Yes bank option chain implied volatility excel sheet

Yes bank option chain implied volatility excel sheet

Yes bank option chain implied volatility excel sheet



This implied volatility excel sheet can be sued in all-stock like Yes Bank Ltd., Tata Motors Ltd., State Bank of India, Zee Entertainment Enterprises, Oil & Natural Gas Corpn LtdNTPC Ltd, ITC Ltd., Coal India Ltd,IBULHSGFIN , SBIN , AUROPHARMA , RELIANCE , .

But what is implied volatility? 

  1. There are different volatility index in the world E.g. CBOE volatility index measures the average implied volatility of various options of S & P 500 - measures the NASDAQ 100 future volatility-India vix Represent the volatility of the index future in India
  2. Implied volatility represents the volatility in the underlying index future.
  3.  Implied Volatility is the total up or down move expected in the index futures derived from stock options price.
  4.  If options traders pay more to buy the options and option sellers demand more for selling an option, option price increases.
  5. In this case the implied volatility increases we can expect the large movement in stock future price.
  6. If option buyers are not paying more and option sellers are ready to sell at lower cost option price decrease 
  7. In this case, the implied volatility decreases and we can except small movement in the stock future price
  8. Implied volatility represents standard deviation one year change in stock price 
  9. For Example stock price = +_(stock price x implied volatility)
  10. If the stock price is 97.5 and its implied volatility is 44% we can expect the one-year trading range between 54.6-140.
  11. If the stock price is 42.25 and implied volatility is 18% we can except the one-year trading range between 34.65-49.85
  12. Stocks with high implied volatility have large trading range
  13. Stocks with low implied volatility have a small trading range
  14. To calculate the trading range for 30 days using implied volatility we use this formula 
  15. Formula to calculate the trading range for x no of days
  16.  = stock price x implied volatility x  Square root of (no of days/365)
  17. For example, if the stock price is 250 and implied volatility is 15% trading range for 30 days is equal to plus minus 10.75

why implied volatility changes we need to find the answer?

  1. Implied volatility increases or decreases due to the sudden increase or decrease in the demand and supply of Call or put option.
  2. If the out of the money put option implied volatility is more than the out of the money call option, implied volatility increased in the put side.
  3. If the out of the money call option implied volatility is more than the out of the money put option, implied volatility increases in the call side.
  4. Implied volatility also has its range called the lower range and upper range
  5. When the implied volatility is at the lower range it is advisable to buy the options
  6. When the implied volatility is at the upper range it is advisable to sell the options
  7. Professional traders trade on both sides
  8. When implied volatility at the lower range Professional traders buy options 
  9. When implied volatility at the upper range Professional traders sell the options 
  10. They always trade with the trend of the market 
  11. If the stock market in a downtrend - implied volatility is high they prefer to sell call options
  12. If the stock market in a downtrend - implied volatility is low they prefer to buy put options
  13. If the stock market in an uptrend - implied volatility is high they prefer to sell put options
  14. If the stock market in an uptrend - implied volatility is low they prefer to buy call options
  15. Always remember that option sellers are more intelligent than options buyers they only sell when they get high premium
  16. Option sellers take an unlimited risk and it takes large sums of money to sell option
  17. When the demand for options increases implied volatility increases
  18. When the demand for options decreases  implied volatility decreases
  19. Therefore when the implied volatility of call option is more than put it suggests that professional traders are selling the call options.
  20. If professional traders are selling call option it suggests us that the market will face resistance at that level.
  21. When the implied volatility of put option is more than call options it suggests that professional traders are selling the put options.
  22. If option sellers are selling put option it suggests that the market will take support at that level.
  23. Higher the implied volatility - higher the premium - higher the premium - higher the profit for the option seller.

Procedure to predict yes bank share price 



  • Download yes bank option chain excel sheet from this link
  • Visit nse.com
  • Check the closing price of yes bank
  • Fill the closing price in excel sheet in current stock price column e.g. yes bank closing price is 95
  • Check the implied volatility of  yes bank options 95 call side and put side
  • Fill implied volatility data in excel sheet 
  • Calculate days left for expiry for yes bank
  • Check the highest open interest build up call side and put 
  • Fill the strike price that has the highest open interest call side and put aside.
  • Check the probability of hitting the strike price 
  • Higher probability shows the probability of hitting that strike price for yes bank
  • Delivery percentage and volume analysis in excel sheet for retail investors
  • Premium decay analysis - Daily premium decay calculation excel sheet
  • RSI Hidden divergence trading rules for retail investors
  • How brokers earn money and provide leverage?
  • Why 90% of retail investors lose money in the stock market?
  • How to download option chain data from NSE?
  • Delivery and volume historical data



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