Historical option data for YESBANK
29 May 2026 04:10 PM IST
| YESBANK 30-Jun-2026 (31d) 23 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.57
Vega: 0
Theta: -0.01
Gamma: 0.17533
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 23.15 | 1.05 | 0.05 (5.00%) | 32.37 | 2,689 | 101 | 1,468 | |||||||||
| 27 May | 22.76 | 0.78 | -0.22 (-22.00%) | 30.42 | 1,716 | 194 | 1,369 | |||||||||
| 26 May | 22.83 | 0.81 | -0.19 (-19.00%) | 29.94 | 1,926 | 103 | 1,173 | |||||||||
| 25 May | 22.29 | 0.64 | -0.36 (-36.00%) | 31.15 | 1,003 | 136 | 1,067 | |||||||||
| 22 May | 21.87 | 0.53 | 0.53 (-53.00%) | 32.15 | 931 | 136 | 930 | |||||||||
| 21 May | 21.57 | 0.47 | -0.53 (-53.00%) | 33.04 | 1,269 | -18 | 795 | |||||||||
| 20 May | 22.00 | 0.68 | -0.32 (-32.00%) | 34.6 | 658 | 277 | 812 | |||||||||
| 19 May | 21.97 | 0.6 | -0.4 (-40.00%) | 32.17 | 311 | 93 | 532 | |||||||||
| 18 May | 21.81 | 0.59 | -0.41 (-41.00%) | 33.76 | 476 | 85 | 439 | |||||||||
| 15 May | 22.07 | 0.74 | -0.26 (-26.00%) | 33.65 | 195 | 37 | 353 | |||||||||
| 14 May | 22.19 | 0.83 | -0.17 (-17.00%) | 34.77 | 149 | 22 | 319 | |||||||||
| 13 May | 22.11 | 0.78 | -0.22 (-22.00%) | 0 | 120 | 16 | 297 | |||||||||
| 12 May | 22.06 | 0.83 | -0.17 (-17.00%) | 34.52 | 154 | 30 | 280 | |||||||||
| 11 May | 22.70 | 1.06 | 0.06 (6.00%) | 0 | 111 | 1 | 248 | |||||||||
| 8 May | 22.94 | 1.15 | 0.2 (21.05%) | 30.86 | 134 | 19 | 247 | |||||||||
| 7 May | 22.51 | 0.94 | 0.13 (16.05%) | 30.69 | 183 | 35 | 229 | |||||||||
| 6 May | 22.13 | 0.75 | 0.45 (150.00%) | 31.24 | 402 | 152 | 190 | |||||||||
| 5 May | 20.48 | 0.32 | 0.08 (33.33%) | 32.48 | 72 | 35 | 37 | |||||||||
| 4 May | 19.96 | 0.24 | -0.08 (-25.00%) | 33.67 | 1 | 0 | 1 | |||||||||
| 30 Apr | 19.93 | 0.32 | -0.06 (-15.79%) | 36.23 | 1 | 0 | 0 | |||||||||
| 29 Apr | 20.27 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Yes Bank Limited - strike price 23 expiring on 30JUN2026
Delta for 23 CE is 0.57
Historical price for 23 CE is as follows
On 29 May YESBANK was trading at 23.15. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 32.37, the open interest changed by 101 which increased total open position to 1468
On 27 May YESBANK was trading at 22.76. The strike last trading price was 0.78, which was -0.22 lower than the previous day. The implied volatity was 30.42, the open interest changed by 194 which increased total open position to 1369
On 26 May YESBANK was trading at 22.83. The strike last trading price was 0.81, which was -0.19 lower than the previous day. The implied volatity was 29.94, the open interest changed by 103 which increased total open position to 1173
On 25 May YESBANK was trading at 22.29. The strike last trading price was 0.64, which was -0.36 lower than the previous day. The implied volatity was 31.15, the open interest changed by 136 which increased total open position to 1067
On 22 May YESBANK was trading at 21.87. The strike last trading price was 0.53, which was 0.53 higher than the previous day. The implied volatity was 32.15, the open interest changed by 136 which increased total open position to 930
On 21 May YESBANK was trading at 21.57. The strike last trading price was 0.47, which was -0.53 lower than the previous day. The implied volatity was 33.04, the open interest changed by -18 which decreased total open position to 795
On 20 May YESBANK was trading at 22.00. The strike last trading price was 0.68, which was -0.32 lower than the previous day. The implied volatity was 34.6, the open interest changed by 277 which increased total open position to 812
On 19 May YESBANK was trading at 21.97. The strike last trading price was 0.6, which was -0.4 lower than the previous day. The implied volatity was 32.17, the open interest changed by 93 which increased total open position to 532
On 18 May YESBANK was trading at 21.81. The strike last trading price was 0.59, which was -0.41 lower than the previous day. The implied volatity was 33.76, the open interest changed by 85 which increased total open position to 439
On 15 May YESBANK was trading at 22.07. The strike last trading price was 0.74, which was -0.26 lower than the previous day. The implied volatity was 33.65, the open interest changed by 37 which increased total open position to 353
On 14 May YESBANK was trading at 22.19. The strike last trading price was 0.83, which was -0.17 lower than the previous day. The implied volatity was 34.77, the open interest changed by 22 which increased total open position to 319
On 13 May YESBANK was trading at 22.11. The strike last trading price was 0.78, which was -0.22 lower than the previous day. The implied volatity was 0, the open interest changed by 16 which increased total open position to 297
On 12 May YESBANK was trading at 22.06. The strike last trading price was 0.83, which was -0.17 lower than the previous day. The implied volatity was 34.52, the open interest changed by 30 which increased total open position to 280
On 11 May YESBANK was trading at 22.70. The strike last trading price was 1.06, which was 0.06 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 248
On 8 May YESBANK was trading at 22.94. The strike last trading price was 1.15, which was 0.2 higher than the previous day. The implied volatity was 30.86, the open interest changed by 19 which increased total open position to 247
On 7 May YESBANK was trading at 22.51. The strike last trading price was 0.94, which was 0.13 higher than the previous day. The implied volatity was 30.69, the open interest changed by 35 which increased total open position to 229
On 6 May YESBANK was trading at 22.13. The strike last trading price was 0.75, which was 0.45 higher than the previous day. The implied volatity was 31.24, the open interest changed by 152 which increased total open position to 190
On 5 May YESBANK was trading at 20.48. The strike last trading price was 0.32, which was 0.08 higher than the previous day. The implied volatity was 32.48, the open interest changed by 35 which increased total open position to 37
On 4 May YESBANK was trading at 19.96. The strike last trading price was 0.24, which was -0.08 lower than the previous day. The implied volatity was 33.67, the open interest changed by 0 which decreased total open position to 1
On 30 Apr YESBANK was trading at 19.93. The strike last trading price was 0.32, which was -0.06 lower than the previous day. The implied volatity was 36.23, the open interest changed by 0 which decreased total open position to 0
On 29 Apr YESBANK was trading at 20.27. The strike last trading price was 0, 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 30-Jun-2026 (31d) 23 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 0
Theta: -0.01
Gamma: 0.22868
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 23.15 | 0.53 | -0.25 (-32.05%) | 24.65 | 2,883 | 340 | 1,186 |
| 27 May | 22.76 | 0.8 | 0 (0.00%) | 26.06 | 749 | 191 | 846 |
| 26 May | 22.83 | 0.82 | -0.31 (-27.43%) | 27.54 | 869 | 308 | 657 |
| 25 May | 22.29 | 1.1 | -0.32 (-22.54%) | 28.07 | 301 | 84 | 346 |
| 22 May | 21.87 | 1.42 | -0.26 (-15.48%) | 28.35 | 121 | 26 | 261 |
| 21 May | 21.57 | 1.69 | 0.29 (20.71%) | 30.9 | 74 | 30 | 234 |
| 20 May | 22.00 | 1.42 | -0.01 (-0.70%) | 31.75 | 51 | 35 | 204 |
| 19 May | 21.97 | 1.45 | -0.1 (-6.45%) | 30.54 | 26 | 18 | 169 |
| 18 May | 21.81 | 1.57 | 0.23 (17.16%) | 30.64 | 35 | 29 | 152 |
| 15 May | 22.07 | 1.34 | 0.05 (3.88%) | 30.08 | 32 | -7 | 123 |
| 14 May | 22.19 | 1.29 | -0.01 (-0.77%) | 29.73 | 21 | 6 | 130 |
| 13 May | 22.11 | 1.3 | -0.12 (-8.45%) | 0 | 23 | -7 | 124 |
| 12 May | 22.06 | 1.42 | 0.34 (31.48%) | 31.7 | 91 | -15 | 133 |
| 11 May | 22.70 | 1.07 | 0.11 (11.46%) | 0 | 162 | 93 | 148 |
| 8 May | 22.94 | 0.95 | -0.2 (-17.39%) | 29.39 | 73 | 48 | 55 |
| 7 May | 22.51 | 1.15 | -2.03 (-63.84%) | 27.98 | 8 | 6 | 6 |
| 6 May | 22.13 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 20.48 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 19.96 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 19.93 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 20.27 | 0 | 0 | - | 0 | 0 | 0 |
For Yes Bank Limited - strike price 23 expiring on 30JUN2026
Delta for 23 PE is -0.41
Historical price for 23 PE is as follows
On 29 May YESBANK was trading at 23.15. The strike last trading price was 0.53, which was -0.25 lower than the previous day. The implied volatity was 24.65, the open interest changed by 340 which increased total open position to 1186
On 27 May YESBANK was trading at 22.76. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 26.06, the open interest changed by 191 which increased total open position to 846
On 26 May YESBANK was trading at 22.83. The strike last trading price was 0.82, which was -0.31 lower than the previous day. The implied volatity was 27.54, the open interest changed by 308 which increased total open position to 657
On 25 May YESBANK was trading at 22.29. The strike last trading price was 1.1, which was -0.32 lower than the previous day. The implied volatity was 28.07, the open interest changed by 84 which increased total open position to 346
On 22 May YESBANK was trading at 21.87. The strike last trading price was 1.42, which was -0.26 lower than the previous day. The implied volatity was 28.35, the open interest changed by 26 which increased total open position to 261
On 21 May YESBANK was trading at 21.57. The strike last trading price was 1.69, which was 0.29 higher than the previous day. The implied volatity was 30.9, the open interest changed by 30 which increased total open position to 234
On 20 May YESBANK was trading at 22.00. The strike last trading price was 1.42, which was -0.01 lower than the previous day. The implied volatity was 31.75, the open interest changed by 35 which increased total open position to 204
On 19 May YESBANK was trading at 21.97. The strike last trading price was 1.45, which was -0.1 lower than the previous day. The implied volatity was 30.54, the open interest changed by 18 which increased total open position to 169
On 18 May YESBANK was trading at 21.81. The strike last trading price was 1.57, which was 0.23 higher than the previous day. The implied volatity was 30.64, the open interest changed by 29 which increased total open position to 152
On 15 May YESBANK was trading at 22.07. The strike last trading price was 1.34, which was 0.05 higher than the previous day. The implied volatity was 30.08, the open interest changed by -7 which decreased total open position to 123
On 14 May YESBANK was trading at 22.19. The strike last trading price was 1.29, which was -0.01 lower than the previous day. The implied volatity was 29.73, the open interest changed by 6 which increased total open position to 130
On 13 May YESBANK was trading at 22.11. The strike last trading price was 1.3, which was -0.12 lower than the previous day. The implied volatity was 0, the open interest changed by -7 which decreased total open position to 124
On 12 May YESBANK was trading at 22.06. The strike last trading price was 1.42, which was 0.34 higher than the previous day. The implied volatity was 31.7, the open interest changed by -15 which decreased total open position to 133
On 11 May YESBANK was trading at 22.70. The strike last trading price was 1.07, which was 0.11 higher than the previous day. The implied volatity was 0, the open interest changed by 93 which increased total open position to 148
On 8 May YESBANK was trading at 22.94. The strike last trading price was 0.95, which was -0.2 lower than the previous day. The implied volatity was 29.39, the open interest changed by 48 which increased total open position to 55
On 7 May YESBANK was trading at 22.51. The strike last trading price was 1.15, which was -2.03 lower than the previous day. The implied volatity was 27.98, the open interest changed by 6 which increased total open position to 6
On 6 May YESBANK was trading at 22.13. The strike last trading price was 0, 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 5 May YESBANK was trading at 20.48. The strike last trading price was 0, 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 4 May YESBANK was trading at 19.96. The strike last trading price was 0, 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 30 Apr YESBANK was trading at 19.93. The strike last trading price was 0, 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 29 Apr YESBANK was trading at 20.27. The strike last trading price was 0, 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
