YESBANK
Yes Bank Limited
Historical option data for YESBANK
17 Aug 2025 12:58 AM IST
| YESBANK 30SEP2025 20 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.32
Vega: 0.02
Theta: -0.01
Gamma: 0.20
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 17 Aug | 18.78 | 0.35 | -0.05 | 26.61 | 23 | 12 | 274 | |||||||||
For Yes Bank Limited - strike price 20 expiring on 30SEP2025
Delta for 20 CE is 0.32
Historical price for 20 CE is as follows
On 17 Aug YESBANK was trading at 18.78. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 26.61, the open interest changed by 12 which increased total open position to 274
| YESBANK 30SEP2025 20 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.66
Vega: 0.02
Theta: -0.00
Gamma: 0.18
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 18.78 | 1.4 | 0 | 30.14 | 15 | 8 | 299 |
For Yes Bank Limited - strike price 20 expiring on 30SEP2025
Delta for 20 PE is -0.66
Historical price for 20 PE is as follows
On 17 Aug YESBANK was trading at 18.78. The strike last trading price was 1.4, which was 0 lower than the previous day. The implied volatity was 30.14, the open interest changed by 8 which increased total open position to 299
