Yes Bank Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 7.2 L | 0 | — | —% | ₹— | 12 | ₹— | —% | — | +23.3 L | 59.4 L |
| 2.8 L | +1.9 L | — | —% | ₹— | 13 | ₹— | —% | — | +48.2 L | 93.9 L |
| 6.5 L | +1.6 L | — | —% | ₹— | 14 | ₹— | —% | — | +33.6 L | 3.00 Cr |
| 1.09 Cr | +42.3 L | — | —% | ₹— | 15 | ₹— | —% | — | +28.0 L | 3.32 Cr |
| 4.73 Cr | +1.28 Cr | — | —% | ₹— | 16 | ₹— | —% | — | +15.6 L | 3.94 Cr |
| 5.36 Cr | +46.3 L | — | —% | ₹— | 17 | ₹— | —% | — | +11.5 L | 3.21 Cr |
| 6.92 Cr | +46.0 L | — | —% | ₹— | 18 | ₹— | —% | — | +3.1 L | 2.85 Cr |
| 4.70 Cr | +55.0 L | — | —% | ₹— | 19 | ₹— | —% | — | 0 | 1.00 Cr |
| 7.71 Cr | +41.1 L | — | —% | ₹— | 20 | ₹— | —% | — | +31K | 1.61 Cr |
| 2.79 Cr | +93K | — | —% | ₹— | 21 | ₹— | —% | — | 0 | 69.7 L |
| 9.13 Cr | -13.4 L | — | —% | ₹— | 22ATM | ₹— | —% | — | +31K | 88.0 L |
| 1.46 Cr | +10.0 L | — | —% | ₹— | 23 | ₹— | —% | — | 0 | 57.2 L |
| 1.46 Cr | +12.1 L | — | —% | ₹— | 24 | ₹— | —% | — | 0 | 52.2 L |
| 65.0 L | +6.2 L | — | —% | ₹— | 26 | ₹— | —% | — | -1.2 L | 14.6 L |
| 39.2 L | -1.2 L | — | —% | ₹— | 28 | ₹— | —% | — | — | — |
| 18.3 L | 0 | — | —% | ₹— | 30 | ₹— | —% | — | — | — |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Live Greeks Panel
Key Strike Levels
Open interest concentration clusters heavily around the ₹10 strike for both calls and puts, indicating a significant historical consolidation zone. The current spot price of ₹15.61 sits substantially above this major OI wall, suggesting traders expect stability near lower levels despite current trading values. This distribution implies a wide trading range between the lower support base and fresh resistance building at higher strikes above the spot price.
OI Buildup Activity
Fresh call writing emerges prominently at the ₹16, ₹17, and ₹19 strikes, signaling fresh resistance immediately above the current market price. Put writers actively accumulate positions at ₹13, ₹14, and ₹15, establishing a robust support base closer to the ATM level. This positioning reflects a hedged stance where participants cap upside potential while protecting against downside risks near the immediate trading range.
Volatility Read
Implied volatility stands elevated at 40.33% for at-the-money options, reflecting heightened uncertainty regarding price movement in the underlying asset. The skew remains bearish, indicating that out-of-the-money puts command higher premiums compared to equivalent calls due to perceived downside risk.
Key OI Levels
The maximum open interest for both call and put options currently resides at the ₹10 strike price, marking the strongest structural level.