YESBANK
Yes Bank Limited
Historical option data for YESBANK
21 Sep 2025 04:14 PM IST
| YESBANK 30SEP2025 19 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 | 2.25 | 0.15 | - | 87 | -43 | 536 | |||||||||
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| 14 Sept | 20.86 | 2 | -0.15 | 21.72 | 60 | -5 | 622 | |||||||||
| 17 Aug | 18.78 | 0.7 | -0.05 | 25.63 | 24 | 13 | 58 | |||||||||
For Yes Bank Limited - strike price 19 expiring on 30SEP2025
Delta for 19 CE is -
Historical price for 19 CE is as follows
On 21 Sept YESBANK was trading at 21.17. The strike last trading price was 2.25, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by -43 which decreased total open position to 536
On 14 Sept YESBANK was trading at 20.86. The strike last trading price was 2, which was -0.15 lower than the previous day. The implied volatity was 21.72, the open interest changed by -5 which decreased total open position to 622
On 17 Aug YESBANK was trading at 18.78. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 25.63, the open interest changed by 13 which increased total open position to 58
| YESBANK 30SEP2025 19 PE | |||||||
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Delta: -0.07
Vega: 0.00
Theta: -0.01
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 21.17 | 0.05 | 0 | 44.65 | 37 | 7 | 1,117 |
| 14 Sept | 20.86 | 0.05 | 0 | 32.05 | 394 | -46 | 1,142 |
| 17 Aug | 18.78 | 0.7 | -0.05 | 26.49 | 6 | 6 | 27 |
For Yes Bank Limited - strike price 19 expiring on 30SEP2025
Delta for 19 PE is -0.07
Historical price for 19 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 44.65, the open interest changed by 7 which increased total open position to 1117
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 32.05, the open interest changed by -46 which decreased total open position to 1142
On 17 Aug YESBANK was trading at 18.78. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 26.49, the open interest changed by 6 which increased total open position to 27
