YESBANK
Yes Bank Limited
Historical option data for YESBANK
18 Oct 2025 04:59 PM IST
| YESBANK 28-OCT-2025 23 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Oct | 22.25 | 0.3 | -0.4 | - | 4,585 | 497 | 1,426 | |||||||||
| 15 Oct | 23.32 | 0.8 | -0.55 | - | 2,348 | -27 | 867 | |||||||||
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| 28 Sept | 20.97 | 0.25 | -0.1 | 33.74 | 640 | 17 | 636 | |||||||||
| 21 Sept | 21.17 | 0.4 | 0.05 | 34.43 | 346 | 46 | 381 | |||||||||
| 14 Sept | 20.86 | 0.35 | -0.05 | 32.65 | 300 | 27 | 164 | |||||||||
For Yes Bank Limited - strike price 23 expiring on 28OCT2025
Delta for 23 CE is -
Historical price for 23 CE is as follows
On 18 Oct YESBANK was trading at 22.25. The strike last trading price was 0.3, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 497 which increased total open position to 1426
On 15 Oct YESBANK was trading at 23.32. The strike last trading price was 0.8, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by -27 which decreased total open position to 867
On 28 Sept YESBANK was trading at 20.97. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 33.74, the open interest changed by 17 which increased total open position to 636
On 21 Sept YESBANK was trading at 21.17. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 34.43, the open interest changed by 46 which increased total open position to 381
On 14 Sept YESBANK was trading at 20.86. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 32.65, the open interest changed by 27 which increased total open position to 164
| YESBANK 28OCT2025 23 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Oct | 22.25 | 0.9 | 0.45 | - | 1,996 | -24 | 1,029 |
| 15 Oct | 23.32 | 0.4 | 0.1 | - | 1,964 | -131 | 999 |
| 28 Sept | 20.97 | 2.1 | 0.35 | 35.92 | 7 | 4 | 45 |
| 21 Sept | 21.17 | 2 | -0.1 | 36.72 | 3 | 1 | 15 |
| 14 Sept | 20.86 | 4.35 | 0 | - | 0 | 0 | 0 |
For Yes Bank Limited - strike price 23 expiring on 28OCT2025
Delta for 23 PE is -
Historical price for 23 PE is as follows
On 18 Oct YESBANK was trading at 22.25. The strike last trading price was 0.9, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 1029
On 15 Oct YESBANK was trading at 23.32. The strike last trading price was 0.4, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by -131 which decreased total open position to 999
On 28 Sept YESBANK was trading at 20.97. The strike last trading price was 2.1, which was 0.35 higher than the previous day. The implied volatity was 35.92, the open interest changed by 4 which increased total open position to 45
On 21 Sept YESBANK was trading at 21.17. The strike last trading price was 2, which was -0.1 lower than the previous day. The implied volatity was 36.72, the open interest changed by 1 which increased total open position to 15
On 14 Sept YESBANK was trading at 20.86. The strike last trading price was 4.35, 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
