YESBANK
Yes Bank Limited
Historical option data for YESBANK
28 Sep 2025 10:09 PM IST
| YESBANK 28-OCT-2025 22 CE | ||||||||||||||||
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Delta: 0.36
Vega: 0.02
Theta: -0.01
Gamma: 0.19
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 20.97 | 0.45 | -0.15 | 31.38 | 1,103 | 53 | 1,099 | |||||||||
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| 21 Sept | 21.17 | 0.65 | 0.05 | 32.17 | 452 | 74 | 819 | |||||||||
| 14 Sept | 20.86 | 0.5 | -0.1 | 28.16 | 241 | 55 | 612 | |||||||||
| 17 Aug | 18.78 | 0.3 | 0 | 33.39 | 12 | -1 | 13 | |||||||||
For Yes Bank Limited - strike price 22 expiring on 28OCT2025
Delta for 22 CE is 0.36
Historical price for 22 CE is as follows
On 28 Sept YESBANK was trading at 20.97. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 31.38, the open interest changed by 53 which increased total open position to 1099
On 21 Sept YESBANK was trading at 21.17. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 32.17, the open interest changed by 74 which increased total open position to 819
On 14 Sept YESBANK was trading at 20.86. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 28.16, the open interest changed by 55 which increased total open position to 612
On 17 Aug YESBANK was trading at 18.78. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 33.39, the open interest changed by -1 which decreased total open position to 13
| YESBANK 28OCT2025 22 PE | |||||||
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Delta: -0.64
Vega: 0.02
Theta: -0.01
Gamma: 0.18
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 20.97 | 1.3 | 0.2 | 32.77 | 53 | 5 | 320 |
| 21 Sept | 21.17 | 1.25 | -0.1 | 33.79 | 28 | 9 | 111 |
| 14 Sept | 20.86 | 1.45 | 0.05 | 32.83 | 9 | 8 | 64 |
| 17 Aug | 18.78 | 3.5 | 0 | - | 0 | 0 | 0 |
For Yes Bank Limited - strike price 22 expiring on 28OCT2025
Delta for 22 PE is -0.64
Historical price for 22 PE is as follows
On 28 Sept YESBANK was trading at 20.97. The strike last trading price was 1.3, which was 0.2 higher than the previous day. The implied volatity was 32.77, the open interest changed by 5 which increased total open position to 320
On 21 Sept YESBANK was trading at 21.17. The strike last trading price was 1.25, which was -0.1 lower than the previous day. The implied volatity was 33.79, the open interest changed by 9 which increased total open position to 111
On 14 Sept YESBANK was trading at 20.86. The strike last trading price was 1.45, which was 0.05 higher than the previous day. The implied volatity was 32.83, the open interest changed by 8 which increased total open position to 64
On 17 Aug YESBANK was trading at 18.78. The strike last trading price was 3.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
