[--[65.84.65.76]--]

YESBANK

Yes Bank Limited
21.31 -0.17 (-0.79%)
L: 21.02 H: 21.55

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Historical option data for YESBANK

29 Jan 2026 04:13 PM IST
YESBANK 24-FEB-2026 22 CE
Delta: 0.39
Vega: 0.02
Theta: -0.02
Gamma: 0.22
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 21.31 0.46 -0.08 30.96 1,770 51 1,781
28 Jan 21.48 0.54 0.1 29.8 1,996 363 1,730
27 Jan 21.02 0.49 0.05 32.54 1,663 165 1,397
23 Jan 20.92 0.45 -0.23 32.63 1,570 335 1,250
22 Jan 21.63 0.7 0.01 28.94 816 174 915
21 Jan 21.66 0.69 -0.02 28.77 929 205 654
20 Jan 21.70 0.72 -0.59 28.27 630 286 455
19 Jan 22.76 1.29 -0.74 25.85 144 44 165
16 Jan 23.46 2.03 0.44 32.69 51 -3 120
14 Jan 22.95 1.62 0.11 30.08 48 -11 122
13 Jan 22.79 1.51 -0.16 29.95 13 10 133
12 Jan 22.96 1.67 0.04 30.68 25 0 123
9 Jan 22.84 1.63 0.15 30.83 17 1 123
8 Jan 22.72 1.5 -0.59 29.2 25 5 120
7 Jan 23.50 2.09 0.55 29.95 20 3 115
6 Jan 22.81 1.54 -0.05 26.33 23 -11 113
5 Jan 22.83 1.56 0.33 27.86 153 -3 124
2 Jan 22.29 1.24 0.49 26.69 72 7 127
1 Jan 21.49 0.75 -0.07 25.53 19 12 121
31 Dec 21.60 0.83 0.04 25.52 51 6 109
30 Dec 21.37 0.79 0 28.1 37 24 102
29 Dec 21.36 0.78 -0.07 27.48 26 21 77
26 Dec 21.52 0.85 -0.1 25.92 13 5 55
24 Dec 21.69 0.95 -0.1 25.98 6 2 49
23 Dec 21.74 1.05 0.04 27.73 12 4 46
22 Dec 21.78 1.01 -0.02 25.57 13 4 42
19 Dec 21.70 1.03 0.11 26.18 5 1 38
18 Dec 21.44 0.92 -0.08 27.28 14 8 35
17 Dec 21.56 1 -0.01 27.11 5 2 26
16 Dec 21.50 1.01 -0.19 28.34 15 11 24
15 Dec 21.76 1.22 0.04 29.4 5 4 12
12 Dec 21.92 1.18 -0.17 - 0 0 8
11 Dec 21.94 1.18 -0.17 - 0 0 8
10 Dec 21.72 1.18 -0.17 27.73 4 1 8
9 Dec 22.02 1.35 0.15 - 6 5 6
8 Dec 21.90 1.2 -1.15 25.16 1 0 0
5 Dec 22.60 2.35 0 - 0 0 0
4 Dec 22.76 2.35 0 - 0 0 0
3 Dec 22.40 2.35 0 - 0 0 0
2 Dec 22.71 2.35 0 - 0 0 0
1 Dec 22.45 2.35 0 - 0 0 0
28 Nov 22.93 2.35 0 - 0 0 0
27 Nov 22.84 2.35 0 - 0 0 0


For Yes Bank Limited - strike price 22 expiring on 24FEB2026

Delta for 22 CE is 0.39

Historical price for 22 CE is as follows

On 29 Jan YESBANK was trading at 21.31. The strike last trading price was 0.46, which was -0.08 lower than the previous day. The implied volatity was 30.96, the open interest changed by 51 which increased total open position to 1781


On 28 Jan YESBANK was trading at 21.48. The strike last trading price was 0.54, which was 0.1 higher than the previous day. The implied volatity was 29.8, the open interest changed by 363 which increased total open position to 1730


On 27 Jan YESBANK was trading at 21.02. The strike last trading price was 0.49, which was 0.05 higher than the previous day. The implied volatity was 32.54, the open interest changed by 165 which increased total open position to 1397


On 23 Jan YESBANK was trading at 20.92. The strike last trading price was 0.45, which was -0.23 lower than the previous day. The implied volatity was 32.63, the open interest changed by 335 which increased total open position to 1250


On 22 Jan YESBANK was trading at 21.63. The strike last trading price was 0.7, which was 0.01 higher than the previous day. The implied volatity was 28.94, the open interest changed by 174 which increased total open position to 915


On 21 Jan YESBANK was trading at 21.66. The strike last trading price was 0.69, which was -0.02 lower than the previous day. The implied volatity was 28.77, the open interest changed by 205 which increased total open position to 654


On 20 Jan YESBANK was trading at 21.70. The strike last trading price was 0.72, which was -0.59 lower than the previous day. The implied volatity was 28.27, the open interest changed by 286 which increased total open position to 455


On 19 Jan YESBANK was trading at 22.76. The strike last trading price was 1.29, which was -0.74 lower than the previous day. The implied volatity was 25.85, the open interest changed by 44 which increased total open position to 165


On 16 Jan YESBANK was trading at 23.46. The strike last trading price was 2.03, which was 0.44 higher than the previous day. The implied volatity was 32.69, the open interest changed by -3 which decreased total open position to 120


On 14 Jan YESBANK was trading at 22.95. The strike last trading price was 1.62, which was 0.11 higher than the previous day. The implied volatity was 30.08, the open interest changed by -11 which decreased total open position to 122


On 13 Jan YESBANK was trading at 22.79. The strike last trading price was 1.51, which was -0.16 lower than the previous day. The implied volatity was 29.95, the open interest changed by 10 which increased total open position to 133


On 12 Jan YESBANK was trading at 22.96. The strike last trading price was 1.67, which was 0.04 higher than the previous day. The implied volatity was 30.68, the open interest changed by 0 which decreased total open position to 123


On 9 Jan YESBANK was trading at 22.84. The strike last trading price was 1.63, which was 0.15 higher than the previous day. The implied volatity was 30.83, the open interest changed by 1 which increased total open position to 123


On 8 Jan YESBANK was trading at 22.72. The strike last trading price was 1.5, which was -0.59 lower than the previous day. The implied volatity was 29.2, the open interest changed by 5 which increased total open position to 120


On 7 Jan YESBANK was trading at 23.50. The strike last trading price was 2.09, which was 0.55 higher than the previous day. The implied volatity was 29.95, the open interest changed by 3 which increased total open position to 115


On 6 Jan YESBANK was trading at 22.81. The strike last trading price was 1.54, which was -0.05 lower than the previous day. The implied volatity was 26.33, the open interest changed by -11 which decreased total open position to 113


On 5 Jan YESBANK was trading at 22.83. The strike last trading price was 1.56, which was 0.33 higher than the previous day. The implied volatity was 27.86, the open interest changed by -3 which decreased total open position to 124


On 2 Jan YESBANK was trading at 22.29. The strike last trading price was 1.24, which was 0.49 higher than the previous day. The implied volatity was 26.69, the open interest changed by 7 which increased total open position to 127


On 1 Jan YESBANK was trading at 21.49. The strike last trading price was 0.75, which was -0.07 lower than the previous day. The implied volatity was 25.53, the open interest changed by 12 which increased total open position to 121


On 31 Dec YESBANK was trading at 21.60. The strike last trading price was 0.83, which was 0.04 higher than the previous day. The implied volatity was 25.52, the open interest changed by 6 which increased total open position to 109


On 30 Dec YESBANK was trading at 21.37. The strike last trading price was 0.79, which was 0 lower than the previous day. The implied volatity was 28.1, the open interest changed by 24 which increased total open position to 102


On 29 Dec YESBANK was trading at 21.36. The strike last trading price was 0.78, which was -0.07 lower than the previous day. The implied volatity was 27.48, the open interest changed by 21 which increased total open position to 77


On 26 Dec YESBANK was trading at 21.52. The strike last trading price was 0.85, which was -0.1 lower than the previous day. The implied volatity was 25.92, the open interest changed by 5 which increased total open position to 55


On 24 Dec YESBANK was trading at 21.69. The strike last trading price was 0.95, which was -0.1 lower than the previous day. The implied volatity was 25.98, the open interest changed by 2 which increased total open position to 49


On 23 Dec YESBANK was trading at 21.74. The strike last trading price was 1.05, which was 0.04 higher than the previous day. The implied volatity was 27.73, the open interest changed by 4 which increased total open position to 46


On 22 Dec YESBANK was trading at 21.78. The strike last trading price was 1.01, which was -0.02 lower than the previous day. The implied volatity was 25.57, the open interest changed by 4 which increased total open position to 42


On 19 Dec YESBANK was trading at 21.70. The strike last trading price was 1.03, which was 0.11 higher than the previous day. The implied volatity was 26.18, the open interest changed by 1 which increased total open position to 38


On 18 Dec YESBANK was trading at 21.44. The strike last trading price was 0.92, which was -0.08 lower than the previous day. The implied volatity was 27.28, the open interest changed by 8 which increased total open position to 35


On 17 Dec YESBANK was trading at 21.56. The strike last trading price was 1, which was -0.01 lower than the previous day. The implied volatity was 27.11, the open interest changed by 2 which increased total open position to 26


On 16 Dec YESBANK was trading at 21.50. The strike last trading price was 1.01, which was -0.19 lower than the previous day. The implied volatity was 28.34, the open interest changed by 11 which increased total open position to 24


On 15 Dec YESBANK was trading at 21.76. The strike last trading price was 1.22, which was 0.04 higher than the previous day. The implied volatity was 29.4, the open interest changed by 4 which increased total open position to 12


On 12 Dec YESBANK was trading at 21.92. The strike last trading price was 1.18, which was -0.17 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 11 Dec YESBANK was trading at 21.94. The strike last trading price was 1.18, which was -0.17 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 10 Dec YESBANK was trading at 21.72. The strike last trading price was 1.18, which was -0.17 lower than the previous day. The implied volatity was 27.73, the open interest changed by 1 which increased total open position to 8


On 9 Dec YESBANK was trading at 22.02. The strike last trading price was 1.35, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 6


On 8 Dec YESBANK was trading at 21.90. The strike last trading price was 1.2, which was -1.15 lower than the previous day. The implied volatity was 25.16, the open interest changed by 0 which decreased total open position to 0


On 5 Dec YESBANK was trading at 22.60. The strike last trading price was 2.35, 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 Dec YESBANK was trading at 22.76. The strike last trading price was 2.35, 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 Dec YESBANK was trading at 22.40. The strike last trading price was 2.35, 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 Dec YESBANK was trading at 22.71. The strike last trading price was 2.35, 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 Dec YESBANK was trading at 22.45. The strike last trading price was 2.35, 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 Nov YESBANK was trading at 22.93. The strike last trading price was 2.35, 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 27 Nov YESBANK was trading at 22.84. The strike last trading price was 2.35, 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 24FEB2026 22 PE
Delta: -0.6
Vega: 0.02
Theta: -0.01
Gamma: 0.2
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 21.31 1.11 0.14 34.47 483 24 1,272
28 Jan 21.48 0.95 -0.3 32.5 597 -54 1,248
27 Jan 21.02 1.17 -0.21 33.8 340 117 1,309
23 Jan 20.92 1.45 0.58 37.01 722 151 1,188
22 Jan 21.63 0.85 -0.04 30.4 578 197 1,036
21 Jan 21.66 0.91 0.08 31.58 694 182 808
20 Jan 21.70 0.84 0.4 29.76 590 272 636
19 Jan 22.76 0.44 0.07 29.73 386 144 347
16 Jan 23.46 0.38 -0.1 34.14 277 23 203
14 Jan 22.95 0.48 -0.1 32.23 18 3 180
13 Jan 22.79 0.58 0.11 33.66 16 1 177
12 Jan 22.96 0.46 -0.05 30.96 34 15 177
9 Jan 22.84 0.51 -0.08 30.67 52 21 165
8 Jan 22.72 0.59 0.24 31.65 94 -9 144
7 Jan 23.50 0.36 -0.13 30.64 129 39 152
6 Jan 22.81 0.49 -0.01 29.24 69 4 113
5 Jan 22.83 0.51 -0.15 29.18 86 23 106
2 Jan 22.29 0.65 -0.37 27.84 72 36 84
1 Jan 21.49 1.02 0.07 27.74 10 6 48
31 Dec 21.60 0.95 -0.23 27.59 5 1 41
30 Dec 21.37 1.18 0.13 30.05 3 0 40
29 Dec 21.36 1.05 -0.01 26.02 1 0 39
26 Dec 21.52 1.06 0.11 28.47 2 1 39
24 Dec 21.69 0.95 0.01 27.4 3 0 38
23 Dec 21.74 0.96 0.06 28.19 2 0 38
22 Dec 21.78 0.9 -0.21 27.02 1 0 38
19 Dec 21.70 1.11 -0.12 - 0 0 38
18 Dec 21.44 1.11 -0.12 27.58 1 0 37
17 Dec 21.56 1.23 0.33 - 0 0 37
16 Dec 21.50 1.23 0.33 31.22 3 1 36
15 Dec 21.76 0.9 -0.1 26.08 2 0 33
12 Dec 21.92 1 -0.06 30.14 2 0 32
11 Dec 21.94 1.06 0.01 31.56 1 0 32
10 Dec 21.72 1.05 0.13 28.83 5 2 29
9 Dec 22.02 0.92 -0.03 29.09 6 4 27
8 Dec 21.90 0.95 0.25 27.74 6 0 21
5 Dec 22.60 0.7 0.04 28.15 8 1 21
4 Dec 22.76 0.66 -0.14 28.41 4 2 21
3 Dec 22.40 0.8 0.14 28.98 4 1 18
2 Dec 22.71 0.66 -0.14 27.86 1 0 17
1 Dec 22.45 0.8 0.21 29.02 8 -3 15
28 Nov 22.93 0.59 -0.08 27.09 5 0 17
27 Nov 22.84 0.67 0 28.51 7 6 17


For Yes Bank Limited - strike price 22 expiring on 24FEB2026

Delta for 22 PE is -0.6

Historical price for 22 PE is as follows

On 29 Jan YESBANK was trading at 21.31. The strike last trading price was 1.11, which was 0.14 higher than the previous day. The implied volatity was 34.47, the open interest changed by 24 which increased total open position to 1272


On 28 Jan YESBANK was trading at 21.48. The strike last trading price was 0.95, which was -0.3 lower than the previous day. The implied volatity was 32.5, the open interest changed by -54 which decreased total open position to 1248


On 27 Jan YESBANK was trading at 21.02. The strike last trading price was 1.17, which was -0.21 lower than the previous day. The implied volatity was 33.8, the open interest changed by 117 which increased total open position to 1309


On 23 Jan YESBANK was trading at 20.92. The strike last trading price was 1.45, which was 0.58 higher than the previous day. The implied volatity was 37.01, the open interest changed by 151 which increased total open position to 1188


On 22 Jan YESBANK was trading at 21.63. The strike last trading price was 0.85, which was -0.04 lower than the previous day. The implied volatity was 30.4, the open interest changed by 197 which increased total open position to 1036


On 21 Jan YESBANK was trading at 21.66. The strike last trading price was 0.91, which was 0.08 higher than the previous day. The implied volatity was 31.58, the open interest changed by 182 which increased total open position to 808


On 20 Jan YESBANK was trading at 21.70. The strike last trading price was 0.84, which was 0.4 higher than the previous day. The implied volatity was 29.76, the open interest changed by 272 which increased total open position to 636


On 19 Jan YESBANK was trading at 22.76. The strike last trading price was 0.44, which was 0.07 higher than the previous day. The implied volatity was 29.73, the open interest changed by 144 which increased total open position to 347


On 16 Jan YESBANK was trading at 23.46. The strike last trading price was 0.38, which was -0.1 lower than the previous day. The implied volatity was 34.14, the open interest changed by 23 which increased total open position to 203


On 14 Jan YESBANK was trading at 22.95. The strike last trading price was 0.48, which was -0.1 lower than the previous day. The implied volatity was 32.23, the open interest changed by 3 which increased total open position to 180


On 13 Jan YESBANK was trading at 22.79. The strike last trading price was 0.58, which was 0.11 higher than the previous day. The implied volatity was 33.66, the open interest changed by 1 which increased total open position to 177


On 12 Jan YESBANK was trading at 22.96. The strike last trading price was 0.46, which was -0.05 lower than the previous day. The implied volatity was 30.96, the open interest changed by 15 which increased total open position to 177


On 9 Jan YESBANK was trading at 22.84. The strike last trading price was 0.51, which was -0.08 lower than the previous day. The implied volatity was 30.67, the open interest changed by 21 which increased total open position to 165


On 8 Jan YESBANK was trading at 22.72. The strike last trading price was 0.59, which was 0.24 higher than the previous day. The implied volatity was 31.65, the open interest changed by -9 which decreased total open position to 144


On 7 Jan YESBANK was trading at 23.50. The strike last trading price was 0.36, which was -0.13 lower than the previous day. The implied volatity was 30.64, the open interest changed by 39 which increased total open position to 152


On 6 Jan YESBANK was trading at 22.81. The strike last trading price was 0.49, which was -0.01 lower than the previous day. The implied volatity was 29.24, the open interest changed by 4 which increased total open position to 113


On 5 Jan YESBANK was trading at 22.83. The strike last trading price was 0.51, which was -0.15 lower than the previous day. The implied volatity was 29.18, the open interest changed by 23 which increased total open position to 106


On 2 Jan YESBANK was trading at 22.29. The strike last trading price was 0.65, which was -0.37 lower than the previous day. The implied volatity was 27.84, the open interest changed by 36 which increased total open position to 84


On 1 Jan YESBANK was trading at 21.49. The strike last trading price was 1.02, which was 0.07 higher than the previous day. The implied volatity was 27.74, the open interest changed by 6 which increased total open position to 48


On 31 Dec YESBANK was trading at 21.60. The strike last trading price was 0.95, which was -0.23 lower than the previous day. The implied volatity was 27.59, the open interest changed by 1 which increased total open position to 41


On 30 Dec YESBANK was trading at 21.37. The strike last trading price was 1.18, which was 0.13 higher than the previous day. The implied volatity was 30.05, the open interest changed by 0 which decreased total open position to 40


On 29 Dec YESBANK was trading at 21.36. The strike last trading price was 1.05, which was -0.01 lower than the previous day. The implied volatity was 26.02, the open interest changed by 0 which decreased total open position to 39


On 26 Dec YESBANK was trading at 21.52. The strike last trading price was 1.06, which was 0.11 higher than the previous day. The implied volatity was 28.47, the open interest changed by 1 which increased total open position to 39


On 24 Dec YESBANK was trading at 21.69. The strike last trading price was 0.95, which was 0.01 higher than the previous day. The implied volatity was 27.4, the open interest changed by 0 which decreased total open position to 38


On 23 Dec YESBANK was trading at 21.74. The strike last trading price was 0.96, which was 0.06 higher than the previous day. The implied volatity was 28.19, the open interest changed by 0 which decreased total open position to 38


On 22 Dec YESBANK was trading at 21.78. The strike last trading price was 0.9, which was -0.21 lower than the previous day. The implied volatity was 27.02, the open interest changed by 0 which decreased total open position to 38


On 19 Dec YESBANK was trading at 21.70. The strike last trading price was 1.11, 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 38


On 18 Dec YESBANK was trading at 21.44. The strike last trading price was 1.11, which was -0.12 lower than the previous day. The implied volatity was 27.58, the open interest changed by 0 which decreased total open position to 37


On 17 Dec YESBANK was trading at 21.56. The strike last trading price was 1.23, which was 0.33 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37


On 16 Dec YESBANK was trading at 21.50. The strike last trading price was 1.23, which was 0.33 higher than the previous day. The implied volatity was 31.22, the open interest changed by 1 which increased total open position to 36


On 15 Dec YESBANK was trading at 21.76. The strike last trading price was 0.9, which was -0.1 lower than the previous day. The implied volatity was 26.08, the open interest changed by 0 which decreased total open position to 33


On 12 Dec YESBANK was trading at 21.92. The strike last trading price was 1, which was -0.06 lower than the previous day. The implied volatity was 30.14, the open interest changed by 0 which decreased total open position to 32


On 11 Dec YESBANK was trading at 21.94. The strike last trading price was 1.06, which was 0.01 higher than the previous day. The implied volatity was 31.56, the open interest changed by 0 which decreased total open position to 32


On 10 Dec YESBANK was trading at 21.72. The strike last trading price was 1.05, which was 0.13 higher than the previous day. The implied volatity was 28.83, the open interest changed by 2 which increased total open position to 29


On 9 Dec YESBANK was trading at 22.02. The strike last trading price was 0.92, which was -0.03 lower than the previous day. The implied volatity was 29.09, the open interest changed by 4 which increased total open position to 27


On 8 Dec YESBANK was trading at 21.90. The strike last trading price was 0.95, which was 0.25 higher than the previous day. The implied volatity was 27.74, the open interest changed by 0 which decreased total open position to 21


On 5 Dec YESBANK was trading at 22.60. The strike last trading price was 0.7, which was 0.04 higher than the previous day. The implied volatity was 28.15, the open interest changed by 1 which increased total open position to 21


On 4 Dec YESBANK was trading at 22.76. The strike last trading price was 0.66, which was -0.14 lower than the previous day. The implied volatity was 28.41, the open interest changed by 2 which increased total open position to 21


On 3 Dec YESBANK was trading at 22.40. The strike last trading price was 0.8, which was 0.14 higher than the previous day. The implied volatity was 28.98, the open interest changed by 1 which increased total open position to 18


On 2 Dec YESBANK was trading at 22.71. The strike last trading price was 0.66, which was -0.14 lower than the previous day. The implied volatity was 27.86, the open interest changed by 0 which decreased total open position to 17


On 1 Dec YESBANK was trading at 22.45. The strike last trading price was 0.8, which was 0.21 higher than the previous day. The implied volatity was 29.02, the open interest changed by -3 which decreased total open position to 15


On 28 Nov YESBANK was trading at 22.93. The strike last trading price was 0.59, which was -0.08 lower than the previous day. The implied volatity was 27.09, the open interest changed by 0 which decreased total open position to 17


On 27 Nov YESBANK was trading at 22.84. The strike last trading price was 0.67, which was 0 lower than the previous day. The implied volatity was 28.51, the open interest changed by 6 which increased total open position to 17