Historical option data for YESBANK
29 Jun 2026 10:50 AM IST
| YESBANK 28-Jul-2026 (27d) 25 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.58
Vega: 0
Theta: -0.02
Gamma: 0.13228
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 25.32 | 1.4 | 0.4 (40.00%) | 40.96 | 847 | 96 | 1,334 | |||||||||
| 25 Jun | 24.87 | 1.12 | 0.12 (12.00%) | 38.66 | 632 | 153 | 1,236 | |||||||||
| 24 Jun | 24.94 | 1.26 | 0.26 (26.00%) | 39.7 | 987 | 435 | 1,079 | |||||||||
| 23 Jun | 24.55 | 1.03 | 0.03 (3.00%) | 39.03 | 441 | 66 | 643 | |||||||||
| 22 Jun | 24.96 | 1.28 | -0.72 (-36.00%) | 39.29 | 307 | 53 | 574 | |||||||||
| 19 Jun | 25.41 | 1.52 | -0.48 (-24.00%) | 36.94 | 287 | 0 | 522 | |||||||||
| 18 Jun | 25.48 | 1.59 | 0.59 (59.00%) | 37.27 | 434 | 17 | 522 | |||||||||
| 17 Jun | 25.11 | 1.48 | 0.48 (48.00%) | 39.59 | 1,280 | 88 | 505 | |||||||||
| 16 Jun | 23.89 | 0.93 | -0.07 (-7.00%) | 40.77 | 933 | 129 | 417 | |||||||||
| 15 Jun | 23.78 | 0.71 | -0.29 (-29.00%) | 36.17 | 292 | 81 | 287 | |||||||||
| 12 Jun | 23.02 | 0.53 | 0.53 (-59.00%) | 36.24 | 230 | 27 | 204 | |||||||||
| 11 Jun | 22.22 | 0.41 | -0.59 (-59.00%) | 39.34 | 197 | 60 | 179 | |||||||||
| 10 Jun | 22.60 | 0.52 | -0.48 (-48.00%) | 38.64 | 68 | 22 | 118 | |||||||||
| 9 Jun | 23.37 | 0.75 | -0.25 (-25.00%) | 38.29 | 48 | 1 | 96 | |||||||||
| 8 Jun | 23.00 | 0.63 | -0.37 (-37.00%) | 38.27 | 46 | 10 | 95 | |||||||||
| 5 Jun | 23.30 | 0.69 | -0.31 (-31.00%) | 35.73 | 82 | 23 | 85 | |||||||||
| 4 Jun | 22.77 | 0.54 | -0.46 (-46.00%) | 36.14 | 15 | 5 | 62 | |||||||||
| 3 Jun | 22.93 | 0.6 | -0.4 (-40.00%) | 35.9 | 60 | 25 | 56 | |||||||||
| 2 Jun | 22.83 | 0.52 | -0.48 (-48.00%) | 34.61 | 37 | 17 | 31 | |||||||||
| 1 Jun | 23.01 | 0.6 | -0.4 (-40.00%) | 34.91 | 28 | 14 | 14 | |||||||||
For Yes Bank Limited - strike price 25 expiring on 28JUL2026
Delta for 25 CE is 0.58
Historical price for 25 CE is as follows
On 29 Jun YESBANK was trading at 25.32. The strike last trading price was 1.4, which was 0.4 higher than the previous day. The implied volatity was 40.96, the open interest changed by 96 which increased total open position to 1334
On 25 Jun YESBANK was trading at 24.87. The strike last trading price was 1.12, which was 0.12 higher than the previous day. The implied volatity was 38.66, the open interest changed by 153 which increased total open position to 1236
On 24 Jun YESBANK was trading at 24.94. The strike last trading price was 1.26, which was 0.26 higher than the previous day. The implied volatity was 39.7, the open interest changed by 435 which increased total open position to 1079
On 23 Jun YESBANK was trading at 24.55. The strike last trading price was 1.03, which was 0.03 higher than the previous day. The implied volatity was 39.03, the open interest changed by 66 which increased total open position to 643
On 22 Jun YESBANK was trading at 24.96. The strike last trading price was 1.28, which was -0.72 lower than the previous day. The implied volatity was 39.29, the open interest changed by 53 which increased total open position to 574
On 19 Jun YESBANK was trading at 25.41. The strike last trading price was 1.52, which was -0.48 lower than the previous day. The implied volatity was 36.94, the open interest changed by 0 which decreased total open position to 522
On 18 Jun YESBANK was trading at 25.48. The strike last trading price was 1.59, which was 0.59 higher than the previous day. The implied volatity was 37.27, the open interest changed by 17 which increased total open position to 522
On 17 Jun YESBANK was trading at 25.11. The strike last trading price was 1.48, which was 0.48 higher than the previous day. The implied volatity was 39.59, the open interest changed by 88 which increased total open position to 505
On 16 Jun YESBANK was trading at 23.89. The strike last trading price was 0.93, which was -0.07 lower than the previous day. The implied volatity was 40.77, the open interest changed by 129 which increased total open position to 417
On 15 Jun YESBANK was trading at 23.78. The strike last trading price was 0.71, which was -0.29 lower than the previous day. The implied volatity was 36.17, the open interest changed by 81 which increased total open position to 287
On 12 Jun YESBANK was trading at 23.02. The strike last trading price was 0.53, which was 0.53 higher than the previous day. The implied volatity was 36.24, the open interest changed by 27 which increased total open position to 204
On 11 Jun YESBANK was trading at 22.22. The strike last trading price was 0.41, which was -0.59 lower than the previous day. The implied volatity was 39.34, the open interest changed by 60 which increased total open position to 179
On 10 Jun YESBANK was trading at 22.60. The strike last trading price was 0.52, which was -0.48 lower than the previous day. The implied volatity was 38.64, the open interest changed by 22 which increased total open position to 118
On 9 Jun YESBANK was trading at 23.37. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 38.29, the open interest changed by 1 which increased total open position to 96
On 8 Jun YESBANK was trading at 23.00. The strike last trading price was 0.63, which was -0.37 lower than the previous day. The implied volatity was 38.27, the open interest changed by 10 which increased total open position to 95
On 5 Jun YESBANK was trading at 23.30. The strike last trading price was 0.69, which was -0.31 lower than the previous day. The implied volatity was 35.73, the open interest changed by 23 which increased total open position to 85
On 4 Jun YESBANK was trading at 22.77. The strike last trading price was 0.54, which was -0.46 lower than the previous day. The implied volatity was 36.14, the open interest changed by 5 which increased total open position to 62
On 3 Jun YESBANK was trading at 22.93. The strike last trading price was 0.6, which was -0.4 lower than the previous day. The implied volatity was 35.9, the open interest changed by 25 which increased total open position to 56
On 2 Jun YESBANK was trading at 22.83. The strike last trading price was 0.52, which was -0.48 lower than the previous day. The implied volatity was 34.61, the open interest changed by 17 which increased total open position to 31
On 1 Jun YESBANK was trading at 23.01. The strike last trading price was 0.6, which was -0.4 lower than the previous day. The implied volatity was 34.91, the open interest changed by 14 which increased total open position to 14
| YESBANK 28-Jul-2026 (27d) 25 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.41
Vega: 0
Theta: -0.02
Gamma: 0.14101
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 25.32 | 0.87 | -0.21 (-19.44%) | 38.23 | 346 | -15 | 711 |
| 25 Jun | 24.87 | 1.1 | 0.06 (5.77%) | 35.49 | 233 | 114 | 727 |
| 24 Jun | 24.94 | 1.06 | -0.22 (-17.19%) | 36.08 | 310 | 133 | 612 |
| 23 Jun | 24.55 | 1.3 | 0.25 (23.81%) | 36.49 | 152 | -19 | 478 |
| 22 Jun | 24.96 | 1.07 | 0.18 (20.22%) | 35.66 | 205 | 22 | 497 |
| 19 Jun | 25.41 | 0.9 | 0.01 (1.12%) | 35.31 | 151 | 53 | 474 |
| 18 Jun | 25.48 | 0.89 | -0.19 (-17.59%) | 35.47 | 293 | 75 | 420 |
| 17 Jun | 25.11 | 1.08 | -0.65 (-37.57%) | 36.44 | 521 | 287 | 343 |
| 16 Jun | 23.89 | 1.72 | -0.03 (-1.71%) | 35.79 | 80 | 37 | 53 |
| 15 Jun | 23.78 | 1.78 | -0.56 (-23.93%) | 32.57 | 14 | 9 | 15 |
| 12 Jun | 23.02 | 2.34 | -0.36 (-13.33%) | 33.98 | 5 | 3 | 5 |
| 11 Jun | 22.22 | 2.7 | 0.03 (1.12%) | 26.28 | 2 | 2 | 2 |
| 10 Jun | 22.60 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 23.37 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 23.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 23.30 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 22.77 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 22.93 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 22.83 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jun | 23.01 | 0 | 0 | - | 0 | 0 | 0 |
For Yes Bank Limited - strike price 25 expiring on 28JUL2026
Delta for 25 PE is -0.41
Historical price for 25 PE is as follows
On 29 Jun YESBANK was trading at 25.32. The strike last trading price was 0.87, which was -0.21 lower than the previous day. The implied volatity was 38.23, the open interest changed by -15 which decreased total open position to 711
On 25 Jun YESBANK was trading at 24.87. The strike last trading price was 1.1, which was 0.06 higher than the previous day. The implied volatity was 35.49, the open interest changed by 114 which increased total open position to 727
On 24 Jun YESBANK was trading at 24.94. The strike last trading price was 1.06, which was -0.22 lower than the previous day. The implied volatity was 36.08, the open interest changed by 133 which increased total open position to 612
On 23 Jun YESBANK was trading at 24.55. The strike last trading price was 1.3, which was 0.25 higher than the previous day. The implied volatity was 36.49, the open interest changed by -19 which decreased total open position to 478
On 22 Jun YESBANK was trading at 24.96. The strike last trading price was 1.07, which was 0.18 higher than the previous day. The implied volatity was 35.66, the open interest changed by 22 which increased total open position to 497
On 19 Jun YESBANK was trading at 25.41. The strike last trading price was 0.9, which was 0.01 higher than the previous day. The implied volatity was 35.31, the open interest changed by 53 which increased total open position to 474
On 18 Jun YESBANK was trading at 25.48. The strike last trading price was 0.89, which was -0.19 lower than the previous day. The implied volatity was 35.47, the open interest changed by 75 which increased total open position to 420
On 17 Jun YESBANK was trading at 25.11. The strike last trading price was 1.08, which was -0.65 lower than the previous day. The implied volatity was 36.44, the open interest changed by 287 which increased total open position to 343
On 16 Jun YESBANK was trading at 23.89. The strike last trading price was 1.72, which was -0.03 lower than the previous day. The implied volatity was 35.79, the open interest changed by 37 which increased total open position to 53
On 15 Jun YESBANK was trading at 23.78. The strike last trading price was 1.78, which was -0.56 lower than the previous day. The implied volatity was 32.57, the open interest changed by 9 which increased total open position to 15
On 12 Jun YESBANK was trading at 23.02. The strike last trading price was 2.34, which was -0.36 lower than the previous day. The implied volatity was 33.98, the open interest changed by 3 which increased total open position to 5
On 11 Jun YESBANK was trading at 22.22. The strike last trading price was 2.7, which was 0.03 higher than the previous day. The implied volatity was 26.28, the open interest changed by 2 which increased total open position to 2
On 10 Jun YESBANK was trading at 22.60. 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 9 Jun YESBANK was trading at 23.37. 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 8 Jun YESBANK was trading at 23.00. 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 5 Jun YESBANK was trading at 23.30. 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 Jun YESBANK was trading at 22.77. 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 3 Jun YESBANK was trading at 22.93. 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 2 Jun 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 1 Jun YESBANK was trading at 23.01. 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
