YESBANK
Yes Bank Limited
Historical option data for YESBANK
12 Dec 2024 10:54 AM IST
| YESBANK 26DEC2024 22 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.38
Vega: 0.02
Theta: -0.02
Gamma: 0.28
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 21.45 | 0.35 | -0.15 | 31.87 | 1,422 | 35 | 2,047 | |||
| 11 Dec | 21.58 | 0.5 | -0.10 | 38.57 | 3,503 | 338 | 2,010 | |||
| 10 Dec | 21.60 | 0.6 | -0.10 | 41.36 | 3,577 | 154 | 1,658 | |||
| 9 Dec | 21.84 | 0.7 | 0.10 | 39.51 | 3,940 | 425 | 1,508 | |||
| 6 Dec | 21.49 | 0.6 | 0.10 | 37.65 | 5,153 | 166 | 1,089 | |||
| 5 Dec | 21.17 | 0.5 | -0.05 | 39.02 | 2,104 | 23 | 923 | |||
| 4 Dec | 21.23 | 0.55 | 0.10 | 39.16 | 5,694 | 321 | 900 | |||
|
|
||||||||||
| 3 Dec | 20.84 | 0.45 | 0.15 | 40.56 | 3,362 | 13 | 563 | |||
| 2 Dec | 20.09 | 0.3 | 0.05 | 43.17 | 967 | 201 | 543 | |||
| 29 Nov | 19.96 | 0.25 | 39.37 | 1,015 | 340 | 340 | ||||
For Yes Bank Limited - strike price 22 expiring on 26DEC2024
Delta for 22 CE is 0.38
Historical price for 22 CE is as follows
On 12 Dec YESBANK was trading at 21.45. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 31.87, the open interest changed by 35 which increased total open position to 2047
On 11 Dec YESBANK was trading at 21.58. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 38.57, the open interest changed by 338 which increased total open position to 2010
On 10 Dec YESBANK was trading at 21.60. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 41.36, the open interest changed by 154 which increased total open position to 1658
On 9 Dec YESBANK was trading at 21.84. The strike last trading price was 0.7, which was 0.10 higher than the previous day. The implied volatity was 39.51, the open interest changed by 425 which increased total open position to 1508
On 6 Dec YESBANK was trading at 21.49. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 37.65, the open interest changed by 166 which increased total open position to 1089
On 5 Dec YESBANK was trading at 21.17. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 39.02, the open interest changed by 23 which increased total open position to 923
On 4 Dec YESBANK was trading at 21.23. The strike last trading price was 0.55, which was 0.10 higher than the previous day. The implied volatity was 39.16, the open interest changed by 321 which increased total open position to 900
On 3 Dec YESBANK was trading at 20.84. The strike last trading price was 0.45, which was 0.15 higher than the previous day. The implied volatity was 40.56, the open interest changed by 13 which increased total open position to 563
On 2 Dec YESBANK was trading at 20.09. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 43.17, the open interest changed by 201 which increased total open position to 543
On 29 Nov YESBANK was trading at 19.96. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was 39.37, the open interest changed by 340 which increased total open position to 340
| YESBANK 26DEC2024 22 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.60
Vega: 0.02
Theta: -0.02
Gamma: 0.26
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 21.45 | 0.85 | 0.05 | 35.32 | 453 | 206 | 627 |
| 11 Dec | 21.58 | 0.8 | -0.05 | 33.31 | 310 | 70 | 418 |
| 10 Dec | 21.60 | 0.85 | 0.15 | 37.26 | 285 | 61 | 348 |
| 9 Dec | 21.84 | 0.7 | -0.20 | 34.83 | 444 | 138 | 288 |
| 6 Dec | 21.49 | 0.9 | -0.30 | 35.13 | 327 | 45 | 154 |
| 5 Dec | 21.17 | 1.2 | 0.00 | 38.83 | 85 | 23 | 108 |
| 4 Dec | 21.23 | 1.2 | -0.25 | 40.26 | 144 | 64 | 86 |
| 3 Dec | 20.84 | 1.45 | -0.65 | 39.42 | 50 | 20 | 21 |
| 2 Dec | 20.09 | 2.1 | 0.00 | 45.83 | 1 | 0 | 0 |
| 29 Nov | 19.96 | 2.1 | - | 0 | 0 | 0 | |
For Yes Bank Limited - strike price 22 expiring on 26DEC2024
Delta for 22 PE is -0.60
Historical price for 22 PE is as follows
On 12 Dec YESBANK was trading at 21.45. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 35.32, the open interest changed by 206 which increased total open position to 627
On 11 Dec YESBANK was trading at 21.58. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 33.31, the open interest changed by 70 which increased total open position to 418
On 10 Dec YESBANK was trading at 21.60. The strike last trading price was 0.85, which was 0.15 higher than the previous day. The implied volatity was 37.26, the open interest changed by 61 which increased total open position to 348
On 9 Dec YESBANK was trading at 21.84. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 34.83, the open interest changed by 138 which increased total open position to 288
On 6 Dec YESBANK was trading at 21.49. The strike last trading price was 0.9, which was -0.30 lower than the previous day. The implied volatity was 35.13, the open interest changed by 45 which increased total open position to 154
On 5 Dec YESBANK was trading at 21.17. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 38.83, the open interest changed by 23 which increased total open position to 108
On 4 Dec YESBANK was trading at 21.23. The strike last trading price was 1.2, which was -0.25 lower than the previous day. The implied volatity was 40.26, the open interest changed by 64 which increased total open position to 86
On 3 Dec YESBANK was trading at 20.84. The strike last trading price was 1.45, which was -0.65 lower than the previous day. The implied volatity was 39.42, the open interest changed by 20 which increased total open position to 21
On 2 Dec YESBANK was trading at 20.09. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 45.83, the open interest changed by 0 which decreased total open position to 0
On 29 Nov YESBANK was trading at 19.96. The strike last trading price was 2.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
