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Related Pages for YESBANK
[--[65.84.65.76]--]
YESBANK
Yes Bank Limited
21.25 -0.33 (-1.53%)

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Historical option data for YESBANK

12 Dec 2024 01:14 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
YESBANK 26DEC2024 24 CE
Delta: 0.11
Vega: 0.01
Theta: -0.01
Gamma: 0.10
Date Close Ltp Change IV Volume Change OI OI
12 Dec 21.28 0.1 -0.05 46.73 1,771 39 1,064
11 Dec 21.58 0.15 0.00 47.25 1,563 126 1,018
10 Dec 21.60 0.15 -0.05 44.80 677 39 889
9 Dec 21.84 0.2 0.00 44.39 1,700 173 867
6 Dec 21.49 0.2 0.05 44.48 967 203 693
5 Dec 21.17 0.15 -0.05 43.84 166 34 490
4 Dec 21.23 0.2 0.05 45.97 3,899 -21 457
3 Dec 20.84 0.15 0.05 45.67 1,700 149 511
2 Dec 20.09 0.1 0.00 47.83 281 32 386
29 Nov 19.96 0.1 46.37 988 329 329

For Yes Bank Limited - strike price 24 expiring on 26DEC2024

Delta for 24 CE is 0.11

Historical price for 24 CE is as follows

On 12 Dec YESBANK was trading at 21.28. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 46.73, the open interest changed by 39 which increased total open position to 1064


On 11 Dec YESBANK was trading at 21.58. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 47.25, the open interest changed by 126 which increased total open position to 1018


On 10 Dec YESBANK was trading at 21.60. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 44.80, the open interest changed by 39 which increased total open position to 889


On 9 Dec YESBANK was trading at 21.84. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 44.39, the open interest changed by 173 which increased total open position to 867


On 6 Dec YESBANK was trading at 21.49. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 44.48, the open interest changed by 203 which increased total open position to 693


On 5 Dec YESBANK was trading at 21.17. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 43.84, the open interest changed by 34 which increased total open position to 490


On 4 Dec YESBANK was trading at 21.23. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 45.97, the open interest changed by -21 which decreased total open position to 457


On 3 Dec YESBANK was trading at 20.84. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 45.67, the open interest changed by 149 which increased total open position to 511


On 2 Dec YESBANK was trading at 20.09. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 47.83, the open interest changed by 32 which increased total open position to 386


On 29 Nov YESBANK was trading at 19.96. The strike last trading price was 0.1, which was lower than the previous day. The implied volatity was 46.37, the open interest changed by 329 which increased total open position to 329


YESBANK 26DEC2024 24 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 21.28 2.6 0.15 - 28 22 25
11 Dec 21.58 2.45 0.00 0.00 0 3 0
10 Dec 21.60 2.45 -1.25 43.34 3 2 2
9 Dec 21.84 3.7 0.00 - 0 0 0
6 Dec 21.49 3.7 0.00 - 0 0 0
5 Dec 21.17 3.7 0.00 - 0 0 0
4 Dec 21.23 3.7 0.00 - 0 0 0
3 Dec 20.84 3.7 0.00 - 0 0 0
2 Dec 20.09 3.7 0.00 - 0 0 0
29 Nov 19.96 3.7 - 0 0 0

For Yes Bank Limited - strike price 24 expiring on 26DEC2024

Delta for 24 PE is -

Historical price for 24 PE is as follows

On 12 Dec YESBANK was trading at 21.28. The strike last trading price was 2.6, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 25


On 11 Dec YESBANK was trading at 21.58. The strike last trading price was 2.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 10 Dec YESBANK was trading at 21.60. The strike last trading price was 2.45, which was -1.25 lower than the previous day. The implied volatity was 43.34, the open interest changed by 2 which increased total open position to 2


On 9 Dec YESBANK was trading at 21.84. The strike last trading price was 3.7, 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 6 Dec YESBANK was trading at 21.49. The strike last trading price was 3.7, 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 5 Dec YESBANK was trading at 21.17. The strike last trading price was 3.7, 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 4 Dec YESBANK was trading at 21.23. The strike last trading price was 3.7, 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 3 Dec YESBANK was trading at 20.84. The strike last trading price was 3.7, 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 2 Dec YESBANK was trading at 20.09. The strike last trading price was 3.7, 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 3.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0