YESBANK
Yes Bank Limited
Historical option data for YESBANK
21 Sep 2025 04:14 PM IST
| YESBANK 30SEP2025 24 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.00
Theta: -0.01
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 21.17 | 0.05 | 0 | 45.84 | 63 | 51 | 531 | |||||||||
| 14 Sept | 20.86 | 0.05 | 0 | 38.61 | 87 | 2 | 450 | |||||||||
| 17 Aug | 18.78 | 0.1 | 0.05 | 43.62 | 6 | 2 | 149 | |||||||||
For Yes Bank Limited - strike price 24 expiring on 30SEP2025
Delta for 24 CE is 0.07
Historical price for 24 CE is as follows
On 21 Sept YESBANK was trading at 21.17. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 45.84, the open interest changed by 51 which increased total open position to 531
On 14 Sept YESBANK was trading at 20.86. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 38.61, the open interest changed by 2 which increased total open position to 450
On 17 Aug YESBANK was trading at 18.78. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 43.62, the open interest changed by 2 which increased total open position to 149
| YESBANK 30SEP2025 24 PE | |||||||
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Delta: -0.95
Vega: 0.00
Theta: -0.00
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 21.17 | 2.75 | -0.2 | 41.65 | 22 | -9 | 101 |
| 14 Sept | 20.86 | 3.1 | 0.15 | 47.78 | 14 | -5 | 100 |
| 17 Aug | 18.78 | 4.35 | 0 | 0.00 | 0 | 0 | 0 |
For Yes Bank Limited - strike price 24 expiring on 30SEP2025
Delta for 24 PE is -0.95
Historical price for 24 PE is as follows
On 21 Sept YESBANK was trading at 21.17. The strike last trading price was 2.75, which was -0.2 lower than the previous day. The implied volatity was 41.65, the open interest changed by -9 which decreased total open position to 101
On 14 Sept YESBANK was trading at 20.86. The strike last trading price was 3.1, which was 0.15 higher than the previous day. The implied volatity was 47.78, the open interest changed by -5 which decreased total open position to 100
On 17 Aug YESBANK was trading at 18.78. The strike last trading price was 4.35, 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
