YESBANK
Yes Bank Limited
Historical option data for YESBANK
21 Sep 2025 04:14 PM IST
| YESBANK 30SEP2025 18 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 21.17 | 3.2 | 0.05 | - | 14 | 8 | 171 | |||||||||
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| 14 Sept | 20.86 | 2.95 | -0.15 | - | 15 | 12 | 166 | |||||||||
| 17 Aug | 18.78 | 1.25 | -0.05 | 23.63 | 6 | 4 | 22 | |||||||||
For Yes Bank Limited - strike price 18 expiring on 30SEP2025
Delta for 18 CE is -
Historical price for 18 CE is as follows
On 21 Sept YESBANK was trading at 21.17. The strike last trading price was 3.2, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 171
On 14 Sept YESBANK was trading at 20.86. The strike last trading price was 2.95, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 166
On 17 Aug YESBANK was trading at 18.78. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 23.63, the open interest changed by 4 which increased total open position to 22
| YESBANK 30SEP2025 18 PE | |||||||
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Delta: -0.05
Vega: 0.00
Theta: -0.01
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 21.17 | 0.05 | 0 | 61.15 | 2 | -1 | 723 |
| 14 Sept | 20.86 | 0.05 | 0 | 44.78 | 7 | -1 | 724 |
| 17 Aug | 18.78 | 0.35 | 0 | 28.67 | 6 | 2 | 101 |
For Yes Bank Limited - strike price 18 expiring on 30SEP2025
Delta for 18 PE is -0.05
Historical price for 18 PE is as follows
On 21 Sept YESBANK was trading at 21.17. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 61.15, the open interest changed by -1 which decreased total open position to 723
On 14 Sept YESBANK was trading at 20.86. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 44.78, the open interest changed by -1 which decreased total open position to 724
On 17 Aug YESBANK was trading at 18.78. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 28.67, the open interest changed by 2 which increased total open position to 101
