YESBANK
Yes Bank Limited
Historical option data for YESBANK
14 Jan 2026 04:13 PM IST
| YESBANK 27-JAN-2026 23 CE | ||||||||||||||||
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Delta: 0.52
Vega: 0.02
Theta: -0.02
Gamma: 0.28
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.48
Vega: 0.02
Theta: -0.02
Gamma: 0.27
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| 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































































































































































































































