[--[65.84.65.76]--]

YESBANK

Yes Bank Limited
21.69 -0.05 (-0.23%)
L: 21.66 H: 21.95

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Historical option data for YESBANK

24 Dec 2025 04:13 PM IST
YESBANK 27-JAN-2026 22 CE
Delta: 0.49
Vega: 0.03
Theta: -0.01
Gamma: 0.24
Date Close Ltp Change IV Volume OI Chg OI
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 0.49

Historical price for 22 CE is as follows

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: -0.51
Vega: 0.03
Theta: -0.01
Gamma: 0.22
Date Close Ltp Change IV Volume OI Chg OI
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 -0.51

Historical price for 22 PE is as follows

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