HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
20 Dec 2024 04:11 PM IST
| HEROMOTOCO 26DEC2024 4300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 2.00
Theta: -3.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4339.95 | 66.8 | -72.25 | 18.29 | 440 | 34 | 184 | |||
| 19 Dec | 4406.95 | 139.05 | 8.60 | 24.91 | 1,029 | 8 | 150 | |||
| 18 Dec | 4389.45 | 130.45 | -17.40 | 28.82 | 522 | 67 | 144 | |||
| 17 Dec | 4415.10 | 147.85 | -117.15 | 28.93 | 154 | 65 | 79 | |||
| 16 Dec | 4539.00 | 265 | -15.00 | 29.73 | 11 | 3 | 13 | |||
| 13 Dec | 4575.45 | 280 | -10.75 | - | 4 | -1 | 9 | |||
| 12 Dec | 4556.75 | 290.75 | -70.30 | 29.75 | 2 | 1 | 10 | |||
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| 11 Dec | 4650.45 | 361.05 | 46.10 | - | 4 | 0 | 9 | |||
| 10 Dec | 4588.30 | 314.95 | -18.05 | - | 5 | 2 | 9 | |||
| 9 Dec | 4595.95 | 333 | -77.90 | 27.76 | 2 | -1 | 7 | |||
| 6 Dec | 4629.60 | 410.9 | 37.90 | 41.42 | 2 | 0 | 8 | |||
| 5 Dec | 4644.35 | 373 | -386.70 | 20.86 | 14 | 7 | 7 | |||
| 4 Dec | 4635.85 | 759.7 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 4697.00 | 759.7 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 4748.45 | 759.7 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 4761.70 | 759.7 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 4783.50 | 759.7 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 4871.25 | 759.7 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 4838.70 | 759.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 4858.30 | 759.7 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 4794.10 | 759.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 4767.85 | 759.7 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 4775.80 | 759.7 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 4775.80 | 759.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 4733.00 | 759.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 4604.00 | 759.7 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 4519.60 | 759.7 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 4724.20 | 759.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 4816.00 | 759.7 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 4892.80 | 759.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 4820.70 | 759.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 4806.05 | 759.7 | - | 0 | 0 | 0 | ||||
For Hero Motocorp Limited - strike price 4300 expiring on 26DEC2024
Delta for 4300 CE is 0.68
Historical price for 4300 CE is as follows
On 20 Dec HEROMOTOCO was trading at 4339.95. The strike last trading price was 66.8, which was -72.25 lower than the previous day. The implied volatity was 18.29, the open interest changed by 34 which increased total open position to 184
On 19 Dec HEROMOTOCO was trading at 4406.95. The strike last trading price was 139.05, which was 8.60 higher than the previous day. The implied volatity was 24.91, the open interest changed by 8 which increased total open position to 150
On 18 Dec HEROMOTOCO was trading at 4389.45. The strike last trading price was 130.45, which was -17.40 lower than the previous day. The implied volatity was 28.82, the open interest changed by 67 which increased total open position to 144
On 17 Dec HEROMOTOCO was trading at 4415.10. The strike last trading price was 147.85, which was -117.15 lower than the previous day. The implied volatity was 28.93, the open interest changed by 65 which increased total open position to 79
On 16 Dec HEROMOTOCO was trading at 4539.00. The strike last trading price was 265, which was -15.00 lower than the previous day. The implied volatity was 29.73, the open interest changed by 3 which increased total open position to 13
On 13 Dec HEROMOTOCO was trading at 4575.45. The strike last trading price was 280, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 9
On 12 Dec HEROMOTOCO was trading at 4556.75. The strike last trading price was 290.75, which was -70.30 lower than the previous day. The implied volatity was 29.75, the open interest changed by 1 which increased total open position to 10
On 11 Dec HEROMOTOCO was trading at 4650.45. The strike last trading price was 361.05, which was 46.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 10 Dec HEROMOTOCO was trading at 4588.30. The strike last trading price was 314.95, which was -18.05 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 9
On 9 Dec HEROMOTOCO was trading at 4595.95. The strike last trading price was 333, which was -77.90 lower than the previous day. The implied volatity was 27.76, the open interest changed by -1 which decreased total open position to 7
On 6 Dec HEROMOTOCO was trading at 4629.60. The strike last trading price was 410.9, which was 37.90 higher than the previous day. The implied volatity was 41.42, the open interest changed by 0 which decreased total open position to 8
On 5 Dec HEROMOTOCO was trading at 4644.35. The strike last trading price was 373, which was -386.70 lower than the previous day. The implied volatity was 20.86, the open interest changed by 7 which increased total open position to 7
On 4 Dec HEROMOTOCO was trading at 4635.85. The strike last trading price was 759.7, 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 759.7, 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 759.7, 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 759.7, 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 759.7, 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 759.7, 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 759.7, 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 759.7, 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 759.7, 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 759.7, 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 759.7, 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 759.7, 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 759.7, 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 759.7, 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 759.7, 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 759.7, 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 759.7, 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 759.7, 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 759.7, 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 759.7, 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 26DEC2024 4300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.35
Vega: 2.07
Theta: -3.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4339.95 | 30.8 | 14.00 | 22.71 | 4,666 | -72 | 1,282 |
| 19 Dec | 4406.95 | 16.8 | -9.20 | 24.33 | 6,306 | -80 | 1,353 |
| 18 Dec | 4389.45 | 26 | -4.50 | 24.25 | 5,186 | 158 | 1,437 |
| 17 Dec | 4415.10 | 30.5 | 21.40 | 27.05 | 5,055 | 310 | 1,295 |
| 16 Dec | 4539.00 | 9.1 | 1.20 | 26.74 | 1,481 | 83 | 986 |
| 13 Dec | 4575.45 | 7.9 | -4.80 | 25.04 | 2,330 | -124 | 906 |
| 12 Dec | 4556.75 | 12.7 | 5.80 | 26.15 | 2,122 | 282 | 1,033 |
| 11 Dec | 4650.45 | 6.9 | -3.70 | 26.95 | 876 | -159 | 753 |
| 10 Dec | 4588.30 | 10.6 | -3.75 | 25.86 | 762 | 3 | 911 |
| 9 Dec | 4595.95 | 14.35 | 0.10 | 27.40 | 1,195 | 214 | 918 |
| 6 Dec | 4629.60 | 14.25 | -0.45 | 27.59 | 1,499 | 118 | 707 |
| 5 Dec | 4644.35 | 14.7 | -2.85 | 27.47 | 1,563 | 119 | 593 |
| 4 Dec | 4635.85 | 17.55 | 1.70 | 28.14 | 1,260 | 230 | 474 |
| 3 Dec | 4697.00 | 15.85 | 1.65 | 29.46 | 554 | 106 | 243 |
| 2 Dec | 4748.45 | 14.2 | -3.50 | 30.37 | 349 | 52 | 134 |
| 29 Nov | 4761.70 | 17.7 | -4.80 | 31.29 | 366 | 59 | 83 |
| 28 Nov | 4783.50 | 22.5 | 5.10 | 33.28 | 29 | 17 | 24 |
| 27 Nov | 4871.25 | 17.4 | 6.40 | 34.50 | 9 | 4 | 7 |
| 26 Nov | 4838.70 | 11 | -0.70 | 29.04 | 2 | 1 | 2 |
| 25 Nov | 4858.30 | 11.7 | -10.65 | 30.22 | 1 | 0 | 0 |
| 22 Nov | 4794.10 | 22.35 | 0.00 | 9.27 | 0 | 0 | 0 |
| 21 Nov | 4767.85 | 22.35 | 0.00 | 8.85 | 0 | 0 | 0 |
| 20 Nov | 4775.80 | 22.35 | 0.00 | 8.65 | 0 | 0 | 0 |
| 19 Nov | 4775.80 | 22.35 | 0.00 | 8.65 | 0 | 0 | 0 |
| 18 Nov | 4733.00 | 22.35 | 0.00 | 8.05 | 0 | 0 | 0 |
| 14 Nov | 4604.00 | 22.35 | 0.00 | 6.11 | 0 | 0 | 0 |
| 13 Nov | 4519.60 | 22.35 | 0.00 | 4.72 | 0 | 0 | 0 |
| 12 Nov | 4724.20 | 22.35 | 0.00 | 7.84 | 0 | 0 | 0 |
| 7 Nov | 4816.00 | 22.35 | 0.00 | 8.44 | 0 | 0 | 0 |
| 6 Nov | 4892.80 | 22.35 | 0.00 | 9.38 | 0 | 0 | 0 |
| 5 Nov | 4820.70 | 22.35 | 0.00 | 8.49 | 0 | 0 | 0 |
| 4 Nov | 4806.05 | 22.35 | 8.29 | 0 | 0 | 0 | |
For Hero Motocorp Limited - strike price 4300 expiring on 26DEC2024
Delta for 4300 PE is -0.35
Historical price for 4300 PE is as follows
On 20 Dec HEROMOTOCO was trading at 4339.95. The strike last trading price was 30.8, which was 14.00 higher than the previous day. The implied volatity was 22.71, the open interest changed by -72 which decreased total open position to 1282
On 19 Dec HEROMOTOCO was trading at 4406.95. The strike last trading price was 16.8, which was -9.20 lower than the previous day. The implied volatity was 24.33, the open interest changed by -80 which decreased total open position to 1353
On 18 Dec HEROMOTOCO was trading at 4389.45. The strike last trading price was 26, which was -4.50 lower than the previous day. The implied volatity was 24.25, the open interest changed by 158 which increased total open position to 1437
On 17 Dec HEROMOTOCO was trading at 4415.10. The strike last trading price was 30.5, which was 21.40 higher than the previous day. The implied volatity was 27.05, the open interest changed by 310 which increased total open position to 1295
On 16 Dec HEROMOTOCO was trading at 4539.00. The strike last trading price was 9.1, which was 1.20 higher than the previous day. The implied volatity was 26.74, the open interest changed by 83 which increased total open position to 986
On 13 Dec HEROMOTOCO was trading at 4575.45. The strike last trading price was 7.9, which was -4.80 lower than the previous day. The implied volatity was 25.04, the open interest changed by -124 which decreased total open position to 906
On 12 Dec HEROMOTOCO was trading at 4556.75. The strike last trading price was 12.7, which was 5.80 higher than the previous day. The implied volatity was 26.15, the open interest changed by 282 which increased total open position to 1033
On 11 Dec HEROMOTOCO was trading at 4650.45. The strike last trading price was 6.9, which was -3.70 lower than the previous day. The implied volatity was 26.95, the open interest changed by -159 which decreased total open position to 753
On 10 Dec HEROMOTOCO was trading at 4588.30. The strike last trading price was 10.6, which was -3.75 lower than the previous day. The implied volatity was 25.86, the open interest changed by 3 which increased total open position to 911
On 9 Dec HEROMOTOCO was trading at 4595.95. The strike last trading price was 14.35, which was 0.10 higher than the previous day. The implied volatity was 27.40, the open interest changed by 214 which increased total open position to 918
On 6 Dec HEROMOTOCO was trading at 4629.60. The strike last trading price was 14.25, which was -0.45 lower than the previous day. The implied volatity was 27.59, the open interest changed by 118 which increased total open position to 707
On 5 Dec HEROMOTOCO was trading at 4644.35. The strike last trading price was 14.7, which was -2.85 lower than the previous day. The implied volatity was 27.47, the open interest changed by 119 which increased total open position to 593
On 4 Dec HEROMOTOCO was trading at 4635.85. The strike last trading price was 17.55, which was 1.70 higher than the previous day. The implied volatity was 28.14, the open interest changed by 230 which increased total open position to 474
On 3 Dec HEROMOTOCO was trading at 4697.00. The strike last trading price was 15.85, which was 1.65 higher than the previous day. The implied volatity was 29.46, the open interest changed by 106 which increased total open position to 243
On 2 Dec HEROMOTOCO was trading at 4748.45. The strike last trading price was 14.2, which was -3.50 lower than the previous day. The implied volatity was 30.37, the open interest changed by 52 which increased total open position to 134
On 29 Nov HEROMOTOCO was trading at 4761.70. The strike last trading price was 17.7, which was -4.80 lower than the previous day. The implied volatity was 31.29, the open interest changed by 59 which increased total open position to 83
On 28 Nov HEROMOTOCO was trading at 4783.50. The strike last trading price was 22.5, which was 5.10 higher than the previous day. The implied volatity was 33.28, the open interest changed by 17 which increased total open position to 24
On 27 Nov HEROMOTOCO was trading at 4871.25. The strike last trading price was 17.4, which was 6.40 higher than the previous day. The implied volatity was 34.50, the open interest changed by 4 which increased total open position to 7
On 26 Nov HEROMOTOCO was trading at 4838.70. The strike last trading price was 11, which was -0.70 lower than the previous day. The implied volatity was 29.04, the open interest changed by 1 which increased total open position to 2
On 25 Nov HEROMOTOCO was trading at 4858.30. The strike last trading price was 11.7, which was -10.65 lower than the previous day. The implied volatity was 30.22, 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 22.35, which was 0.00 lower than the previous day. The implied volatity was 9.27, 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 22.35, which was 0.00 lower than the previous day. The implied volatity was 8.85, 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 22.35, which was 0.00 lower than the previous day. The implied volatity was 8.65, 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 22.35, which was 0.00 lower than the previous day. The implied volatity was 8.65, 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 22.35, which was 0.00 lower than the previous day. The implied volatity was 8.05, 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 22.35, which was 0.00 lower than the previous day. The implied volatity was 6.11, 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 22.35, which was 0.00 lower than the previous day. The implied volatity was 4.72, 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 22.35, which was 0.00 lower than the previous day. The implied volatity was 7.84, 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 22.35, which was 0.00 lower than the previous day. The implied volatity was 8.44, 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 22.35, which was 0.00 lower than the previous day. The implied volatity was 9.38, 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 22.35, which was 0.00 lower than the previous day. The implied volatity was 8.49, 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 22.35, which was lower than the previous day. The implied volatity was 8.29, the open interest changed by 0 which decreased total open position to 0
