HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
21 Nov 2024 04:11 PM IST
| HEROMOTOCO 28NOV2024 4200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4767.85 | 540.75 | -81.15 | - | 5 | 0 | 47 | |||
| 20 Nov | 4775.80 | 621.9 | 0.00 | 83.19 | 9 | -5 | 47 | |||
| 19 Nov | 4775.80 | 621.9 | 68.05 | 83.19 | 9 | -5 | 47 | |||
| 18 Nov | 4733.00 | 553.85 | 113.10 | 52.51 | 6 | -2 | 52 | |||
| 14 Nov | 4604.00 | 440.75 | 70.75 | 36.19 | 69 | 18 | 52 | |||
| 13 Nov | 4519.60 | 370 | -188.00 | 38.40 | 55 | -21 | 34 | |||
| 12 Nov | 4724.20 | 558 | -13.00 | 49.57 | 4 | 0 | 55 | |||
| 11 Nov | 4757.50 | 571 | -16.00 | 27.51 | 4 | 0 | 55 | |||
| 8 Nov | 4768.90 | 587 | -39.00 | 24.76 | 2 | 0 | 55 | |||
| 7 Nov | 4816.00 | 626 | -86.60 | - | 1 | 0 | 55 | |||
| 6 Nov | 4892.80 | 712.6 | 57.60 | 37.19 | 5 | 0 | 55 | |||
|
|
||||||||||
| 5 Nov | 4820.70 | 655 | 44.00 | 38.08 | 8 | 1 | 55 | |||
| 4 Nov | 4806.05 | 611 | -123.05 | - | 26 | 13 | 53 | |||
| 1 Nov | 5020.50 | 734.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 4989.55 | 734.05 | 0.00 | - | 0 | 40 | 0 | |||
| 30 Oct | 4909.30 | 734.05 | - | 42 | 38 | 38 | ||||
For Hero Motocorp Limited - strike price 4200 expiring on 28NOV2024
Delta for 4200 CE is -
Historical price for 4200 CE is as follows
On 21 Nov HEROMOTOCO was trading at 4767.85. The strike last trading price was 540.75, which was -81.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 47
On 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 621.9, which was 0.00 lower than the previous day. The implied volatity was 83.19, the open interest changed by -5 which decreased total open position to 47
On 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 621.9, which was 68.05 higher than the previous day. The implied volatity was 83.19, the open interest changed by -5 which decreased total open position to 47
On 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 553.85, which was 113.10 higher than the previous day. The implied volatity was 52.51, the open interest changed by -2 which decreased total open position to 52
On 14 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 440.75, which was 70.75 higher than the previous day. The implied volatity was 36.19, the open interest changed by 18 which increased total open position to 52
On 13 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 370, which was -188.00 lower than the previous day. The implied volatity was 38.40, the open interest changed by -21 which decreased total open position to 34
On 12 Nov HEROMOTOCO was trading at 4724.20. The strike last trading price was 558, which was -13.00 lower than the previous day. The implied volatity was 49.57, the open interest changed by 0 which decreased total open position to 55
On 11 Nov HEROMOTOCO was trading at 4757.50. The strike last trading price was 571, which was -16.00 lower than the previous day. The implied volatity was 27.51, the open interest changed by 0 which decreased total open position to 55
On 8 Nov HEROMOTOCO was trading at 4768.90. The strike last trading price was 587, which was -39.00 lower than the previous day. The implied volatity was 24.76, the open interest changed by 0 which decreased total open position to 55
On 7 Nov HEROMOTOCO was trading at 4816.00. The strike last trading price was 626, which was -86.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 55
On 6 Nov HEROMOTOCO was trading at 4892.80. The strike last trading price was 712.6, which was 57.60 higher than the previous day. The implied volatity was 37.19, the open interest changed by 0 which decreased total open position to 55
On 5 Nov HEROMOTOCO was trading at 4820.70. The strike last trading price was 655, which was 44.00 higher than the previous day. The implied volatity was 38.08, the open interest changed by 1 which increased total open position to 55
On 4 Nov HEROMOTOCO was trading at 4806.05. The strike last trading price was 611, which was -123.05 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 53
On 1 Nov HEROMOTOCO was trading at 5020.50. The strike last trading price was 734.05, 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 31 Oct HEROMOTOCO was trading at 4989.55. The strike last trading price was 734.05, 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 734.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HEROMOTOCO 28NOV2024 4200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.35
Theta: -1.15
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4767.85 | 2.65 | -0.95 | 46.97 | 511 | -38 | 599 |
| 20 Nov | 4775.80 | 3.6 | 0.00 | 43.46 | 858 | -151 | 634 |
| 19 Nov | 4775.80 | 3.6 | 0.05 | 43.46 | 858 | -154 | 634 |
| 18 Nov | 4733.00 | 3.55 | -15.05 | 39.35 | 2,863 | -338 | 788 |
| 14 Nov | 4604.00 | 18.6 | -9.45 | 40.64 | 3,869 | 140 | 1,165 |
| 13 Nov | 4519.60 | 28.05 | 14.85 | 38.60 | 3,785 | 239 | 1,026 |
| 12 Nov | 4724.20 | 13.2 | 0.70 | 40.19 | 529 | 101 | 787 |
| 11 Nov | 4757.50 | 12.5 | 0.90 | 40.54 | 692 | 62 | 687 |
| 8 Nov | 4768.90 | 11.6 | -0.95 | 37.51 | 313 | 46 | 626 |
| 7 Nov | 4816.00 | 12.55 | 1.70 | 39.46 | 510 | 37 | 581 |
| 6 Nov | 4892.80 | 10.85 | -9.05 | 40.24 | 369 | -41 | 536 |
| 5 Nov | 4820.70 | 19.9 | -9.35 | 42.51 | 775 | 13 | 575 |
| 4 Nov | 4806.05 | 29.25 | 9.65 | 45.85 | 2,540 | 477 | 559 |
| 1 Nov | 5020.50 | 19.6 | 1.10 | 47.52 | 16 | 2 | 82 |
| 31 Oct | 4989.55 | 18.5 | -5.35 | - | 36 | 11 | 80 |
| 30 Oct | 4909.30 | 23.85 | - | 107 | 69 | 69 | |
For Hero Motocorp Limited - strike price 4200 expiring on 28NOV2024
Delta for 4200 PE is -0.02
Historical price for 4200 PE is as follows
On 21 Nov HEROMOTOCO was trading at 4767.85. The strike last trading price was 2.65, which was -0.95 lower than the previous day. The implied volatity was 46.97, the open interest changed by -38 which decreased total open position to 599
On 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 3.6, which was 0.00 lower than the previous day. The implied volatity was 43.46, the open interest changed by -151 which decreased total open position to 634
On 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 3.6, which was 0.05 higher than the previous day. The implied volatity was 43.46, the open interest changed by -154 which decreased total open position to 634
On 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 3.55, which was -15.05 lower than the previous day. The implied volatity was 39.35, the open interest changed by -338 which decreased total open position to 788
On 14 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 18.6, which was -9.45 lower than the previous day. The implied volatity was 40.64, the open interest changed by 140 which increased total open position to 1165
On 13 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 28.05, which was 14.85 higher than the previous day. The implied volatity was 38.60, the open interest changed by 239 which increased total open position to 1026
On 12 Nov HEROMOTOCO was trading at 4724.20. The strike last trading price was 13.2, which was 0.70 higher than the previous day. The implied volatity was 40.19, the open interest changed by 101 which increased total open position to 787
On 11 Nov HEROMOTOCO was trading at 4757.50. The strike last trading price was 12.5, which was 0.90 higher than the previous day. The implied volatity was 40.54, the open interest changed by 62 which increased total open position to 687
On 8 Nov HEROMOTOCO was trading at 4768.90. The strike last trading price was 11.6, which was -0.95 lower than the previous day. The implied volatity was 37.51, the open interest changed by 46 which increased total open position to 626
On 7 Nov HEROMOTOCO was trading at 4816.00. The strike last trading price was 12.55, which was 1.70 higher than the previous day. The implied volatity was 39.46, the open interest changed by 37 which increased total open position to 581
On 6 Nov HEROMOTOCO was trading at 4892.80. The strike last trading price was 10.85, which was -9.05 lower than the previous day. The implied volatity was 40.24, the open interest changed by -41 which decreased total open position to 536
On 5 Nov HEROMOTOCO was trading at 4820.70. The strike last trading price was 19.9, which was -9.35 lower than the previous day. The implied volatity was 42.51, the open interest changed by 13 which increased total open position to 575
On 4 Nov HEROMOTOCO was trading at 4806.05. The strike last trading price was 29.25, which was 9.65 higher than the previous day. The implied volatity was 45.85, the open interest changed by 477 which increased total open position to 559
On 1 Nov HEROMOTOCO was trading at 5020.50. The strike last trading price was 19.6, which was 1.10 higher than the previous day. The implied volatity was 47.52, the open interest changed by 2 which increased total open position to 82
On 31 Oct HEROMOTOCO was trading at 4989.55. The strike last trading price was 18.5, which was -5.35 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 23.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
