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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 4400 CE
Delta: 0.31
Vega: 1.96
Theta: -3.51
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 4339.95 21 -45.85 19.24 5,250 11 1,029
19 Dec 4406.95 66.85 1.25 22.81 8,176 27 1,019
18 Dec 4389.45 65.6 -16.60 24.18 5,371 462 1,006
17 Dec 4415.10 82.2 -98.10 27.37 1,805 388 542
16 Dec 4539.00 180.3 -27.85 28.19 155 72 154
13 Dec 4575.45 208.15 6.15 23.40 84 16 82
12 Dec 4556.75 202 -75.90 26.22 43 20 65
11 Dec 4650.45 277.9 40.00 21.63 12 0 44
10 Dec 4588.30 237.9 -5.70 24.57 26 4 43
9 Dec 4595.95 243.6 -40.40 25.36 30 2 40
6 Dec 4629.60 284 -17.80 24.56 58 22 38
5 Dec 4644.35 301.8 -101.45 28.60 5 4 16
4 Dec 4635.85 403.25 0.00 0.00 0 1 0
3 Dec 4697.00 403.25 26.95 44.40 1 0 11
2 Dec 4748.45 376.3 -48.30 13.54 14 9 11
29 Nov 4761.70 424.6 -81.35 29.98 4 -2 0
28 Nov 4783.50 505.95 0.00 0.00 0 2 0
27 Nov 4871.25 505.95 -1227.85 - 2 0 0
26 Nov 4838.70 1733.8 0.00 - 0 0 0
25 Nov 4858.30 1733.8 0.00 - 0 0 0
22 Nov 4794.10 1733.8 0.00 - 0 0 0
21 Nov 4767.85 1733.8 0.00 - 0 0 0
20 Nov 4775.80 1733.8 0.00 - 0 0 0
19 Nov 4775.80 1733.8 0.00 - 0 0 0
18 Nov 4733.00 1733.8 0.00 - 0 0 0
14 Nov 4604.00 1733.8 0.00 - 0 0 0
13 Nov 4519.60 1733.8 0.00 - 0 0 0
12 Nov 4724.20 1733.8 0.00 - 0 0 0
7 Nov 4816.00 1733.8 0.00 - 0 0 0
6 Nov 4892.80 1733.8 0.00 - 0 0 0
5 Nov 4820.70 1733.8 0.00 - 0 0 0
4 Nov 4806.05 1733.8 1733.80 - 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 0.00 - 0 0 0
21 Oct 5242.25 0 0.00 - 0 0 0
18 Oct 5216.20 0 - 0 0 0


For Hero Motocorp Limited - strike price 4400 expiring on 26DEC2024

Delta for 4400 CE is 0.31

Historical price for 4400 CE is as follows

On 20 Dec HEROMOTOCO was trading at 4339.95. The strike last trading price was 21, which was -45.85 lower than the previous day. The implied volatity was 19.24, the open interest changed by 11 which increased total open position to 1029


On 19 Dec HEROMOTOCO was trading at 4406.95. The strike last trading price was 66.85, which was 1.25 higher than the previous day. The implied volatity was 22.81, the open interest changed by 27 which increased total open position to 1019


On 18 Dec HEROMOTOCO was trading at 4389.45. The strike last trading price was 65.6, which was -16.60 lower than the previous day. The implied volatity was 24.18, the open interest changed by 462 which increased total open position to 1006


On 17 Dec HEROMOTOCO was trading at 4415.10. The strike last trading price was 82.2, which was -98.10 lower than the previous day. The implied volatity was 27.37, the open interest changed by 388 which increased total open position to 542


On 16 Dec HEROMOTOCO was trading at 4539.00. The strike last trading price was 180.3, which was -27.85 lower than the previous day. The implied volatity was 28.19, the open interest changed by 72 which increased total open position to 154


On 13 Dec HEROMOTOCO was trading at 4575.45. The strike last trading price was 208.15, which was 6.15 higher than the previous day. The implied volatity was 23.40, the open interest changed by 16 which increased total open position to 82


On 12 Dec HEROMOTOCO was trading at 4556.75. The strike last trading price was 202, which was -75.90 lower than the previous day. The implied volatity was 26.22, the open interest changed by 20 which increased total open position to 65


On 11 Dec HEROMOTOCO was trading at 4650.45. The strike last trading price was 277.9, which was 40.00 higher than the previous day. The implied volatity was 21.63, the open interest changed by 0 which decreased total open position to 44


On 10 Dec HEROMOTOCO was trading at 4588.30. The strike last trading price was 237.9, which was -5.70 lower than the previous day. The implied volatity was 24.57, the open interest changed by 4 which increased total open position to 43


On 9 Dec HEROMOTOCO was trading at 4595.95. The strike last trading price was 243.6, which was -40.40 lower than the previous day. The implied volatity was 25.36, the open interest changed by 2 which increased total open position to 40


On 6 Dec HEROMOTOCO was trading at 4629.60. The strike last trading price was 284, which was -17.80 lower than the previous day. The implied volatity was 24.56, the open interest changed by 22 which increased total open position to 38


On 5 Dec HEROMOTOCO was trading at 4644.35. The strike last trading price was 301.8, which was -101.45 lower than the previous day. The implied volatity was 28.60, the open interest changed by 4 which increased total open position to 16


On 4 Dec HEROMOTOCO was trading at 4635.85. The strike last trading price was 403.25, 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 3 Dec HEROMOTOCO was trading at 4697.00. The strike last trading price was 403.25, which was 26.95 higher than the previous day. The implied volatity was 44.40, the open interest changed by 0 which decreased total open position to 11


On 2 Dec HEROMOTOCO was trading at 4748.45. The strike last trading price was 376.3, which was -48.30 lower than the previous day. The implied volatity was 13.54, the open interest changed by 9 which increased total open position to 11


On 29 Nov HEROMOTOCO was trading at 4761.70. The strike last trading price was 424.6, which was -81.35 lower than the previous day. The implied volatity was 29.98, the open interest changed by -2 which decreased total open position to 0


On 28 Nov HEROMOTOCO was trading at 4783.50. The strike last trading price was 505.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 27 Nov HEROMOTOCO was trading at 4871.25. The strike last trading price was 505.95, which was -1227.85 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 1733.8, 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 1733.8, 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 1733.8, 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 1733.8, 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 1733.8, 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 1733.8, 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 1733.8, 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 1733.8, 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 1733.8, 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 1733.8, 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 1733.8, 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 1733.8, 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 1733.8, 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 1733.8, which was 1733.80 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct HEROMOTOCO was trading at 5242.25. 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 18 Oct HEROMOTOCO was trading at 5216.20. 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 4400 PE
Delta: -0.65
Vega: 2.05
Theta: -3.31
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 4339.95 85.45 42.15 24.02 4,989 -335 1,045
19 Dec 4406.95 43.3 -17.90 21.93 7,640 53 1,383
18 Dec 4389.45 61.2 -2.55 22.57 8,375 -208 1,338
17 Dec 4415.10 63.75 42.95 25.42 11,282 683 1,610
16 Dec 4539.00 20.8 3.10 24.76 5,303 64 953
13 Dec 4575.45 17.7 -9.70 23.42 2,304 -123 888
12 Dec 4556.75 27.4 12.40 25.17 2,418 294 1,021
11 Dec 4650.45 15 -7.75 25.87 1,935 -91 731
10 Dec 4588.30 22.75 -5.80 25.02 1,147 -43 830
9 Dec 4595.95 28.55 2.05 26.64 1,677 5 875
6 Dec 4629.60 26.5 -0.30 26.68 1,254 -48 871
5 Dec 4644.35 26.8 -4.70 26.51 1,746 105 919
4 Dec 4635.85 31.5 4.55 27.43 1,550 73 824
3 Dec 4697.00 26.95 4.75 28.45 1,369 168 754
2 Dec 4748.45 22.2 -4.40 28.75 628 25 592
29 Nov 4761.70 26.6 -1.75 29.78 809 97 568
28 Nov 4783.50 28.35 7.45 30.37 450 67 471
27 Nov 4871.25 20.9 -7.70 31.39 377 102 389
26 Nov 4838.70 28.6 2.75 32.16 149 23 287
25 Nov 4858.30 25.85 -10.70 32.12 343 86 264
22 Nov 4794.10 36.55 -5.30 31.00 148 36 214
21 Nov 4767.85 41.85 -3.30 31.13 66 25 179
20 Nov 4775.80 45.15 0.00 31.05 113 37 154
19 Nov 4775.80 45.15 -3.90 31.05 113 37 154
18 Nov 4733.00 49.05 -42.95 30.20 322 43 118
14 Nov 4604.00 92 -23.65 32.36 86 20 75
13 Nov 4519.60 115.65 57.50 31.48 161 50 54
12 Nov 4724.20 58.15 55.15 29.70 4 0 0
7 Nov 4816.00 3 0.00 7.02 0 0 0
6 Nov 4892.80 3 0.00 7.84 0 0 0
5 Nov 4820.70 3 0.00 6.95 0 0 0
4 Nov 4806.05 3 0.00 6.83 0 0 0
31 Oct 4989.55 3 0.00 - 0 0 0
30 Oct 4909.30 3 0.00 - 0 0 0
29 Oct 4787.45 3 0.00 - 0 0 0
28 Oct 4927.80 3 0.00 - 0 0 0
24 Oct 5113.60 3 0.00 - 0 0 0
22 Oct 5175.80 3 0.00 - 0 0 0
21 Oct 5242.25 3 0.00 - 0 0 0
18 Oct 5216.20 3 - 0 0 0


For Hero Motocorp Limited - strike price 4400 expiring on 26DEC2024

Delta for 4400 PE is -0.65

Historical price for 4400 PE is as follows

On 20 Dec HEROMOTOCO was trading at 4339.95. The strike last trading price was 85.45, which was 42.15 higher than the previous day. The implied volatity was 24.02, the open interest changed by -335 which decreased total open position to 1045


On 19 Dec HEROMOTOCO was trading at 4406.95. The strike last trading price was 43.3, which was -17.90 lower than the previous day. The implied volatity was 21.93, the open interest changed by 53 which increased total open position to 1383


On 18 Dec HEROMOTOCO was trading at 4389.45. The strike last trading price was 61.2, which was -2.55 lower than the previous day. The implied volatity was 22.57, the open interest changed by -208 which decreased total open position to 1338


On 17 Dec HEROMOTOCO was trading at 4415.10. The strike last trading price was 63.75, which was 42.95 higher than the previous day. The implied volatity was 25.42, the open interest changed by 683 which increased total open position to 1610


On 16 Dec HEROMOTOCO was trading at 4539.00. The strike last trading price was 20.8, which was 3.10 higher than the previous day. The implied volatity was 24.76, the open interest changed by 64 which increased total open position to 953


On 13 Dec HEROMOTOCO was trading at 4575.45. The strike last trading price was 17.7, which was -9.70 lower than the previous day. The implied volatity was 23.42, the open interest changed by -123 which decreased total open position to 888


On 12 Dec HEROMOTOCO was trading at 4556.75. The strike last trading price was 27.4, which was 12.40 higher than the previous day. The implied volatity was 25.17, the open interest changed by 294 which increased total open position to 1021


On 11 Dec HEROMOTOCO was trading at 4650.45. The strike last trading price was 15, which was -7.75 lower than the previous day. The implied volatity was 25.87, the open interest changed by -91 which decreased total open position to 731


On 10 Dec HEROMOTOCO was trading at 4588.30. The strike last trading price was 22.75, which was -5.80 lower than the previous day. The implied volatity was 25.02, the open interest changed by -43 which decreased total open position to 830


On 9 Dec HEROMOTOCO was trading at 4595.95. The strike last trading price was 28.55, which was 2.05 higher than the previous day. The implied volatity was 26.64, the open interest changed by 5 which increased total open position to 875


On 6 Dec HEROMOTOCO was trading at 4629.60. The strike last trading price was 26.5, which was -0.30 lower than the previous day. The implied volatity was 26.68, the open interest changed by -48 which decreased total open position to 871


On 5 Dec HEROMOTOCO was trading at 4644.35. The strike last trading price was 26.8, which was -4.70 lower than the previous day. The implied volatity was 26.51, the open interest changed by 105 which increased total open position to 919


On 4 Dec HEROMOTOCO was trading at 4635.85. The strike last trading price was 31.5, which was 4.55 higher than the previous day. The implied volatity was 27.43, the open interest changed by 73 which increased total open position to 824


On 3 Dec HEROMOTOCO was trading at 4697.00. The strike last trading price was 26.95, which was 4.75 higher than the previous day. The implied volatity was 28.45, the open interest changed by 168 which increased total open position to 754


On 2 Dec HEROMOTOCO was trading at 4748.45. The strike last trading price was 22.2, which was -4.40 lower than the previous day. The implied volatity was 28.75, the open interest changed by 25 which increased total open position to 592


On 29 Nov HEROMOTOCO was trading at 4761.70. The strike last trading price was 26.6, which was -1.75 lower than the previous day. The implied volatity was 29.78, the open interest changed by 97 which increased total open position to 568


On 28 Nov HEROMOTOCO was trading at 4783.50. The strike last trading price was 28.35, which was 7.45 higher than the previous day. The implied volatity was 30.37, the open interest changed by 67 which increased total open position to 471


On 27 Nov HEROMOTOCO was trading at 4871.25. The strike last trading price was 20.9, which was -7.70 lower than the previous day. The implied volatity was 31.39, the open interest changed by 102 which increased total open position to 389


On 26 Nov HEROMOTOCO was trading at 4838.70. The strike last trading price was 28.6, which was 2.75 higher than the previous day. The implied volatity was 32.16, the open interest changed by 23 which increased total open position to 287


On 25 Nov HEROMOTOCO was trading at 4858.30. The strike last trading price was 25.85, which was -10.70 lower than the previous day. The implied volatity was 32.12, the open interest changed by 86 which increased total open position to 264


On 22 Nov HEROMOTOCO was trading at 4794.10. The strike last trading price was 36.55, which was -5.30 lower than the previous day. The implied volatity was 31.00, the open interest changed by 36 which increased total open position to 214


On 21 Nov HEROMOTOCO was trading at 4767.85. The strike last trading price was 41.85, which was -3.30 lower than the previous day. The implied volatity was 31.13, the open interest changed by 25 which increased total open position to 179


On 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 45.15, which was 0.00 lower than the previous day. The implied volatity was 31.05, the open interest changed by 37 which increased total open position to 154


On 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 45.15, which was -3.90 lower than the previous day. The implied volatity was 31.05, the open interest changed by 37 which increased total open position to 154


On 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 49.05, which was -42.95 lower than the previous day. The implied volatity was 30.20, the open interest changed by 43 which increased total open position to 118


On 14 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 92, which was -23.65 lower than the previous day. The implied volatity was 32.36, the open interest changed by 20 which increased total open position to 75


On 13 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 115.65, which was 57.50 higher than the previous day. The implied volatity was 31.48, the open interest changed by 50 which increased total open position to 54


On 12 Nov HEROMOTOCO was trading at 4724.20. The strike last trading price was 58.15, which was 55.15 higher than the previous day. The implied volatity was 29.70, 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 3, which was 0.00 lower than the previous day. The implied volatity was 7.02, 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 3, 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 5 Nov HEROMOTOCO was trading at 4820.70. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was 6.95, 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 3, which was 0.00 lower than the previous day. The implied volatity was 6.83, 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 3, 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 3, 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 3, 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 3, 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 3, 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 3, 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 21 Oct HEROMOTOCO was trading at 5242.25. The strike last trading price was 3, 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 18 Oct HEROMOTOCO was trading at 5216.20. The strike last trading price was 3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to