YES BANK LTD
Short

[Vega] Yesbank 260 Call Options

1 866
Short Yesbank 260 CE at 3.55
If you're aggressive, Short Yesbank 250 CE at 7.25

Although thanks to vega the best trade is always shorting ATM call options because of Delta, one can also short the futures if the PDL breaks.

snapshot

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