`
Related Pages for YESBANK
[--[65.84.65.76]--]
YESBANK
Yes Bank Limited
21.29 -0.29 (-1.34%)

Back to Option Chain

Historical option data for YESBANK

12 Dec 2024 01:14 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
YESBANK 26DEC2024 22 CE
Delta: 0.34
Vega: 0.02
Theta: -0.02
Gamma: 0.26
Date Close Ltp Change IV Volume Change OI OI
12 Dec 21.28 0.3 -0.20 33.20 3,768 111 2,123
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 0.34

Historical price for 22 CE is as follows

On 12 Dec YESBANK was trading at 21.28. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 33.20, the open interest changed by 111 which increased total open position to 2123


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: -0.66
Vega: 0.02
Theta: -0.01
Gamma: 0.26
Date Close Ltp Change IV Volume Change OI OI
12 Dec 21.28 0.95 0.15 34.19 2,364 444 865
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 -0.66

Historical price for 22 PE is as follows

On 12 Dec YESBANK was trading at 21.28. The strike last trading price was 0.95, which was 0.15 higher than the previous day. The implied volatity was 34.19, the open interest changed by 444 which increased total open position to 865


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