HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
11 Mar 2025 12:21 PM IST
HEROMOTOCO 27MAR2025 3800 CE | ||||||||||
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Delta: 0.20
Vega: 2.14
Theta: -1.85
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
11 Mar | 3615.10 | 20.95 | 2.95 | 25.08 | 1,392 | -124 | 2,534 | |||
10 Mar | 3582.85 | 17.6 | -16.5 | 25.17 | 3,201 | 172 | 2,655 | |||
7 Mar | 3652.50 | 33.95 | -1.1 | 23.57 | 6,699 | 100 | 2,483 | |||
6 Mar | 3648.75 | 37 | 12.15 | 23.54 | 2,905 | 120 | 2,383 | |||
5 Mar | 3588.75 | 25.4 | 8.8 | 24.58 | 2,237 | -158 | 2,264 | |||
3 Mar | 3630.75 | 39.3 | -17.05 | 24.96 | 2,410 | 236 | 2,094 | |||
28 Feb | 3681.10 | 57.55 | -42.75 | 21.55 | 3,346 | 1,259 | 1,865 | |||
27 Feb | 3759.55 | 97.95 | -40.7 | 25.68 | 1,981 | 442 | 606 | |||
26 Feb | 3828.25 | 137.1 | -37.75 | 25.57 | 74 | 29 | 153 | |||
25 Feb | 3828.25 | 137.1 | -37.75 | 25.57 | 74 | 18 | 153 | |||
24 Feb | 3884.85 | 174.3 | 14.05 | 23.90 | 135 | 29 | 134 | |||
21 Feb | 3852.60 | 160 | -49.5 | 24.08 | 61 | 16 | 104 | |||
20 Feb | 3909.10 | 209.5 | 20.45 | 25.92 | 79 | 35 | 78 | |||
19 Feb | 3879.15 | 185.1 | 19.15 | 23.61 | 31 | 4 | 44 | |||
18 Feb | 3840.50 | 163.5 | -36.5 | 24.26 | 26 | 7 | 40 | |||
17 Feb | 3876.45 | 200 | 10 | 28.21 | 86 | 26 | 33 | |||
14 Feb | 3862.40 | 190 | -337.75 | 26.69 | 8 | 6 | 6 | |||
13 Feb | 3956.55 | 527.75 | 0 | - | 0 | 0 | 0 | |||
11 Feb | 4085.55 | 603.3 | 0 | - | 0 | 0 | 0 | |||
10 Feb | 4196.45 | 603.3 | 0 | - | 0 | 0 | 0 | |||
7 Feb | 4274.65 | 603.3 | 0 | - | 0 | 0 | 0 | |||
6 Feb | 4230.05 | 603.3 | 0 | - | 0 | 0 | 0 | |||
4 Feb | 4237.10 | 603.3 | 0 | - | 0 | 0 | 0 | |||
3 Feb | 4286.65 | 603.3 | 0 | - | 0 | 0 | 0 | |||
29 Jan | 4072.45 | 0 | 0 | - | 0 | 0 | 0 | |||
24 Jan | 4051.90 | 0 | 0 | - | 0 | 0 | 0 | |||
22 Jan | 4055.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
21 Jan | 4024.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
17 Jan | 4098.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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16 Jan | 4074.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
15 Jan | 4111.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
14 Jan | 4102.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
13 Jan | 4043.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
8 Jan | 4138.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
6 Jan | 4202.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
1 Jan | 4184.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
31 Dec | 4160.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
30 Dec | 4187.60 | 0 | - | 0 | 0 | 0 |
For Hero Motocorp Limited - strike price 3800 expiring on 27MAR2025
Delta for 3800 CE is 0.20
Historical price for 3800 CE is as follows
On 11 Mar HEROMOTOCO was trading at 3615.10. The strike last trading price was 20.95, which was 2.95 higher than the previous day. The implied volatity was 25.08, the open interest changed by -124 which decreased total open position to 2534
On 10 Mar HEROMOTOCO was trading at 3582.85. The strike last trading price was 17.6, which was -16.5 lower than the previous day. The implied volatity was 25.17, the open interest changed by 172 which increased total open position to 2655
On 7 Mar HEROMOTOCO was trading at 3652.50. The strike last trading price was 33.95, which was -1.1 lower than the previous day. The implied volatity was 23.57, the open interest changed by 100 which increased total open position to 2483
On 6 Mar HEROMOTOCO was trading at 3648.75. The strike last trading price was 37, which was 12.15 higher than the previous day. The implied volatity was 23.54, the open interest changed by 120 which increased total open position to 2383
On 5 Mar HEROMOTOCO was trading at 3588.75. The strike last trading price was 25.4, which was 8.8 higher than the previous day. The implied volatity was 24.58, the open interest changed by -158 which decreased total open position to 2264
On 3 Mar HEROMOTOCO was trading at 3630.75. The strike last trading price was 39.3, which was -17.05 lower than the previous day. The implied volatity was 24.96, the open interest changed by 236 which increased total open position to 2094
On 28 Feb HEROMOTOCO was trading at 3681.10. The strike last trading price was 57.55, which was -42.75 lower than the previous day. The implied volatity was 21.55, the open interest changed by 1259 which increased total open position to 1865
On 27 Feb HEROMOTOCO was trading at 3759.55. The strike last trading price was 97.95, which was -40.7 lower than the previous day. The implied volatity was 25.68, the open interest changed by 442 which increased total open position to 606
On 26 Feb HEROMOTOCO was trading at 3828.25. The strike last trading price was 137.1, which was -37.75 lower than the previous day. The implied volatity was 25.57, the open interest changed by 29 which increased total open position to 153
On 25 Feb HEROMOTOCO was trading at 3828.25. The strike last trading price was 137.1, which was -37.75 lower than the previous day. The implied volatity was 25.57, the open interest changed by 18 which increased total open position to 153
On 24 Feb HEROMOTOCO was trading at 3884.85. The strike last trading price was 174.3, which was 14.05 higher than the previous day. The implied volatity was 23.90, the open interest changed by 29 which increased total open position to 134
On 21 Feb HEROMOTOCO was trading at 3852.60. The strike last trading price was 160, which was -49.5 lower than the previous day. The implied volatity was 24.08, the open interest changed by 16 which increased total open position to 104
On 20 Feb HEROMOTOCO was trading at 3909.10. The strike last trading price was 209.5, which was 20.45 higher than the previous day. The implied volatity was 25.92, the open interest changed by 35 which increased total open position to 78
On 19 Feb HEROMOTOCO was trading at 3879.15. The strike last trading price was 185.1, which was 19.15 higher than the previous day. The implied volatity was 23.61, the open interest changed by 4 which increased total open position to 44
On 18 Feb HEROMOTOCO was trading at 3840.50. The strike last trading price was 163.5, which was -36.5 lower than the previous day. The implied volatity was 24.26, the open interest changed by 7 which increased total open position to 40
On 17 Feb HEROMOTOCO was trading at 3876.45. The strike last trading price was 200, which was 10 higher than the previous day. The implied volatity was 28.21, the open interest changed by 26 which increased total open position to 33
On 14 Feb HEROMOTOCO was trading at 3862.40. The strike last trading price was 190, which was -337.75 lower than the previous day. The implied volatity was 26.69, the open interest changed by 6 which increased total open position to 6
On 13 Feb HEROMOTOCO was trading at 3956.55. The strike last trading price was 527.75, 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 11 Feb HEROMOTOCO was trading at 4085.55. The strike last trading price was 603.3, 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 10 Feb HEROMOTOCO was trading at 4196.45. The strike last trading price was 603.3, 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 7 Feb HEROMOTOCO was trading at 4274.65. The strike last trading price was 603.3, 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 6 Feb HEROMOTOCO was trading at 4230.05. The strike last trading price was 603.3, 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 4 Feb HEROMOTOCO was trading at 4237.10. The strike last trading price was 603.3, 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 3 Feb HEROMOTOCO was trading at 4286.65. The strike last trading price was 603.3, 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 29 Jan HEROMOTOCO was trading at 4072.45. The strike last trading price was 0, 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 Jan HEROMOTOCO was trading at 4051.90. The strike last trading price was 0, 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 22 Jan HEROMOTOCO was trading at 4055.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jan HEROMOTOCO was trading at 4024.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Jan HEROMOTOCO was trading at 4098.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Jan HEROMOTOCO was trading at 4074.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Jan HEROMOTOCO was trading at 4111.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jan HEROMOTOCO was trading at 4102.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jan HEROMOTOCO was trading at 4043.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Jan HEROMOTOCO was trading at 4138.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jan HEROMOTOCO was trading at 4202.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Jan HEROMOTOCO was trading at 4184.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Dec HEROMOTOCO was trading at 4160.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Dec HEROMOTOCO was trading at 4187.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
HEROMOTOCO 27MAR2025 3800 PE | |||||||
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Delta: -0.74
Vega: 2.44
Theta: -1.58
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
11 Mar | 3615.10 | 203.45 | -14.7 | 31.30 | 55 | -3 | 754 |
10 Mar | 3582.85 | 218.15 | 49.5 | 28.15 | 169 | 30 | 759 |
7 Mar | 3652.50 | 167 | -3.1 | 26.20 | 509 | 12 | 729 |
6 Mar | 3648.75 | 168 | -50.35 | 27.04 | 75 | -8 | 716 |
5 Mar | 3588.75 | 218.35 | -64.4 | 27.87 | 121 | -23 | 724 |
3 Mar | 3630.75 | 192 | 29.85 | 27.50 | 276 | -15 | 747 |
28 Feb | 3681.10 | 152.75 | 37.65 | 28.51 | 788 | -97 | 761 |
27 Feb | 3759.55 | 121.35 | 36.25 | 26.97 | 2,047 | 299 | 858 |
26 Feb | 3828.25 | 88 | 19.7 | 25.54 | 489 | 91 | 566 |
25 Feb | 3828.25 | 88 | 19.7 | 25.54 | 489 | 98 | 566 |
24 Feb | 3884.85 | 69 | -22.2 | 26.56 | 445 | -30 | 462 |
21 Feb | 3852.60 | 91.9 | 24.95 | 28.16 | 180 | 56 | 493 |
20 Feb | 3909.10 | 67.35 | -11.4 | 26.87 | 217 | 52 | 437 |
19 Feb | 3879.15 | 78.95 | -16.5 | 27.44 | 280 | 19 | 387 |
18 Feb | 3840.50 | 95.3 | 1.5 | 27.50 | 138 | -2 | 368 |
17 Feb | 3876.45 | 94.3 | 0.3 | 29.00 | 513 | 243 | 372 |
14 Feb | 3862.40 | 94 | 28.25 | 26.98 | 62 | 34 | 129 |
13 Feb | 3956.55 | 66.7 | -15.6 | 27.59 | 107 | 55 | 55 |
11 Feb | 4085.55 | 45 | 15 | 29.53 | 9 | 8 | 25 |
10 Feb | 4196.45 | 30 | 3.55 | 30.10 | 2 | 0 | 16 |
7 Feb | 4274.65 | 26.45 | -10.3 | 30.93 | 14 | -6 | 16 |
6 Feb | 4230.05 | 37.5 | -6.5 | 32.29 | 2 | 1 | 21 |
4 Feb | 4237.10 | 44 | 2 | 33.88 | 4 | 3 | 19 |
3 Feb | 4286.65 | 42 | 9.85 | 34.27 | 7 | 5 | 15 |
29 Jan | 4072.45 | 59.7 | 0 | 5.56 | 0 | 0 | 0 |
24 Jan | 4051.90 | 59.7 | 0 | 5.03 | 0 | 0 | 0 |
22 Jan | 4055.70 | 59.7 | 0.00 | 5.12 | 0 | 0 | 0 |
21 Jan | 4024.80 | 59.7 | 0.00 | 4.55 | 0 | 0 | 0 |
17 Jan | 4098.00 | 59.7 | 0.00 | 5.49 | 0 | 0 | 0 |
16 Jan | 4074.10 | 59.7 | 0.00 | 5.18 | 0 | 0 | 0 |
15 Jan | 4111.90 | 59.7 | 0.00 | 5.78 | 0 | 0 | 0 |
14 Jan | 4102.65 | 59.7 | 0.00 | 5.63 | 0 | 0 | 0 |
13 Jan | 4043.65 | 59.7 | 0.00 | 4.53 | 0 | 0 | 0 |
8 Jan | 4138.10 | 59.7 | 0.00 | 5.51 | 0 | 0 | 0 |
6 Jan | 4202.80 | 59.7 | 0.00 | 7.06 | 0 | 0 | 0 |
1 Jan | 4184.35 | 59.7 | 59.70 | 0.00 | 0 | 0 | 0 |
31 Dec | 4160.60 | 0 | 0.00 | 5.63 | 0 | 0 | 0 |
30 Dec | 4187.60 | 0 | 6.05 | 0 | 0 | 0 |
For Hero Motocorp Limited - strike price 3800 expiring on 27MAR2025
Delta for 3800 PE is -0.74
Historical price for 3800 PE is as follows
On 11 Mar HEROMOTOCO was trading at 3615.10. The strike last trading price was 203.45, which was -14.7 lower than the previous day. The implied volatity was 31.30, the open interest changed by -3 which decreased total open position to 754
On 10 Mar HEROMOTOCO was trading at 3582.85. The strike last trading price was 218.15, which was 49.5 higher than the previous day. The implied volatity was 28.15, the open interest changed by 30 which increased total open position to 759
On 7 Mar HEROMOTOCO was trading at 3652.50. The strike last trading price was 167, which was -3.1 lower than the previous day. The implied volatity was 26.20, the open interest changed by 12 which increased total open position to 729
On 6 Mar HEROMOTOCO was trading at 3648.75. The strike last trading price was 168, which was -50.35 lower than the previous day. The implied volatity was 27.04, the open interest changed by -8 which decreased total open position to 716
On 5 Mar HEROMOTOCO was trading at 3588.75. The strike last trading price was 218.35, which was -64.4 lower than the previous day. The implied volatity was 27.87, the open interest changed by -23 which decreased total open position to 724
On 3 Mar HEROMOTOCO was trading at 3630.75. The strike last trading price was 192, which was 29.85 higher than the previous day. The implied volatity was 27.50, the open interest changed by -15 which decreased total open position to 747
On 28 Feb HEROMOTOCO was trading at 3681.10. The strike last trading price was 152.75, which was 37.65 higher than the previous day. The implied volatity was 28.51, the open interest changed by -97 which decreased total open position to 761
On 27 Feb HEROMOTOCO was trading at 3759.55. The strike last trading price was 121.35, which was 36.25 higher than the previous day. The implied volatity was 26.97, the open interest changed by 299 which increased total open position to 858
On 26 Feb HEROMOTOCO was trading at 3828.25. The strike last trading price was 88, which was 19.7 higher than the previous day. The implied volatity was 25.54, the open interest changed by 91 which increased total open position to 566
On 25 Feb HEROMOTOCO was trading at 3828.25. The strike last trading price was 88, which was 19.7 higher than the previous day. The implied volatity was 25.54, the open interest changed by 98 which increased total open position to 566
On 24 Feb HEROMOTOCO was trading at 3884.85. The strike last trading price was 69, which was -22.2 lower than the previous day. The implied volatity was 26.56, the open interest changed by -30 which decreased total open position to 462
On 21 Feb HEROMOTOCO was trading at 3852.60. The strike last trading price was 91.9, which was 24.95 higher than the previous day. The implied volatity was 28.16, the open interest changed by 56 which increased total open position to 493
On 20 Feb HEROMOTOCO was trading at 3909.10. The strike last trading price was 67.35, which was -11.4 lower than the previous day. The implied volatity was 26.87, the open interest changed by 52 which increased total open position to 437
On 19 Feb HEROMOTOCO was trading at 3879.15. The strike last trading price was 78.95, which was -16.5 lower than the previous day. The implied volatity was 27.44, the open interest changed by 19 which increased total open position to 387
On 18 Feb HEROMOTOCO was trading at 3840.50. The strike last trading price was 95.3, which was 1.5 higher than the previous day. The implied volatity was 27.50, the open interest changed by -2 which decreased total open position to 368
On 17 Feb HEROMOTOCO was trading at 3876.45. The strike last trading price was 94.3, which was 0.3 higher than the previous day. The implied volatity was 29.00, the open interest changed by 243 which increased total open position to 372
On 14 Feb HEROMOTOCO was trading at 3862.40. The strike last trading price was 94, which was 28.25 higher than the previous day. The implied volatity was 26.98, the open interest changed by 34 which increased total open position to 129
On 13 Feb HEROMOTOCO was trading at 3956.55. The strike last trading price was 66.7, which was -15.6 lower than the previous day. The implied volatity was 27.59, the open interest changed by 55 which increased total open position to 55
On 11 Feb HEROMOTOCO was trading at 4085.55. The strike last trading price was 45, which was 15 higher than the previous day. The implied volatity was 29.53, the open interest changed by 8 which increased total open position to 25
On 10 Feb HEROMOTOCO was trading at 4196.45. The strike last trading price was 30, which was 3.55 higher than the previous day. The implied volatity was 30.10, the open interest changed by 0 which decreased total open position to 16
On 7 Feb HEROMOTOCO was trading at 4274.65. The strike last trading price was 26.45, which was -10.3 lower than the previous day. The implied volatity was 30.93, the open interest changed by -6 which decreased total open position to 16
On 6 Feb HEROMOTOCO was trading at 4230.05. The strike last trading price was 37.5, which was -6.5 lower than the previous day. The implied volatity was 32.29, the open interest changed by 1 which increased total open position to 21
On 4 Feb HEROMOTOCO was trading at 4237.10. The strike last trading price was 44, which was 2 higher than the previous day. The implied volatity was 33.88, the open interest changed by 3 which increased total open position to 19
On 3 Feb HEROMOTOCO was trading at 4286.65. The strike last trading price was 42, which was 9.85 higher than the previous day. The implied volatity was 34.27, the open interest changed by 5 which increased total open position to 15
On 29 Jan HEROMOTOCO was trading at 4072.45. The strike last trading price was 59.7, which was 0 lower than the previous day. The implied volatity was 5.56, the open interest changed by 0 which decreased total open position to 0
On 24 Jan HEROMOTOCO was trading at 4051.90. The strike last trading price was 59.7, which was 0 lower than the previous day. The implied volatity was 5.03, the open interest changed by 0 which decreased total open position to 0
On 22 Jan HEROMOTOCO was trading at 4055.70. The strike last trading price was 59.7, which was 0.00 lower than the previous day. The implied volatity was 5.12, the open interest changed by 0 which decreased total open position to 0
On 21 Jan HEROMOTOCO was trading at 4024.80. The strike last trading price was 59.7, which was 0.00 lower than the previous day. The implied volatity was 4.55, the open interest changed by 0 which decreased total open position to 0
On 17 Jan HEROMOTOCO was trading at 4098.00. The strike last trading price was 59.7, which was 0.00 lower than the previous day. The implied volatity was 5.49, the open interest changed by 0 which decreased total open position to 0
On 16 Jan HEROMOTOCO was trading at 4074.10. The strike last trading price was 59.7, which was 0.00 lower than the previous day. The implied volatity was 5.18, the open interest changed by 0 which decreased total open position to 0
On 15 Jan HEROMOTOCO was trading at 4111.90. The strike last trading price was 59.7, which was 0.00 lower than the previous day. The implied volatity was 5.78, the open interest changed by 0 which decreased total open position to 0
On 14 Jan HEROMOTOCO was trading at 4102.65. The strike last trading price was 59.7, which was 0.00 lower than the previous day. The implied volatity was 5.63, the open interest changed by 0 which decreased total open position to 0
On 13 Jan HEROMOTOCO was trading at 4043.65. The strike last trading price was 59.7, which was 0.00 lower than the previous day. The implied volatity was 4.53, the open interest changed by 0 which decreased total open position to 0
On 8 Jan HEROMOTOCO was trading at 4138.10. The strike last trading price was 59.7, which was 0.00 lower than the previous day. The implied volatity was 5.51, the open interest changed by 0 which decreased total open position to 0
On 6 Jan HEROMOTOCO was trading at 4202.80. The strike last trading price was 59.7, which was 0.00 lower than the previous day. The implied volatity was 7.06, the open interest changed by 0 which decreased total open position to 0
On 1 Jan HEROMOTOCO was trading at 4184.35. The strike last trading price was 59.7, which was 59.70 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Dec HEROMOTOCO was trading at 4160.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.63, the open interest changed by 0 which decreased total open position to 0
On 30 Dec HEROMOTOCO was trading at 4187.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 6.05, the open interest changed by 0 which decreased total open position to 0