YESBANK
Yes Bank Limited
Historical option data for YESBANK
21 Sep 2025 04:14 PM IST
| YESBANK 30SEP2025 23 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.01
Theta: -0.01
Gamma: 0.13
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 21.17 | 0.05 | -0.05 | 33.09 | 107 | 57 | 861 | |||||||||
| 14 Sept | 20.86 | 0.1 | 0 | 34.84 | 384 | 42 | 731 | |||||||||
| 17 Aug | 18.78 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Yes Bank Limited - strike price 23 expiring on 30SEP2025
Delta for 23 CE is 0.09
Historical price for 23 CE is as follows
On 21 Sept YESBANK was trading at 21.17. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 33.09, the open interest changed by 57 which increased total open position to 861
On 14 Sept YESBANK was trading at 20.86. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 34.84, the open interest changed by 42 which increased total open position to 731
On 17 Aug YESBANK was trading at 18.78. The strike last trading price was 0, 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
| YESBANK 30SEP2025 23 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 0.01
Theta: -0.01
Gamma: 0.15
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 21.17 | 1.85 | -0.15 | 43.39 | 28 | -7 | 56 |
| 14 Sept | 20.86 | 2.15 | 0.15 | 40.70 | 16 | 4 | 65 |
| 17 Aug | 18.78 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Yes Bank Limited - strike price 23 expiring on 30SEP2025
Delta for 23 PE is -0.84
Historical price for 23 PE is as follows
On 21 Sept YESBANK was trading at 21.17. The strike last trading price was 1.85, which was -0.15 lower than the previous day. The implied volatity was 43.39, the open interest changed by -7 which decreased total open position to 56
On 14 Sept YESBANK was trading at 20.86. The strike last trading price was 2.15, which was 0.15 higher than the previous day. The implied volatity was 40.70, the open interest changed by 4 which increased total open position to 65
On 17 Aug YESBANK was trading at 18.78. The strike last trading price was 0, 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
