Historical option data for YESBANK
11 Jun 2026 04:14 PM IST
| YESBANK 30-Jun-2026 (18d) 25 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0
Theta: -0.01
Gamma: 0.09464
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 22.22 | 0.1 | 0.1 | 38.54 | 4,122 | 371 | 2,651 | |||||||||
| 10 Jun | 22.60 | 0.15 | 0.15 | 37.64 | 2,349 | 159 | 2,279 | |||||||||
| 9 Jun | 23.37 | 0.27 | 0.27 | 35.36 | 1,594 | -33 | 2,117 | |||||||||
| 8 Jun | 23.00 | 0.22 | 0.22 | 36.6 | 3,282 | 13 | 2,153 | |||||||||
| 5 Jun | 23.30 | 0.32 | 0.32 | 34.58 | 4,028 | 261 | 2,141 | |||||||||
| 4 Jun | 22.77 | 0.23 | 0.23 | 36.22 | 1,260 | -4 | 1,880 | |||||||||
| 3 Jun | 22.93 | 0.26 | 0.26 | 35.82 | 3,094 | 71 | 1,883 | |||||||||
| 2 Jun | 22.83 | 0.24 | 0.24 | 34.84 | 2,815 | 136 | 1,812 | |||||||||
| 1 Jun | 23.01 | 0.27 | 0.27 | 34.23 | 3,945 | 329 | 1,682 | |||||||||
| 29 May | 23.15 | 0.31 | 0.31 | 32.06 | 3,834 | 386 | 1,353 | |||||||||
| 27 May | 22.76 | 0.24 | 0.24 | 32.48 | 1,413 | 211 | 969 | |||||||||
| 26 May | 22.83 | 0.27 | 0.27 | 32.96 | 1,233 | 103 | 755 | |||||||||
| 25 May | 22.29 | 0.21 | 0.21 | 34.02 | 662 | 24 | 654 | |||||||||
| 22 May | 21.87 | 0.18 | 0.18 | 34.97 | 406 | 119 | 630 | |||||||||
| 21 May | 21.57 | 0.17 | 0.17 | 36.67 | 511 | 82 | 511 | |||||||||
| 20 May | 22.00 | 0.25 | 0.25 | 36.46 | 436 | 52 | 428 | |||||||||
| 19 May | 21.97 | 0.24 | 0.24 | 36.31 | 217 | 29 | 369 | |||||||||
| 18 May | 21.81 | 0.25 | 0.25 | 37.55 | 319 | 84 | 338 | |||||||||
| 15 May | 22.07 | 0.31 | 0.31 | 36.84 | 243 | -4 | 255 | |||||||||
| 14 May | 22.19 | 0.36 | 0.36 | 37.47 | 170 | 8 | 258 | |||||||||
| 13 May | 22.11 | 0.35 | 0.35 | 37.37 | 237 | 1 | 249 | |||||||||
| 12 May | 22.06 | 0.37 | 0.37 (-51.00%) | 37.43 | 226 | -24 | 248 | |||||||||
| 11 May | 22.70 | 0.49 | -0.51 (-51.00%) | 0 | 328 | 77 | 272 | |||||||||
| 8 May | 22.94 | 0.5 | 0.11 (28.21%) | 33.35 | 249 | 179 | 191 | |||||||||
| 7 May | 22.51 | 0.4 | 0.26 (185.71%) | 33.73 | 21 | 10 | 10 | |||||||||
For Yes Bank Limited - strike price 25 expiring on 30JUN2026
Delta for 25 CE is 0.11
Historical price for 25 CE is as follows
On 11 Jun YESBANK was trading at 22.22. The strike last trading price was 0.1, which was 0.1 higher than the previous day. The implied volatity was 38.54, the open interest changed by 371 which increased total open position to 2651
On 10 Jun YESBANK was trading at 22.60. The strike last trading price was 0.15, which was 0.15 higher than the previous day. The implied volatity was 37.64, the open interest changed by 159 which increased total open position to 2279
On 9 Jun YESBANK was trading at 23.37. The strike last trading price was 0.27, which was 0.27 higher than the previous day. The implied volatity was 35.36, the open interest changed by -33 which decreased total open position to 2117
On 8 Jun YESBANK was trading at 23.00. The strike last trading price was 0.22, which was 0.22 higher than the previous day. The implied volatity was 36.6, the open interest changed by 13 which increased total open position to 2153
On 5 Jun YESBANK was trading at 23.30. The strike last trading price was 0.32, which was 0.32 higher than the previous day. The implied volatity was 34.58, the open interest changed by 261 which increased total open position to 2141
On 4 Jun YESBANK was trading at 22.77. The strike last trading price was 0.23, which was 0.23 higher than the previous day. The implied volatity was 36.22, the open interest changed by -4 which decreased total open position to 1880
On 3 Jun YESBANK was trading at 22.93. The strike last trading price was 0.26, which was 0.26 higher than the previous day. The implied volatity was 35.82, the open interest changed by 71 which increased total open position to 1883
On 2 Jun YESBANK was trading at 22.83. The strike last trading price was 0.24, which was 0.24 higher than the previous day. The implied volatity was 34.84, the open interest changed by 136 which increased total open position to 1812
On 1 Jun YESBANK was trading at 23.01. The strike last trading price was 0.27, which was 0.27 higher than the previous day. The implied volatity was 34.23, the open interest changed by 329 which increased total open position to 1682
On 29 May YESBANK was trading at 23.15. The strike last trading price was 0.31, which was 0.31 higher than the previous day. The implied volatity was 32.06, the open interest changed by 386 which increased total open position to 1353
On 27 May YESBANK was trading at 22.76. The strike last trading price was 0.24, which was 0.24 higher than the previous day. The implied volatity was 32.48, the open interest changed by 211 which increased total open position to 969
On 26 May YESBANK was trading at 22.83. The strike last trading price was 0.27, which was 0.27 higher than the previous day. The implied volatity was 32.96, the open interest changed by 103 which increased total open position to 755
On 25 May YESBANK was trading at 22.29. The strike last trading price was 0.21, which was 0.21 higher than the previous day. The implied volatity was 34.02, the open interest changed by 24 which increased total open position to 654
On 22 May YESBANK was trading at 21.87. The strike last trading price was 0.18, which was 0.18 higher than the previous day. The implied volatity was 34.97, the open interest changed by 119 which increased total open position to 630
On 21 May YESBANK was trading at 21.57. The strike last trading price was 0.17, which was 0.17 higher than the previous day. The implied volatity was 36.67, the open interest changed by 82 which increased total open position to 511
On 20 May YESBANK was trading at 22.00. The strike last trading price was 0.25, which was 0.25 higher than the previous day. The implied volatity was 36.46, the open interest changed by 52 which increased total open position to 428
On 19 May YESBANK was trading at 21.97. The strike last trading price was 0.24, which was 0.24 higher than the previous day. The implied volatity was 36.31, the open interest changed by 29 which increased total open position to 369
On 18 May YESBANK was trading at 21.81. The strike last trading price was 0.25, which was 0.25 higher than the previous day. The implied volatity was 37.55, the open interest changed by 84 which increased total open position to 338
On 15 May YESBANK was trading at 22.07. The strike last trading price was 0.31, which was 0.31 higher than the previous day. The implied volatity was 36.84, the open interest changed by -4 which decreased total open position to 255
On 14 May YESBANK was trading at 22.19. The strike last trading price was 0.36, which was 0.36 higher than the previous day. The implied volatity was 37.47, the open interest changed by 8 which increased total open position to 258
On 13 May YESBANK was trading at 22.11. The strike last trading price was 0.35, which was 0.35 higher than the previous day. The implied volatity was 37.37, the open interest changed by 1 which increased total open position to 249
On 12 May YESBANK was trading at 22.06. The strike last trading price was 0.37, which was 0.37 higher than the previous day. The implied volatity was 37.43, the open interest changed by -24 which decreased total open position to 248
On 11 May YESBANK was trading at 22.70. The strike last trading price was 0.49, which was -0.51 lower than the previous day. The implied volatity was 0, the open interest changed by 77 which increased total open position to 272
On 8 May YESBANK was trading at 22.94. The strike last trading price was 0.5, which was 0.11 higher than the previous day. The implied volatity was 33.35, the open interest changed by 179 which increased total open position to 191
On 7 May YESBANK was trading at 22.51. The strike last trading price was 0.4, which was 0.26 higher than the previous day. The implied volatity was 33.73, the open interest changed by 10 which increased total open position to 10
| YESBANK 30-Jun-2026 (18d) 25 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 0
Theta: 0
Gamma: 0.08465
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 22.22 | 2.76 | 0.35 (14.52%) | 34.54 | 28 | -8 | 233 |
| 10 Jun | 22.60 | 2.37 | 0.65 (37.79%) | 33.69 | 44 | 22 | 241 |
| 9 Jun | 23.37 | 1.7 | -0.34 (-16.67%) | 28.02 | 59 | -14 | 218 |
| 8 Jun | 23.00 | 2.07 | 0.27 (15.00%) | 30.74 | 104 | 24 | 231 |
| 5 Jun | 23.30 | 1.8 | -0.33 (-15.49%) | 30.38 | 80 | 10 | 207 |
| 4 Jun | 22.77 | 2.13 | 2.13 (-1.86%) | 28.15 | 62 | 0 | 197 |
| 3 Jun | 22.93 | 2.11 | -0.04 (-1.86%) | 28.15 | 62 | -4 | 198 |
| 2 Jun | 22.83 | 2.13 | 0.1 (4.93%) | 26.26 | 49 | 0 | 202 |
| 1 Jun | 23.01 | 2.07 | 0.26 (14.36%) | 26.65 | 273 | 98 | 202 |
| 29 May | 23.15 | 1.85 | -0.35 (-15.91%) | 22.86 | 120 | 65 | 104 |
| 27 May | 22.76 | 2.21 | 0.01 (0.45%) | 23.49 | 31 | 11 | 38 |
| 26 May | 22.83 | 2.25 | -0.57 (-20.21%) | 28.48 | 33 | 16 | 28 |
| 25 May | 22.29 | 2.82 | -0.24 (-7.84%) | 30.33 | 7 | 0 | 8 |
| 22 May | 21.87 | 3.06 | -0.44 (-12.57%) | 32.96 | 3 | 1 | 8 |
| 21 May | 21.57 | 3.5 | 0.77 (28.21%) | 33.38 | 4 | 3 | 6 |
| 20 May | 22.00 | 2.73 | 2.73 | - | 1 | 0 | 3 |
| 19 May | 21.97 | 2.73 | 2.73 | - | 1 | 0 | 3 |
| 18 May | 21.81 | 2.73 | 2.73 (0.00%) | - | 1 | 0 | 3 |
| 15 May | 22.07 | 2.73 | 0 (0.00%) | - | 0 | 0 | 3 |
| 14 May | 22.19 | 2.73 | 0 (0.00%) | 0 | 0 | 0 | 3 |
| 13 May | 22.11 | 2.73 | 0 (0.00%) | 0 | 0 | 0 | 3 |
| 12 May | 22.06 | 2.73 | 0.51 (22.97%) | 0 | 1 | 0 | 3 |
| 11 May | 22.70 | 2.22 | 0 (0.00%) | 0 | 0 | 0 | 3 |
| 8 May | 22.94 | 2.22 | -2.7 (-54.88%) | 28.19 | 3 | 2 | 2 |
| 7 May | 22.51 | 0 | 0 | - | 0 | 0 | 0 |
For Yes Bank Limited - strike price 25 expiring on 30JUN2026
Delta for 25 PE is -0.92
Historical price for 25 PE is as follows
On 11 Jun YESBANK was trading at 22.22. The strike last trading price was 2.76, which was 0.35 higher than the previous day. The implied volatity was 34.54, the open interest changed by -8 which decreased total open position to 233
On 10 Jun YESBANK was trading at 22.60. The strike last trading price was 2.37, which was 0.65 higher than the previous day. The implied volatity was 33.69, the open interest changed by 22 which increased total open position to 241
On 9 Jun YESBANK was trading at 23.37. The strike last trading price was 1.7, which was -0.34 lower than the previous day. The implied volatity was 28.02, the open interest changed by -14 which decreased total open position to 218
On 8 Jun YESBANK was trading at 23.00. The strike last trading price was 2.07, which was 0.27 higher than the previous day. The implied volatity was 30.74, the open interest changed by 24 which increased total open position to 231
On 5 Jun YESBANK was trading at 23.30. The strike last trading price was 1.8, which was -0.33 lower than the previous day. The implied volatity was 30.38, the open interest changed by 10 which increased total open position to 207
On 4 Jun YESBANK was trading at 22.77. The strike last trading price was 2.13, which was 2.13 higher than the previous day. The implied volatity was 28.15, the open interest changed by 0 which decreased total open position to 197
On 3 Jun YESBANK was trading at 22.93. The strike last trading price was 2.11, which was -0.04 lower than the previous day. The implied volatity was 28.15, the open interest changed by -4 which decreased total open position to 198
On 2 Jun YESBANK was trading at 22.83. The strike last trading price was 2.13, which was 0.1 higher than the previous day. The implied volatity was 26.26, the open interest changed by 0 which decreased total open position to 202
On 1 Jun YESBANK was trading at 23.01. The strike last trading price was 2.07, which was 0.26 higher than the previous day. The implied volatity was 26.65, the open interest changed by 98 which increased total open position to 202
On 29 May YESBANK was trading at 23.15. The strike last trading price was 1.85, which was -0.35 lower than the previous day. The implied volatity was 22.86, the open interest changed by 65 which increased total open position to 104
On 27 May YESBANK was trading at 22.76. The strike last trading price was 2.21, which was 0.01 higher than the previous day. The implied volatity was 23.49, the open interest changed by 11 which increased total open position to 38
On 26 May YESBANK was trading at 22.83. The strike last trading price was 2.25, which was -0.57 lower than the previous day. The implied volatity was 28.48, the open interest changed by 16 which increased total open position to 28
On 25 May YESBANK was trading at 22.29. The strike last trading price was 2.82, which was -0.24 lower than the previous day. The implied volatity was 30.33, the open interest changed by 0 which decreased total open position to 8
On 22 May YESBANK was trading at 21.87. The strike last trading price was 3.06, which was -0.44 lower than the previous day. The implied volatity was 32.96, the open interest changed by 1 which increased total open position to 8
On 21 May YESBANK was trading at 21.57. The strike last trading price was 3.5, which was 0.77 higher than the previous day. The implied volatity was 33.38, the open interest changed by 3 which increased total open position to 6
On 20 May YESBANK was trading at 22.00. The strike last trading price was 2.73, which was 2.73 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 May YESBANK was trading at 21.97. The strike last trading price was 2.73, which was 2.73 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 May YESBANK was trading at 21.81. The strike last trading price was 2.73, which was 2.73 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 May YESBANK was trading at 22.07. The strike last trading price was 2.73, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 14 May YESBANK was trading at 22.19. The strike last trading price was 2.73, 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 3
On 13 May YESBANK was trading at 22.11. The strike last trading price was 2.73, 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 3
On 12 May YESBANK was trading at 22.06. The strike last trading price was 2.73, which was 0.51 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 11 May YESBANK was trading at 22.70. The strike last trading price was 2.22, 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 3
On 8 May YESBANK was trading at 22.94. The strike last trading price was 2.22, which was -2.7 lower than the previous day. The implied volatity was 28.19, the open interest changed by 2 which increased total open position to 2
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
