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[--[65.84.65.76]--]
HEROMOTOCO
Hero Motocorp Limited

3529.15 -81.10 (-2.25%)

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Historical option data for HEROMOTOCO

13 Mar 2025 04:11 PM IST
HEROMOTOCO 27MAR2025 3650 CE
Delta: 0.28
Vega: 2.32
Theta: -2.33
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 3529.15 28.95 -31.95 24.98 1,323 175 837
12 Mar 3610.25 62.9 -21.65 23.76 1,662 42 666
11 Mar 3650.65 82 26.3 24.06 2,549 -79 632
10 Mar 3582.85 54.65 -37.7 24.14 2,742 247 713
7 Mar 3652.50 92.55 -0.8 23.54 3,698 36 466
6 Mar 3648.75 97.15 27.5 23.48 1,859 111 446
5 Mar 3588.75 70 24.45 24.44 1,246 -97 339
3 Mar 3630.75 95.5 -33.8 25.13 1,069 66 134
28 Feb 3681.10 138.05 -366.65 23.15 276 71 71
27 Feb 3759.55 504.7 0 - 0 0 0
26 Feb 3828.25 504.7 0 - 0 0 0
25 Feb 3828.25 504.7 0 - 0 0 0
24 Feb 3884.85 504.7 0 - 0 0 0
21 Feb 3852.60 504.7 0 - 0 0 0
20 Feb 3909.10 504.7 0 - 0 0 0
19 Feb 3879.15 504.7 0 - 0 0 0
18 Feb 3840.50 504.7 0 - 0 0 0
17 Feb 3876.45 504.7 0 - 0 0 0
14 Feb 3862.40 504.7 0 - 0 0 0
13 Feb 3956.55 504.7 0 - 0 0 0


For Hero Motocorp Limited - strike price 3650 expiring on 27MAR2025

Delta for 3650 CE is 0.28

Historical price for 3650 CE is as follows

On 13 Mar HEROMOTOCO was trading at 3529.15. The strike last trading price was 28.95, which was -31.95 lower than the previous day. The implied volatity was 24.98, the open interest changed by 175 which increased total open position to 837


On 12 Mar HEROMOTOCO was trading at 3610.25. The strike last trading price was 62.9, which was -21.65 lower than the previous day. The implied volatity was 23.76, the open interest changed by 42 which increased total open position to 666


On 11 Mar HEROMOTOCO was trading at 3650.65. The strike last trading price was 82, which was 26.3 higher than the previous day. The implied volatity was 24.06, the open interest changed by -79 which decreased total open position to 632


On 10 Mar HEROMOTOCO was trading at 3582.85. The strike last trading price was 54.65, which was -37.7 lower than the previous day. The implied volatity was 24.14, the open interest changed by 247 which increased total open position to 713


On 7 Mar HEROMOTOCO was trading at 3652.50. The strike last trading price was 92.55, which was -0.8 lower than the previous day. The implied volatity was 23.54, the open interest changed by 36 which increased total open position to 466


On 6 Mar HEROMOTOCO was trading at 3648.75. The strike last trading price was 97.15, which was 27.5 higher than the previous day. The implied volatity was 23.48, the open interest changed by 111 which increased total open position to 446


On 5 Mar HEROMOTOCO was trading at 3588.75. The strike last trading price was 70, which was 24.45 higher than the previous day. The implied volatity was 24.44, the open interest changed by -97 which decreased total open position to 339


On 3 Mar HEROMOTOCO was trading at 3630.75. The strike last trading price was 95.5, which was -33.8 lower than the previous day. The implied volatity was 25.13, the open interest changed by 66 which increased total open position to 134


On 28 Feb HEROMOTOCO was trading at 3681.10. The strike last trading price was 138.05, which was -366.65 lower than the previous day. The implied volatity was 23.15, the open interest changed by 71 which increased total open position to 71


On 27 Feb HEROMOTOCO was trading at 3759.55. The strike last trading price was 504.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Feb HEROMOTOCO was trading at 3828.25. The strike last trading price was 504.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Feb HEROMOTOCO was trading at 3828.25. The strike last trading price was 504.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Feb HEROMOTOCO was trading at 3884.85. The strike last trading price was 504.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Feb HEROMOTOCO was trading at 3852.60. The strike last trading price was 504.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Feb HEROMOTOCO was trading at 3909.10. The strike last trading price was 504.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Feb HEROMOTOCO was trading at 3879.15. The strike last trading price was 504.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Feb HEROMOTOCO was trading at 3840.50. The strike last trading price was 504.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Feb HEROMOTOCO was trading at 3876.45. The strike last trading price was 504.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Feb HEROMOTOCO was trading at 3862.40. The strike last trading price was 504.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Feb HEROMOTOCO was trading at 3956.55. The strike last trading price was 504.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


HEROMOTOCO 27MAR2025 3650 PE
Delta: -0.71
Vega: 2.37
Theta: -1.54
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 3529.15 140.4 54.5 26.72 499 -91 309
12 Mar 3610.25 82.8 10.9 25.75 845 2 398
11 Mar 3650.65 75.55 -34.6 27.53 1,162 135 396
10 Mar 3582.85 110.9 34.55 27.84 1,747 -56 276
7 Mar 3652.50 73.15 -6.2 24.86 1,459 14 332
6 Mar 3648.75 78.15 -31.35 26.36 730 132 322
5 Mar 3588.75 109.65 -53.35 25.75 223 -35 189
3 Mar 3630.75 98.7 14.3 27.19 1,616 101 308
28 Feb 3681.10 79.65 22.65 29.10 888 172 199
27 Feb 3759.55 60.2 25.05 27.95 85 27 27
26 Feb 3828.25 35.15 0 4.95 0 0 0
25 Feb 3828.25 35.15 0 4.95 0 0 0
24 Feb 3884.85 35.15 0 6.14 0 0 0
21 Feb 3852.60 35.15 0 5.28 0 0 0
20 Feb 3909.10 35.15 0 6.39 0 0 0
19 Feb 3879.15 35.15 0 5.87 0 0 0
18 Feb 3840.50 35.15 0 5.02 0 0 0
17 Feb 3876.45 35.15 0 5.57 0 0 0
14 Feb 3862.40 35.15 0 5.98 0 0 0
13 Feb 3956.55 35.15 0 7.62 0 0 0


For Hero Motocorp Limited - strike price 3650 expiring on 27MAR2025

Delta for 3650 PE is -0.71

Historical price for 3650 PE is as follows

On 13 Mar HEROMOTOCO was trading at 3529.15. The strike last trading price was 140.4, which was 54.5 higher than the previous day. The implied volatity was 26.72, the open interest changed by -91 which decreased total open position to 309


On 12 Mar HEROMOTOCO was trading at 3610.25. The strike last trading price was 82.8, which was 10.9 higher than the previous day. The implied volatity was 25.75, the open interest changed by 2 which increased total open position to 398


On 11 Mar HEROMOTOCO was trading at 3650.65. The strike last trading price was 75.55, which was -34.6 lower than the previous day. The implied volatity was 27.53, the open interest changed by 135 which increased total open position to 396


On 10 Mar HEROMOTOCO was trading at 3582.85. The strike last trading price was 110.9, which was 34.55 higher than the previous day. The implied volatity was 27.84, the open interest changed by -56 which decreased total open position to 276


On 7 Mar HEROMOTOCO was trading at 3652.50. The strike last trading price was 73.15, which was -6.2 lower than the previous day. The implied volatity was 24.86, the open interest changed by 14 which increased total open position to 332


On 6 Mar HEROMOTOCO was trading at 3648.75. The strike last trading price was 78.15, which was -31.35 lower than the previous day. The implied volatity was 26.36, the open interest changed by 132 which increased total open position to 322


On 5 Mar HEROMOTOCO was trading at 3588.75. The strike last trading price was 109.65, which was -53.35 lower than the previous day. The implied volatity was 25.75, the open interest changed by -35 which decreased total open position to 189


On 3 Mar HEROMOTOCO was trading at 3630.75. The strike last trading price was 98.7, which was 14.3 higher than the previous day. The implied volatity was 27.19, the open interest changed by 101 which increased total open position to 308


On 28 Feb HEROMOTOCO was trading at 3681.10. The strike last trading price was 79.65, which was 22.65 higher than the previous day. The implied volatity was 29.10, the open interest changed by 172 which increased total open position to 199


On 27 Feb HEROMOTOCO was trading at 3759.55. The strike last trading price was 60.2, which was 25.05 higher than the previous day. The implied volatity was 27.95, the open interest changed by 27 which increased total open position to 27


On 26 Feb HEROMOTOCO was trading at 3828.25. The strike last trading price was 35.15, which was 0 lower than the previous day. The implied volatity was 4.95, the open interest changed by 0 which decreased total open position to 0


On 25 Feb HEROMOTOCO was trading at 3828.25. The strike last trading price was 35.15, which was 0 lower than the previous day. The implied volatity was 4.95, the open interest changed by 0 which decreased total open position to 0


On 24 Feb HEROMOTOCO was trading at 3884.85. The strike last trading price was 35.15, which was 0 lower than the previous day. The implied volatity was 6.14, the open interest changed by 0 which decreased total open position to 0


On 21 Feb HEROMOTOCO was trading at 3852.60. The strike last trading price was 35.15, which was 0 lower than the previous day. The implied volatity was 5.28, the open interest changed by 0 which decreased total open position to 0


On 20 Feb HEROMOTOCO was trading at 3909.10. The strike last trading price was 35.15, which was 0 lower than the previous day. The implied volatity was 6.39, the open interest changed by 0 which decreased total open position to 0


On 19 Feb HEROMOTOCO was trading at 3879.15. The strike last trading price was 35.15, which was 0 lower than the previous day. The implied volatity was 5.87, the open interest changed by 0 which decreased total open position to 0


On 18 Feb HEROMOTOCO was trading at 3840.50. The strike last trading price was 35.15, which was 0 lower than the previous day. The implied volatity was 5.02, the open interest changed by 0 which decreased total open position to 0


On 17 Feb HEROMOTOCO was trading at 3876.45. The strike last trading price was 35.15, which was 0 lower than the previous day. The implied volatity was 5.57, the open interest changed by 0 which decreased total open position to 0


On 14 Feb HEROMOTOCO was trading at 3862.40. The strike last trading price was 35.15, which was 0 lower than the previous day. The implied volatity was 5.98, the open interest changed by 0 which decreased total open position to 0


On 13 Feb HEROMOTOCO was trading at 3956.55. The strike last trading price was 35.15, which was 0 lower than the previous day. The implied volatity was 7.62, the open interest changed by 0 which decreased total open position to 0