YESBANK YES BANK LIMITED
YES BANK LIMITED — on this desk since 5 Sep 2007.
Results meeting tomorrow Sat 17 Oct 2026, as the company announced it to NSE
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | 2.25 | +62,200 | 62,200 | 16 | 5,29,63,300 | +5,06,61,900 | 0.17 | long build-up |
| — | 1.49 | +26,12,400 | 26,12,400 | 17 | 2,64,97,200 | +2,60,61,800 | 0.35 | long build-up |
| short build-up | 0.86 | +5,10,66,200 | 5,16,26,000 | 18at the money | 5,26,21,200 | +3,86,57,300 | 0.68 | long build-up |
| short build-up | 0.42 | +5,64,46,500 | 5,73,17,300 | 19 | 6,20,13,400 | +4,22,96,000 | 1.22 | long build-up |
| short build-up | 0.19 | +5,99,29,700 | 7,61,63,900 | 20 | 3,55,78,400 | −1,80,38,000 | 2.00 | short covering |
| short build-up | 0.10 | +4,13,00,800 | 10,31,27,600 | 21 | wall6,47,50,200 | +40,43,000 | 2.86 | long build-up |
| short build-up | 0.05 | +80,54,900 | 10,31,27,600 | 22 | 4,78,62,900 | −1,11,64,900 | 3.84 | short covering |
| long unwinding | 0.03 | −64,68,800 | 7,93,05,000 | 23 | 4,27,00,300 | −34,21,000 | 4.80 | short covering |
| long unwinding | 0.02 | −4,97,600 | 6,31,64,100 | 24 | 1,55,81,100 | −7,46,400 | 5.82 | short covering |
| long unwinding | 0.01 | −8,08,600 | 3,64,80,300 | 25 | 61,88,900 | +2,79,900 | 6.70 | long build-up |
| long unwinding | 0.01 | −34,21,000 | 1,22,84,500 | 26 | 12,44,000 | +62,200 | 7.83 | long build-up |
| — | 0.01 | −62,200 | 1,16,31,400 | 28 | 8,39,700 | 0 | 9.66 | — |
The options were priced for a move of about 8.5% by 27 Oct.
Open interest
Short build: price fell and open interest rose.
For this stock, 239 of 493 times the close 5 sessions later was higher.
Across every F&O stock, 58,860 of 1,16,717 times the close 5 sessions later was higher.
Basis, rollover and the ban
The future traded 0.55% above the share.
Not in the F&O ban this session; open interest stood at 101% of its market-wide limit.
Implied volatility
The options were priced for a move of about 8.5% by 27 Oct; over the sessions the desk holds it ranged 1.5–9.2%.
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Implied and realised around results
No results meeting with an option chain on its eve yet.
The futures, session by session
| session | futures | implied move | basis | ban |
|---|---|---|---|---|
| Thu 15 Oct | short build | 8.5% | 0.55% | |
| Wed 14 Oct | short cover | 5.3% | -0.14% | |
| Tue 13 Oct | short cover | 5.3% | 0.05% | |
| Mon 12 Oct | short build | 5.8% | -0.10% | |
| Fri 9 Oct | long build | 6.1% | 0.44% | |
| Thu 8 Oct | short build | 6.2% | 0.05% | |
| Wed 7 Oct | short build | 6.2% | -0.34% | |
| Tue 6 Oct | short build | 6.1% | 0.34% | |
| Mon 5 Oct | short cover | 6.3% | 0.10% | |
| Thu 1 Oct | long unwind | 6.7% | 0.43% | |
| Wed 30 Sep | long unwind | 6.4% | 0.72% | |
| Tue 29 Sep | long unwind | 6.3% | 2.17% | |
| Mon 28 Sep | short build | 6.2% | 0.52% | |
| Fri 25 Sep | short cover | 2.6% | 0.04% | |
| Thu 24 Sep | short build | 2.5% | 0.04% | |
| Wed 23 Sep | long unwind | 1.9% | -0.04% | |
| Tue 22 Sep | short cover | 2.3% | 0.17% | |
| Mon 21 Sep | long build | 2.5% | 0.13% | |
| Fri 18 Sep | long unwind | 2.9% | 1.80% | |
| Thu 17 Sep | long unwind | 3.3% | 0.39% |
After a name entered or left the ban
- This stock, on entering the ban: 3 of 9 times the close 5 sessions later was higher — too few to read much into.
- This stock, on leaving it: 3 of 9 times the close 5 sessions later was higher — too few to read much into.
- Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
- Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.
Before comparing across time
Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.