YESBANK
Yes Bank Limited
Historical option data for YESBANK
12 Dec 2024 11:04 AM IST
| YESBANK 26DEC2024 26 CE | ||||||||||
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Delta: 0.05
Vega: 0.00
Theta: -0.01
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 21.37 | 0.05 | -0.05 | 58.15 | 9 | 1 | 138 | |||
| 11 Dec | 21.58 | 0.1 | 0.05 | 63.14 | 31 | 19 | 136 | |||
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| 10 Dec | 21.60 | 0.05 | 0.00 | 51.94 | 40 | 14 | 116 | |||
| 9 Dec | 21.84 | 0.05 | 0.00 | 47.89 | 158 | 98 | 102 | |||
| 6 Dec | 21.49 | 0.05 | 46.87 | 6 | 5 | 5 | ||||
For Yes Bank Limited - strike price 26 expiring on 26DEC2024
Delta for 26 CE is 0.05
Historical price for 26 CE is as follows
On 12 Dec YESBANK was trading at 21.37. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 58.15, the open interest changed by 1 which increased total open position to 138
On 11 Dec YESBANK was trading at 21.58. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 63.14, the open interest changed by 19 which increased total open position to 136
On 10 Dec YESBANK was trading at 21.60. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 51.94, the open interest changed by 14 which increased total open position to 116
On 9 Dec YESBANK was trading at 21.84. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 47.89, the open interest changed by 98 which increased total open position to 102
On 6 Dec YESBANK was trading at 21.49. The strike last trading price was 0.05, which was lower than the previous day. The implied volatity was 46.87, the open interest changed by 5 which increased total open position to 5
| YESBANK 26DEC2024 26 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 21.37 | 5.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 21.58 | 5.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 21.60 | 5.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 21.84 | 5.55 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 21.49 | 5.55 | - | 0 | 0 | 0 | |
For Yes Bank Limited - strike price 26 expiring on 26DEC2024
Delta for 26 PE is -
Historical price for 26 PE is as follows
On 12 Dec YESBANK was trading at 21.37. The strike last trading price was 5.55, 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 5.55, 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 5.55, 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 9 Dec YESBANK was trading at 21.84. The strike last trading price was 5.55, 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 5.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
