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YES BANK LIMITED Option Chain

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₹ 19.83
20.36
settings
LTP
Greeks
OI
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Call Put
VegaThetaGammaDeltaImp VolVol (k)OI (lakhs)PoPLTPStrikeLTPPoPOI (lakhs)Vol (k)Imp VolDeltaGammaThetaVega
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0.006

-0.080

0.050

0.863

171.88%

0.00

0.26

lock
****

4.20

16PCR: 53.00

0.05

lock
****

13.78

0.00

62.50%

-0.003

0.006

-0.001

0.000

0.008

-0.179

0.050

0.736

257.81%

0.00

0.26

lock
****

4.10

17PCR: 53.00

0.05

lock
****

13.78

0.00

62.50%

-0.024

0.036

-0.008

0.002

0.009

-0.203

0.053

0.675

265.63%

0.00

4.94

lock
****

3.55

18PCR: 10.63

0.05

lock
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52.52

78.00

62.50%

-0.106

0.115

-0.024

0.005

0.008

-0.030

0.254

0.771

46.88%

1,326.00

17.16

lock
****

0.95

19PCR: 5.74

0.10

lock
****

98.54

5,226.00

31.25%

-0.133

0.270

-0.014

0.005

0.010

-0.026

0.495

0.433

31.25%

22,334.00

108.94

lock
****

0.25

20PCR: 1.42

0.35

lock
****

154.44

17,732.00

23.44%

-0.606

0.646

-0.019

0.010

0.004

-0.010

0.192

0.083

31.25%

46,358.00

391.56

lock
****

0.05

21PCR: 0.41

1.20

lock
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159.12

7,436.00

31.25%

-0.921

0.186

-0.010

0.004

0.005

-0.024

0.114

0.105

62.50%

7,306.00

549.64

lock
****

0.05

22PCR: 0.38

2.10

lock
****

210.86

390.00

0.00%

-1.000

0.000

0.000

0.000

0.002

-0.010

0.049

0.035

62.50%

260.00

205.92

lock
****

0.05

23PCR: 0.16

2.70

lock
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33.28

0.00

0.00%

-1.000

0.000

0.000

0.000

0.001

-0.003

0.016

0.010

62.50%

312.00

281.32

lock
****

0.05

24PCR: 0.03

2.90

lock
****

8.58

0.00

0.00%

-1.000

0.000

0.000

0.000

0.000

-0.001

0.005

0.002

62.50%

0.00

60.58

lock
****

0.05

25PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.003

-0.029

0.035

0.054

125.00%

0.00

72.28

lock
****

0.05

26PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

YES BANK LIMITED - Statistics

Day Range
₹19.75 - ₹20.50
52w Range
₹19.02 - ₹32.85
Volume
76,096,639

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Underlying Assets & Securities

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YES BANK LIMITED

19.83

-0.53 (-2.60%)

YES BANK LIMITED Options

YES BANK LIMITED Futures

Frequently Asked Questions

What is the current spot price for YES BANK LIMITED?chevron-up

The current spot price for YES BANK LIMITED is ₹19.83.

What is the minimum option lot size for YES BANK LIMITED?chevron-up

The minimum lot size for YES BANK LIMITED is 26,000.

Which YES BANK LIMITED call and put option contract has the highest open interest?chevron-up

The 22.00 strike for YES BANK LIMITED call options have an OI of 549.64 Lakhs. The 22.00 strike for YES BANK LIMITED put options has an OI of 210.86 Lakhs

What is the current at-the-money (ATM) strike for YES BANK LIMITED and what is its price?chevron-up

The current ATM strike for YES BANK LIMITED is 19.00. The call price is ₹0.95 and the put price is ₹0.10.

What is the Put-Call Ratio (PCR) of the current at-the-money (ATM) strike for YES BANK LIMITED?chevron-up

The PCR for the 19.00 strike is 5.74.

What is the implied volatility of YES BANK LIMITED?chevron-up

The implied volatility (IV) of at-the-money YES BANK LIMITED call is 46.88% and 31.25% for puts.

How much will the price change of the at-the-money (ATM) strike for YES BANK LIMITED call options if YES BANK LIMITED moves up in price by ₹1?chevron-up

The ATM strike is 19.00 and the call option is priced at ₹0.95. If YES BANK LIMITED moves up by ₹1, then the approximate change in price for the option is +₹0.7708. The value of 0.7708 is the option's 'Delta'.