[--[65.84.65.76]--]

YESBANK

Yes Bank Limited
21.92 -0.02 (-0.09%)
L: 21.84 H: 22.09

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Historical option data for YESBANK

12 Dec 2025 04:13 PM IST
YESBANK 30-DEC-2025 25 CE
Delta: 0.06
Vega: 0.01
Theta: -0.01
Gamma: 0.07
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 21.92 0.04 0 35.08 787 43 1,663
11 Dec 21.94 0.04 0 33.73 350 -21 1,625
10 Dec 21.72 0.04 -0.01 35.12 262 46 1,645
9 Dec 22.02 0.05 0 32.53 1,586 -257 1,602
8 Dec 21.90 0.05 -0.03 33.56 2,245 234 1,855
5 Dec 22.60 0.09 -0.02 28.69 1,888 78 1,625
4 Dec 22.76 0.12 0.03 28.94 2,832 -122 1,564
3 Dec 22.40 0.09 -0.02 29.10 1,939 119 1,686
2 Dec 22.71 0.11 0.01 27.02 2,909 -167 1,573
1 Dec 22.45 0.1 -0.05 28.54 1,600 240 1,740
28 Nov 22.93 0.15 0.01 25.98 2,018 61 1,504
27 Nov 22.84 0.14 -0.03 25.80 1,698 322 1,444
26 Nov 22.93 0.18 0.03 26.86 1,401 153 1,122
25 Nov 22.70 0.16 0.02 27.41 1,540 166 963
24 Nov 22.20 0.15 -0.02 30.69 555 85 795
21 Nov 22.43 0.18 -0.03 29.11 771 56 708
20 Nov 22.63 0.22 -0.05 28.73 344 13 652
19 Nov 22.93 0.28 -0.03 28.64 625 71 638
18 Nov 22.99 0.32 -0.13 29.39 823 196 568
17 Nov 23.16 0.46 0.14 32.25 694 164 371
14 Nov 22.50 0.33 0 32.45 91 13 207
13 Nov 22.48 0.34 -0.07 32.74 141 18 194
12 Nov 22.75 0.4 -0.01 32.85 205 -10 176
11 Nov 22.63 0.41 -0.05 33.22 196 75 187
10 Nov 22.74 0.46 -0.01 33.95 38 10 111
7 Nov 22.85 0.47 0.04 31.72 124 6 100
6 Nov 22.63 0.42 -0.11 32.04 53 5 93
4 Nov 23.02 0.53 -0.05 31.06 139 -4 89
3 Nov 22.97 0.57 0.07 32.54 86 48 93
31 Oct 22.74 0.5 0.1 - 102 32 44
30 Oct 22.23 0.4 -0.1 32.37 5 4 11
29 Oct 22.69 0.5 -0.35 31.23 7 6 6


For Yes Bank Limited - strike price 25 expiring on 30DEC2025

Delta for 25 CE is 0.06

Historical price for 25 CE is as follows

On 12 Dec YESBANK was trading at 21.92. The strike last trading price was 0.04, which was 0 lower than the previous day. The implied volatity was 35.08, the open interest changed by 43 which increased total open position to 1663


On 11 Dec YESBANK was trading at 21.94. The strike last trading price was 0.04, which was 0 lower than the previous day. The implied volatity was 33.73, the open interest changed by -21 which decreased total open position to 1625


On 10 Dec YESBANK was trading at 21.72. The strike last trading price was 0.04, which was -0.01 lower than the previous day. The implied volatity was 35.12, the open interest changed by 46 which increased total open position to 1645


On 9 Dec YESBANK was trading at 22.02. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 32.53, the open interest changed by -257 which decreased total open position to 1602


On 8 Dec YESBANK was trading at 21.90. The strike last trading price was 0.05, which was -0.03 lower than the previous day. The implied volatity was 33.56, the open interest changed by 234 which increased total open position to 1855


On 5 Dec YESBANK was trading at 22.60. The strike last trading price was 0.09, which was -0.02 lower than the previous day. The implied volatity was 28.69, the open interest changed by 78 which increased total open position to 1625


On 4 Dec YESBANK was trading at 22.76. The strike last trading price was 0.12, which was 0.03 higher than the previous day. The implied volatity was 28.94, the open interest changed by -122 which decreased total open position to 1564


On 3 Dec YESBANK was trading at 22.40. The strike last trading price was 0.09, which was -0.02 lower than the previous day. The implied volatity was 29.10, the open interest changed by 119 which increased total open position to 1686


On 2 Dec YESBANK was trading at 22.71. The strike last trading price was 0.11, which was 0.01 higher than the previous day. The implied volatity was 27.02, the open interest changed by -167 which decreased total open position to 1573


On 1 Dec YESBANK was trading at 22.45. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 28.54, the open interest changed by 240 which increased total open position to 1740


On 28 Nov YESBANK was trading at 22.93. The strike last trading price was 0.15, which was 0.01 higher than the previous day. The implied volatity was 25.98, the open interest changed by 61 which increased total open position to 1504


On 27 Nov YESBANK was trading at 22.84. The strike last trading price was 0.14, which was -0.03 lower than the previous day. The implied volatity was 25.80, the open interest changed by 322 which increased total open position to 1444


On 26 Nov YESBANK was trading at 22.93. The strike last trading price was 0.18, which was 0.03 higher than the previous day. The implied volatity was 26.86, the open interest changed by 153 which increased total open position to 1122


On 25 Nov YESBANK was trading at 22.70. The strike last trading price was 0.16, which was 0.02 higher than the previous day. The implied volatity was 27.41, the open interest changed by 166 which increased total open position to 963


On 24 Nov YESBANK was trading at 22.20. The strike last trading price was 0.15, which was -0.02 lower than the previous day. The implied volatity was 30.69, the open interest changed by 85 which increased total open position to 795


On 21 Nov YESBANK was trading at 22.43. The strike last trading price was 0.18, which was -0.03 lower than the previous day. The implied volatity was 29.11, the open interest changed by 56 which increased total open position to 708


On 20 Nov YESBANK was trading at 22.63. The strike last trading price was 0.22, which was -0.05 lower than the previous day. The implied volatity was 28.73, the open interest changed by 13 which increased total open position to 652


On 19 Nov YESBANK was trading at 22.93. The strike last trading price was 0.28, which was -0.03 lower than the previous day. The implied volatity was 28.64, the open interest changed by 71 which increased total open position to 638


On 18 Nov YESBANK was trading at 22.99. The strike last trading price was 0.32, which was -0.13 lower than the previous day. The implied volatity was 29.39, the open interest changed by 196 which increased total open position to 568


On 17 Nov YESBANK was trading at 23.16. The strike last trading price was 0.46, which was 0.14 higher than the previous day. The implied volatity was 32.25, the open interest changed by 164 which increased total open position to 371


On 14 Nov YESBANK was trading at 22.50. The strike last trading price was 0.33, which was 0 lower than the previous day. The implied volatity was 32.45, the open interest changed by 13 which increased total open position to 207


On 13 Nov YESBANK was trading at 22.48. The strike last trading price was 0.34, which was -0.07 lower than the previous day. The implied volatity was 32.74, the open interest changed by 18 which increased total open position to 194


On 12 Nov YESBANK was trading at 22.75. The strike last trading price was 0.4, which was -0.01 lower than the previous day. The implied volatity was 32.85, the open interest changed by -10 which decreased total open position to 176


On 11 Nov YESBANK was trading at 22.63. The strike last trading price was 0.41, which was -0.05 lower than the previous day. The implied volatity was 33.22, the open interest changed by 75 which increased total open position to 187


On 10 Nov YESBANK was trading at 22.74. The strike last trading price was 0.46, which was -0.01 lower than the previous day. The implied volatity was 33.95, the open interest changed by 10 which increased total open position to 111


On 7 Nov YESBANK was trading at 22.85. The strike last trading price was 0.47, which was 0.04 higher than the previous day. The implied volatity was 31.72, the open interest changed by 6 which increased total open position to 100


On 6 Nov YESBANK was trading at 22.63. The strike last trading price was 0.42, which was -0.11 lower than the previous day. The implied volatity was 32.04, the open interest changed by 5 which increased total open position to 93


On 4 Nov YESBANK was trading at 23.02. The strike last trading price was 0.53, which was -0.05 lower than the previous day. The implied volatity was 31.06, the open interest changed by -4 which decreased total open position to 89


On 3 Nov YESBANK was trading at 22.97. The strike last trading price was 0.57, which was 0.07 higher than the previous day. The implied volatity was 32.54, the open interest changed by 48 which increased total open position to 93


On 31 Oct YESBANK was trading at 22.74. The strike last trading price was 0.5, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 44


On 30 Oct YESBANK was trading at 22.23. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 32.37, the open interest changed by 4 which increased total open position to 11


On 29 Oct YESBANK was trading at 22.69. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 31.23, the open interest changed by 6 which increased total open position to 6


YESBANK 30DEC2025 25 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 21.92 2.97 -0.27 - 0 0 197
11 Dec 21.94 2.97 -0.27 36.79 21 -6 206
10 Dec 21.72 3.24 0.29 43.99 8 -3 213
9 Dec 22.02 2.95 -0.13 43.50 41 -15 216
8 Dec 21.90 3.08 0.72 39.62 33 2 230
5 Dec 22.60 2.36 0.11 32.70 43 -9 229
4 Dec 22.76 2.25 -0.34 33.52 14 -3 239
3 Dec 22.40 2.57 0.32 36.79 23 12 242
2 Dec 22.71 2.25 -0.28 32.99 13 5 229
1 Dec 22.45 2.53 0.49 35.27 81 26 223
28 Nov 22.93 2.04 -0.08 28.20 21 1 196
27 Nov 22.84 2.11 0.06 27.84 63 34 196
26 Nov 22.93 2.05 -0.26 28.06 29 11 163
25 Nov 22.70 2.32 -0.42 31.89 102 81 151
24 Nov 22.20 2.74 0.29 34.55 27 16 74
21 Nov 22.43 2.45 0.1 28.35 22 16 55
20 Nov 22.63 2.35 0.21 32.08 5 3 38
19 Nov 22.93 2.15 0.12 31.53 17 10 35
18 Nov 22.99 2.03 0 28.03 1 0 25
17 Nov 23.16 2.03 -0.32 33.40 27 24 27
14 Nov 22.50 2.35 0 - 0 1 0
13 Nov 22.48 2.35 0 - 1 0 2
12 Nov 22.75 2.35 -0.05 31.61 1 0 1
11 Nov 22.63 2.4 -0.45 - 0 1 0
10 Nov 22.74 2.4 -0.45 33.95 1 0 0
7 Nov 22.85 2.85 0 - 0 0 0
6 Nov 22.63 2.85 0 - 0 0 0
4 Nov 23.02 2.85 0 - 0 0 0
3 Nov 22.97 2.85 0 - 0 0 0
31 Oct 22.74 2.85 0 - 0 0 0
30 Oct 22.23 2.85 0 - 0 0 0
29 Oct 22.69 2.85 0 - 0 0 0


For Yes Bank Limited - strike price 25 expiring on 30DEC2025

Delta for 25 PE is -

Historical price for 25 PE is as follows

On 12 Dec YESBANK was trading at 21.92. The strike last trading price was 2.97, which was -0.27 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 197


On 11 Dec YESBANK was trading at 21.94. The strike last trading price was 2.97, which was -0.27 lower than the previous day. The implied volatity was 36.79, the open interest changed by -6 which decreased total open position to 206


On 10 Dec YESBANK was trading at 21.72. The strike last trading price was 3.24, which was 0.29 higher than the previous day. The implied volatity was 43.99, the open interest changed by -3 which decreased total open position to 213


On 9 Dec YESBANK was trading at 22.02. The strike last trading price was 2.95, which was -0.13 lower than the previous day. The implied volatity was 43.50, the open interest changed by -15 which decreased total open position to 216


On 8 Dec YESBANK was trading at 21.90. The strike last trading price was 3.08, which was 0.72 higher than the previous day. The implied volatity was 39.62, the open interest changed by 2 which increased total open position to 230


On 5 Dec YESBANK was trading at 22.60. The strike last trading price was 2.36, which was 0.11 higher than the previous day. The implied volatity was 32.70, the open interest changed by -9 which decreased total open position to 229


On 4 Dec YESBANK was trading at 22.76. The strike last trading price was 2.25, which was -0.34 lower than the previous day. The implied volatity was 33.52, the open interest changed by -3 which decreased total open position to 239


On 3 Dec YESBANK was trading at 22.40. The strike last trading price was 2.57, which was 0.32 higher than the previous day. The implied volatity was 36.79, the open interest changed by 12 which increased total open position to 242


On 2 Dec YESBANK was trading at 22.71. The strike last trading price was 2.25, which was -0.28 lower than the previous day. The implied volatity was 32.99, the open interest changed by 5 which increased total open position to 229


On 1 Dec YESBANK was trading at 22.45. The strike last trading price was 2.53, which was 0.49 higher than the previous day. The implied volatity was 35.27, the open interest changed by 26 which increased total open position to 223


On 28 Nov YESBANK was trading at 22.93. The strike last trading price was 2.04, which was -0.08 lower than the previous day. The implied volatity was 28.20, the open interest changed by 1 which increased total open position to 196


On 27 Nov YESBANK was trading at 22.84. The strike last trading price was 2.11, which was 0.06 higher than the previous day. The implied volatity was 27.84, the open interest changed by 34 which increased total open position to 196


On 26 Nov YESBANK was trading at 22.93. The strike last trading price was 2.05, which was -0.26 lower than the previous day. The implied volatity was 28.06, the open interest changed by 11 which increased total open position to 163


On 25 Nov YESBANK was trading at 22.70. The strike last trading price was 2.32, which was -0.42 lower than the previous day. The implied volatity was 31.89, the open interest changed by 81 which increased total open position to 151


On 24 Nov YESBANK was trading at 22.20. The strike last trading price was 2.74, which was 0.29 higher than the previous day. The implied volatity was 34.55, the open interest changed by 16 which increased total open position to 74


On 21 Nov YESBANK was trading at 22.43. The strike last trading price was 2.45, which was 0.1 higher than the previous day. The implied volatity was 28.35, the open interest changed by 16 which increased total open position to 55


On 20 Nov YESBANK was trading at 22.63. The strike last trading price was 2.35, which was 0.21 higher than the previous day. The implied volatity was 32.08, the open interest changed by 3 which increased total open position to 38


On 19 Nov YESBANK was trading at 22.93. The strike last trading price was 2.15, which was 0.12 higher than the previous day. The implied volatity was 31.53, the open interest changed by 10 which increased total open position to 35


On 18 Nov YESBANK was trading at 22.99. The strike last trading price was 2.03, which was 0 lower than the previous day. The implied volatity was 28.03, the open interest changed by 0 which decreased total open position to 25


On 17 Nov YESBANK was trading at 23.16. The strike last trading price was 2.03, which was -0.32 lower than the previous day. The implied volatity was 33.40, the open interest changed by 24 which increased total open position to 27


On 14 Nov YESBANK was trading at 22.50. The strike last trading price was 2.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 13 Nov YESBANK was trading at 22.48. The strike last trading price was 2.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 12 Nov YESBANK was trading at 22.75. The strike last trading price was 2.35, which was -0.05 lower than the previous day. The implied volatity was 31.61, the open interest changed by 0 which decreased total open position to 1


On 11 Nov YESBANK was trading at 22.63. The strike last trading price was 2.4, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 10 Nov YESBANK was trading at 22.74. The strike last trading price was 2.4, which was -0.45 lower than the previous day. The implied volatity was 33.95, the open interest changed by 0 which decreased total open position to 0


On 7 Nov YESBANK was trading at 22.85. The strike last trading price was 2.85, 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


On 6 Nov YESBANK was trading at 22.63. The strike last trading price was 2.85, 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


On 4 Nov YESBANK was trading at 23.02. The strike last trading price was 2.85, 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


On 3 Nov YESBANK was trading at 22.97. The strike last trading price was 2.85, 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


On 31 Oct YESBANK was trading at 22.74. The strike last trading price was 2.85, 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


On 30 Oct YESBANK was trading at 22.23. The strike last trading price was 2.85, 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


On 29 Oct YESBANK was trading at 22.69. The strike last trading price was 2.85, 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