YESBANK
Yes Bank Limited
Historical option data for YESBANK
21 Sep 2025 04:14 PM IST
| YESBANK 30SEP2025 21 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 0.01
Theta: -0.02
Gamma: 0.43
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 21.17 | 0.5 | 0.05 | 23.79 | 2,962 | -117 | 1,968 | |||||||||
| 14 Sept | 20.86 | 0.45 | -0.1 | 24.22 | 1,313 | 36 | 1,997 | |||||||||
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| 17 Aug | 18.78 | 0.2 | 0 | 29.67 | 25 | 9 | 46 | |||||||||
For Yes Bank Limited - strike price 21 expiring on 30SEP2025
Delta for 21 CE is 0.63
Historical price for 21 CE is as follows
On 21 Sept YESBANK was trading at 21.17. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 23.79, the open interest changed by -117 which decreased total open position to 1968
On 14 Sept YESBANK was trading at 20.86. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 24.22, the open interest changed by 36 which increased total open position to 1997
On 17 Aug YESBANK was trading at 18.78. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 29.67, the open interest changed by 9 which increased total open position to 46
| YESBANK 30SEP2025 21 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.39
Vega: 0.01
Theta: -0.02
Gamma: 0.36
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 21.17 | 0.3 | -0.05 | 28.96 | 2,232 | 139 | 1,335 |
| 14 Sept | 20.86 | 0.45 | 0 | 24.40 | 680 | 59 | 1,078 |
| 17 Aug | 18.78 | 2.25 | 0 | 0.00 | 0 | 0 | 0 |
For Yes Bank Limited - strike price 21 expiring on 30SEP2025
Delta for 21 PE is -0.39
Historical price for 21 PE is as follows
On 21 Sept YESBANK was trading at 21.17. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 28.96, the open interest changed by 139 which increased total open position to 1335
On 14 Sept YESBANK was trading at 20.86. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 24.40, the open interest changed by 59 which increased total open position to 1078
On 17 Aug YESBANK was trading at 18.78. The strike last trading price was 2.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
