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

3601.5 18.65 (0.52%)

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Historical option data for HEROMOTOCO

11 Mar 2025 12:21 PM IST
HEROMOTOCO 27MAR2025 3800 CE
Delta: 0.20
Vega: 2.14
Theta: -1.85
Gamma: 0.00
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
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
Delta: -0.74
Vega: 2.44
Theta: -1.58
Gamma: 0.00
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