YESBANK options
YES Bank option chain and implied move
| Metric | Value | Read |
|---|---|---|
| Market-implied move | ±₹0.45 | ±2.85% to the Tuesday, 27 October 2026 expiry, from the at-the-money straddle |
| Implied range | ₹15.35 – ₹16.25 | What option prices imply, not a forecast of where the stock will trade |
| Max pain | ₹19 | The strike at which the largest value of written options would expire worthless |
| Heaviest put strike | ₹21 | 4,95,73,400 contracts — the largest put position on the chain |
| Heaviest call strike | ₹21 | 11,57,23,100 contracts — the largest call position on the chain |
| Put-call ratio | 0.40 | Total put open interest divided by total call open interest across the chain |
| Implied volatility (ATM) | 31.25% | At-the-money implied volatility for the front expiry |
- Market-implied move
- ±₹0.45
- Implied range
- ₹15 – ₹16
- Max pain
- ₹19
- Implied volatility
- 31.25%
±2.85% over 4 days, from the ₹16 straddle
What option prices imply, not a forecast of where the stock will trade
₹3 above the close
At the money, for the front expiry
Implied rangeMax painLast close
Heaviest put ₹21Heaviest call ₹21ATM ₹16 · PCR 0.40
At the close on Friday, 23 October 2026, YES Bank options were pricing a move of ±₹0.45 by the Tuesday, 27 October 2026 expiry — a range of ₹15.35 to ₹16.25 against a closing price of ₹15.80. The figure is the at-the-money straddle at the ₹16 strike, which is what the options market itself is charging for the move to expiry. It describes the price of that expectation, not a forecast MarketCue makes.
Max pain sits at ₹19, ₹3.20 above the closing price — the strike at which the largest value of written options would expire worthless. The heaviest put position on the chain is at ₹21 with 4,95,73,400 contracts, and the heaviest call position at ₹21 with 11,57,23,100 contracts. Open interest describes where positions have been built; it is not a commitment by anyone to defend a price.
At-the-money implied volatility was 31.25% for the Tuesday, 27 October 2026 expiry. Realised volatility for YES Bank is not yet available for comparison.
This page is a record of where YES Bank's chain finished on Friday, 23 October 2026, not a live feed — the next reading follows tomorrow's close. Figures are derived from the NSE option chain via Upstox; max pain, the implied move, put-call ratio and the volatility comparison are MarketCue's own calculations from that data. MarketCue is not a registered investment adviser, research analyst or broker under SEBI regulations, and nothing here is a recommendation to buy or sell any security.
Read the full MarketCue scoring methodology
Source: NSE option chain via Upstox. .
Frequently asked questions
- What move are YES Bank options pricing this expiry?
- ±₹0.45, or 2.85%, giving a range of ₹15.35 to ₹16.25 by Tuesday, 27 October 2026. The figure is derived from the at-the-money straddle at the ₹16 strike.
- What is YES Bank's max pain?
- ₹19 at the last close, against a closing price of ₹15.80. Max pain is the strike at which the largest value of written options would expire worthless.
- Where is support and resistance in the YES Bank option chain?
- The largest put position sits at ₹21 with 4,95,73,400 contracts, and the largest call position at ₹21 with 11,57,23,100 contracts. Traders commonly read heavy open interest at a strike as a level, though open interest describes positioning rather than any commitment to defend a price.
- What is the lot size for YES Bank options?
- 31,100 shares per lot, with strikes in steps of ₹1. At the implied move of ±₹0.45, one lot corresponds to ±₹13,995 of notional movement.