YESBANK
Yes Bank Limited
Historical option data for YESBANK
21 Sep 2025 04:14 PM IST
| YESBANK 30SEP2025 22 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 0.01
Theta: -0.02
Gamma: 0.31
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 21.17 | 0.15 | -0.05 | 27.85 | 2,646 | 147 | 2,014 | |||||||||
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| 14 Sept | 20.86 | 0.2 | -0.05 | 29.67 | 1,517 | 66 | 1,680 | |||||||||
| 17 Aug | 18.78 | 0.15 | 0 | 34.67 | 19 | 5 | 222 | |||||||||
For Yes Bank Limited - strike price 22 expiring on 30SEP2025
Delta for 22 CE is 0.25
Historical price for 22 CE is as follows
On 21 Sept YESBANK was trading at 21.17. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 27.85, the open interest changed by 147 which increased total open position to 2014
On 14 Sept YESBANK was trading at 20.86. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 29.67, the open interest changed by 66 which increased total open position to 1680
On 17 Aug YESBANK was trading at 18.78. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 34.67, the open interest changed by 5 which increased total open position to 222
| YESBANK 30SEP2025 22 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.73
Vega: 0.01
Theta: -0.01
Gamma: 0.30
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 21.17 | 0.9 | -0.15 | 30.00 | 171 | 55 | 341 |
| 14 Sept | 20.86 | 1.15 | 0 | 26.76 | 75 | 1 | 256 |
| 17 Aug | 18.78 | 3.2 | 0 | 0.00 | 0 | 0 | 0 |
For Yes Bank Limited - strike price 22 expiring on 30SEP2025
Delta for 22 PE is -0.73
Historical price for 22 PE is as follows
On 21 Sept YESBANK was trading at 21.17. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 30.00, the open interest changed by 55 which increased total open position to 341
On 14 Sept YESBANK was trading at 20.86. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 26.76, the open interest changed by 1 which increased total open position to 256
On 17 Aug YESBANK was trading at 18.78. The strike last trading price was 3.2, 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
