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YESBANK at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| YESBANK | 15.61 | n/a | 0.49 | 15 / 22 | 17 | Direction not established |
Comparison window: session. PCR is full-expiry Open Interest, puts ÷ calls. The walls are the largest put Open Interest at or below spot and the largest call Open Interest at or above it.
Why this stock has the detailed view: Decided from the latest snapshot alone (no ledger of at least 3 sessions yet); Open interest within 5 strikes of the money is Rs 866.57Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 418.86Cr, above the Rs 100.00Cr floor; 10 of 11 near-the-money strikes carry real Open Interest and traded volume, at least 7 needed; The top strike holds 14.1% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 25 strikes are listed.
YESBANK — Direction not established
Not enough matched session positioning for a direction
- The dayYESBANK at 15.61 · PCR 0.49 full expiry, 0.50 on screen
- The positionsPut wall 15 (3.40Cr, +35.45L today) · Call wall 22 (9.11Cr, −15.55L today) · 0.36 puts added per call today
- The tradingBusiest 16 (6.26Cr traded) · no leg changed both premium and Open Interest over today, against the previous session
Where YESBANK sits against its walls
- Above the call wallSustained trade above 22 (+6.39 from spot). Next call Open Interest above: 24 (1.47Cr).
- Between the walls · spot is hereSpot between 15 and 22, now 9% of the way up. Max pain 17 (+1.39 from spot).
- Below the put wallSustained trade below 15 (−0.61 from spot). Next put Open Interest below: 14 (3.00Cr).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Call wall | 22 | +6 (+40.94%) | 9.11Cr |
| Next call wall | 20 | +4 (+28.12%) | 7.69Cr |
| Max pain | 17 | +1 (+8.90%) | — |
| Move range high | 17 | +1 (+7.51%) | — |
| Spot | 16 | — | — |
| Put wall | 15 | −1 (−3.91%) | 3.40Cr |
| Gamma flip | 15 | −1 (−5.05%) | — |
| Move range low | 14 | −1 (−7.51%) | — |
| Next put wall | 14 | −2 (−10.31%) | 3.00Cr |
The move being priced
The ATM straddle prices a move of about ±1 to expiry, a range of 14 to 17, at an ATM implied volatility of 40.4%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:22 pm
- Legs matched28 of 40 (70%) · 14 Call, 14 Put
- Positioning leanNot measured
- YESBANK vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 12 of 40 displayed legs have no matched session reading.
- The previous close for the immediately preceding session is not available, so the day change is left unknown rather than measured against an older date.
Expiry 2026-11-23 · 20 displayed strikes, 4 to 26 · Full expiry, 25 strikes, 4 to 34
YESBANK on the live tools
This article is the read. These pages are the terminal, each opening on YESBANK.