[--[65.84.65.76]--]

YESBANK

Yes Bank Limited
22.6 -0.16 (-0.70%)
L: 22.47 H: 22.79

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Historical option data for YESBANK

05 Dec 2025 04:13 PM IST
YESBANK 30-DEC-2025 23 CE
Delta: 0.44
Vega: 0.02
Theta: -0.01
Gamma: 0.29
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 22.60 0.44 -0.11 23.14 2,266 259 2,662
4 Dec 22.76 0.55 0.13 24.21 4,035 -1,037 2,407
3 Dec 22.40 0.44 -0.09 25.09 2,130 142 3,442
2 Dec 22.71 0.55 0.08 23.10 2,610 -196 3,308
1 Dec 22.45 0.48 -0.22 25.11 3,323 514 3,501
28 Nov 22.93 0.71 0.04 23.80 967 122 2,983
27 Nov 22.84 0.67 -0.08 23.62 1,199 159 2,861
26 Nov 22.93 0.76 0.15 24.85 2,741 1,144 2,705
25 Nov 22.70 0.61 0.15 23.48 2,121 167 1,560
24 Nov 22.20 0.48 -0.08 25.56 721 218 1,389
21 Nov 22.43 0.56 -0.11 23.84 804 300 1,170
20 Nov 22.63 0.68 -0.18 23.98 577 190 865
19 Nov 22.93 0.85 -0.07 24.85 435 171 674
18 Nov 22.99 0.92 -0.24 25.81 285 134 498
17 Nov 23.16 1.2 0.37 30.70 508 152 361
14 Nov 22.50 0.83 0.01 28.67 112 29 209
13 Nov 22.48 0.85 -0.17 29.35 68 36 180
12 Nov 22.75 1.02 0.1 31.23 35 17 144
11 Nov 22.63 0.92 -0.12 28.42 62 11 126
10 Nov 22.74 1.04 -0.05 30.55 15 7 116
7 Nov 22.85 1.09 0.09 28.50 48 22 112
6 Nov 22.63 1 -0.23 29.40 35 30 89
4 Nov 23.02 1.23 0.02 28.84 35 13 60
3 Nov 22.97 1.22 0.07 29.18 36 16 46
31 Oct 22.74 1.15 0.3 - 55 20 28
30 Oct 22.23 0.85 -0.25 28.13 12 5 7
29 Oct 22.69 1.1 -0.45 28.21 2 1 1


For Yes Bank Limited - strike price 23 expiring on 30DEC2025

Delta for 23 CE is 0.44

Historical price for 23 CE is as follows

On 5 Dec YESBANK was trading at 22.60. The strike last trading price was 0.44, which was -0.11 lower than the previous day. The implied volatity was 23.14, the open interest changed by 259 which increased total open position to 2662


On 4 Dec YESBANK was trading at 22.76. The strike last trading price was 0.55, which was 0.13 higher than the previous day. The implied volatity was 24.21, the open interest changed by -1037 which decreased total open position to 2407


On 3 Dec YESBANK was trading at 22.40. The strike last trading price was 0.44, which was -0.09 lower than the previous day. The implied volatity was 25.09, the open interest changed by 142 which increased total open position to 3442


On 2 Dec YESBANK was trading at 22.71. The strike last trading price was 0.55, which was 0.08 higher than the previous day. The implied volatity was 23.10, the open interest changed by -196 which decreased total open position to 3308


On 1 Dec YESBANK was trading at 22.45. The strike last trading price was 0.48, which was -0.22 lower than the previous day. The implied volatity was 25.11, the open interest changed by 514 which increased total open position to 3501


On 28 Nov YESBANK was trading at 22.93. The strike last trading price was 0.71, which was 0.04 higher than the previous day. The implied volatity was 23.80, the open interest changed by 122 which increased total open position to 2983


On 27 Nov YESBANK was trading at 22.84. The strike last trading price was 0.67, which was -0.08 lower than the previous day. The implied volatity was 23.62, the open interest changed by 159 which increased total open position to 2861


On 26 Nov YESBANK was trading at 22.93. The strike last trading price was 0.76, which was 0.15 higher than the previous day. The implied volatity was 24.85, the open interest changed by 1144 which increased total open position to 2705


On 25 Nov YESBANK was trading at 22.70. The strike last trading price was 0.61, which was 0.15 higher than the previous day. The implied volatity was 23.48, the open interest changed by 167 which increased total open position to 1560


On 24 Nov YESBANK was trading at 22.20. The strike last trading price was 0.48, which was -0.08 lower than the previous day. The implied volatity was 25.56, the open interest changed by 218 which increased total open position to 1389


On 21 Nov YESBANK was trading at 22.43. The strike last trading price was 0.56, which was -0.11 lower than the previous day. The implied volatity was 23.84, the open interest changed by 300 which increased total open position to 1170


On 20 Nov YESBANK was trading at 22.63. The strike last trading price was 0.68, which was -0.18 lower than the previous day. The implied volatity was 23.98, the open interest changed by 190 which increased total open position to 865


On 19 Nov YESBANK was trading at 22.93. The strike last trading price was 0.85, which was -0.07 lower than the previous day. The implied volatity was 24.85, the open interest changed by 171 which increased total open position to 674


On 18 Nov YESBANK was trading at 22.99. The strike last trading price was 0.92, which was -0.24 lower than the previous day. The implied volatity was 25.81, the open interest changed by 134 which increased total open position to 498


On 17 Nov YESBANK was trading at 23.16. The strike last trading price was 1.2, which was 0.37 higher than the previous day. The implied volatity was 30.70, the open interest changed by 152 which increased total open position to 361


On 14 Nov YESBANK was trading at 22.50. The strike last trading price was 0.83, which was 0.01 higher than the previous day. The implied volatity was 28.67, the open interest changed by 29 which increased total open position to 209


On 13 Nov YESBANK was trading at 22.48. The strike last trading price was 0.85, which was -0.17 lower than the previous day. The implied volatity was 29.35, the open interest changed by 36 which increased total open position to 180


On 12 Nov YESBANK was trading at 22.75. The strike last trading price was 1.02, which was 0.1 higher than the previous day. The implied volatity was 31.23, the open interest changed by 17 which increased total open position to 144


On 11 Nov YESBANK was trading at 22.63. The strike last trading price was 0.92, which was -0.12 lower than the previous day. The implied volatity was 28.42, the open interest changed by 11 which increased total open position to 126


On 10 Nov YESBANK was trading at 22.74. The strike last trading price was 1.04, which was -0.05 lower than the previous day. The implied volatity was 30.55, the open interest changed by 7 which increased total open position to 116


On 7 Nov YESBANK was trading at 22.85. The strike last trading price was 1.09, which was 0.09 higher than the previous day. The implied volatity was 28.50, the open interest changed by 22 which increased total open position to 112


On 6 Nov YESBANK was trading at 22.63. The strike last trading price was 1, which was -0.23 lower than the previous day. The implied volatity was 29.40, the open interest changed by 30 which increased total open position to 89


On 4 Nov YESBANK was trading at 23.02. The strike last trading price was 1.23, which was 0.02 higher than the previous day. The implied volatity was 28.84, the open interest changed by 13 which increased total open position to 60


On 3 Nov YESBANK was trading at 22.97. The strike last trading price was 1.22, which was 0.07 higher than the previous day. The implied volatity was 29.18, the open interest changed by 16 which increased total open position to 46


On 31 Oct YESBANK was trading at 22.74. The strike last trading price was 1.15, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 28


On 30 Oct YESBANK was trading at 22.23. The strike last trading price was 0.85, which was -0.25 lower than the previous day. The implied volatity was 28.13, the open interest changed by 5 which increased total open position to 7


On 29 Oct YESBANK was trading at 22.69. The strike last trading price was 1.1, which was -0.45 lower than the previous day. The implied volatity was 28.21, the open interest changed by 1 which increased total open position to 1


YESBANK 30DEC2025 23 PE
Delta: -0.55
Vega: 0.02
Theta: -0.01
Gamma: 0.28
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 22.60 0.7 0.06 24.29 352 32 1,297
4 Dec 22.76 0.65 -0.26 25.17 932 -154 1,269
3 Dec 22.40 0.9 0.18 27.99 424 87 1,423
2 Dec 22.71 0.7 -0.19 26.51 503 20 1,333
1 Dec 22.45 0.89 0.3 27.59 599 34 1,312
28 Nov 22.93 0.59 -0.05 24.20 414 103 1,278
27 Nov 22.84 0.64 0.01 24.24 553 133 1,175
26 Nov 22.93 0.62 -0.16 24.61 794 212 1,040
25 Nov 22.70 0.77 -0.31 25.60 446 133 830
24 Nov 22.20 1.07 0.09 27.24 228 155 697
21 Nov 22.43 0.98 0.1 27.77 191 88 542
20 Nov 22.63 0.85 0.14 27.01 165 61 454
19 Nov 22.93 0.71 -0.02 26.06 228 92 390
18 Nov 22.99 0.76 0.01 28.19 144 68 298
17 Nov 23.16 0.74 -0.34 30.04 365 136 224
14 Nov 22.50 1.07 -0.06 30.49 18 7 84
13 Nov 22.48 1.14 0.16 31.97 23 13 76
12 Nov 22.75 1 -0.15 30.33 20 16 64
11 Nov 22.63 1.15 0.05 33.92 1 0 47
10 Nov 22.74 1.1 0.17 33.32 3 2 47
7 Nov 22.85 0.93 -0.12 29.70 1 0 44
6 Nov 22.63 1.05 0.11 29.63 14 3 34
4 Nov 23.02 0.94 -0.01 31.40 25 13 31
3 Nov 22.97 0.97 -0.13 31.33 6 5 18
31 Oct 22.74 1.1 0.1 - 4 2 12
30 Oct 22.23 1 -0.6 - 0 10 0
29 Oct 22.69 1 -0.6 28.14 10 1 1


For Yes Bank Limited - strike price 23 expiring on 30DEC2025

Delta for 23 PE is -0.55

Historical price for 23 PE is as follows

On 5 Dec YESBANK was trading at 22.60. The strike last trading price was 0.7, which was 0.06 higher than the previous day. The implied volatity was 24.29, the open interest changed by 32 which increased total open position to 1297


On 4 Dec YESBANK was trading at 22.76. The strike last trading price was 0.65, which was -0.26 lower than the previous day. The implied volatity was 25.17, the open interest changed by -154 which decreased total open position to 1269


On 3 Dec YESBANK was trading at 22.40. The strike last trading price was 0.9, which was 0.18 higher than the previous day. The implied volatity was 27.99, the open interest changed by 87 which increased total open position to 1423


On 2 Dec YESBANK was trading at 22.71. The strike last trading price was 0.7, which was -0.19 lower than the previous day. The implied volatity was 26.51, the open interest changed by 20 which increased total open position to 1333


On 1 Dec YESBANK was trading at 22.45. The strike last trading price was 0.89, which was 0.3 higher than the previous day. The implied volatity was 27.59, the open interest changed by 34 which increased total open position to 1312


On 28 Nov YESBANK was trading at 22.93. The strike last trading price was 0.59, which was -0.05 lower than the previous day. The implied volatity was 24.20, the open interest changed by 103 which increased total open position to 1278


On 27 Nov YESBANK was trading at 22.84. The strike last trading price was 0.64, which was 0.01 higher than the previous day. The implied volatity was 24.24, the open interest changed by 133 which increased total open position to 1175


On 26 Nov YESBANK was trading at 22.93. The strike last trading price was 0.62, which was -0.16 lower than the previous day. The implied volatity was 24.61, the open interest changed by 212 which increased total open position to 1040


On 25 Nov YESBANK was trading at 22.70. The strike last trading price was 0.77, which was -0.31 lower than the previous day. The implied volatity was 25.60, the open interest changed by 133 which increased total open position to 830


On 24 Nov YESBANK was trading at 22.20. The strike last trading price was 1.07, which was 0.09 higher than the previous day. The implied volatity was 27.24, the open interest changed by 155 which increased total open position to 697


On 21 Nov YESBANK was trading at 22.43. The strike last trading price was 0.98, which was 0.1 higher than the previous day. The implied volatity was 27.77, the open interest changed by 88 which increased total open position to 542


On 20 Nov YESBANK was trading at 22.63. The strike last trading price was 0.85, which was 0.14 higher than the previous day. The implied volatity was 27.01, the open interest changed by 61 which increased total open position to 454


On 19 Nov YESBANK was trading at 22.93. The strike last trading price was 0.71, which was -0.02 lower than the previous day. The implied volatity was 26.06, the open interest changed by 92 which increased total open position to 390


On 18 Nov YESBANK was trading at 22.99. The strike last trading price was 0.76, which was 0.01 higher than the previous day. The implied volatity was 28.19, the open interest changed by 68 which increased total open position to 298


On 17 Nov YESBANK was trading at 23.16. The strike last trading price was 0.74, which was -0.34 lower than the previous day. The implied volatity was 30.04, the open interest changed by 136 which increased total open position to 224


On 14 Nov YESBANK was trading at 22.50. The strike last trading price was 1.07, which was -0.06 lower than the previous day. The implied volatity was 30.49, the open interest changed by 7 which increased total open position to 84


On 13 Nov YESBANK was trading at 22.48. The strike last trading price was 1.14, which was 0.16 higher than the previous day. The implied volatity was 31.97, the open interest changed by 13 which increased total open position to 76


On 12 Nov YESBANK was trading at 22.75. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 30.33, the open interest changed by 16 which increased total open position to 64


On 11 Nov YESBANK was trading at 22.63. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 33.92, the open interest changed by 0 which decreased total open position to 47


On 10 Nov YESBANK was trading at 22.74. The strike last trading price was 1.1, which was 0.17 higher than the previous day. The implied volatity was 33.32, the open interest changed by 2 which increased total open position to 47


On 7 Nov YESBANK was trading at 22.85. The strike last trading price was 0.93, which was -0.12 lower than the previous day. The implied volatity was 29.70, 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 1.05, which was 0.11 higher than the previous day. The implied volatity was 29.63, the open interest changed by 3 which increased total open position to 34


On 4 Nov YESBANK was trading at 23.02. The strike last trading price was 0.94, which was -0.01 lower than the previous day. The implied volatity was 31.40, the open interest changed by 13 which increased total open position to 31


On 3 Nov YESBANK was trading at 22.97. The strike last trading price was 0.97, which was -0.13 lower than the previous day. The implied volatity was 31.33, the open interest changed by 5 which increased total open position to 18


On 31 Oct YESBANK was trading at 22.74. The strike last trading price was 1.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 12


On 30 Oct YESBANK was trading at 22.23. The strike last trading price was 1, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0


On 29 Oct YESBANK was trading at 22.69. The strike last trading price was 1, which was -0.6 lower than the previous day. The implied volatity was 28.14, the open interest changed by 1 which increased total open position to 1