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

3599.8 16.95 (0.47%)

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Historical option data for HEROMOTOCO

11 Mar 2025 12:31 PM IST
HEROMOTOCO 27MAR2025 4200 CE
Delta: 0.02
Vega: 0.30
Theta: -0.32
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Mar 3600.00 1.35 -0.15 32.59 86 -10 1,009
10 Mar 3582.85 1.65 -0.5 33.24 236 -54 1,019
7 Mar 3652.50 2.15 -0.6 28.44 928 382 1,073
6 Mar 3648.75 2.9 0.45 28.87 183 4 691
5 Mar 3588.75 2.5 0.45 30.63 136 -53 688
3 Mar 3630.75 3.3 -1.6 28.79 548 190 779
28 Feb 3681.10 5.45 -3.9 26.02 444 76 589
27 Feb 3759.55 9.25 -7.4 26.03 697 62 513
26 Feb 3828.25 16.55 -9.15 25.48 279 80 453
25 Feb 3828.25 16.55 -9.15 25.48 279 82 453
24 Feb 3884.85 25 -1.55 24.50 275 104 370
21 Feb 3852.60 25 -11.1 25.10 169 36 266
20 Feb 3909.10 36.35 1.8 24.62 170 7 230
19 Feb 3879.15 34.8 0.75 25.30 117 -18 224
18 Feb 3840.50 34.1 -7.85 27.06 59 20 243
17 Feb 3876.45 41.3 -2 27.21 79 14 224
14 Feb 3862.40 42.65 -25.2 27.24 187 31 216
13 Feb 3956.55 65.65 -25.35 26.29 124 45 182
12 Feb 4015.75 91 3.95 26.16 103 36 129
11 Feb 4085.55 120 -91.6 25.77 12 7 8
10 Feb 4196.45 211.6 0 0.00 0 1 0
7 Feb 4274.65 211.6 -122.4 21.94 1 0 0
6 Feb 4230.05 334 0 - 0 0 0
5 Feb 4270.40 334 0 - 0 0 0
4 Feb 4237.10 334 0 - 0 0 0
3 Feb 4286.65 334 0 - 0 0 0
29 Jan 4072.45 334 0 1.04 0 0 0
24 Jan 4051.90 334 0 1.32 0 0 0
22 Jan 4055.70 334 0.00 1.08 0 0 0
21 Jan 4024.80 334 0.00 1.55 0 0 0
17 Jan 4098.00 334 0.00 0.20 0 0 0
16 Jan 4074.10 334 0.00 0.75 0 0 0
15 Jan 4111.90 334 0.00 0.13 0 0 0
14 Jan 4102.65 334 0.00 0.29 0 0 0
13 Jan 4043.65 334 0.00 1.13 0 0 0
8 Jan 4138.10 334 0.00 - 0 0 0
6 Jan 4202.80 334 0.00 - 0 0 0
3 Jan 4243.10 334 0.00 - 0 0 0
2 Jan 4311.50 334 0.00 - 0 0 0
1 Jan 4184.35 334 334.00 - 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 4200 expiring on 27MAR2025

Delta for 4200 CE is 0.02

Historical price for 4200 CE is as follows

On 11 Mar HEROMOTOCO was trading at 3600.00. The strike last trading price was 1.35, which was -0.15 lower than the previous day. The implied volatity was 32.59, the open interest changed by -10 which decreased total open position to 1009


On 10 Mar HEROMOTOCO was trading at 3582.85. The strike last trading price was 1.65, which was -0.5 lower than the previous day. The implied volatity was 33.24, the open interest changed by -54 which decreased total open position to 1019


On 7 Mar HEROMOTOCO was trading at 3652.50. The strike last trading price was 2.15, which was -0.6 lower than the previous day. The implied volatity was 28.44, the open interest changed by 382 which increased total open position to 1073


On 6 Mar HEROMOTOCO was trading at 3648.75. The strike last trading price was 2.9, which was 0.45 higher than the previous day. The implied volatity was 28.87, the open interest changed by 4 which increased total open position to 691


On 5 Mar HEROMOTOCO was trading at 3588.75. The strike last trading price was 2.5, which was 0.45 higher than the previous day. The implied volatity was 30.63, the open interest changed by -53 which decreased total open position to 688


On 3 Mar HEROMOTOCO was trading at 3630.75. The strike last trading price was 3.3, which was -1.6 lower than the previous day. The implied volatity was 28.79, the open interest changed by 190 which increased total open position to 779


On 28 Feb HEROMOTOCO was trading at 3681.10. The strike last trading price was 5.45, which was -3.9 lower than the previous day. The implied volatity was 26.02, the open interest changed by 76 which increased total open position to 589


On 27 Feb HEROMOTOCO was trading at 3759.55. The strike last trading price was 9.25, which was -7.4 lower than the previous day. The implied volatity was 26.03, the open interest changed by 62 which increased total open position to 513


On 26 Feb HEROMOTOCO was trading at 3828.25. The strike last trading price was 16.55, which was -9.15 lower than the previous day. The implied volatity was 25.48, the open interest changed by 80 which increased total open position to 453


On 25 Feb HEROMOTOCO was trading at 3828.25. The strike last trading price was 16.55, which was -9.15 lower than the previous day. The implied volatity was 25.48, the open interest changed by 82 which increased total open position to 453


On 24 Feb HEROMOTOCO was trading at 3884.85. The strike last trading price was 25, which was -1.55 lower than the previous day. The implied volatity was 24.50, the open interest changed by 104 which increased total open position to 370


On 21 Feb HEROMOTOCO was trading at 3852.60. The strike last trading price was 25, which was -11.1 lower than the previous day. The implied volatity was 25.10, the open interest changed by 36 which increased total open position to 266


On 20 Feb HEROMOTOCO was trading at 3909.10. The strike last trading price was 36.35, which was 1.8 higher than the previous day. The implied volatity was 24.62, the open interest changed by 7 which increased total open position to 230


On 19 Feb HEROMOTOCO was trading at 3879.15. The strike last trading price was 34.8, which was 0.75 higher than the previous day. The implied volatity was 25.30, the open interest changed by -18 which decreased total open position to 224


On 18 Feb HEROMOTOCO was trading at 3840.50. The strike last trading price was 34.1, which was -7.85 lower than the previous day. The implied volatity was 27.06, the open interest changed by 20 which increased total open position to 243


On 17 Feb HEROMOTOCO was trading at 3876.45. The strike last trading price was 41.3, which was -2 lower than the previous day. The implied volatity was 27.21, the open interest changed by 14 which increased total open position to 224


On 14 Feb HEROMOTOCO was trading at 3862.40. The strike last trading price was 42.65, which was -25.2 lower than the previous day. The implied volatity was 27.24, the open interest changed by 31 which increased total open position to 216


On 13 Feb HEROMOTOCO was trading at 3956.55. The strike last trading price was 65.65, which was -25.35 lower than the previous day. The implied volatity was 26.29, the open interest changed by 45 which increased total open position to 182


On 12 Feb HEROMOTOCO was trading at 4015.75. The strike last trading price was 91, which was 3.95 higher than the previous day. The implied volatity was 26.16, the open interest changed by 36 which increased total open position to 129


On 11 Feb HEROMOTOCO was trading at 4085.55. The strike last trading price was 120, which was -91.6 lower than the previous day. The implied volatity was 25.77, the open interest changed by 7 which increased total open position to 8


On 10 Feb HEROMOTOCO was trading at 4196.45. The strike last trading price was 211.6, which was 0 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 7 Feb HEROMOTOCO was trading at 4274.65. The strike last trading price was 211.6, which was -122.4 lower than the previous day. The implied volatity was 21.94, 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 334, 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 5 Feb HEROMOTOCO was trading at 4270.40. The strike last trading price was 334, 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 334, 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 334, 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 334, which was 0 lower than the previous day. The implied volatity was 1.04, 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 334, which was 0 lower than the previous day. The implied volatity was 1.32, 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 334, which was 0.00 lower than the previous day. The implied volatity was 1.08, 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 334, which was 0.00 lower than the previous day. The implied volatity was 1.55, 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 334, which was 0.00 lower than the previous day. The implied volatity was 0.20, 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 334, which was 0.00 lower than the previous day. The implied volatity was 0.75, 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 334, which was 0.00 lower than the previous day. The implied volatity was 0.13, 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 334, which was 0.00 lower than the previous day. The implied volatity was 0.29, 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 334, which was 0.00 lower than the previous day. The implied volatity was 1.13, 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 334, 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 334, 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 Jan HEROMOTOCO was trading at 4243.10. The strike last trading price was 334, 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 Jan HEROMOTOCO was trading at 4311.50. The strike last trading price was 334, 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 334, which was 334.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 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 4200 PE
Delta: -0.95
Vega: 0.84
Theta: -0.03
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Mar 3600.00 589 -20.55 43.25 7 -2 161
10 Mar 3582.85 615.65 137.2 56.15 21 -1 163
7 Mar 3652.50 478.45 -56.6 - 4 -1 164
6 Mar 3648.75 535.05 -64.85 41.86 16 -3 166
5 Mar 3588.75 599.9 -70.1 45.64 11 -2 169
3 Mar 3630.75 517 7 - 2 0 170
28 Feb 3681.10 510 88.55 45.85 23 -22 171
27 Feb 3759.55 418.9 65.25 21.71 22 14 193
26 Feb 3828.25 357.25 42 21.94 23 15 179
25 Feb 3828.25 357.25 42 21.94 23 15 179
24 Feb 3884.85 312 -38.55 26.66 68 26 163
21 Feb 3852.60 352.1 54.25 30.42 66 23 136
20 Feb 3909.10 297.85 -22.25 27.79 73 68 112
19 Feb 3879.15 319.1 -49.15 28.40 32 24 41
18 Feb 3840.50 368.25 -54.1 33.00 6 2 21
17 Feb 3876.45 422.35 83.6 49.20 3 0 19
14 Feb 3862.40 345 75 28.32 5 3 18
13 Feb 3956.55 270 40 27.23 9 6 15
12 Feb 4015.75 230 8 28.17 1 0 8
11 Feb 4085.55 183.15 0 - 0 0 0
10 Feb 4196.45 183.15 0 1.03 0 0 0
7 Feb 4274.65 183.15 0 2.37 0 0 0
6 Feb 4230.05 183.15 0 1.56 0 0 0
5 Feb 4270.40 183.15 0 2.20 0 0 0
4 Feb 4237.10 183.15 0 1.67 0 0 0
3 Feb 4286.65 183.15 0 2.17 0 0 0
29 Jan 4072.45 183.15 0 - 0 0 0
24 Jan 4051.90 183.15 0 - 0 0 0
22 Jan 4055.70 183.15 0.00 - 0 0 0
21 Jan 4024.80 183.15 0.00 - 0 0 0
17 Jan 4098.00 183.15 0.00 - 0 0 0
16 Jan 4074.10 183.15 0.00 - 0 0 0
15 Jan 4111.90 183.15 0.00 - 0 0 0
14 Jan 4102.65 183.15 0.00 - 0 0 0
13 Jan 4043.65 183.15 0.00 - 0 0 0
8 Jan 4138.10 183.15 0.00 0.37 0 0 0
6 Jan 4202.80 183.15 0.00 2.24 0 0 0
3 Jan 4243.10 183.15 0.00 1.37 0 0 0
2 Jan 4311.50 183.15 0.00 2.72 0 0 0
1 Jan 4184.35 183.15 183.15 0.00 0 0 0
31 Dec 4160.60 0 0.00 0.76 0 0 0
30 Dec 4187.60 0 1.29 0 0 0


For Hero Motocorp Limited - strike price 4200 expiring on 27MAR2025

Delta for 4200 PE is -0.95

Historical price for 4200 PE is as follows

On 11 Mar HEROMOTOCO was trading at 3600.00. The strike last trading price was 589, which was -20.55 lower than the previous day. The implied volatity was 43.25, the open interest changed by -2 which decreased total open position to 161


On 10 Mar HEROMOTOCO was trading at 3582.85. The strike last trading price was 615.65, which was 137.2 higher than the previous day. The implied volatity was 56.15, the open interest changed by -1 which decreased total open position to 163


On 7 Mar HEROMOTOCO was trading at 3652.50. The strike last trading price was 478.45, which was -56.6 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 164


On 6 Mar HEROMOTOCO was trading at 3648.75. The strike last trading price was 535.05, which was -64.85 lower than the previous day. The implied volatity was 41.86, the open interest changed by -3 which decreased total open position to 166


On 5 Mar HEROMOTOCO was trading at 3588.75. The strike last trading price was 599.9, which was -70.1 lower than the previous day. The implied volatity was 45.64, the open interest changed by -2 which decreased total open position to 169


On 3 Mar HEROMOTOCO was trading at 3630.75. The strike last trading price was 517, which was 7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 170


On 28 Feb HEROMOTOCO was trading at 3681.10. The strike last trading price was 510, which was 88.55 higher than the previous day. The implied volatity was 45.85, the open interest changed by -22 which decreased total open position to 171


On 27 Feb HEROMOTOCO was trading at 3759.55. The strike last trading price was 418.9, which was 65.25 higher than the previous day. The implied volatity was 21.71, the open interest changed by 14 which increased total open position to 193


On 26 Feb HEROMOTOCO was trading at 3828.25. The strike last trading price was 357.25, which was 42 higher than the previous day. The implied volatity was 21.94, the open interest changed by 15 which increased total open position to 179


On 25 Feb HEROMOTOCO was trading at 3828.25. The strike last trading price was 357.25, which was 42 higher than the previous day. The implied volatity was 21.94, the open interest changed by 15 which increased total open position to 179


On 24 Feb HEROMOTOCO was trading at 3884.85. The strike last trading price was 312, which was -38.55 lower than the previous day. The implied volatity was 26.66, the open interest changed by 26 which increased total open position to 163


On 21 Feb HEROMOTOCO was trading at 3852.60. The strike last trading price was 352.1, which was 54.25 higher than the previous day. The implied volatity was 30.42, the open interest changed by 23 which increased total open position to 136


On 20 Feb HEROMOTOCO was trading at 3909.10. The strike last trading price was 297.85, which was -22.25 lower than the previous day. The implied volatity was 27.79, the open interest changed by 68 which increased total open position to 112


On 19 Feb HEROMOTOCO was trading at 3879.15. The strike last trading price was 319.1, which was -49.15 lower than the previous day. The implied volatity was 28.40, the open interest changed by 24 which increased total open position to 41


On 18 Feb HEROMOTOCO was trading at 3840.50. The strike last trading price was 368.25, which was -54.1 lower than the previous day. The implied volatity was 33.00, the open interest changed by 2 which increased total open position to 21


On 17 Feb HEROMOTOCO was trading at 3876.45. The strike last trading price was 422.35, which was 83.6 higher than the previous day. The implied volatity was 49.20, the open interest changed by 0 which decreased total open position to 19


On 14 Feb HEROMOTOCO was trading at 3862.40. The strike last trading price was 345, which was 75 higher than the previous day. The implied volatity was 28.32, the open interest changed by 3 which increased total open position to 18


On 13 Feb HEROMOTOCO was trading at 3956.55. The strike last trading price was 270, which was 40 higher than the previous day. The implied volatity was 27.23, the open interest changed by 6 which increased total open position to 15


On 12 Feb HEROMOTOCO was trading at 4015.75. The strike last trading price was 230, which was 8 higher than the previous day. The implied volatity was 28.17, the open interest changed by 0 which decreased total open position to 8


On 11 Feb HEROMOTOCO was trading at 4085.55. The strike last trading price was 183.15, 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 183.15, which was 0 lower than the previous day. The implied volatity was 1.03, 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 183.15, which was 0 lower than the previous day. The implied volatity was 2.37, 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 183.15, which was 0 lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0


On 5 Feb HEROMOTOCO was trading at 4270.40. The strike last trading price was 183.15, which was 0 lower than the previous day. The implied volatity was 2.20, 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 183.15, which was 0 lower than the previous day. The implied volatity was 1.67, 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 183.15, which was 0 lower than the previous day. The implied volatity was 2.17, 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 183.15, 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 183.15, 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 183.15, 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 183.15, 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 183.15, 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 183.15, 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 183.15, 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 183.15, 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 183.15, 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 183.15, which was 0.00 lower than the previous day. The implied volatity was 0.37, 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 183.15, which was 0.00 lower than the previous day. The implied volatity was 2.24, the open interest changed by 0 which decreased total open position to 0


On 3 Jan HEROMOTOCO was trading at 4243.10. The strike last trading price was 183.15, which was 0.00 lower than the previous day. The implied volatity was 1.37, the open interest changed by 0 which decreased total open position to 0


On 2 Jan HEROMOTOCO was trading at 4311.50. The strike last trading price was 183.15, which was 0.00 lower than the previous day. The implied volatity was 2.72, 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 183.15, which was 183.15 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 0.76, 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 1.29, the open interest changed by 0 which decreased total open position to 0