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

4339.95 -67.00 (-1.52%)

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Historical option data for HEROMOTOCO

20 Dec 2024 04:11 PM IST
HEROMOTOCO 26DEC2024 4200 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 4339.95 143.65 -85.80 - 23 1 44
19 Dec 4406.95 229.45 20.05 29.18 56 10 43
18 Dec 4389.45 209.4 -53.45 29.96 59 21 35
17 Dec 4415.10 262.85 -425.15 48.18 14 12 13
16 Dec 4539.00 688 0.00 0.00 0 0 0
13 Dec 4575.45 688 0.00 0.00 0 0 0
12 Dec 4556.75 688 0.00 0.00 0 0 0
11 Dec 4650.45 688 0.00 0.00 0 0 0
10 Dec 4588.30 688 0.00 0.00 0 0 0
9 Dec 4595.95 688 0.00 0.00 0 0 0
6 Dec 4629.60 688 0.00 0.00 0 0 0
5 Dec 4644.35 688 0.00 0.00 0 0 0
4 Dec 4635.85 688 0.00 0.00 0 0 0
3 Dec 4697.00 688 0.00 0.00 0 0 0
2 Dec 4748.45 688 0.00 0.00 0 0 0
29 Nov 4761.70 688 0.00 0.00 0 1 0
28 Nov 4783.50 688 -1240.35 58.63 1 0 0
27 Nov 4871.25 1928.35 0.00 - 0 0 0
26 Nov 4838.70 1928.35 0.00 - 0 0 0
25 Nov 4858.30 1928.35 0.00 - 0 0 0
22 Nov 4794.10 1928.35 0.00 - 0 0 0
21 Nov 4767.85 1928.35 0.00 - 0 0 0
20 Nov 4775.80 1928.35 0.00 - 0 0 0
19 Nov 4775.80 1928.35 0.00 - 0 0 0
18 Nov 4733.00 1928.35 0.00 - 0 0 0
14 Nov 4604.00 1928.35 0.00 - 0 0 0
13 Nov 4519.60 1928.35 0.00 - 0 0 0
12 Nov 4724.20 1928.35 0.00 - 0 0 0
7 Nov 4816.00 1928.35 0.00 - 0 0 0
6 Nov 4892.80 1928.35 0.00 - 0 0 0
5 Nov 4820.70 1928.35 0.00 - 0 0 0
4 Nov 4806.05 1928.35 1928.35 - 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 0.00 - 0 0 0
24 Oct 5113.60 0 0.00 - 0 0 0
22 Oct 5175.80 0 - 0 0 0


For Hero Motocorp Limited - strike price 4200 expiring on 26DEC2024

Delta for 4200 CE is -

Historical price for 4200 CE is as follows

On 20 Dec HEROMOTOCO was trading at 4339.95. The strike last trading price was 143.65, which was -85.80 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 44


On 19 Dec HEROMOTOCO was trading at 4406.95. The strike last trading price was 229.45, which was 20.05 higher than the previous day. The implied volatity was 29.18, the open interest changed by 10 which increased total open position to 43


On 18 Dec HEROMOTOCO was trading at 4389.45. The strike last trading price was 209.4, which was -53.45 lower than the previous day. The implied volatity was 29.96, the open interest changed by 21 which increased total open position to 35


On 17 Dec HEROMOTOCO was trading at 4415.10. The strike last trading price was 262.85, which was -425.15 lower than the previous day. The implied volatity was 48.18, the open interest changed by 12 which increased total open position to 13


On 16 Dec HEROMOTOCO was trading at 4539.00. The strike last trading price was 688, 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 13 Dec HEROMOTOCO was trading at 4575.45. The strike last trading price was 688, 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 688, 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 688, 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 688, 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 688, 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 6 Dec HEROMOTOCO was trading at 4629.60. The strike last trading price was 688, 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 5 Dec HEROMOTOCO was trading at 4644.35. The strike last trading price was 688, 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 4 Dec HEROMOTOCO was trading at 4635.85. The strike last trading price was 688, 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 3 Dec HEROMOTOCO was trading at 4697.00. The strike last trading price was 688, 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 2 Dec HEROMOTOCO was trading at 4748.45. The strike last trading price was 688, 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 29 Nov HEROMOTOCO was trading at 4761.70. The strike last trading price was 688, 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 28 Nov HEROMOTOCO was trading at 4783.50. The strike last trading price was 688, which was -1240.35 lower than the previous day. The implied volatity was 58.63, 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 1928.35, 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 1928.35, 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 1928.35, 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 1928.35, 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 Nov HEROMOTOCO was trading at 4767.85. The strike last trading price was 1928.35, 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 1928.35, 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 1928.35, 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 1928.35, 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 1928.35, 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 1928.35, 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 1928.35, 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 1928.35, 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 1928.35, 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 1928.35, 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 1928.35, which was 1928.35 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct HEROMOTOCO was trading at 5113.60. 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 which decreased total open position to


On 22 Oct HEROMOTOCO was trading at 5175.80. 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 4200 PE
Delta: -0.14
Vega: 1.25
Theta: -2.43
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 4339.95 10.2 2.95 25.04 4,068 -140 731
19 Dec 4406.95 7.25 -3.65 28.06 3,208 -206 879
18 Dec 4389.45 10.9 -2.90 26.92 3,844 139 1,088
17 Dec 4415.10 13.8 9.55 29.04 2,961 182 901
16 Dec 4539.00 4.25 0.60 29.31 1,416 -3 732
13 Dec 4575.45 3.65 -2.65 27.03 2,043 -161 735
12 Dec 4556.75 6.3 2.70 28.04 1,452 -39 898
11 Dec 4650.45 3.6 -1.65 28.97 1,104 -152 949
10 Dec 4588.30 5.25 -2.15 27.48 973 106 1,102
9 Dec 4595.95 7.4 -0.35 28.78 844 96 1,000
6 Dec 4629.60 7.75 -0.15 28.89 1,360 36 913
5 Dec 4644.35 7.9 -1.80 28.58 1,377 77 877
4 Dec 4635.85 9.7 0.45 29.17 1,527 108 809
3 Dec 4697.00 9.25 0.15 30.65 1,153 207 703
2 Dec 4748.45 9.1 -3.00 32.03 773 60 497
29 Nov 4761.70 12.1 -4.20 33.05 1,055 57 446
28 Nov 4783.50 16.3 4.30 35.28 379 45 387
27 Nov 4871.25 12 -2.30 35.92 206 40 342
26 Nov 4838.70 14.3 0.95 35.31 51 22 302
25 Nov 4858.30 13.35 -2.65 35.44 69 26 280
22 Nov 4794.10 16 4.00 32.65 8 -1 253
21 Nov 4767.85 12 -8.75 29.38 4 -3 255
20 Nov 4775.80 20.75 0.00 32.60 38 29 258
19 Nov 4775.80 20.75 -3.70 32.60 38 29 258
18 Nov 4733.00 24.45 -28.60 32.46 218 95 229
14 Nov 4604.00 53.05 38.05 34.90 184 136 137
13 Nov 4519.60 15 0.00 0.00 0 0 0
12 Nov 4724.20 15 13.85 0.00 0 1 0
7 Nov 4816.00 1.15 0.00 9.78 0 0 0
6 Nov 4892.80 1.15 0.00 10.54 0 0 0
5 Nov 4820.70 1.15 0.00 9.66 0 0 0
4 Nov 4806.05 1.15 0.00 9.53 0 0 0
31 Oct 4989.55 1.15 0.00 - 0 0 0
30 Oct 4909.30 1.15 1.15 - 0 0 0
29 Oct 4787.45 0 0.00 - 0 0 0
28 Oct 4927.80 0 0.00 - 0 0 0
24 Oct 5113.60 0 0.00 - 0 0 0
22 Oct 5175.80 0 - 0 0 0


For Hero Motocorp Limited - strike price 4200 expiring on 26DEC2024

Delta for 4200 PE is -0.14

Historical price for 4200 PE is as follows

On 20 Dec HEROMOTOCO was trading at 4339.95. The strike last trading price was 10.2, which was 2.95 higher than the previous day. The implied volatity was 25.04, the open interest changed by -140 which decreased total open position to 731


On 19 Dec HEROMOTOCO was trading at 4406.95. The strike last trading price was 7.25, which was -3.65 lower than the previous day. The implied volatity was 28.06, the open interest changed by -206 which decreased total open position to 879


On 18 Dec HEROMOTOCO was trading at 4389.45. The strike last trading price was 10.9, which was -2.90 lower than the previous day. The implied volatity was 26.92, the open interest changed by 139 which increased total open position to 1088


On 17 Dec HEROMOTOCO was trading at 4415.10. The strike last trading price was 13.8, which was 9.55 higher than the previous day. The implied volatity was 29.04, the open interest changed by 182 which increased total open position to 901


On 16 Dec HEROMOTOCO was trading at 4539.00. The strike last trading price was 4.25, which was 0.60 higher than the previous day. The implied volatity was 29.31, the open interest changed by -3 which decreased total open position to 732


On 13 Dec HEROMOTOCO was trading at 4575.45. The strike last trading price was 3.65, which was -2.65 lower than the previous day. The implied volatity was 27.03, the open interest changed by -161 which decreased total open position to 735


On 12 Dec HEROMOTOCO was trading at 4556.75. The strike last trading price was 6.3, which was 2.70 higher than the previous day. The implied volatity was 28.04, the open interest changed by -39 which decreased total open position to 898


On 11 Dec HEROMOTOCO was trading at 4650.45. The strike last trading price was 3.6, which was -1.65 lower than the previous day. The implied volatity was 28.97, the open interest changed by -152 which decreased total open position to 949


On 10 Dec HEROMOTOCO was trading at 4588.30. The strike last trading price was 5.25, which was -2.15 lower than the previous day. The implied volatity was 27.48, the open interest changed by 106 which increased total open position to 1102


On 9 Dec HEROMOTOCO was trading at 4595.95. The strike last trading price was 7.4, which was -0.35 lower than the previous day. The implied volatity was 28.78, the open interest changed by 96 which increased total open position to 1000


On 6 Dec HEROMOTOCO was trading at 4629.60. The strike last trading price was 7.75, which was -0.15 lower than the previous day. The implied volatity was 28.89, the open interest changed by 36 which increased total open position to 913


On 5 Dec HEROMOTOCO was trading at 4644.35. The strike last trading price was 7.9, which was -1.80 lower than the previous day. The implied volatity was 28.58, the open interest changed by 77 which increased total open position to 877


On 4 Dec HEROMOTOCO was trading at 4635.85. The strike last trading price was 9.7, which was 0.45 higher than the previous day. The implied volatity was 29.17, the open interest changed by 108 which increased total open position to 809


On 3 Dec HEROMOTOCO was trading at 4697.00. The strike last trading price was 9.25, which was 0.15 higher than the previous day. The implied volatity was 30.65, the open interest changed by 207 which increased total open position to 703


On 2 Dec HEROMOTOCO was trading at 4748.45. The strike last trading price was 9.1, which was -3.00 lower than the previous day. The implied volatity was 32.03, the open interest changed by 60 which increased total open position to 497


On 29 Nov HEROMOTOCO was trading at 4761.70. The strike last trading price was 12.1, which was -4.20 lower than the previous day. The implied volatity was 33.05, the open interest changed by 57 which increased total open position to 446


On 28 Nov HEROMOTOCO was trading at 4783.50. The strike last trading price was 16.3, which was 4.30 higher than the previous day. The implied volatity was 35.28, the open interest changed by 45 which increased total open position to 387


On 27 Nov HEROMOTOCO was trading at 4871.25. The strike last trading price was 12, which was -2.30 lower than the previous day. The implied volatity was 35.92, the open interest changed by 40 which increased total open position to 342


On 26 Nov HEROMOTOCO was trading at 4838.70. The strike last trading price was 14.3, which was 0.95 higher than the previous day. The implied volatity was 35.31, the open interest changed by 22 which increased total open position to 302


On 25 Nov HEROMOTOCO was trading at 4858.30. The strike last trading price was 13.35, which was -2.65 lower than the previous day. The implied volatity was 35.44, the open interest changed by 26 which increased total open position to 280


On 22 Nov HEROMOTOCO was trading at 4794.10. The strike last trading price was 16, which was 4.00 higher than the previous day. The implied volatity was 32.65, the open interest changed by -1 which decreased total open position to 253


On 21 Nov HEROMOTOCO was trading at 4767.85. The strike last trading price was 12, which was -8.75 lower than the previous day. The implied volatity was 29.38, the open interest changed by -3 which decreased total open position to 255


On 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 20.75, which was 0.00 lower than the previous day. The implied volatity was 32.60, the open interest changed by 29 which increased total open position to 258


On 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 20.75, which was -3.70 lower than the previous day. The implied volatity was 32.60, the open interest changed by 29 which increased total open position to 258


On 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 24.45, which was -28.60 lower than the previous day. The implied volatity was 32.46, the open interest changed by 95 which increased total open position to 229


On 14 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 53.05, which was 38.05 higher than the previous day. The implied volatity was 34.90, the open interest changed by 136 which increased total open position to 137


On 13 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 15, 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 Nov HEROMOTOCO was trading at 4724.20. The strike last trading price was 15, which was 13.85 higher 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 Nov HEROMOTOCO was trading at 4816.00. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was 9.78, 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 1.15, which was 0.00 lower than the previous day. The implied volatity was 10.54, 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 1.15, which was 0.00 lower than the previous day. The implied volatity was 9.66, 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 1.15, which was 0.00 lower than the previous day. The implied volatity was 9.53, 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 1.15, 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 1.15, which was 1.15 higher 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct HEROMOTOCO was trading at 5113.60. 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 which decreased total open position to


On 22 Oct HEROMOTOCO was trading at 5175.80. 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