YESBANK option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 31100
Spot
15.57
Future
15.58
Forward
15.59
PCR (OI)
0.50
Puts 25.57 Cr / Calls 51.56 Cr
PCR (volume)
0.46
Puts 3,744 / Calls 8,084
Max pain
17
strike with least total payout to holders
Highest OI
22 CE · 15 PE
ΔOI calls −40.43 L · puts −4.04 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Long buildup | 9.95 L | +1.87 L | — | +0.36 | 3.56 | 12 | 0.02 | -0.01 | 57.07 | −2.18 L | 61.58 L | Long unwinding | ||||||
| Neutral | 6.84 L | — | 49.10 | 0.00 | 2.60 | 13 | 0.03 | -0.03 | 45.23 | +7.15 L | 2.01 Cr | Short buildup | ||||||
| Short covering | 23.95 L | −4.35 L | 42.17 | +0.30 | 1.69 | 14 | 0.11 | -0.07 | 42.17 | +1.24 L | 3.56 Cr | Neutral | ||||||
| Neutral | 1.91 Cr | −1.87 L | 39.94 | +0.21 | 0.92 | 15 | 0.33 | -0.16 | 39.53 | −8.71 L | 4.02 Cr | Long unwinding | ||||||
| Short covering | 5.76 Cr | −61.27 L | 39.43 | +0.09 | 0.41 | 16 | 0.82 | -0.27 | 39.36 | +4.04 L | 3.89 Cr | Short buildup | ||||||
| Short covering | 6.36 Cr | −7.46 L | 41.46 | +0.04 | 0.17 | 17 | 1.60 | -0.31 | 43.63 | −5.91 L | 3.37 Cr | Long unwinding | ||||||
| Neutral | 7.52 Cr | −4.98 L | 45.57 | +0.02 | 0.08 | 18 | 2.49 | -0.37 | 46.72 | −62,200 | 2.70 Cr | Neutral | ||||||
| Neutral | 5.06 Cr | +9.64 L | 49.45 | 0.00 | 0.04 | 19 | 3.44 | -0.35 | 50.02 | +3.11 L | 1.01 Cr | Short buildup | ||||||
| Short covering | 8.16 Cr | −11.51 L | 56.27 | +0.01 | 0.03 | 20 | 4.41 | -0.24 | 51.16 | −1.55 L | 1.58 Cr | Neutral | ||||||
| Neutral | 2.43 Cr | −4.98 L | 60.91 | 0.00 | 0.02 | 21 | 5.41 | +0.01 | 61.48 | — | 69.97 L | Neutral | ||||||
| Neutral | 9.33 Cr | −4.35 L | 68.66 | +0.01 | 0.02 | 22 | 6.60 | 0.00 | — | — | 87.70 L | Neutral | ||||||
| Neutral | 1.81 Cr | +37.32 L | 69.17 | 0.00 | 0.01 | 23 | 7.36 | -0.37 | — | −31,100 | 59.09 L | Neutral | ||||||
| Neutral | 1.49 Cr | +3.11 L | 75.56 | 0.00 | 0.01 | 24 | 8.38 | +0.22 | 69.19 | −31,100 | 51.94 L | Neutral | ||||||
| Neutral | 65.93 L | — | 87.34 | 0.00 | 0.01 | 26 | 10.38 | 0.00 | — | — | 13.99 L | Neutral | ||||||
| Neutral | 39.19 L | — | 98.01 | 0.00 | 0.01 | 28 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 26.75 L | +8.40 L | 107.77 | 0.00 | 0.01 | 30 | · | · | · | · | · | · | · | · | · | |||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: put-call parity, median of 5 near-ATM strikes. Discounting at 7.78% (carry implied by 23 Nov → 29 Dec futures). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.