previous day. The implied volatity was 25.48, the open interest changed by 12 which increased total open position to 85
On 4 Dec YESBANK was trading at 22.76. The strike last trading price was 1.53, which was 0.27 higher than the previous day. The implied volatity was 25.97, the open interest changed by 5 which increased total open position to 72
On 3 Dec YESBANK was trading at 22.40. The strike last trading price was 1.26, which was -0.24 lower than the previous day. The implied volatity was 23.98, the open interest changed by 7 which increased total open position to 67
On 2 Dec YESBANK was trading at 22.71. The strike last trading price was 1.52, which was 0.22 higher than the previous day. The implied volatity was 24.92, the open interest changed by 17 which increased total open position to 59
On 1 Dec YESBANK was trading at 22.45. The strike last trading price was 1.3, which was -0.4 lower than the previous day. The implied volatity was 23.94, the open interest changed by 32 which increased total open position to 41
On 28 Nov YESBANK was trading at 22.93. The strike last trading price was 1.7, which was -0.26 lower than the previous day. The implied volatity was 25.40, the open interest changed by 6 which increased total open position to 7
On 27 Nov YESBANK was trading at 22.84. The strike last trading price was 1.96, which was -0.49 lower than the previous day. The implied volatity was 34.59, the open interest changed by 0 which decreased total open position to 0
On 26 Nov YESBANK was trading at 22.93. The strike last trading price was 2.45, 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 25 Nov YESBANK was trading at 22.70. The strike last trading price was 2.45, 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 24 Nov YESBANK was trading at 22.20. The strike last trading price was 2.45, 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 21 Nov YESBANK was trading at 22.43. The strike last trading price was 2.45, 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 20 Nov YESBANK was trading at 22.63. The strike last trading price was 2.45, 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 19 Nov YESBANK was trading at 22.93. The strike last trading price was 2.45, 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 18 Nov YESBANK was trading at 22.99. The strike last trading price was 2.45, 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 17 Nov YESBANK was trading at 23.16. The strike last trading price was 2.45, 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 14 Nov YESBANK was trading at 22.50. The strike last trading price was 2.45, 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 13 Nov YESBANK was trading at 22.48. The strike last trading price was 2.45, 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 12 Nov YESBANK was trading at 22.75. The strike last trading price was 2.45, 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 11 Nov YESBANK was trading at 22.63. The strike last trading price was 2.45, 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 10 Nov YESBANK was trading at 22.74. The strike last trading price was 2.45, 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 7 Nov YESBANK was trading at 22.85. The strike last trading price was 2.45, 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 Nov YESBANK was trading at 22.63. The strike last trading price was 2.45, 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 4 Nov YESBANK was trading at 23.02. The strike last trading price was 2.45, 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 3 Nov YESBANK was trading at 22.97. The strike last trading price was 2.45, 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 31 Oct YESBANK was trading at 22.74. The strike last trading price was 2.45, 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 27JAN2026 22 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.26
Vega: 0.02
Theta: -0.01
Gamma: 0.20
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 22.84 | 0.26 | -0.04 | 31.45 | 2,720 | -17 | 1,652 |
| 8 Jan | 22.72 | 0.31 | 0.17 | 31.36 | 2,783 | -212 | 1,673 |
| 7 Jan | 23.50 | 0.15 | -0.1 | 31.22 | 4,243 | 131 | 1,875 |
| 6 Jan | 22.81 | 0.25 | -0.02 | 28.83 | 2,105 | 17 | 1,739 |
| 5 Jan | 22.83 | 0.27 | -0.15 | 28.64 | 2,266 | 89 | 1,723 |
| 2 Jan | 22.29 | 0.42 | -0.38 | 27.05 | 1,150 | -4 | 1,628 |
| 1 Jan | 21.49 | 0.81 | 0.06 | 26.50 | 265 | 30 | 1,629 |
| 31 Dec | 21.60 | 0.76 | -0.15 | 27.38 | 552 | 56 | 1,598 |
| 30 Dec | 21.37 | 0.94 | 0.02 | 27.91 | 894 | 328 | 1,543 |
| 29 Dec | 21.36 | 0.95 | 0.11 | 28.01 | 281 | 156 | 1,215 |
| 26 Dec | 21.52 | 0.83 | 0.07 | 26.66 | 326 | 106 | 1,052 |
| 24 Dec | 21.69 | 0.77 | 0.04 | 26.85 | 434 | 190 | 944 |
| 23 Dec | 21.74 | 0.73 | -0.01 | 26.22 | 277 | 160 | 753 |
| 22 Dec | 21.78 | 0.74 | -0.03 | 27.05 | 165 | 90 | 591 |
| 19 Dec | 21.70 | 0.77 | -0.19 | 26.34 | 91 | 45 | 501 |
| 18 Dec | 21.44 | 0.96 | 0.01 | 27.10 | 78 | 37 | 455 |
| 17 Dec | 21.56 | 0.95 | -0.01 | 29.34 | 31 | 16 | 418 |
| 16 Dec | 21.50 | 1 | 0.19 | 29.20 | 153 | 44 | 402 |
| 15 Dec | 21.76 | 0.82 | 0.1 | 28.00 | 65 | 11 | 357 |
| 12 Dec | 21.92 | 0.73 | 0 | 26.82 | 76 | 16 | 346 |
| 11 Dec | 21.94 | 0.72 | -0.17 | 26.73 | 54 | 12 | 329 |
| 10 Dec | 21.72 | 0.89 | 0.17 | 28.46 | 25 | 10 | 317 |
| 9 Dec | 22.02 | 0.72 | -0.11 | 27.70 | 45 | 20 | 308 |
| 8 Dec | 21.90 | 0.83 | 0.31 | 28.37 | 126 | 95 | 287 |
| 5 Dec | 22.60 | 0.52 | 0.04 | 27.05 | 50 | 9 | 192 |
| 4 Dec | 22.76 | 0.49 | -0.14 | 27.41 | 64 | -15 | 182 |
| 3 Dec | 22.40 | 0.62 | 0.09 | 28.00 | 62 | 32 | 196 |
| 2 Dec | 22.71 | 0.53 | -0.1 | 28.32 | 67 | -1 | 164 |
| 1 Dec | 22.45 | 0.63 | 0.17 | 28.27 | 62 | 33 | 164 |
| 28 Nov | 22.93 | 0.46 | -0.05 | 26.97 | 61 | 16 | 131 |
| 27 Nov | 22.84 | 0.51 | -0.01 | 27.58 | 87 | 25 | 116 |
| 26 Nov | 22.93 | 0.51 | -0.12 | 28.14 | 62 | -4 | 90 |
| 25 Nov | 22.70 | 0.64 | -0.03 | 29.65 | 18 | 3 | 94 |
| 24 Nov | 22.20 | 0.67 | -0.05 | 25.83 | 1 | 0 | 90 |
| 21 Nov | 22.43 | 0.72 | 0.02 | 28.76 | 42 | 28 | 89 |
| 20 Nov | 22.63 | 0.7 | 0.1 | 30.45 | 2 | 1 | 60 |
| 19 Nov | 22.93 | 0.6 | 0.04 | 29.69 | 7 | 5 | 60 |
| 18 Nov | 22.99 | 0.56 | -0.02 | 28.81 | 11 | 1 | 56 |
| 17 Nov | 23.16 | 0.58 | -0.2 | 30.80 | 15 | -1 | 55 |
| 14 Nov | 22.50 | 0.78 | -0.02 | 30.34 | 6 | 4 | 55 |
| 13 Nov | 22.48 | 0.8 | 0.05 | 30.45 | 9 | 2 | 49 |
| 12 Nov | 22.75 | 0.75 | -0.08 | 30.80 | 4 | 1 | 47 |
| 11 Nov | 22.63 | 0.83 | 0.03 | 32.42 | 5 | 2 | 46 |
| 10 Nov | 22.74 | 0.8 | 0.05 | 32.10 | 1 | 0 | 44 |
| 7 Nov | 22.85 | 0.75 | -0.04 | 31.63 | 2 | 0 | 44 |
| 6 Nov | 22.63 | 0.79 | 0.08 | 30.34 | 15 | 13 | 43 |
| 4 Nov | 23.02 | 0.71 | 0 | 31.46 | 17 | 8 | 29 |
| 3 Nov | 22.97 | 0.71 | -0.14 | 30.86 | 16 | 12 | 21 |
| 31 Oct | 22.74 | 0.85 | -0.5 | - | 11 | 7 | 7 |
For Yes Bank Limited - strike price 22 expiring on 27JAN2026
Delta for 22 PE is -0.26
Historical price for 22 PE is as follows
On 9 Jan YESBANK was trading at 22.84. The strike last trading price was 0.26, which was -0.04 lower than the previous day. The implied volatity was 31.45, the open interest changed by -17 which decreased total open position to 1652
On 8 Jan YESBANK was trading at 22.72. The strike last trading price was 0.31, which was 0.17 higher than the previous day. The implied volatity was 31.36, the open interest changed by -212 which decreased total open position to 1673
On 7 Jan YESBANK was trading at 23.50. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 31.22, the open interest changed by 131 which increased total open position to 1875
On 6 Jan YESBANK was trading at 22.81. The strike last trading price was 0.25, which was -0.02 lower than the previous day. The implied volatity was 28.83, the open interest changed by 17 which increased total open position to 1739
On 5 Jan YESBANK was trading at 22.83. The strike last trading price was 0.27, which was -0.15 lower than the previous day. The implied volatity was 28.64, the open interest changed by 89 which increased total open position to 1723
On 2 Jan YESBANK was trading at 22.29. The strike last trading price was 0.42, which was -0.38 lower than the previous day. The implied volatity was 27.05, the open interest changed by -4 which decreased total open position to 1628
On 1 Jan YESBANK was trading at 21.49. The strike last trading price was 0.81, which was 0.06 higher than the previous day. The implied volatity was 26.50, the open interest changed by 30 which increased total open position to 1629
On 31 Dec YESBANK was trading at 21.60. The strike last trading price was 0.76, which was -0.15 lower than the previous day. The implied volatity was 27.38, the open interest changed by 56 which increased total open position to 1598
On 30 Dec YESBANK was trading at 21.37. The strike last trading price was 0.94, which was 0.02 higher than the previous day. The implied volatity was 27.91, the open interest changed by 328 which increased total open position to 1543
On 29 Dec YESBANK was trading at 21.36. The strike last trading price was 0.95, which was 0.11 higher than the previous day. The implied volatity was 28.01, the open interest changed by 156 which increased total open position to 1215
On 26 Dec YESBANK was trading at 21.52. The strike last trading price was 0.83, which was 0.07 higher than the previous day. The implied volatity was 26.66, the open interest changed by 106 which increased total open position to 1052
On 24 Dec YESBANK was trading at 21.69. The strike last trading price was 0.77, which was 0.04 higher than the previous day. The implied volatity was 26.85, the open interest changed by 190 which increased total open position to 944
On 23 Dec YESBANK was trading at 21.74. The strike last trading price was 0.73, which was -0.01 lower than the previous day. The implied volatity was 26.22, the open interest changed by 160 which increased total open position to 753
On 22 Dec YESBANK was trading at 21.78. The strike last trading price was 0.74, which was -0.03 lower than the previous day. The implied volatity was 27.05, the open interest changed by 90 which increased total open position to 591
On 19 Dec YESBANK was trading at 21.70. The strike last trading price was 0.77, which was -0.19 lower than the previous day. The implied volatity was 26.34, the open interest changed by 45 which increased total open position to 501
On 18 Dec YESBANK was trading at 21.44. The strike last trading price was 0.96, which was 0.01 higher than the previous day. The implied volatity was 27.10, the open interest changed by 37 which increased total open position to 455
On 17 Dec YESBANK was trading at 21.56. The strike last trading price was 0.95, which was -0.01 lower than the previous day. The implied volatity was 29.34, the open interest changed by 16 which increased total open position to 418
On 16 Dec YESBANK was trading at 21.50. The strike last trading price was 1, which was 0.19 higher than the previous day. The implied volatity was 29.20, the open interest changed by 44 which increased total open position to 402
On 15 Dec YESBANK was trading at 21.76. The strike last trading price was 0.82, which was 0.1 higher than the previous day. The implied volatity was 28.00, the open interest changed by 11 which increased total open position to 357
On 12 Dec YESBANK was trading at 21.92. The strike last trading price was 0.73, which was 0 lower than the previous day. The implied volatity was 26.82, the open interest changed by 16 which increased total open position to 346
On 11 Dec YESBANK was trading at 21.94. The strike last trading price was 0.72, which was -0.17 lower than the previous day. The implied volatity was 26.73, the open interest changed by 12 which increased total open position to 329
On 10 Dec YESBANK was trading at 21.72. The strike last trading price was 0.89, which was 0.17 higher than the previous day. The implied volatity was 28.46, the open interest changed by 10 which increased total open position to 317
On 9 Dec YESBANK was trading at 22.02. The strike last trading price was 0.72, which was -0.11 lower than the previous day. The implied volatity was 27.70, the open interest changed by 20 which increased total open position to 308
On 8 Dec YESBANK was trading at 21.90. The strike last trading price was 0.83, which was 0.31 higher than the previous day. The implied volatity was 28.37, the open interest changed by 95 which increased total open position to 287
On 5 Dec YESBANK was trading at 22.60. The strike last trading price was 0.52, which was 0.04 higher than the previous day. The implied volatity was 27.05, the open interest changed by 9 which increased total open position to 192
On 4 Dec YESBANK was trading at 22.76. The strike last trading price was 0.49, which was -0.14 lower than the previous day. The implied volatity was 27.41, the open interest changed by -15 which decreased total open position to 182
On 3 Dec YESBANK was trading at 22.40. The strike last trading price was 0.62, which was 0.09 higher than the previous day. The implied volatity was 28.00, the open interest changed by 32 which increased total open position to 196
On 2 Dec YESBANK was trading at 22.71. The strike last trading price was 0.53, which was -0.1 lower than the previous day. The implied volatity was 28.32, the open interest changed by -1 which decreased total open position to 164
On 1 Dec YESBANK was trading at 22.45. The strike last trading price was 0.63, which was 0.17 higher than the previous day. The implied volatity was 28.27, the open interest changed by 33 which increased total open position to 164
On 28 Nov YESBANK was trading at 22.93. The strike last trading price was 0.46, which was -0.05 lower than the previous day. The implied volatity was 26.97, the open interest changed by 16 which increased total open position to 131
On 27 Nov YESBANK was trading at 22.84. The strike last trading price was 0.51, which was -0.01 lower than the previous day. The implied volatity was 27.58, the open interest changed by 25 which increased total open position to 116
On 26 Nov YESBANK was trading at 22.93. The strike last trading price was 0.51, which was -0.12 lower than the previous day. The implied volatity was 28.14, the open interest changed by -4 which decreased total open position to 90
On 25 Nov YESBANK was trading at 22.70. The strike last trading price was 0.64, which was -0.03 lower than the previous day. The implied volatity was 29.65, the open interest changed by 3 which increased total open position to 94
On 24 Nov YESBANK was trading at 22.20. The strike last trading price was 0.67, which was -0.05 lower than the previous day. The implied volatity was 25.83, the open interest changed by 0 which decreased total open position to 90
On 21 Nov YESBANK was trading at 22.43. The strike last trading price was 0.72, which was 0.02 higher than the previous day. The implied volatity was 28.76, the open interest changed by 28 which increased total open position to 89
On 20 Nov YESBANK was trading at 22.63. The strike last trading price was 0.7, which was 0.1 higher than the previous day. The implied volatity was 30.45, the open interest changed by 1 which increased total open position to 60
On 19 Nov YESBANK was trading at 22.93. The strike last trading price was 0.6, which was 0.04 higher than the previous day. The implied volatity was 29.69, the open interest changed by 5 which increased total open position to 60
On 18 Nov YESBANK was trading at 22.99. The strike last trading price was 0.56, which was -0.02 lower than the previous day. The implied volatity was 28.81, the open interest changed by 1 which increased total open position to 56
On 17 Nov YESBANK was trading at 23.16. The strike last trading price was 0.58, which was -0.2 lower than the previous day. The implied volatity was 30.80, the open interest changed by -1 which decreased total open position to 55
On 14 Nov YESBANK was trading at 22.50. The strike last trading price was 0.78, which was -0.02 lower than the previous day. The implied volatity was 30.34, the open interest changed by 4 which increased total open position to 55
On 13 Nov YESBANK was trading at 22.48. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 30.45, the open interest changed by 2 which increased total open position to 49
On 12 Nov YESBANK was trading at 22.75. The strike last trading price was 0.75, which was -0.08 lower than the previous day. The implied volatity was 30.80, the open interest changed by 1 which increased total open position to 47
On 11 Nov YESBANK was trading at 22.63. The strike last trading price was 0.83, which was 0.03 higher than the previous day. The implied volatity was 32.42, the open interest changed by 2 which increased total open position to 46
On 10 Nov YESBANK was trading at 22.74. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 32.10, the open interest changed by 0 which decreased total open position to 44
On 7 Nov YESBANK was trading at 22.85. The strike last trading price was 0.75, which was -0.04 lower than the previous day. The implied volatity was 31.63, the open interest changed by 0 which decreased total open position to 44
On 6 Nov YESBANK was trading at 22.63. The strike last trading price was 0.79, which was 0.08 higher than the previous day. The implied volatity was 30.34, the open interest changed by 13 which increased total open position to 43
On 4 Nov YESBANK was trading at 23.02. The strike last trading price was 0.71, which was 0 lower than the previous day. The implied volatity was 31.46, the open interest changed by 8 which increased total open position to 29
On 3 Nov YESBANK was trading at 22.97. The strike last trading price was 0.71, which was -0.14 lower than the previous day. The implied volatity was 30.86, the open interest changed by 12 which increased total open position to 21
On 31 Oct YESBANK was trading at 22.74. The strike last trading price was 0.85, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7































































































































































































































