YESBANK
Yes Bank Limited
21.58
-0.02 (-0.09%)
Option Chain for YESBANK
11 Dec 2024 04:14 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 | 1 | 0 | 0.00 | 3.55 | 0.00 | 18 | 0.00 | 0.05 | 55.99 | 7 | 3 | 221 | -0.05 |
| 0.91 | 57 | 5 | 29 | 50.38 | 2.70 | 0.00 | 19 | -0.05 | 0.05 | 42.28 | 281 | 94 | 388 | -0.06 |
| 0.82 | 530 | 10 | 151 | 44.11 | 1.80 | -0.05 | 20 | 0.00 | 0.15 | 39.82 | 174 | 54 | 595 | -0.16 |
| 0.66 | 952 | 31 | 773 | 38.05 | 1.00 | -0.05 | 21 | 0.00 | 0.35 | 35.29 | 345 | 30 | 658 | -0.33 |
|
|
||||||||||||||
| 0.42 | 2,010 | 338 | 3,503 | 38.57 | 0.50 | -0.10 | 22 | -0.05 | 0.80 | 33.31 | 310 | 70 | 418 | -0.59 |
| 0.24 | 761 | 30 | 3,511 | 41.64 | 0.25 | -0.05 | 23 | -0.05 | 1.55 | 35.01 | 17 | -2 | 90 | -0.80 |
| 0.15 | 1,018 | 126 | 1,563 | 47.25 | 0.15 | 0.00 | 24 | 0.00 | 2.45 | 0.00 | 0 | 3 | 0 | 0.00 |
| 0.10 | 183 | 169 | 180 | 53.03 | 0.10 | 0.00 | 25 | 0.00 | 4.60 | - | 0 | 0 | 0 | - |
| 0.08 | 136 | 19 | 31 | 63.14 | 0.10 | 0.05 | 26 | 0.00 | 5.55 | - | 0 | 0 | 0 | - |
| 5,647 | 2,370 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.
