YESBANK
Yes Bank Limited
Historical option data for YESBANK
21 Sep 2025 04:14 PM IST
| YESBANK 28OCT2025 21 CE | ||||||||||||||||
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Delta: 0.60
Vega: 0.03
Theta: -0.01
Gamma: 0.19
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 21.17 | 1.05 | 0.1 | 29.79 | 336 | -9 | 487 | |||||||||
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| 14 Sept | 20.86 | 0.9 | -0.05 | 27.68 | 259 | 55 | 307 | |||||||||
For Yes Bank Limited - strike price 21 expiring on 28OCT2025
Delta for 21 CE is 0.60
Historical price for 21 CE is as follows
On 21 Sept YESBANK was trading at 21.17. The strike last trading price was 1.05, which was 0.1 higher than the previous day. The implied volatity was 29.79, the open interest changed by -9 which decreased total open position to 487
On 14 Sept YESBANK was trading at 20.86. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 27.68, the open interest changed by 55 which increased total open position to 307
| YESBANK 28OCT2025 21 PE | |||||||
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Delta: -0.40
Vega: 0.03
Theta: -0.01
Gamma: 0.18
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 21.17 | 0.65 | -0.05 | 31.03 | 89 | 23 | 316 |
| 14 Sept | 20.86 | 0.8 | 0.05 | 30.00 | 67 | 36 | 184 |
For Yes Bank Limited - strike price 21 expiring on 28OCT2025
Delta for 21 PE is -0.40
Historical price for 21 PE is as follows
On 21 Sept YESBANK was trading at 21.17. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 31.03, the open interest changed by 23 which increased total open position to 316
On 14 Sept YESBANK was trading at 20.86. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 30.00, the open interest changed by 36 which increased total open position to 184
