YESBANK
Yes Bank Limited
Historical option data for YESBANK
12 Dec 2025 04:13 PM IST
| YESBANK 30-DEC-2025 25 CE | ||||||||||||||||
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Delta: 0.06
Vega: 0.01
Theta: -0.01
Gamma: 0.07
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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































































































































































































































