YESBANK
Yes Bank Limited
Historical option data for YESBANK
05 Dec 2025 02:47 PM IST
| YESBANK 30-DEC-2025 23 CE | ||||||||||||||||
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Delta: 0.42
Vega: 0.02
Theta: -0.01
Gamma: 0.28
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 22.52 | 0.41 | -0.14 | 23.52 | 2,082 | 292 | 2,695 | |||||||||
| 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 | |||||||||
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| 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 0.42
Historical price for 23 CE is as follows
On 5 Dec YESBANK was trading at 22.52. The strike last trading price was 0.41, which was -0.14 lower than the previous day. The implied volatity was 23.52, the open interest changed by 292 which increased total open position to 2695
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 | |||||||
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Delta: -0.58
Vega: 0.02
Theta: -0.01
Gamma: 0.28
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 22.52 | 0.74 | 0.1 | 23.58 | 309 | 37 | 1,302 |
| 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 -0.58
Historical price for 23 PE is as follows
On 5 Dec YESBANK was trading at 22.52. The strike last trading price was 0.74, which was 0.1 higher than the previous day. The implied volatity was 23.58, the open interest changed by 37 which increased total open position to 1302
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































































































































































































































