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ClearStrike

YESBANK options IV analysis

End-of-day data as of 2026-10-09

Tomorrow: where YESBANK can go (next trading day)

For the next trading day, options point to about 2.0% either way: YESBANK between 20.09 and 20.91 (from 20.50).

2026-07-16 O 23.80 H 23.87 L 23.58 C 23.752026-07-17 O 23.75 H 23.75 L 23.21 C 23.612026-07-20 O 23.65 H 23.65 L 22.71 C 22.932026-07-21 O 22.95 H 23.31 L 22.95 C 23.142026-07-22 O 23.16 H 23.75 L 23.00 C 23.242026-07-23 O 23.20 H 23.20 L 22.83 C 22.932026-07-24 O 22.82 H 23.02 L 22.64 C 22.952026-07-27 O 23.05 H 23.18 L 22.90 C 22.942026-07-28 O 22.94 H 22.98 L 22.76 C 22.812026-07-29 O 22.87 H 23.00 L 22.75 C 22.842026-07-30 O 22.84 H 22.88 L 22.46 C 22.542026-07-31 O 22.54 H 22.85 L 22.48 C 22.772026-08-03 O 22.80 H 23.00 L 22.75 C 23.002026-08-04 O 23.00 H 23.01 L 22.78 C 23.002026-08-05 O 23.00 H 23.15 L 22.82 C 22.972026-08-06 O 22.97 H 23.06 L 22.68 C 22.682026-08-07 O 22.68 H 22.80 L 22.63 C 22.692026-08-10 O 22.69 H 22.75 L 22.53 C 22.752026-08-11 O 22.75 H 22.79 L 22.58 C 22.752026-08-12 O 22.75 H 22.98 L 22.62 C 22.982026-08-13 O 22.97 H 23.04 L 22.81 C 22.982026-08-14 O 22.98 H 23.00 L 22.67 C 22.672026-08-17 O 22.67 H 23.02 L 22.45 C 22.922026-08-18 O 22.90 H 22.97 L 22.45 C 22.462026-08-19 O 22.50 H 22.77 L 22.42 C 22.742026-08-20 O 22.80 H 22.96 L 22.73 C 22.742026-08-21 O 22.74 H 22.87 L 22.63 C 22.802026-08-24 O 22.80 H 22.86 L 22.51 C 22.602026-08-25 O 22.60 H 22.67 L 22.42 C 22.502026-08-26 O 22.60 H 22.80 L 22.34 C 22.382026-08-27 O 22.40 H 22.55 L 22.25 C 22.262026-08-28 O 22.31 H 22.36 L 22.01 C 22.102026-08-31 O 22.07 H 22.83 L 21.98 C 22.832026-09-01 O 22.51 H 22.52 L 21.94 C 22.102026-09-02 O 22.00 H 22.15 L 21.82 C 22.152026-09-03 O 22.15 H 22.54 L 22.11 C 22.542026-09-04 O 22.47 H 22.62 L 22.44 C 22.502026-09-07 O 22.44 H 22.59 L 22.28 C 22.422026-09-08 O 22.44 H 22.57 L 22.38 C 22.522026-09-09 O 22.45 H 22.58 L 22.37 C 22.422026-09-10 O 22.40 H 22.48 L 22.24 C 22.302026-09-11 O 22.23 H 23.95 L 22.07 C 23.482026-09-15 O 23.68 H 23.90 L 22.99 C 23.072026-09-16 O 23.58 H 24.10 L 23.26 C 23.402026-09-17 O 23.32 H 23.38 L 22.91 C 23.132026-09-18 O 23.20 H 23.38 L 22.72 C 22.722026-09-21 O 22.95 H 23.28 L 22.93 C 23.172026-09-22 O 23.17 H 23.29 L 23.04 C 23.202026-09-23 O 23.20 H 23.38 L 23.17 C 23.242026-09-24 O 23.08 H 23.08 L 22.38 C 22.442026-09-25 O 22.48 H 22.58 L 22.35 C 22.502026-09-28 O 22.38 H 22.38 L 21.11 C 21.182026-09-29 O 21.18 H 21.33 L 20.71 C 20.712026-09-30 O 20.98 H 21.40 L 20.85 C 20.952026-10-01 O 20.95 H 21.17 L 20.51 C 20.752026-10-05 O 21.05 H 21.23 L 20.91 C 21.062026-10-06 O 21.05 H 21.05 L 20.81 C 20.862026-10-07 O 20.89 H 20.93 L 20.63 C 20.792026-10-08 O 20.76 H 20.79 L 20.35 C 20.452026-10-09 O 20.48 H 20.69 L 20.42 C 20.50Upper end 20.91Lower end 20.09Now 20.5016 Jul9 Oct
Lower end 20.09Now 20.50Upper end 20.91

Where YESBANK can go in the next 3 days

Options imply about 3.5% either way over 3 days (about 2.0% in a day). That puts YESBANK between 19.78 and 21.22 in 3 days (now 20.50).

2026-07-16 O 23.80 H 23.87 L 23.58 C 23.752026-07-17 O 23.75 H 23.75 L 23.21 C 23.612026-07-20 O 23.65 H 23.65 L 22.71 C 22.932026-07-21 O 22.95 H 23.31 L 22.95 C 23.142026-07-22 O 23.16 H 23.75 L 23.00 C 23.242026-07-23 O 23.20 H 23.20 L 22.83 C 22.932026-07-24 O 22.82 H 23.02 L 22.64 C 22.952026-07-27 O 23.05 H 23.18 L 22.90 C 22.942026-07-28 O 22.94 H 22.98 L 22.76 C 22.812026-07-29 O 22.87 H 23.00 L 22.75 C 22.842026-07-30 O 22.84 H 22.88 L 22.46 C 22.542026-07-31 O 22.54 H 22.85 L 22.48 C 22.772026-08-03 O 22.80 H 23.00 L 22.75 C 23.002026-08-04 O 23.00 H 23.01 L 22.78 C 23.002026-08-05 O 23.00 H 23.15 L 22.82 C 22.972026-08-06 O 22.97 H 23.06 L 22.68 C 22.682026-08-07 O 22.68 H 22.80 L 22.63 C 22.692026-08-10 O 22.69 H 22.75 L 22.53 C 22.752026-08-11 O 22.75 H 22.79 L 22.58 C 22.752026-08-12 O 22.75 H 22.98 L 22.62 C 22.982026-08-13 O 22.97 H 23.04 L 22.81 C 22.982026-08-14 O 22.98 H 23.00 L 22.67 C 22.672026-08-17 O 22.67 H 23.02 L 22.45 C 22.922026-08-18 O 22.90 H 22.97 L 22.45 C 22.462026-08-19 O 22.50 H 22.77 L 22.42 C 22.742026-08-20 O 22.80 H 22.96 L 22.73 C 22.742026-08-21 O 22.74 H 22.87 L 22.63 C 22.802026-08-24 O 22.80 H 22.86 L 22.51 C 22.602026-08-25 O 22.60 H 22.67 L 22.42 C 22.502026-08-26 O 22.60 H 22.80 L 22.34 C 22.382026-08-27 O 22.40 H 22.55 L 22.25 C 22.262026-08-28 O 22.31 H 22.36 L 22.01 C 22.102026-08-31 O 22.07 H 22.83 L 21.98 C 22.832026-09-01 O 22.51 H 22.52 L 21.94 C 22.102026-09-02 O 22.00 H 22.15 L 21.82 C 22.152026-09-03 O 22.15 H 22.54 L 22.11 C 22.542026-09-04 O 22.47 H 22.62 L 22.44 C 22.502026-09-07 O 22.44 H 22.59 L 22.28 C 22.422026-09-08 O 22.44 H 22.57 L 22.38 C 22.522026-09-09 O 22.45 H 22.58 L 22.37 C 22.422026-09-10 O 22.40 H 22.48 L 22.24 C 22.302026-09-11 O 22.23 H 23.95 L 22.07 C 23.482026-09-15 O 23.68 H 23.90 L 22.99 C 23.072026-09-16 O 23.58 H 24.10 L 23.26 C 23.402026-09-17 O 23.32 H 23.38 L 22.91 C 23.132026-09-18 O 23.20 H 23.38 L 22.72 C 22.722026-09-21 O 22.95 H 23.28 L 22.93 C 23.172026-09-22 O 23.17 H 23.29 L 23.04 C 23.202026-09-23 O 23.20 H 23.38 L 23.17 C 23.242026-09-24 O 23.08 H 23.08 L 22.38 C 22.442026-09-25 O 22.48 H 22.58 L 22.35 C 22.502026-09-28 O 22.38 H 22.38 L 21.11 C 21.182026-09-29 O 21.18 H 21.33 L 20.71 C 20.712026-09-30 O 20.98 H 21.40 L 20.85 C 20.952026-10-01 O 20.95 H 21.17 L 20.51 C 20.752026-10-05 O 21.05 H 21.23 L 20.91 C 21.062026-10-06 O 21.05 H 21.05 L 20.81 C 20.862026-10-07 O 20.89 H 20.93 L 20.63 C 20.792026-10-08 O 20.76 H 20.79 L 20.35 C 20.452026-10-09 O 20.48 H 20.69 L 20.42 C 20.50Upper end 21.22Lower end 19.78Now 20.5016 Jul9 Oct
Lower end 19.78Now 20.50Upper end 21.22

If the market's estimate is right, price ends inside this zone roughly 2 out of 3 times and outside about 1 in 3.

Event: Results 2026-10-17

YESBANK (Private Bank): ATM IV is 32.0%, higher than 58% of days over the last year in the same expiry-cycle phase. Options imply about ±2.01% in a day and ±3.49% over three days. This describes what options price in, not where the stock will go.

All the numbers (for experienced traders)
ATM IV
32.0%
IV percentile
58%
Expected move 1d
±2.01%
Expected move 3d
±3.49%
IV / realised
1.24
Gamma flip
-2.0%
from spot
Max pain
+7.3%
from spot
Lot size
31100
Confirm lot size with your broker.
Event
Results 2026-10-17

ATM IV, last 60 days

37.5%17.0%2026-07-162026-10-09

Free view shows the last 60 days. The full history comes with the free 5-day trial.

IV moves with the expiry cycle, so compare like with like.

Same sector: Private Bank

Sector peers by IV percentile

What we did NOT find: any reliable way to predict direction. This page is descriptive data, not a call.