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Related Pages for YESBANK
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YESBANK
Yes Bank Limited
17.19 -0.76 (-4.23%)

Option Chain for YESBANK

03 Apr 2025 04:13 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 26000
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 7.20 0.00 12 0.00 0.05 - 1 0 12 -
0.00 0 0 0 0.00 4.60 0.00 13 0.00 0.05 0.00 0 0 0 0.00
0.00 0 0 0 0.00 3.35 0.00 14 0.00 0.05 0.00 0 2 0 0.00
- 57 -1 14 - 2.95 0.75 15 0.00 0.05 49.90 76 -12 153 -0.05
0.89 307 87 157 42.46 2.15 0.55 16 -0.05 0.10 42.68 260 115 804 -0.11
0.78 607 -13 868 34.34 1.25 0.45 17 -0.10 0.25 38.73 1,074 -6 607 -0.24
0.53 924 109 2,661 33.11 0.60 0.20 18 -0.35 0.55 33.88 757 185 437 -0.47
0.28 744 289 3,741 34.33 0.25 0.05 19 -0.50 1.25 38.95 67 10 204 -0.69
0.13 639 155 1,015 36.53 0.10 0.00 20 -0.65 2.00 33.59 18 7 131 -0.89
0.00 0 0 0 0.00 0.00 0.00 21 0.00 0.00 0.00 0 0 0 0.00
0.06 23 12 18 49.37 0.05 0.00 22 0.00 4.60 0.00 0 0 0 0.00
3,301 2,348
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.