Yes Bank Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 18 | ₹— | —% | — | 0 | 16.5 L |
| 0 | 0 | — | —% | ₹— | 19 | ₹— | —% | — | +62K | 9.0 L |
| 14.9 L | -31K | — | —% | ₹— | 20 | ₹— | —% | — | 0 | 1.42 Cr |
| 33.3 L | -1.6 L | — | —% | ₹— | 21 | ₹— | —% | — | -1.9 L | 3.01 Cr |
| 3.81 Cr | -3.7 L | — | —% | ₹— | 22 | ₹— | —% | — | +6.8 L | 6.26 Cr |
| 9.41 Cr | +88.9 L | — | —% | ₹— | 23ATM | ₹— | —% | — | +17.4 L | 6.40 Cr |
| 6.13 Cr | +41.1 L | — | —% | ₹— | 24 | ₹— | —% | — | 0 | 1.65 Cr |
| 2.78 Cr | -1.6 L | — | —% | ₹— | 25 | ₹— | —% | — | 0 | 92.1 L |
| 2.40 Cr | +4.7 L | — | —% | ₹— | 26 | ₹— | —% | — | 0 | 14.9 L |
| 3.11 Cr | +31K | — | —% | ₹— | 28 | ₹— | —% | — | 0 | 16.5 L |
| 34.8 L | +62K | — | —% | ₹— | 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
The open‑interest (OI) profile clusters around the ₹23‑₹24 call zone and the ₹22‑₹23 put zone, suggesting a short‑term price corridor of roughly ₹22‑₹24. The highest call OI sits at the ₹23 strike, while the deepest put OI concentrates at the ₹10 strike (serving as a technical support reference). This distribution indicates that the market views the current spot of ₹22.5 as near the centre of the expected range.
OI Buildup Activity
Fresh call OI accumulates at the ₹23 strike (+₹88,63,500), followed by the ₹24 strike (+₹41,36,300) and the ₹26 strike (+₹4,66,500), reflecting aggressive positioning near the upper band of the range. On the put side, new OI builds at the ₹23 strike (+₹18,03,800), then at the ₹22 strike (+₹7,77,500) and the ₹19 strike (+₹31,100), indicating defensive hedging around the lower band. The net inflow points to writers concentrating exposure at these key strikes while market participants add protection nearby.
Volatility Read
The at‑the‑money (ATM) implied volatility stands at 19.92%, implying moderate price uncertainty for the remaining week to expiry. The skew is bearish, with put IV modestly higher than call IV, signaling a tilt toward downside protection.
Key OI Levels
The largest call OI resides at ₹23, while the largest put OI is at the ₹10 strike, marking the primary resistance and support levels respectively.