HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
20 Dec 2024 04:11 PM IST
| HEROMOTOCO 26DEC2024 4000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 1.70
Theta: -14.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4339.95 | 422.9 | 14.05 | 97.04 | 5 | 0 | 6 | |||
| 19 Dec | 4406.95 | 408.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 18 Dec | 4389.45 | 408.85 | -140.45 | 50.10 | 3 | 0 | 6 | |||
| 17 Dec | 4415.10 | 549.3 | -10.55 | 113.99 | 6 | -2 | 7 | |||
| 16 Dec | 4539.00 | 559.85 | -120.10 | 49.99 | 6 | 4 | 7 | |||
| 13 Dec | 4575.45 | 679.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 4556.75 | 679.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 4650.45 | 679.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 4588.30 | 679.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 4595.95 | 679.95 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 6 Dec | 4629.60 | 679.95 | 11.55 | 48.08 | 1 | 0 | 2 | |||
| 5 Dec | 4644.35 | 668.4 | -1455.60 | 29.95 | 5 | 2 | 2 | |||
| 4 Dec | 4635.85 | 2124 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 4697.00 | 2124 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 4748.45 | 2124 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 4761.70 | 2124 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 4783.50 | 2124 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 4871.25 | 2124 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 4838.70 | 2124 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 4858.30 | 2124 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 4794.10 | 2124 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 4775.80 | 2124 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 4775.80 | 2124 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 4733.00 | 2124 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 4604.00 | 2124 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 4519.60 | 2124 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 4724.20 | 2124 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 4816.00 | 2124 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 4892.80 | 2124 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 4820.70 | 2124 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 4806.05 | 2124 | 2124.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 4989.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 4909.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 4787.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 4927.80 | 0 | - | 0 | 0 | 0 | ||||
For Hero Motocorp Limited - strike price 4000 expiring on 26DEC2024
Delta for 4000 CE is 0.77
Historical price for 4000 CE is as follows
On 20 Dec HEROMOTOCO was trading at 4339.95. The strike last trading price was 422.9, which was 14.05 higher than the previous day. The implied volatity was 97.04, the open interest changed by 0 which decreased total open position to 6
On 19 Dec HEROMOTOCO was trading at 4406.95. The strike last trading price was 408.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Dec HEROMOTOCO was trading at 4389.45. The strike last trading price was 408.85, which was -140.45 lower than the previous day. The implied volatity was 50.10, the open interest changed by 0 which decreased total open position to 6
On 17 Dec HEROMOTOCO was trading at 4415.10. The strike last trading price was 549.3, which was -10.55 lower than the previous day. The implied volatity was 113.99, the open interest changed by -2 which decreased total open position to 7
On 16 Dec HEROMOTOCO was trading at 4539.00. The strike last trading price was 559.85, which was -120.10 lower than the previous day. The implied volatity was 49.99, the open interest changed by 4 which increased total open position to 7
On 13 Dec HEROMOTOCO was trading at 4575.45. The strike last trading price was 679.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Dec HEROMOTOCO was trading at 4556.75. The strike last trading price was 679.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec HEROMOTOCO was trading at 4650.45. The strike last trading price was 679.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Dec HEROMOTOCO was trading at 4588.30. The strike last trading price was 679.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Dec HEROMOTOCO was trading at 4595.95. The strike last trading price was 679.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Dec HEROMOTOCO was trading at 4629.60. The strike last trading price was 679.95, which was 11.55 higher than the previous day. The implied volatity was 48.08, the open interest changed by 0 which decreased total open position to 2
On 5 Dec HEROMOTOCO was trading at 4644.35. The strike last trading price was 668.4, which was -1455.60 lower than the previous day. The implied volatity was 29.95, the open interest changed by 2 which increased total open position to 2
On 4 Dec HEROMOTOCO was trading at 4635.85. The strike last trading price was 2124, 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 3 Dec HEROMOTOCO was trading at 4697.00. The strike last trading price was 2124, 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 2 Dec HEROMOTOCO was trading at 4748.45. The strike last trading price was 2124, 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 29 Nov HEROMOTOCO was trading at 4761.70. The strike last trading price was 2124, 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 28 Nov HEROMOTOCO was trading at 4783.50. The strike last trading price was 2124, 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 27 Nov HEROMOTOCO was trading at 4871.25. The strike last trading price was 2124, 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 26 Nov HEROMOTOCO was trading at 4838.70. The strike last trading price was 2124, 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 25 Nov HEROMOTOCO was trading at 4858.30. The strike last trading price was 2124, 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 22 Nov HEROMOTOCO was trading at 4794.10. The strike last trading price was 2124, 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 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 2124, 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 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 2124, 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 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 2124, 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 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 2124, 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 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 2124, 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 12 Nov HEROMOTOCO was trading at 4724.20. The strike last trading price was 2124, 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 7 Nov HEROMOTOCO was trading at 4816.00. The strike last trading price was 2124, 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 Nov HEROMOTOCO was trading at 4892.80. The strike last trading price was 2124, 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 5 Nov HEROMOTOCO was trading at 4820.70. The strike last trading price was 2124, 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 4 Nov HEROMOTOCO was trading at 4806.05. The strike last trading price was 2124, which was 2124.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct HEROMOTOCO was trading at 4989.55. 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 which decreased total open position to
On 30 Oct HEROMOTOCO was trading at 4909.30. 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 which decreased total open position to
On 29 Oct HEROMOTOCO was trading at 4787.45. 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 which decreased total open position to
On 28 Oct HEROMOTOCO was trading at 4927.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HEROMOTOCO 26DEC2024 4000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.37
Theta: -1.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4339.95 | 2.2 | 0.35 | 34.52 | 648 | -98 | 421 |
| 19 Dec | 4406.95 | 1.85 | -1.30 | 36.38 | 1,076 | 96 | 527 |
| 18 Dec | 4389.45 | 3.15 | -0.15 | 35.37 | 1,003 | 23 | 433 |
| 17 Dec | 4415.10 | 3.3 | 1.55 | 34.85 | 518 | 68 | 413 |
| 16 Dec | 4539.00 | 1.75 | 0.45 | 37.40 | 193 | 9 | 347 |
| 13 Dec | 4575.45 | 1.3 | -0.95 | 33.18 | 368 | -48 | 338 |
| 12 Dec | 4556.75 | 2.25 | 0.75 | 33.77 | 283 | 31 | 388 |
| 11 Dec | 4650.45 | 1.5 | -0.85 | 34.84 | 130 | -39 | 357 |
| 10 Dec | 4588.30 | 2.35 | -0.75 | 33.72 | 203 | -37 | 392 |
| 9 Dec | 4595.95 | 3.1 | -0.35 | 34.28 | 121 | -13 | 430 |
| 6 Dec | 4629.60 | 3.45 | -0.40 | 33.95 | 409 | 53 | 442 |
| 5 Dec | 4644.35 | 3.85 | -0.25 | 33.97 | 846 | 13 | 385 |
| 4 Dec | 4635.85 | 4.1 | -0.40 | 33.49 | 225 | 59 | 372 |
| 3 Dec | 4697.00 | 4.5 | -0.20 | 35.37 | 140 | -17 | 313 |
| 2 Dec | 4748.45 | 4.7 | -2.05 | 36.78 | 450 | 59 | 330 |
| 29 Nov | 4761.70 | 6.75 | -3.15 | 37.74 | 312 | 58 | 273 |
| 28 Nov | 4783.50 | 9.9 | 2.40 | 40.29 | 60 | 14 | 214 |
| 27 Nov | 4871.25 | 7.5 | 1.25 | 40.83 | 20 | -2 | 198 |
| 26 Nov | 4838.70 | 6.25 | -5.70 | 37.63 | 8 | 5 | 200 |
| 25 Nov | 4858.30 | 11.95 | 4.90 | 43.09 | 41 | 28 | 191 |
| 22 Nov | 4794.10 | 7.05 | -1.00 | 34.92 | 25 | 10 | 173 |
| 20 Nov | 4775.80 | 8.05 | 0.00 | 33.62 | 29 | -5 | 163 |
| 19 Nov | 4775.80 | 8.05 | -3.45 | 33.62 | 29 | -5 | 163 |
| 18 Nov | 4733.00 | 11.5 | -16.50 | 34.63 | 71 | -1 | 171 |
| 14 Nov | 4604.00 | 28 | -10.50 | 36.85 | 120 | 45 | 173 |
| 13 Nov | 4519.60 | 38.5 | 20.50 | 36.69 | 140 | 76 | 127 |
| 12 Nov | 4724.20 | 18 | 1.85 | 35.40 | 1 | 0 | 52 |
| 7 Nov | 4816.00 | 16.15 | 4.10 | 35.78 | 6 | 2 | 49 |
| 6 Nov | 4892.80 | 12.05 | -14.20 | 35.05 | 16 | 11 | 45 |
| 5 Nov | 4820.70 | 26.25 | -12.05 | 39.54 | 18 | -2 | 38 |
| 4 Nov | 4806.05 | 38.3 | 37.90 | 43.11 | 41 | 40 | 40 |
| 31 Oct | 4989.55 | 0.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 4909.30 | 0.4 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 4787.45 | 0.4 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 4927.80 | 0.4 | - | 0 | 0 | 0 | |
For Hero Motocorp Limited - strike price 4000 expiring on 26DEC2024
Delta for 4000 PE is -0.03
Historical price for 4000 PE is as follows
On 20 Dec HEROMOTOCO was trading at 4339.95. The strike last trading price was 2.2, which was 0.35 higher than the previous day. The implied volatity was 34.52, the open interest changed by -98 which decreased total open position to 421
On 19 Dec HEROMOTOCO was trading at 4406.95. The strike last trading price was 1.85, which was -1.30 lower than the previous day. The implied volatity was 36.38, the open interest changed by 96 which increased total open position to 527
On 18 Dec HEROMOTOCO was trading at 4389.45. The strike last trading price was 3.15, which was -0.15 lower than the previous day. The implied volatity was 35.37, the open interest changed by 23 which increased total open position to 433
On 17 Dec HEROMOTOCO was trading at 4415.10. The strike last trading price was 3.3, which was 1.55 higher than the previous day. The implied volatity was 34.85, the open interest changed by 68 which increased total open position to 413
On 16 Dec HEROMOTOCO was trading at 4539.00. The strike last trading price was 1.75, which was 0.45 higher than the previous day. The implied volatity was 37.40, the open interest changed by 9 which increased total open position to 347
On 13 Dec HEROMOTOCO was trading at 4575.45. The strike last trading price was 1.3, which was -0.95 lower than the previous day. The implied volatity was 33.18, the open interest changed by -48 which decreased total open position to 338
On 12 Dec HEROMOTOCO was trading at 4556.75. The strike last trading price was 2.25, which was 0.75 higher than the previous day. The implied volatity was 33.77, the open interest changed by 31 which increased total open position to 388
On 11 Dec HEROMOTOCO was trading at 4650.45. The strike last trading price was 1.5, which was -0.85 lower than the previous day. The implied volatity was 34.84, the open interest changed by -39 which decreased total open position to 357
On 10 Dec HEROMOTOCO was trading at 4588.30. The strike last trading price was 2.35, which was -0.75 lower than the previous day. The implied volatity was 33.72, the open interest changed by -37 which decreased total open position to 392
On 9 Dec HEROMOTOCO was trading at 4595.95. The strike last trading price was 3.1, which was -0.35 lower than the previous day. The implied volatity was 34.28, the open interest changed by -13 which decreased total open position to 430
On 6 Dec HEROMOTOCO was trading at 4629.60. The strike last trading price was 3.45, which was -0.40 lower than the previous day. The implied volatity was 33.95, the open interest changed by 53 which increased total open position to 442
On 5 Dec HEROMOTOCO was trading at 4644.35. The strike last trading price was 3.85, which was -0.25 lower than the previous day. The implied volatity was 33.97, the open interest changed by 13 which increased total open position to 385
On 4 Dec HEROMOTOCO was trading at 4635.85. The strike last trading price was 4.1, which was -0.40 lower than the previous day. The implied volatity was 33.49, the open interest changed by 59 which increased total open position to 372
On 3 Dec HEROMOTOCO was trading at 4697.00. The strike last trading price was 4.5, which was -0.20 lower than the previous day. The implied volatity was 35.37, the open interest changed by -17 which decreased total open position to 313
On 2 Dec HEROMOTOCO was trading at 4748.45. The strike last trading price was 4.7, which was -2.05 lower than the previous day. The implied volatity was 36.78, the open interest changed by 59 which increased total open position to 330
On 29 Nov HEROMOTOCO was trading at 4761.70. The strike last trading price was 6.75, which was -3.15 lower than the previous day. The implied volatity was 37.74, the open interest changed by 58 which increased total open position to 273
On 28 Nov HEROMOTOCO was trading at 4783.50. The strike last trading price was 9.9, which was 2.40 higher than the previous day. The implied volatity was 40.29, the open interest changed by 14 which increased total open position to 214
On 27 Nov HEROMOTOCO was trading at 4871.25. The strike last trading price was 7.5, which was 1.25 higher than the previous day. The implied volatity was 40.83, the open interest changed by -2 which decreased total open position to 198
On 26 Nov HEROMOTOCO was trading at 4838.70. The strike last trading price was 6.25, which was -5.70 lower than the previous day. The implied volatity was 37.63, the open interest changed by 5 which increased total open position to 200
On 25 Nov HEROMOTOCO was trading at 4858.30. The strike last trading price was 11.95, which was 4.90 higher than the previous day. The implied volatity was 43.09, the open interest changed by 28 which increased total open position to 191
On 22 Nov HEROMOTOCO was trading at 4794.10. The strike last trading price was 7.05, which was -1.00 lower than the previous day. The implied volatity was 34.92, the open interest changed by 10 which increased total open position to 173
On 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 8.05, which was 0.00 lower than the previous day. The implied volatity was 33.62, the open interest changed by -5 which decreased total open position to 163
On 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 8.05, which was -3.45 lower than the previous day. The implied volatity was 33.62, the open interest changed by -5 which decreased total open position to 163
On 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 11.5, which was -16.50 lower than the previous day. The implied volatity was 34.63, the open interest changed by -1 which decreased total open position to 171
On 14 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 28, which was -10.50 lower than the previous day. The implied volatity was 36.85, the open interest changed by 45 which increased total open position to 173
On 13 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 38.5, which was 20.50 higher than the previous day. The implied volatity was 36.69, the open interest changed by 76 which increased total open position to 127
On 12 Nov HEROMOTOCO was trading at 4724.20. The strike last trading price was 18, which was 1.85 higher than the previous day. The implied volatity was 35.40, the open interest changed by 0 which decreased total open position to 52
On 7 Nov HEROMOTOCO was trading at 4816.00. The strike last trading price was 16.15, which was 4.10 higher than the previous day. The implied volatity was 35.78, the open interest changed by 2 which increased total open position to 49
On 6 Nov HEROMOTOCO was trading at 4892.80. The strike last trading price was 12.05, which was -14.20 lower than the previous day. The implied volatity was 35.05, the open interest changed by 11 which increased total open position to 45
On 5 Nov HEROMOTOCO was trading at 4820.70. The strike last trading price was 26.25, which was -12.05 lower than the previous day. The implied volatity was 39.54, the open interest changed by -2 which decreased total open position to 38
On 4 Nov HEROMOTOCO was trading at 4806.05. The strike last trading price was 38.3, which was 37.90 higher than the previous day. The implied volatity was 43.11, the open interest changed by 40 which increased total open position to 40
On 31 Oct HEROMOTOCO was trading at 4989.55. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct HEROMOTOCO was trading at 4909.30. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct HEROMOTOCO was trading at 4787.45. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct HEROMOTOCO was trading at 4927.80. The strike last trading price was 0.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
