HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
13 Mar 2025 04:11 PM IST
HEROMOTOCO 27MAR2025 3650 CE | ||||||||||
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Delta: 0.28
Vega: 2.32
Theta: -2.33
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.71
Vega: 2.37
Theta: -1.54
Gamma: 0.00
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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