Historical option data for YESBANK
26 May 2026 04:10 PM IST
| YESBANK 30-Jun-2026 (34d) 22 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 0
Theta: -0.01
Gamma: 0.16289
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 22.83 | 1.39 | 0.39 (39.00%) | 30.83 | 1,730 | -71 | 927 | |||||||||
| 25 May | 22.29 | 1.07 | 0.07 (7.00%) | 29.68 | 675 | -212 | 999 | |||||||||
| 22 May | 21.87 | 0.9 | -0.1 (-10.00%) | 31.25 | 973 | 311 | 1,202 | |||||||||
| 21 May | 21.57 | 0.79 | -0.21 (-21.00%) | 31.84 | 1,070 | 309 | 890 | |||||||||
| 20 May | 22.00 | 1.07 | 0.07 (7.00%) | 33.43 | 432 | 111 | 580 | |||||||||
| 19 May | 21.97 | 0.99 | -0.01 (-1.00%) | 31.75 | 330 | 125 | 469 | |||||||||
| 18 May | 21.81 | 0.95 | -0.05 (-5.00%) | 32.27 | 355 | 48 | 343 | |||||||||
| 15 May | 22.07 | 1.13 | 0.13 (13.00%) | 32.16 | 158 | 26 | 295 | |||||||||
| 14 May | 22.19 | 1.24 | 0.24 (24.00%) | 32.72 | 53 | 21 | 269 | |||||||||
| 13 May | 22.11 | 1.2 | 0.2 (20.00%) | 0 | 42 | 12 | 247 | |||||||||
| 12 May | 22.06 | 1.25 | -0.75 (-37.50%) | 33.7 | 112 | 33 | 234 | |||||||||
| 11 May | 22.70 | 1.68 | -0.32 (-16.00%) | 0 | 78 | 27 | 200 | |||||||||
| 8 May | 22.94 | 1.69 | 0.27 (19.01%) | 30.21 | 69 | -22 | 174 | |||||||||
| 7 May | 22.51 | 1.42 | 0.18 (14.52%) | 30.48 | 80 | 9 | 196 | |||||||||
| 6 May | 22.13 | 1.18 | 0.69 (140.82%) | 31.12 | 315 | 35 | 186 | |||||||||
| 5 May | 20.48 | 0.53 | 0.15 (39.47%) | 31.08 | 254 | 38 | 150 | |||||||||
| 4 May | 19.96 | 0.38 | 0 (0.00%) | 32.27 | 119 | 16 | 112 | |||||||||
| 30 Apr | 19.93 | 0.38 | -0.07 (-15.56%) | 31.09 | 106 | 41 | 137 | |||||||||
| 29 Apr | 20.27 | 0.44 | -0.08 (-15.38%) | 30.07 | 113 | 74 | 95 | |||||||||
| 28 Apr | 19.97 | 0.52 | -0.06 (-10.34%) | 35.52 | 3 | 2 | 20 | |||||||||
| 27 Apr | 19.94 | 0.58 | 0.07 (13.73%) | 37.12 | 1 | 0 | 18 | |||||||||
| 24 Apr | 19.84 | 0.51 | -0.07 (-12.07%) | 35.12 | 4 | -1 | 18 | |||||||||
| 23 Apr | 20.03 | 0.58 | -0.08 (-12.12%) | 35.33 | 9 | -1 | 19 | |||||||||
| 22 Apr | 19.99 | 0.66 | 0.06 (10.00%) | 36.84 | 11 | 4 | 19 | |||||||||
| 21 Apr | 19.77 | 0.6 | 0 (0.00%) | 36.58 | 2 | 1 | 14 | |||||||||
| 20 Apr | 19.84 | 0.6 | -0.15 (-20.00%) | 36.75 | 17 | 4 | 13 | |||||||||
| 17 Apr | 20.19 | 0.75 | 0.05 (7.14%) | 37.01 | 30 | 2 | 8 | |||||||||
| 16 Apr | 19.95 | 0.7 | 0.49 (233.33%) | 37.73 | 6 | 5 | 5 | |||||||||
| 15 Apr | 19.36 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 18.88 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 19.08 | 0.21 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 18.93 | 0.21 | 0 (0.00%) | 8.69 | 0 | 0 | 0 | |||||||||
| 8 Apr | 19.04 | 0.21 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 18.13 | 0.21 | 0 (0.00%) | 12.88 | 0 | 0 | 0 | |||||||||
| 6 Apr | 18.15 | 0.21 | 0 (0.00%) | 13.64 | 0 | 0 | 0 | |||||||||
| 2 Apr | 17.87 | 0.21 | 0 (0.00%) | 13.16 | 0 | 0 | 0 | |||||||||
For Yes Bank Limited - strike price 22 expiring on 30JUN2026
Delta for 22 CE is 0.68
Historical price for 22 CE is as follows
On 26 May YESBANK was trading at 22.83. The strike last trading price was 1.39, which was 0.39 higher than the previous day. The implied volatity was 30.83, the open interest changed by -71 which decreased total open position to 927
On 25 May YESBANK was trading at 22.29. The strike last trading price was 1.07, which was 0.07 higher than the previous day. The implied volatity was 29.68, the open interest changed by -212 which decreased total open position to 999
On 22 May YESBANK was trading at 21.87. The strike last trading price was 0.9, which was -0.1 lower than the previous day. The implied volatity was 31.25, the open interest changed by 311 which increased total open position to 1202
On 21 May YESBANK was trading at 21.57. The strike last trading price was 0.79, which was -0.21 lower than the previous day. The implied volatity was 31.84, the open interest changed by 309 which increased total open position to 890
On 20 May YESBANK was trading at 22.00. The strike last trading price was 1.07, which was 0.07 higher than the previous day. The implied volatity was 33.43, the open interest changed by 111 which increased total open position to 580
On 19 May YESBANK was trading at 21.97. The strike last trading price was 0.99, which was -0.01 lower than the previous day. The implied volatity was 31.75, the open interest changed by 125 which increased total open position to 469
On 18 May YESBANK was trading at 21.81. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 32.27, the open interest changed by 48 which increased total open position to 343
On 15 May YESBANK was trading at 22.07. The strike last trading price was 1.13, which was 0.13 higher than the previous day. The implied volatity was 32.16, the open interest changed by 26 which increased total open position to 295
On 14 May YESBANK was trading at 22.19. The strike last trading price was 1.24, which was 0.24 higher than the previous day. The implied volatity was 32.72, the open interest changed by 21 which increased total open position to 269
On 13 May YESBANK was trading at 22.11. The strike last trading price was 1.2, which was 0.2 higher than the previous day. The implied volatity was 0, the open interest changed by 12 which increased total open position to 247
On 12 May YESBANK was trading at 22.06. The strike last trading price was 1.25, which was -0.75 lower than the previous day. The implied volatity was 33.7, the open interest changed by 33 which increased total open position to 234
On 11 May YESBANK was trading at 22.70. The strike last trading price was 1.68, which was -0.32 lower than the previous day. The implied volatity was 0, the open interest changed by 27 which increased total open position to 200
On 8 May YESBANK was trading at 22.94. The strike last trading price was 1.69, which was 0.27 higher than the previous day. The implied volatity was 30.21, the open interest changed by -22 which decreased total open position to 174
On 7 May YESBANK was trading at 22.51. The strike last trading price was 1.42, which was 0.18 higher than the previous day. The implied volatity was 30.48, the open interest changed by 9 which increased total open position to 196
On 6 May YESBANK was trading at 22.13. The strike last trading price was 1.18, which was 0.69 higher than the previous day. The implied volatity was 31.12, the open interest changed by 35 which increased total open position to 186
On 5 May YESBANK was trading at 20.48. The strike last trading price was 0.53, which was 0.15 higher than the previous day. The implied volatity was 31.08, the open interest changed by 38 which increased total open position to 150
On 4 May YESBANK was trading at 19.96. The strike last trading price was 0.38, which was 0 lower than the previous day. The implied volatity was 32.27, the open interest changed by 16 which increased total open position to 112
On 30 Apr YESBANK was trading at 19.93. The strike last trading price was 0.38, which was -0.07 lower than the previous day. The implied volatity was 31.09, the open interest changed by 41 which increased total open position to 137
On 29 Apr YESBANK was trading at 20.27. The strike last trading price was 0.44, which was -0.08 lower than the previous day. The implied volatity was 30.07, the open interest changed by 74 which increased total open position to 95
On 28 Apr YESBANK was trading at 19.97. The strike last trading price was 0.52, which was -0.06 lower than the previous day. The implied volatity was 35.52, the open interest changed by 2 which increased total open position to 20
On 27 Apr YESBANK was trading at 19.94. The strike last trading price was 0.58, which was 0.07 higher than the previous day. The implied volatity was 37.12, the open interest changed by 0 which decreased total open position to 18
On 24 Apr YESBANK was trading at 19.84. The strike last trading price was 0.51, which was -0.07 lower than the previous day. The implied volatity was 35.12, the open interest changed by -1 which decreased total open position to 18
On 23 Apr YESBANK was trading at 20.03. The strike last trading price was 0.58, which was -0.08 lower than the previous day. The implied volatity was 35.33, the open interest changed by -1 which decreased total open position to 19
On 22 Apr YESBANK was trading at 19.99. The strike last trading price was 0.66, which was 0.06 higher than the previous day. The implied volatity was 36.84, the open interest changed by 4 which increased total open position to 19
On 21 Apr YESBANK was trading at 19.77. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 36.58, the open interest changed by 1 which increased total open position to 14
On 20 Apr YESBANK was trading at 19.84. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 36.75, the open interest changed by 4 which increased total open position to 13
On 17 Apr YESBANK was trading at 20.19. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 37.01, the open interest changed by 2 which increased total open position to 8
On 16 Apr YESBANK was trading at 19.95. The strike last trading price was 0.7, which was 0.49 higher than the previous day. The implied volatity was 37.73, the open interest changed by 5 which increased total open position to 5
On 15 Apr YESBANK was trading at 19.36. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr YESBANK was trading at 18.88. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr YESBANK was trading at 19.08. The strike last trading price was 0.21, 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 9 Apr YESBANK was trading at 18.93. The strike last trading price was 0.21, which was 0 lower than the previous day. The implied volatity was 8.69, the open interest changed by 0 which decreased total open position to 0
On 8 Apr YESBANK was trading at 19.04. The strike last trading price was 0.21, 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 Apr YESBANK was trading at 18.13. The strike last trading price was 0.21, which was 0 lower than the previous day. The implied volatity was 12.88, 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 0.21, which was 0 lower than the previous day. The implied volatity was 13.64, 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 0.21, which was 0 lower than the previous day. The implied volatity was 13.16, the open interest changed by 0 which decreased total open position to 0
| YESBANK 30-Jun-2026 (34d) 22 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.3
Vega: 0
Theta: -0.01
Gamma: 0.1764
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 22.83 | 0.4 | -0.17 (-29.82%) | 27.91 | 1,083 | 328 | 956 |
| 25 May | 22.29 | 0.57 | -0.23 (-28.75%) | 27.84 | 445 | 62 | 628 |
| 22 May | 21.87 | 0.79 | -0.22 (-21.78%) | 27.76 | 262 | 53 | 566 |
| 21 May | 21.57 | 1 | 0.21 (26.58%) | 30.4 | 294 | 118 | 514 |
| 20 May | 22.00 | 0.8 | -0.03 (-3.61%) | 29.91 | 107 | 63 | 393 |
| 19 May | 21.97 | 0.84 | -0.12 (-12.50%) | 30.19 | 99 | 48 | 329 |
| 18 May | 21.81 | 0.96 | 0.13 (15.66%) | 30.73 | 79 | 37 | 279 |
| 15 May | 22.07 | 0.84 | 0.06 (7.69%) | 30.65 | 31 | 11 | 242 |
| 14 May | 22.19 | 0.78 | -0.05 (-6.02%) | 29.69 | 68 | 24 | 231 |
| 13 May | 22.11 | 0.85 | -0.05 (-5.56%) | 0 | 38 | -1 | 198 |
| 12 May | 22.06 | 0.9 | 0.27 (42.86%) | 0 | 167 | 54 | 184 |
| 11 May | 22.70 | 0.64 | 0.09 (16.36%) | 0 | 67 | -12 | 130 |
| 8 May | 22.94 | 0.55 | -0.14 (-20.29%) | 29.26 | 153 | 2 | 135 |
| 7 May | 22.51 | 0.68 | -0.16 (-19.05%) | 28.71 | 252 | 46 | 134 |
| 6 May | 22.13 | 0.85 | -1.2 (-58.54%) | 28.25 | 132 | 84 | 86 |
| 5 May | 20.48 | 2.05 | 2.05 (13.89%) | 26.93 | 0 | 0 | 2 |
| 4 May | 19.96 | 2.05 | 0.25 (13.89%) | 26.93 | 1 | 0 | 1 |
| 30 Apr | 19.93 | 1.8 | 1.8 (-60.61%) | 22.25 | 0 | 0 | 1 |
| 29 Apr | 20.27 | 1.8 | -2.77 (-60.61%) | 22.25 | 1 | 0 | 0 |
| 28 Apr | 19.97 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 19.94 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 19.84 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 20.03 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 19.99 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 19.77 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 19.84 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 20.19 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 19.95 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 19.36 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 18.88 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 19.08 | 4.57 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 18.93 | 4.57 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 19.04 | 4.57 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 18.13 | 4.57 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 18.15 | 4.57 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 17.87 | 4.57 | 0 (0.00%) | - | 0 | 0 | 0 |
For Yes Bank Limited - strike price 22 expiring on 30JUN2026
Delta for 22 PE is -0.3
Historical price for 22 PE is as follows
On 26 May YESBANK was trading at 22.83. The strike last trading price was 0.4, which was -0.17 lower than the previous day. The implied volatity was 27.91, the open interest changed by 328 which increased total open position to 956
On 25 May YESBANK was trading at 22.29. The strike last trading price was 0.57, which was -0.23 lower than the previous day. The implied volatity was 27.84, the open interest changed by 62 which increased total open position to 628
On 22 May YESBANK was trading at 21.87. The strike last trading price was 0.79, which was -0.22 lower than the previous day. The implied volatity was 27.76, the open interest changed by 53 which increased total open position to 566
On 21 May YESBANK was trading at 21.57. The strike last trading price was 1, which was 0.21 higher than the previous day. The implied volatity was 30.4, the open interest changed by 118 which increased total open position to 514
On 20 May YESBANK was trading at 22.00. The strike last trading price was 0.8, which was -0.03 lower than the previous day. The implied volatity was 29.91, the open interest changed by 63 which increased total open position to 393
On 19 May YESBANK was trading at 21.97. The strike last trading price was 0.84, which was -0.12 lower than the previous day. The implied volatity was 30.19, the open interest changed by 48 which increased total open position to 329
On 18 May YESBANK was trading at 21.81. The strike last trading price was 0.96, which was 0.13 higher than the previous day. The implied volatity was 30.73, the open interest changed by 37 which increased total open position to 279
On 15 May YESBANK was trading at 22.07. The strike last trading price was 0.84, which was 0.06 higher than the previous day. The implied volatity was 30.65, the open interest changed by 11 which increased total open position to 242
On 14 May YESBANK was trading at 22.19. The strike last trading price was 0.78, which was -0.05 lower than the previous day. The implied volatity was 29.69, the open interest changed by 24 which increased total open position to 231
On 13 May YESBANK was trading at 22.11. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 198
On 12 May YESBANK was trading at 22.06. The strike last trading price was 0.9, which was 0.27 higher than the previous day. The implied volatity was 0, the open interest changed by 54 which increased total open position to 184
On 11 May YESBANK was trading at 22.70. The strike last trading price was 0.64, which was 0.09 higher than the previous day. The implied volatity was 0, the open interest changed by -12 which decreased total open position to 130
On 8 May YESBANK was trading at 22.94. The strike last trading price was 0.55, which was -0.14 lower than the previous day. The implied volatity was 29.26, the open interest changed by 2 which increased total open position to 135
On 7 May YESBANK was trading at 22.51. The strike last trading price was 0.68, which was -0.16 lower than the previous day. The implied volatity was 28.71, the open interest changed by 46 which increased total open position to 134
On 6 May YESBANK was trading at 22.13. The strike last trading price was 0.85, which was -1.2 lower than the previous day. The implied volatity was 28.25, the open interest changed by 84 which increased total open position to 86
On 5 May YESBANK was trading at 20.48. The strike last trading price was 2.05, which was 2.05 higher than the previous day. The implied volatity was 26.93, the open interest changed by 0 which decreased total open position to 2
On 4 May YESBANK was trading at 19.96. The strike last trading price was 2.05, which was 0.25 higher than the previous day. The implied volatity was 26.93, the open interest changed by 0 which decreased total open position to 1
On 30 Apr YESBANK was trading at 19.93. The strike last trading price was 1.8, which was 1.8 higher than the previous day. The implied volatity was 22.25, the open interest changed by 0 which decreased total open position to 1
On 29 Apr YESBANK was trading at 20.27. The strike last trading price was 1.8, which was -2.77 lower than the previous day. The implied volatity was 22.25, the open interest changed by 0 which decreased total open position to 0
On 28 Apr YESBANK was trading at 19.97. The strike last trading price was 0, 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 Apr YESBANK was trading at 19.94. The strike last trading price was 0, 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 Apr YESBANK was trading at 19.84. The strike last trading price was 0, 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 23 Apr YESBANK was trading at 20.03. The strike last trading price was 0, 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 22 Apr YESBANK was trading at 19.99. The strike last trading price was 0, 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 Apr YESBANK was trading at 19.77. The strike last trading price was 0, 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 Apr YESBANK was trading at 19.84. The strike last trading price was 0, 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 Apr YESBANK was trading at 20.19. The strike last trading price was 0, 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 16 Apr YESBANK was trading at 19.95. The strike last trading price was 0, 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 15 Apr YESBANK was trading at 19.36. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr YESBANK was trading at 18.88. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr YESBANK was trading at 19.08. The strike last trading price was 4.57, 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 9 Apr YESBANK was trading at 18.93. The strike last trading price was 4.57, 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 8 Apr YESBANK was trading at 19.04. The strike last trading price was 4.57, 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 Apr YESBANK was trading at 18.13. The strike last trading price was 4.57, 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 4.57, 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 4.57, 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
