HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
20 Dec 2024 04:11 PM IST
HEROMOTOCO 26DEC2024 4200 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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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 | |||
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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 | |||||||
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Delta: -0.14
Vega: 1.25
Theta: -2.43
Gamma: 0.00
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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