HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
21 Nov 2024 04:11 PM IST
| HEROMOTOCO 28NOV2024 4400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4767.85 | 353.5 | -28.50 | - | 8 | 0 | 49 | |||
| 20 Nov | 4775.80 | 382 | 0.00 | 37.39 | 6 | -4 | 50 | |||
| 19 Nov | 4775.80 | 382 | 46.20 | 37.39 | 6 | -3 | 50 | |||
| 18 Nov | 4733.00 | 335.8 | 68.80 | - | 64 | -20 | 52 | |||
| 14 Nov | 4604.00 | 267 | 55.00 | 33.75 | 329 | 47 | 72 | |||
| 13 Nov | 4519.60 | 212 | -151.80 | 35.51 | 58 | 18 | 25 | |||
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| 12 Nov | 4724.20 | 363.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 4757.50 | 363.8 | -95.20 | - | 1 | 0 | 7 | |||
| 8 Nov | 4768.90 | 459 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 4816.00 | 459 | -15.40 | 34.11 | 2 | 0 | 7 | |||
| 6 Nov | 4892.80 | 474.4 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Nov | 4820.70 | 474.4 | 31.05 | 36.22 | 4 | 1 | 7 | |||
| 4 Nov | 4806.05 | 443.35 | -633.40 | 24.04 | 7 | 5 | 5 | |||
| 1 Nov | 5020.50 | 1076.75 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 4989.55 | 1076.75 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 4909.30 | 1076.75 | - | 0 | 0 | 0 | ||||
For Hero Motocorp Limited - strike price 4400 expiring on 28NOV2024
Delta for 4400 CE is -
Historical price for 4400 CE is as follows
On 21 Nov HEROMOTOCO was trading at 4767.85. The strike last trading price was 353.5, which was -28.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49
On 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 382, which was 0.00 lower than the previous day. The implied volatity was 37.39, the open interest changed by -4 which decreased total open position to 50
On 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 382, which was 46.20 higher than the previous day. The implied volatity was 37.39, the open interest changed by -3 which decreased total open position to 50
On 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 335.8, which was 68.80 higher than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 52
On 14 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 267, which was 55.00 higher than the previous day. The implied volatity was 33.75, the open interest changed by 47 which increased total open position to 72
On 13 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 212, which was -151.80 lower than the previous day. The implied volatity was 35.51, the open interest changed by 18 which increased total open position to 25
On 12 Nov HEROMOTOCO was trading at 4724.20. The strike last trading price was 363.8, 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 Nov HEROMOTOCO was trading at 4757.50. The strike last trading price was 363.8, which was -95.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 8 Nov HEROMOTOCO was trading at 4768.90. The strike last trading price was 459, 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 7 Nov HEROMOTOCO was trading at 4816.00. The strike last trading price was 459, which was -15.40 lower than the previous day. The implied volatity was 34.11, the open interest changed by 0 which decreased total open position to 7
On 6 Nov HEROMOTOCO was trading at 4892.80. The strike last trading price was 474.4, 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 5 Nov HEROMOTOCO was trading at 4820.70. The strike last trading price was 474.4, which was 31.05 higher than the previous day. The implied volatity was 36.22, the open interest changed by 1 which increased total open position to 7
On 4 Nov HEROMOTOCO was trading at 4806.05. The strike last trading price was 443.35, which was -633.40 lower than the previous day. The implied volatity was 24.04, the open interest changed by 5 which increased total open position to 5
On 1 Nov HEROMOTOCO was trading at 5020.50. The strike last trading price was 1076.75, 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 31 Oct HEROMOTOCO was trading at 4989.55. The strike last trading price was 1076.75, 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 1076.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HEROMOTOCO 28NOV2024 4400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.72
Theta: -1.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4767.85 | 5.65 | -2.80 | 37.23 | 2,049 | -120 | 766 |
| 20 Nov | 4775.80 | 8.45 | 0.00 | 35.76 | 1,697 | 34 | 887 |
| 19 Nov | 4775.80 | 8.45 | -0.40 | 35.76 | 1,697 | 35 | 887 |
| 18 Nov | 4733.00 | 8.85 | -36.25 | 32.16 | 7,419 | 102 | 1,033 |
| 14 Nov | 4604.00 | 45.1 | -23.90 | 36.60 | 4,721 | 392 | 955 |
| 13 Nov | 4519.60 | 69 | 33.15 | 35.57 | 3,355 | 19 | 568 |
| 12 Nov | 4724.20 | 35.85 | 3.95 | 38.18 | 678 | 92 | 545 |
| 11 Nov | 4757.50 | 31.9 | 1.20 | 38.07 | 573 | -9 | 455 |
| 8 Nov | 4768.90 | 30.7 | -0.55 | 35.61 | 408 | 18 | 459 |
| 7 Nov | 4816.00 | 31.25 | 7.45 | 37.68 | 349 | 24 | 440 |
| 6 Nov | 4892.80 | 23.8 | -18.75 | 37.26 | 482 | -6 | 416 |
| 5 Nov | 4820.70 | 42.55 | -14.15 | 40.47 | 981 | 29 | 424 |
| 4 Nov | 4806.05 | 56.7 | 23.30 | 43.72 | 2,532 | 174 | 390 |
| 1 Nov | 5020.50 | 33.4 | -0.95 | 44.03 | 23 | 9 | 216 |
| 31 Oct | 4989.55 | 34.35 | -10.35 | - | 357 | 116 | 205 |
| 30 Oct | 4909.30 | 44.7 | - | 91 | 84 | 84 | |
For Hero Motocorp Limited - strike price 4400 expiring on 28NOV2024
Delta for 4400 PE is -0.05
Historical price for 4400 PE is as follows
On 21 Nov HEROMOTOCO was trading at 4767.85. The strike last trading price was 5.65, which was -2.80 lower than the previous day. The implied volatity was 37.23, the open interest changed by -120 which decreased total open position to 766
On 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 8.45, which was 0.00 lower than the previous day. The implied volatity was 35.76, the open interest changed by 34 which increased total open position to 887
On 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 8.45, which was -0.40 lower than the previous day. The implied volatity was 35.76, the open interest changed by 35 which increased total open position to 887
On 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 8.85, which was -36.25 lower than the previous day. The implied volatity was 32.16, the open interest changed by 102 which increased total open position to 1033
On 14 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 45.1, which was -23.90 lower than the previous day. The implied volatity was 36.60, the open interest changed by 392 which increased total open position to 955
On 13 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 69, which was 33.15 higher than the previous day. The implied volatity was 35.57, the open interest changed by 19 which increased total open position to 568
On 12 Nov HEROMOTOCO was trading at 4724.20. The strike last trading price was 35.85, which was 3.95 higher than the previous day. The implied volatity was 38.18, the open interest changed by 92 which increased total open position to 545
On 11 Nov HEROMOTOCO was trading at 4757.50. The strike last trading price was 31.9, which was 1.20 higher than the previous day. The implied volatity was 38.07, the open interest changed by -9 which decreased total open position to 455
On 8 Nov HEROMOTOCO was trading at 4768.90. The strike last trading price was 30.7, which was -0.55 lower than the previous day. The implied volatity was 35.61, the open interest changed by 18 which increased total open position to 459
On 7 Nov HEROMOTOCO was trading at 4816.00. The strike last trading price was 31.25, which was 7.45 higher than the previous day. The implied volatity was 37.68, the open interest changed by 24 which increased total open position to 440
On 6 Nov HEROMOTOCO was trading at 4892.80. The strike last trading price was 23.8, which was -18.75 lower than the previous day. The implied volatity was 37.26, the open interest changed by -6 which decreased total open position to 416
On 5 Nov HEROMOTOCO was trading at 4820.70. The strike last trading price was 42.55, which was -14.15 lower than the previous day. The implied volatity was 40.47, the open interest changed by 29 which increased total open position to 424
On 4 Nov HEROMOTOCO was trading at 4806.05. The strike last trading price was 56.7, which was 23.30 higher than the previous day. The implied volatity was 43.72, the open interest changed by 174 which increased total open position to 390
On 1 Nov HEROMOTOCO was trading at 5020.50. The strike last trading price was 33.4, which was -0.95 lower than the previous day. The implied volatity was 44.03, the open interest changed by 9 which increased total open position to 216
On 31 Oct HEROMOTOCO was trading at 4989.55. The strike last trading price was 34.35, which was -10.35 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 44.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
