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Related Pages for YESBANK
[--[65.84.65.76]--]
YESBANK
Yes Bank Limited
21.44 -0.14 (-0.65%)

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Historical option data for YESBANK

12 Dec 2024 11:14 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
YESBANK 26DEC2024 23 CE
Delta: 0.18
Vega: 0.01
Theta: -0.02
Gamma: 0.17
Date Close Ltp Change IV Volume Change OI OI
12 Dec 21.43 0.15 -0.10 36.35 659 87 848
11 Dec 21.58 0.25 -0.05 41.64 3,511 30 761
10 Dec 21.60 0.3 -0.05 42.61 1,513 21 734
9 Dec 21.84 0.35 0.00 40.24 3,661 142 719
6 Dec 21.49 0.35 0.05 41.52 2,757 -52 578
5 Dec 21.17 0.3 0.00 43.14 360 36 630
4 Dec 21.23 0.3 0.00 40.99 2,384 190 592
3 Dec 20.84 0.3 0.15 45.82 1,059 161 401
2 Dec 20.09 0.15 0.00 43.64 327 34 240
29 Nov 19.96 0.15 42.56 499 189 189

For Yes Bank Limited - strike price 23 expiring on 26DEC2024

Delta for 23 CE is 0.18

Historical price for 23 CE is as follows

On 12 Dec YESBANK was trading at 21.43. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 36.35, the open interest changed by 87 which increased total open position to 848


On 11 Dec YESBANK was trading at 21.58. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 41.64, the open interest changed by 30 which increased total open position to 761


On 10 Dec YESBANK was trading at 21.60. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 42.61, the open interest changed by 21 which increased total open position to 734


On 9 Dec YESBANK was trading at 21.84. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 40.24, the open interest changed by 142 which increased total open position to 719


On 6 Dec YESBANK was trading at 21.49. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 41.52, the open interest changed by -52 which decreased total open position to 578


On 5 Dec YESBANK was trading at 21.17. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 43.14, the open interest changed by 36 which increased total open position to 630


On 4 Dec YESBANK was trading at 21.23. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 40.99, the open interest changed by 190 which increased total open position to 592


On 3 Dec YESBANK was trading at 20.84. The strike last trading price was 0.3, which was 0.15 higher than the previous day. The implied volatity was 45.82, the open interest changed by 161 which increased total open position to 401


On 2 Dec YESBANK was trading at 20.09. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 43.64, the open interest changed by 34 which increased total open position to 240


On 29 Nov YESBANK was trading at 19.96. The strike last trading price was 0.15, which was lower than the previous day. The implied volatity was 42.56, the open interest changed by 189 which increased total open position to 189


YESBANK 26DEC2024 23 PE
Delta: -0.78
Vega: 0.01
Theta: -0.01
Gamma: 0.17
Date Close Ltp Change IV Volume Change OI OI
12 Dec 21.43 1.7 0.15 42.17 15 7 97
11 Dec 21.58 1.55 -0.05 35.01 17 -2 90
10 Dec 21.60 1.6 0.20 41.29 17 2 92
9 Dec 21.84 1.4 -0.25 38.21 174 52 88
6 Dec 21.49 1.65 -0.35 38.89 20 11 36
5 Dec 21.17 2 0.05 43.26 1 0 24
4 Dec 21.23 1.95 -0.25 42.69 26 17 22
3 Dec 20.84 2.2 -0.65 38.04 5 4 4
2 Dec 20.09 2.85 0.00 - 0 0 0
29 Nov 19.96 2.85 - 0 0 0

For Yes Bank Limited - strike price 23 expiring on 26DEC2024

Delta for 23 PE is -0.78

Historical price for 23 PE is as follows

On 12 Dec YESBANK was trading at 21.43. The strike last trading price was 1.7, which was 0.15 higher than the previous day. The implied volatity was 42.17, the open interest changed by 7 which increased total open position to 97


On 11 Dec YESBANK was trading at 21.58. The strike last trading price was 1.55, which was -0.05 lower than the previous day. The implied volatity was 35.01, the open interest changed by -2 which decreased total open position to 90


On 10 Dec YESBANK was trading at 21.60. The strike last trading price was 1.6, which was 0.20 higher than the previous day. The implied volatity was 41.29, the open interest changed by 2 which increased total open position to 92


On 9 Dec YESBANK was trading at 21.84. The strike last trading price was 1.4, which was -0.25 lower than the previous day. The implied volatity was 38.21, the open interest changed by 52 which increased total open position to 88


On 6 Dec YESBANK was trading at 21.49. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 38.89, the open interest changed by 11 which increased total open position to 36


On 5 Dec YESBANK was trading at 21.17. The strike last trading price was 2, which was 0.05 higher than the previous day. The implied volatity was 43.26, the open interest changed by 0 which decreased total open position to 24


On 4 Dec YESBANK was trading at 21.23. The strike last trading price was 1.95, which was -0.25 lower than the previous day. The implied volatity was 42.69, the open interest changed by 17 which increased total open position to 22


On 3 Dec YESBANK was trading at 20.84. The strike last trading price was 2.2, which was -0.65 lower than the previous day. The implied volatity was 38.04, the open interest changed by 4 which increased total open position to 4


On 2 Dec YESBANK was trading at 20.09. The strike last trading price was 2.85, which was 0.00 lower than the previous day. The implied volatity was -, 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 2.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0