Yes Bank Limited

Financial Services · Banks

NSE: YESBANK BSE: 532648

₹20.95

Sept. 30, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

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Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) +0.40

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
Oct. 27, 2026	21.1000	-0.06	1194924200	-4696100	Long Unwinding
Nov. 23, 2026	21.2000	-0.03	55326900	901900	Short Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Sept. 30, 2026	Dec. 29, 2026	21.6500	21.7000	21.3500	21.3500	342100	342100
Sept. 30, 2026	Nov. 23, 2026	21.4400	21.6500	21.1400	21.2000	55326900	901900
Sept. 30, 2026	Oct. 27, 2026	21.1000	21.5300	21.0000	21.1000	1194924200	-4696100
Sept. 29, 2026	Nov. 23, 2026	21.4300	21.5000	21.0800	21.2300	54425000	12595500
Sept. 29, 2026	Oct. 27, 2026	21.3500	21.3800	20.8900	21.1600	1199620300	164239100
Sept. 29, 2026	Sept. 29, 2026	21.2000	21.6700	20.7600	21.0600	47334200	-182432600
Sept. 28, 2026	Nov. 23, 2026	22.5800	22.5800	21.2700	21.4100	41829500	14461500
Sept. 28, 2026	Oct. 27, 2026	22.6000	22.6000	21.1800	21.2900	1035381200	255144400
Sept. 28, 2026	Sept. 29, 2026	22.4000	22.4000	21.0800	21.1700	229766800	-239252300
Sept. 25, 2026	Nov. 23, 2026	22.7100	22.8500	22.6100	22.7500	27368000	2394700

Options Chain

As of Aug. 27, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

PCR (OI) 0.0

Max Pain 27.0000

Open Interest by Strike (Max Pain: 27.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS					Strike	PUTS
OI	Chg OI	LTP	IV%	Delta		Delta	IV%	LTP	Chg OI	OI
31100	0	22.2600	—		27.0000