[--[65.84.65.76]--]

YESBANK

Yes Bank Limited
22.95 +0.16 (0.70%)
L: 22.67 H: 23.06

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Historical option data for YESBANK

14 Jan 2026 04:13 PM IST
YESBANK 27-JAN-2026 23 CE
Delta: 0.52
Vega: 0.02
Theta: -0.02
Gamma: 0.28
Date Close Ltp Change IV Volume OI Chg OI
14 Jan 22.95 0.58 0.08 32.67 2,265 -138 2,165
13 Jan 22.79 0.48 -0.15 30.45 2,340 57 2,285
12 Jan 22.96 0.64 0.06 33.03 2,945 -83 2,222
9 Jan 22.84 0.57 0.04 29.29 4,113 13 2,322
8 Jan 22.72 0.52 -0.47 29.22 3,974 569 2,312
7 Jan 23.50 0.99 0.39 30.33 4,927 -972 1,752
6 Jan 22.81 0.61 -0.03 28.54 3,417 -28 2,732
5 Jan 22.83 0.62 0.2 29.32 5,996 537 2,760
2 Jan 22.29 0.43 0.24 28.13 4,810 709 2,224
1 Jan 21.49 0.19 -0.03 27.92 1,232 46 1,524
31 Dec 21.60 0.23 0.02 27.75 1,609 86 1,477
30 Dec 21.37 0.21 -0.01 29.62 1,653 436 1,400
29 Dec 21.36 0.22 -0.05 29.59 775 140 964
26 Dec 21.52 0.27 -0.05 28.2 644 189 822
24 Dec 21.69 0.31 -0.05 27.19 391 138 633
23 Dec 21.74 0.36 -0.03 28.07 212 64 495
22 Dec 21.78 0.39 0.01 28.31 244 90 430
19 Dec 21.70 0.39 0.06 27.76 147 31 340
18 Dec 21.44 0.34 -0.03 29.05 161 15 311
17 Dec 21.56 0.38 0 28.48 108 20 295
16 Dec 21.50 0.38 -0.09 29.13 184 41 274
15 Dec 21.76 0.48 -0.07 28.84 126 51 233
12 Dec 21.92 0.55 0.01 28.07 88 39 174
11 Dec 21.94 0.55 0.05 27.32 69 4 135
10 Dec 21.72 0.49 -0.13 27.79 82 18 130
9 Dec 22.02 0.62 0.06 27.58 114 9 112
8 Dec 21.90 0.57 -0.3 28.04 92 9 102
5 Dec 22.60 0.87 -0.11 26.13 26 4 92
4 Dec 22.76 0.99 0.2 26.99 42 14 88
3 Dec 22.40 0.79 -0.17 25.61 34 16 73
2 Dec 22.71 0.97 0.12 25.77 51 24 56
1 Dec 22.45 0.86 -0.24 26.57 35 28 30
28 Nov 22.93 1.1 -0.39 25.52 2 0 0
27 Nov 22.84 1.49 0 - 0 0 0
26 Nov 22.93 1.49 0 - 0 0 0


For Yes Bank Limited - strike price 23 expiring on 27JAN2026

Delta for 23 CE is 0.52

Historical price for 23 CE is as follows

On 14 Jan YESBANK was trading at 22.95. The strike last trading price was 0.58, which was 0.08 higher than the previous day. The implied volatity was 32.67, the open interest changed by -138 which decreased total open position to 2165


On 13 Jan YESBANK was trading at 22.79. The strike last trading price was 0.48, which was -0.15 lower than the previous day. The implied volatity was 30.45, the open interest changed by 57 which increased total open position to 2285


On 12 Jan YESBANK was trading at 22.96. The strike last trading price was 0.64, which was 0.06 higher than the previous day. The implied volatity was 33.03, the open interest changed by -83 which decreased total open position to 2222


On 9 Jan YESBANK was trading at 22.84. The strike last trading price was 0.57, which was 0.04 higher than the previous day. The implied volatity was 29.29, the open interest changed by 13 which increased total open position to 2322


On 8 Jan YESBANK was trading at 22.72. The strike last trading price was 0.52, which was -0.47 lower than the previous day. The implied volatity was 29.22, the open interest changed by 569 which increased total open position to 2312


On 7 Jan YESBANK was trading at 23.50. The strike last trading price was 0.99, which was 0.39 higher than the previous day. The implied volatity was 30.33, the open interest changed by -972 which decreased total open position to 1752


On 6 Jan YESBANK was trading at 22.81. The strike last trading price was 0.61, which was -0.03 lower than the previous day. The implied volatity was 28.54, the open interest changed by -28 which decreased total open position to 2732


On 5 Jan YESBANK was trading at 22.83. The strike last trading price was 0.62, which was 0.2 higher than the previous day. The implied volatity was 29.32, the open interest changed by 537 which increased total open position to 2760


On 2 Jan YESBANK was trading at 22.29. The strike last trading price was 0.43, which was 0.24 higher than the previous day. The implied volatity was 28.13, the open interest changed by 709 which increased total open position to 2224


On 1 Jan YESBANK was trading at 21.49. The strike last trading price was 0.19, which was -0.03 lower than the previous day. The implied volatity was 27.92, the open interest changed by 46 which increased total open position to 1524


On 31 Dec YESBANK was trading at 21.60. The strike last trading price was 0.23, which was 0.02 higher than the previous day. The implied volatity was 27.75, the open interest changed by 86 which increased total open position to 1477


On 30 Dec YESBANK was trading at 21.37. The strike last trading price was 0.21, which was -0.01 lower than the previous day. The implied volatity was 29.62, the open interest changed by 436 which increased total open position to 1400


On 29 Dec YESBANK was trading at 21.36. The strike last trading price was 0.22, which was -0.05 lower than the previous day. The implied volatity was 29.59, the open interest changed by 140 which increased total open position to 964


On 26 Dec YESBANK was trading at 21.52. The strike last trading price was 0.27, which was -0.05 lower than the previous day. The implied volatity was 28.2, the open interest changed by 189 which increased total open position to 822


On 24 Dec YESBANK was trading at 21.69. The strike last trading price was 0.31, which was -0.05 lower than the previous day. The implied volatity was 27.19, the open interest changed by 138 which increased total open position to 633


On 23 Dec YESBANK was trading at 21.74. The strike last trading price was 0.36, which was -0.03 lower than the previous day. The implied volatity was 28.07, the open interest changed by 64 which increased total open position to 495


On 22 Dec YESBANK was trading at 21.78. The strike last trading price was 0.39, which was 0.01 higher than the previous day. The implied volatity was 28.31, the open interest changed by 90 which increased total open position to 430


On 19 Dec YESBANK was trading at 21.70. The strike last trading price was 0.39, which was 0.06 higher than the previous day. The implied volatity was 27.76, the open interest changed by 31 which increased total open position to 340


On 18 Dec YESBANK was trading at 21.44. The strike last trading price was 0.34, which was -0.03 lower than the previous day. The implied volatity was 29.05, the open interest changed by 15 which increased total open position to 311


On 17 Dec YESBANK was trading at 21.56. The strike last trading price was 0.38, which was 0 lower than the previous day. The implied volatity was 28.48, the open interest changed by 20 which increased total open position to 295


On 16 Dec YESBANK was trading at 21.50. The strike last trading price was 0.38, which was -0.09 lower than the previous day. The implied volatity was 29.13, the open interest changed by 41 which increased total open position to 274


On 15 Dec YESBANK was trading at 21.76. The strike last trading price was 0.48, which was -0.07 lower than the previous day. The implied volatity was 28.84, the open interest changed by 51 which increased total open position to 233


On 12 Dec YESBANK was trading at 21.92. The strike last trading price was 0.55, which was 0.01 higher than the previous day. The implied volatity was 28.07, the open interest changed by 39 which increased total open position to 174


On 11 Dec YESBANK was trading at 21.94. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 27.32, the open interest changed by 4 which increased total open position to 135


On 10 Dec YESBANK was trading at 21.72. The strike last trading price was 0.49, which was -0.13 lower than the previous day. The implied volatity was 27.79, the open interest changed by 18 which increased total open position to 130


On 9 Dec YESBANK was trading at 22.02. The strike last trading price was 0.62, which was 0.06 higher than the previous day. The implied volatity was 27.58, the open interest changed by 9 which increased total open position to 112


On 8 Dec YESBANK was trading at 21.90. The strike last trading price was 0.57, which was -0.3 lower than the previous day. The implied volatity was 28.04, the open interest changed by 9 which increased total open position to 102


On 5 Dec YESBANK was trading at 22.60. The strike last trading price was 0.87, which was -0.11 lower than the previous day. The implied volatity was 26.13, the open interest changed by 4 which increased total open position to 92


On 4 Dec YESBANK was trading at 22.76. The strike last trading price was 0.99, which was 0.2 higher than the previous day. The implied volatity was 26.99, the open interest changed by 14 which increased total open position to 88


On 3 Dec YESBANK was trading at 22.40. The strike last trading price was 0.79, which was -0.17 lower than the previous day. The implied volatity was 25.61, the open interest changed by 16 which increased total open position to 73


On 2 Dec YESBANK was trading at 22.71. The strike last trading price was 0.97, which was 0.12 higher than the previous day. The implied volatity was 25.77, the open interest changed by 24 which increased total open position to 56


On 1 Dec YESBANK was trading at 22.45. The strike last trading price was 0.86, which was -0.24 lower than the previous day. The implied volatity was 26.57, the open interest changed by 28 which increased total open position to 30


On 28 Nov YESBANK was trading at 22.93. The strike last trading price was 1.1, which was -0.39 lower than the previous day. The implied volatity was 25.52, the open interest changed by 0 which decreased total open position to 0


On 27 Nov YESBANK was trading at 22.84. The strike last trading price was 1.49, 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 26 Nov YESBANK was trading at 22.93. The strike last trading price was 1.49, 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 23 PE
Delta: -0.48
Vega: 0.02
Theta: -0.02
Gamma: 0.27
Date Close Ltp Change IV Volume OI Chg OI
14 Jan 22.95 0.57 -0.08 33.93 898 83 1,554
13 Jan 22.79 0.67 0.12 33.72 666 -22 1,471
12 Jan 22.96 0.55 -0.1 31.1 3,175 393 1,494
9 Jan 22.84 0.66 -0.08 31.42 3,274 28 1,108
8 Jan 22.72 0.76 0.39 32.11 2,524 -114 1,082
7 Jan 23.50 0.39 -0.28 29.62 2,278 216 1,194
6 Jan 22.81 0.66 -0.01 29.54 1,205 180 979
5 Jan 22.83 0.69 -0.31 29.24 1,637 283 823
2 Jan 22.29 0.97 -0.6 28.44 429 48 538
1 Jan 21.49 1.58 0.08 29.81 27 6 482
31 Dec 21.60 1.49 -0.19 30.32 83 19 476
30 Dec 21.37 1.72 0.07 31.08 114 48 456
29 Dec 21.36 1.67 0.09 28.05 175 153 408
26 Dec 21.52 1.57 0.13 29.65 141 71 255
24 Dec 21.69 1.46 0.05 29.04 35 21 183
23 Dec 21.74 1.41 0 28.47 85 67 162
22 Dec 21.78 1.41 -0.1 29.35 26 9 95
19 Dec 21.70 1.51 -0.17 31.02 4 -2 86
18 Dec 21.44 1.66 0.03 28.25 5 0 89
17 Dec 21.56 1.63 -0.12 31.09 4 -2 88
16 Dec 21.50 1.75 0.3 33.13 13 6 90
15 Dec 21.76 1.45 0.14 29.17 9 4 83
12 Dec 21.92 1.31 -0.01 27.34 5 4 80
11 Dec 21.94 1.32 -0.18 28.12 18 8 75
10 Dec 21.72 1.5 0.16 28.94 23 16 68
9 Dec 22.02 1.34 -0.11 30.33 6 2 52
8 Dec 21.90 1.45 0.45 30.06 12 6 49
5 Dec 22.60 1 0.08 28.64 5 4 42
4 Dec 22.76 0.94 -0.21 28.37 17 -2 38
3 Dec 22.40 1.15 0.17 29.76 14 6 40
2 Dec 22.71 0.99 -0.13 29.45 26 8 34
1 Dec 22.45 1.12 0.08 28.72 7 3 24
28 Nov 22.93 1.04 0.1 - 0 17 0
27 Nov 22.84 1.04 0.1 31.21 18 16 20
26 Nov 22.93 0.94 -0.61 29.4 5 3 3


For Yes Bank Limited - strike price 23 expiring on 27JAN2026

Delta for 23 PE is -0.48

Historical price for 23 PE is as follows

On 14 Jan YESBANK was trading at 22.95. The strike last trading price was 0.57, which was -0.08 lower than the previous day. The implied volatity was 33.93, the open interest changed by 83 which increased total open position to 1554


On 13 Jan YESBANK was trading at 22.79. The strike last trading price was 0.67, which was 0.12 higher than the previous day. The implied volatity was 33.72, the open interest changed by -22 which decreased total open position to 1471


On 12 Jan YESBANK was trading at 22.96. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 31.1, the open interest changed by 393 which increased total open position to 1494


On 9 Jan YESBANK was trading at 22.84. The strike last trading price was 0.66, which was -0.08 lower than the previous day. The implied volatity was 31.42, the open interest changed by 28 which increased total open position to 1108


On 8 Jan YESBANK was trading at 22.72. The strike last trading price was 0.76, which was 0.39 higher than the previous day. The implied volatity was 32.11, the open interest changed by -114 which decreased total open position to 1082


On 7 Jan YESBANK was trading at 23.50. The strike last trading price was 0.39, which was -0.28 lower than the previous day. The implied volatity was 29.62, the open interest changed by 216 which increased total open position to 1194


On 6 Jan YESBANK was trading at 22.81. The strike last trading price was 0.66, which was -0.01 lower than the previous day. The implied volatity was 29.54, the open interest changed by 180 which increased total open position to 979


On 5 Jan YESBANK was trading at 22.83. The strike last trading price was 0.69, which was -0.31 lower than the previous day. The implied volatity was 29.24, the open interest changed by 283 which increased total open position to 823


On 2 Jan YESBANK was trading at 22.29. The strike last trading price was 0.97, which was -0.6 lower than the previous day. The implied volatity was 28.44, the open interest changed by 48 which increased total open position to 538


On 1 Jan YESBANK was trading at 21.49. The strike last trading price was 1.58, which was 0.08 higher than the previous day. The implied volatity was 29.81, the open interest changed by 6 which increased total open position to 482


On 31 Dec YESBANK was trading at 21.60. The strike last trading price was 1.49, which was -0.19 lower than the previous day. The implied volatity was 30.32, the open interest changed by 19 which increased total open position to 476


On 30 Dec YESBANK was trading at 21.37. The strike last trading price was 1.72, which was 0.07 higher than the previous day. The implied volatity was 31.08, the open interest changed by 48 which increased total open position to 456


On 29 Dec YESBANK was trading at 21.36. The strike last trading price was 1.67, which was 0.09 higher than the previous day. The implied volatity was 28.05, the open interest changed by 153 which increased total open position to 408


On 26 Dec YESBANK was trading at 21.52. The strike last trading price was 1.57, which was 0.13 higher than the previous day. The implied volatity was 29.65, the open interest changed by 71 which increased total open position to 255


On 24 Dec YESBANK was trading at 21.69. The strike last trading price was 1.46, which was 0.05 higher than the previous day. The implied volatity was 29.04, the open interest changed by 21 which increased total open position to 183


On 23 Dec YESBANK was trading at 21.74. The strike last trading price was 1.41, which was 0 lower than the previous day. The implied volatity was 28.47, the open interest changed by 67 which increased total open position to 162


On 22 Dec YESBANK was trading at 21.78. The strike last trading price was 1.41, which was -0.1 lower than the previous day. The implied volatity was 29.35, the open interest changed by 9 which increased total open position to 95


On 19 Dec YESBANK was trading at 21.70. The strike last trading price was 1.51, which was -0.17 lower than the previous day. The implied volatity was 31.02, the open interest changed by -2 which decreased total open position to 86


On 18 Dec YESBANK was trading at 21.44. The strike last trading price was 1.66, which was 0.03 higher than the previous day. The implied volatity was 28.25, the open interest changed by 0 which decreased total open position to 89


On 17 Dec YESBANK was trading at 21.56. The strike last trading price was 1.63, which was -0.12 lower than the previous day. The implied volatity was 31.09, the open interest changed by -2 which decreased total open position to 88


On 16 Dec YESBANK was trading at 21.50. The strike last trading price was 1.75, which was 0.3 higher than the previous day. The implied volatity was 33.13, the open interest changed by 6 which increased total open position to 90


On 15 Dec YESBANK was trading at 21.76. The strike last trading price was 1.45, which was 0.14 higher than the previous day. The implied volatity was 29.17, the open interest changed by 4 which increased total open position to 83


On 12 Dec YESBANK was trading at 21.92. The strike last trading price was 1.31, which was -0.01 lower than the previous day. The implied volatity was 27.34, the open interest changed by 4 which increased total open position to 80


On 11 Dec YESBANK was trading at 21.94. The strike last trading price was 1.32, which was -0.18 lower than the previous day. The implied volatity was 28.12, the open interest changed by 8 which increased total open position to 75


On 10 Dec YESBANK was trading at 21.72. The strike last trading price was 1.5, which was 0.16 higher than the previous day. The implied volatity was 28.94, the open interest changed by 16 which increased total open position to 68


On 9 Dec YESBANK was trading at 22.02. The strike last trading price was 1.34, which was -0.11 lower than the previous day. The implied volatity was 30.33, the open interest changed by 2 which increased total open position to 52


On 8 Dec YESBANK was trading at 21.90. The strike last trading price was 1.45, which was 0.45 higher than the previous day. The implied volatity was 30.06, the open interest changed by 6 which increased total open position to 49


On 5 Dec YESBANK was trading at 22.60. The strike last trading price was 1, which was 0.08 higher than the previous day. The implied volatity was 28.64, the open interest changed by 4 which increased total open position to 42


On 4 Dec YESBANK was trading at 22.76. The strike last trading price was 0.94, which was -0.21 lower than the previous day. The implied volatity was 28.37, the open interest changed by -2 which decreased total open position to 38


On 3 Dec YESBANK was trading at 22.40. The strike last trading price was 1.15, which was 0.17 higher than the previous day. The implied volatity was 29.76, the open interest changed by 6 which increased total open position to 40


On 2 Dec YESBANK was trading at 22.71. The strike last trading price was 0.99, which was -0.13 lower than the previous day. The implied volatity was 29.45, the open interest changed by 8 which increased total open position to 34


On 1 Dec YESBANK was trading at 22.45. The strike last trading price was 1.12, which was 0.08 higher than the previous day. The implied volatity was 28.72, the open interest changed by 3 which increased total open position to 24


On 28 Nov YESBANK was trading at 22.93. The strike last trading price was 1.04, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 0


On 27 Nov YESBANK was trading at 22.84. The strike last trading price was 1.04, which was 0.1 higher than the previous day. The implied volatity was 31.21, the open interest changed by 16 which increased total open position to 20


On 26 Nov YESBANK was trading at 22.93. The strike last trading price was 0.94, which was -0.61 lower than the previous day. The implied volatity was 29.4, the open interest changed by 3 which increased total open position to 3