YESBANK
Yes Bank Limited
Historical option data for YESBANK
12 Dec 2024 01:14 PM IST
| YESBANK 26DEC2024 25 CE | ||||||||||
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Delta: 0.06
Vega: 0.00
Theta: -0.01
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 21.28 | 0.05 | -0.05 | 49.61 | 2 | 0 | 184 | |||
| 11 Dec | 21.58 | 0.1 | 0.00 | 53.03 | 180 | 169 | 183 | |||
| 10 Dec | 21.60 | 0.1 | 0.10 | 50.49 | 18 | 14 | 14 | |||
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| 9 Dec | 21.84 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 21.49 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Yes Bank Limited - strike price 25 expiring on 26DEC2024
Delta for 25 CE is 0.06
Historical price for 25 CE is as follows
On 12 Dec YESBANK was trading at 21.28. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 49.61, the open interest changed by 0 which decreased total open position to 184
On 11 Dec YESBANK was trading at 21.58. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 53.03, the open interest changed by 169 which increased total open position to 183
On 10 Dec YESBANK was trading at 21.60. The strike last trading price was 0.1, which was 0.10 higher than the previous day. The implied volatity was 50.49, the open interest changed by 14 which increased total open position to 14
On 9 Dec YESBANK was trading at 21.84. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| YESBANK 26DEC2024 25 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 21.28 | 4.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 21.58 | 4.6 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 21.60 | 4.6 | 4.60 | - | 0 | 0 | 0 |
| 9 Dec | 21.84 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 21.49 | 0 | 0.00 | 0 | 0 | 0 | |
For Yes Bank Limited - strike price 25 expiring on 26DEC2024
Delta for 25 PE is -
Historical price for 25 PE is as follows
On 12 Dec YESBANK was trading at 21.28. The strike last trading price was 4.6, 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 11 Dec YESBANK was trading at 21.58. The strike last trading price was 4.6, 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 10 Dec YESBANK was trading at 21.60. The strike last trading price was 4.6, which was 4.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec YESBANK was trading at 21.84. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
