Historical option data for YESBANK
22 Jun 2026 01:17 PM IST
| YESBANK 28-Jul-2026 (36d) 24 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.66
Vega: 0
Theta: -0.02
Gamma: 0.11198
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 25.00 | 1.92 | -0.08 (-4.00%) | 41.22 | 187 | -11 | 770 | |||||||||
| 19 Jun | 25.41 | 2.14 | 0.14 (7.00%) | 37.51 | 93 | -19 | 782 | |||||||||
| 18 Jun | 25.48 | 2.2 | 0.2 (10.00%) | 37.55 | 176 | 23 | 803 | |||||||||
| 17 Jun | 25.11 | 2.06 | 1.06 (106.00%) | 40.29 | 489 | -25 | 780 | |||||||||
| 16 Jun | 23.89 | 1.32 | 0.32 (32.00%) | 39.91 | 616 | 208 | 805 | |||||||||
| 15 Jun | 23.78 | 1.06 | 0.06 (6.00%) | 35.08 | 538 | 143 | 597 | |||||||||
| 12 Jun | 23.02 | 0.8 | -0.2 (-20.00%) | 35.04 | 358 | -140 | 448 | |||||||||
| 11 Jun | 22.22 | 0.62 | -0.38 (-38.00%) | 37.84 | 447 | 182 | 588 | |||||||||
| 10 Jun | 22.60 | 0.77 | -0.23 (-23.00%) | 37.39 | 116 | 16 | 407 | |||||||||
| 9 Jun | 23.37 | 1.11 | 0.11 (11.00%) | 38.15 | 128 | 69 | 390 | |||||||||
| 8 Jun | 23.00 | 0.93 | -0.07 (-7.00%) | 37.73 | 220 | 163 | 322 | |||||||||
| 5 Jun | 23.30 | 1 | 0 (0.00%) | 34.73 | 60 | 6 | 160 | |||||||||
| 4 Jun | 22.77 | 0.8 | -0.2 (-20.00%) | 34.64 | 18 | 4 | 153 | |||||||||
| 3 Jun | 22.93 | 0.88 | -0.12 (-12.00%) | 34.97 | 93 | 15 | 150 | |||||||||
| 2 Jun | 22.83 | 0.82 | -0.18 (-18.00%) | 33.59 | 92 | 50 | 135 | |||||||||
| 1 Jun | 23.01 | 0.87 | -0.13 (-13.00%) | 33.64 | 52 | 29 | 84 | |||||||||
| 29 May | 23.15 | 1 | 0 (0.00%) | 33.48 | 49 | 13 | 54 | |||||||||
| 27 May | 22.76 | 0.84 | -0.16 (-16.00%) | 32.25 | 46 | 28 | 41 | |||||||||
| 26 May | 22.83 | 0.73 | -0.27 (-27.00%) | 34.28 | 2 | 2 | 13 | |||||||||
| 25 May | 22.29 | 0.75 | -0.25 (-25.00%) | 35.7 | 3 | 2 | 11 | |||||||||
| 22 May | 21.87 | 0.65 | -0.35 (-35.00%) | 35.82 | 1 | 1 | 9 | |||||||||
| 21 May | 21.57 | 0.65 | -0.35 (-35.00%) | 38.1 | 6 | 3 | 8 | |||||||||
| 20 May | 22.00 | 0.76 | -0.24 (-24.00%) | 38.8 | 1 | 1 | 5 | |||||||||
| 19 May | 21.97 | 1.42 | 0.42 (42.00%) | - | 2 | 0 | 4 | |||||||||
| 18 May | 21.81 | 1.42 | 0.42 (42.00%) | - | 2 | 0 | 4 | |||||||||
| 15 May | 22.07 | 1.42 | 0 (0.00%) | - | 0 | 0 | 4 | |||||||||
| 14 May | 22.19 | 1.42 | 0 (0.00%) | 0 | 0 | 0 | 4 | |||||||||
| 13 May | 22.11 | 1.42 | 0 (0.00%) | 0 | 0 | 0 | 4 | |||||||||
| 12 May | 22.06 | 1.42 | 0 (0.00%) | 0 | 0 | 0 | 4 | |||||||||
| 11 May | 22.70 | 1.42 | 0.27 (23.48%) | 0 | 2 | 1 | 4 | |||||||||
| 8 May | 22.94 | 1.25 | 0.25 (25.00%) | 36.69 | 9 | -1 | 3 | |||||||||
| 7 May | 22.51 | 1 | 0.05 (5.26%) | 34.23 | 2 | 1 | 3 | |||||||||
| 6 May | 22.13 | 0.9 | 0.48 (114.29%) | 36.55 | 5 | 2 | 2 | |||||||||
For Yes Bank Limited - strike price 24 expiring on 28JUL2026
Delta for 24 CE is 0.66
Historical price for 24 CE is as follows
On 22 Jun YESBANK was trading at 25.00. The strike last trading price was 1.92, which was -0.08 lower than the previous day. The implied volatity was 41.22, the open interest changed by -11 which decreased total open position to 770
On 19 Jun YESBANK was trading at 25.41. The strike last trading price was 2.14, which was 0.14 higher than the previous day. The implied volatity was 37.51, the open interest changed by -19 which decreased total open position to 782
On 18 Jun YESBANK was trading at 25.48. The strike last trading price was 2.2, which was 0.2 higher than the previous day. The implied volatity was 37.55, the open interest changed by 23 which increased total open position to 803
On 17 Jun YESBANK was trading at 25.11. The strike last trading price was 2.06, which was 1.06 higher than the previous day. The implied volatity was 40.29, the open interest changed by -25 which decreased total open position to 780
On 16 Jun YESBANK was trading at 23.89. The strike last trading price was 1.32, which was 0.32 higher than the previous day. The implied volatity was 39.91, the open interest changed by 208 which increased total open position to 805
On 15 Jun YESBANK was trading at 23.78. The strike last trading price was 1.06, which was 0.06 higher than the previous day. The implied volatity was 35.08, the open interest changed by 143 which increased total open position to 597
On 12 Jun YESBANK was trading at 23.02. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 35.04, the open interest changed by -140 which decreased total open position to 448
On 11 Jun YESBANK was trading at 22.22. The strike last trading price was 0.62, which was -0.38 lower than the previous day. The implied volatity was 37.84, the open interest changed by 182 which increased total open position to 588
On 10 Jun YESBANK was trading at 22.60. The strike last trading price was 0.77, which was -0.23 lower than the previous day. The implied volatity was 37.39, the open interest changed by 16 which increased total open position to 407
On 9 Jun YESBANK was trading at 23.37. The strike last trading price was 1.11, which was 0.11 higher than the previous day. The implied volatity was 38.15, the open interest changed by 69 which increased total open position to 390
On 8 Jun YESBANK was trading at 23.00. The strike last trading price was 0.93, which was -0.07 lower than the previous day. The implied volatity was 37.73, the open interest changed by 163 which increased total open position to 322
On 5 Jun YESBANK was trading at 23.30. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 34.73, the open interest changed by 6 which increased total open position to 160
On 4 Jun YESBANK was trading at 22.77. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 34.64, the open interest changed by 4 which increased total open position to 153
On 3 Jun YESBANK was trading at 22.93. The strike last trading price was 0.88, which was -0.12 lower than the previous day. The implied volatity was 34.97, the open interest changed by 15 which increased total open position to 150
On 2 Jun YESBANK was trading at 22.83. The strike last trading price was 0.82, which was -0.18 lower than the previous day. The implied volatity was 33.59, the open interest changed by 50 which increased total open position to 135
On 1 Jun YESBANK was trading at 23.01. The strike last trading price was 0.87, which was -0.13 lower than the previous day. The implied volatity was 33.64, the open interest changed by 29 which increased total open position to 84
On 29 May YESBANK was trading at 23.15. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 33.48, the open interest changed by 13 which increased total open position to 54
On 27 May YESBANK was trading at 22.76. The strike last trading price was 0.84, which was -0.16 lower than the previous day. The implied volatity was 32.25, the open interest changed by 28 which increased total open position to 41
On 26 May YESBANK was trading at 22.83. The strike last trading price was 0.73, which was -0.27 lower than the previous day. The implied volatity was 34.28, the open interest changed by 2 which increased total open position to 13
On 25 May YESBANK was trading at 22.29. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 35.7, the open interest changed by 2 which increased total open position to 11
On 22 May YESBANK was trading at 21.87. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 35.82, the open interest changed by 1 which increased total open position to 9
On 21 May YESBANK was trading at 21.57. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 38.1, the open interest changed by 3 which increased total open position to 8
On 20 May YESBANK was trading at 22.00. The strike last trading price was 0.76, which was -0.24 lower than the previous day. The implied volatity was 38.8, the open interest changed by 1 which increased total open position to 5
On 19 May YESBANK was trading at 21.97. The strike last trading price was 1.42, which was 0.42 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 18 May YESBANK was trading at 21.81. The strike last trading price was 1.42, which was 0.42 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 15 May YESBANK was trading at 22.07. The strike last trading price was 1.42, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 14 May YESBANK was trading at 22.19. The strike last trading price was 1.42, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4
On 13 May YESBANK was trading at 22.11. The strike last trading price was 1.42, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4
On 12 May YESBANK was trading at 22.06. The strike last trading price was 1.42, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4
On 11 May YESBANK was trading at 22.70. The strike last trading price was 1.42, which was 0.27 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 4
On 8 May YESBANK was trading at 22.94. The strike last trading price was 1.25, which was 0.25 higher than the previous day. The implied volatity was 36.69, the open interest changed by -1 which decreased total open position to 3
On 7 May YESBANK was trading at 22.51. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 34.23, the open interest changed by 1 which increased total open position to 3
On 6 May YESBANK was trading at 22.13. The strike last trading price was 0.9, which was 0.48 higher than the previous day. The implied volatity was 36.55, the open interest changed by 2 which increased total open position to 2
| YESBANK 28-Jul-2026 (36d) 24 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.32
Vega: 0
Theta: -0.01
Gamma: 0.12628
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 25.00 | 0.63 | 0.11 (21.15%) | 35.9 | 192 | 68 | 584 |
| 19 Jun | 25.41 | 0.51 | -0.01 (-1.92%) | 34.81 | 134 | -5 | 517 |
| 18 Jun | 25.48 | 0.52 | -0.14 (-21.21%) | 35.45 | 250 | 1 | 519 |
| 17 Jun | 25.11 | 0.66 | -0.48 (-42.11%) | 36.28 | 431 | 111 | 517 |
| 16 Jun | 23.89 | 1.15 | 0.03 (2.68%) | 36.28 | 399 | 114 | 405 |
| 15 Jun | 23.78 | 1.14 | -0.4 (-25.97%) | 32.19 | 295 | 169 | 289 |
| 12 Jun | 23.02 | 1.54 | -0.56 (-26.67%) | 31.47 | 10 | 2 | 123 |
| 11 Jun | 22.22 | 2.1 | 0.25 (13.51%) | 34.25 | 60 | 51 | 119 |
| 10 Jun | 22.60 | 1.84 | 0.44 (31.43%) | 34.57 | 33 | 10 | 68 |
| 9 Jun | 23.37 | 1.39 | -0.21 (-13.13%) | 33.86 | 36 | 17 | 57 |
| 8 Jun | 23.00 | 1.65 | 0.3 (22.22%) | 33.64 | 31 | 22 | 39 |
| 5 Jun | 23.30 | 1.32 | -0.48 (-26.67%) | 30.39 | 10 | 2 | 17 |
| 4 Jun | 22.77 | 1.8 | 1.8 (5.88%) | 30.04 | 1 | 0 | 15 |
| 3 Jun | 22.93 | 1.8 | 0.1 (5.88%) | 30.04 | 1 | 0 | 15 |
| 2 Jun | 22.83 | 1.7 | 0.21 (14.09%) | 32.03 | 1 | 0 | 15 |
| 1 Jun | 23.01 | 1.53 | 0.18 (13.33%) | 28.74 | 23 | 10 | 15 |
| 29 May | 23.15 | 1.32 | -2.78 (-67.80%) | 26.3 | 5 | 4 | 4 |
| 27 May | 22.76 | 0 | 0 | - | 0 | 0 | 0 |
| 26 May | 22.83 | 0 | 0 | - | 0 | 0 | 0 |
| 25 May | 22.29 | 0 | 0 | - | 0 | 0 | 0 |
| 22 May | 21.87 | 0 | 0 | - | 0 | 0 | 0 |
| 21 May | 21.57 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 22.00 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 21.97 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 21.81 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 22.07 | 0 | -4.1 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 22.19 | 0 | 0 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 22.11 | 0 | -4.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 22.06 | 0 | -4.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 22.70 | 0 | -4.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 22.94 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 22.51 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 22.13 | 0 | 0 | - | 0 | 0 | 0 |
For Yes Bank Limited - strike price 24 expiring on 28JUL2026
Delta for 24 PE is -0.32
Historical price for 24 PE is as follows
On 22 Jun YESBANK was trading at 25.00. The strike last trading price was 0.63, which was 0.11 higher than the previous day. The implied volatity was 35.9, the open interest changed by 68 which increased total open position to 584
On 19 Jun YESBANK was trading at 25.41. The strike last trading price was 0.51, which was -0.01 lower than the previous day. The implied volatity was 34.81, the open interest changed by -5 which decreased total open position to 517
On 18 Jun YESBANK was trading at 25.48. The strike last trading price was 0.52, which was -0.14 lower than the previous day. The implied volatity was 35.45, the open interest changed by 1 which increased total open position to 519
On 17 Jun YESBANK was trading at 25.11. The strike last trading price was 0.66, which was -0.48 lower than the previous day. The implied volatity was 36.28, the open interest changed by 111 which increased total open position to 517
On 16 Jun YESBANK was trading at 23.89. The strike last trading price was 1.15, which was 0.03 higher than the previous day. The implied volatity was 36.28, the open interest changed by 114 which increased total open position to 405
On 15 Jun YESBANK was trading at 23.78. The strike last trading price was 1.14, which was -0.4 lower than the previous day. The implied volatity was 32.19, the open interest changed by 169 which increased total open position to 289
On 12 Jun YESBANK was trading at 23.02. The strike last trading price was 1.54, which was -0.56 lower than the previous day. The implied volatity was 31.47, the open interest changed by 2 which increased total open position to 123
On 11 Jun YESBANK was trading at 22.22. The strike last trading price was 2.1, which was 0.25 higher than the previous day. The implied volatity was 34.25, the open interest changed by 51 which increased total open position to 119
On 10 Jun YESBANK was trading at 22.60. The strike last trading price was 1.84, which was 0.44 higher than the previous day. The implied volatity was 34.57, the open interest changed by 10 which increased total open position to 68
On 9 Jun YESBANK was trading at 23.37. The strike last trading price was 1.39, which was -0.21 lower than the previous day. The implied volatity was 33.86, the open interest changed by 17 which increased total open position to 57
On 8 Jun YESBANK was trading at 23.00. The strike last trading price was 1.65, which was 0.3 higher than the previous day. The implied volatity was 33.64, the open interest changed by 22 which increased total open position to 39
On 5 Jun YESBANK was trading at 23.30. The strike last trading price was 1.32, which was -0.48 lower than the previous day. The implied volatity was 30.39, the open interest changed by 2 which increased total open position to 17
On 4 Jun YESBANK was trading at 22.77. The strike last trading price was 1.8, which was 1.8 higher than the previous day. The implied volatity was 30.04, the open interest changed by 0 which decreased total open position to 15
On 3 Jun YESBANK was trading at 22.93. The strike last trading price was 1.8, which was 0.1 higher than the previous day. The implied volatity was 30.04, the open interest changed by 0 which decreased total open position to 15
On 2 Jun YESBANK was trading at 22.83. The strike last trading price was 1.7, which was 0.21 higher than the previous day. The implied volatity was 32.03, the open interest changed by 0 which decreased total open position to 15
On 1 Jun YESBANK was trading at 23.01. The strike last trading price was 1.53, which was 0.18 higher than the previous day. The implied volatity was 28.74, the open interest changed by 10 which increased total open position to 15
On 29 May YESBANK was trading at 23.15. The strike last trading price was 1.32, which was -2.78 lower than the previous day. The implied volatity was 26.3, the open interest changed by 4 which increased total open position to 4
On 27 May YESBANK was trading at 22.76. 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 26 May YESBANK was trading at 22.83. 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 25 May YESBANK was trading at 22.29. 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 22 May YESBANK was trading at 21.87. 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 21 May YESBANK was trading at 21.57. 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 20 May YESBANK was trading at 22.00. 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 19 May YESBANK was trading at 21.97. 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 18 May YESBANK was trading at 21.81. 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 15 May YESBANK was trading at 22.07. The strike last trading price was 0, which was -4.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May YESBANK was trading at 22.19. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May YESBANK was trading at 22.11. The strike last trading price was 0, which was -4.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May YESBANK was trading at 22.06. The strike last trading price was 0, which was -4.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May YESBANK was trading at 22.70. The strike last trading price was 0, which was -4.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May YESBANK was trading at 22.94. 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 7 May YESBANK was trading at 22.51. 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 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
