HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
20 Dec 2024 04:11 PM IST
| HEROMOTOCO 26DEC2024 4500 CE | ||||||||||
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Delta: 0.12
Vega: 1.12
Theta: -2.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4339.95 | 7.5 | -20.60 | 23.01 | 11,807 | -538 | 2,340 | |||
| 19 Dec | 4406.95 | 28.1 | -1.90 | 24.08 | 13,579 | 71 | 2,876 | |||
| 18 Dec | 4389.45 | 30 | -10.30 | 26.88 | 7,354 | 482 | 2,809 | |||
| 17 Dec | 4415.10 | 40.3 | -63.25 | 27.23 | 9,396 | 1,241 | 2,329 | |||
| 16 Dec | 4539.00 | 103.55 | -24.55 | 24.99 | 3,352 | 391 | 1,097 | |||
| 13 Dec | 4575.45 | 128.1 | -0.85 | 21.69 | 3,361 | 108 | 709 | |||
| 12 Dec | 4556.75 | 128.95 | -61.70 | 24.98 | 1,440 | 216 | 597 | |||
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| 11 Dec | 4650.45 | 190.65 | 32.25 | 20.93 | 771 | -13 | 383 | |||
| 10 Dec | 4588.30 | 158.4 | -6.80 | 23.22 | 512 | 76 | 396 | |||
| 9 Dec | 4595.95 | 165.2 | -37.60 | 24.07 | 227 | 44 | 323 | |||
| 6 Dec | 4629.60 | 202.8 | -7.10 | 23.63 | 594 | 29 | 279 | |||
| 5 Dec | 4644.35 | 209.9 | -4.30 | 23.81 | 492 | 96 | 249 | |||
| 4 Dec | 4635.85 | 214.2 | -51.65 | 24.75 | 138 | 61 | 153 | |||
| 3 Dec | 4697.00 | 265.85 | -48.15 | 26.67 | 60 | -4 | 92 | |||
| 2 Dec | 4748.45 | 314 | -10.60 | 28.06 | 14 | 2 | 94 | |||
| 29 Nov | 4761.70 | 324.6 | -21.35 | 24.28 | 63 | 22 | 92 | |||
| 28 Nov | 4783.50 | 345.95 | -92.90 | 26.99 | 50 | 22 | 67 | |||
| 27 Nov | 4871.25 | 438.85 | -4.30 | 29.86 | 20 | 6 | 44 | |||
| 26 Nov | 4838.70 | 443.15 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 25 Nov | 4858.30 | 443.15 | 74.40 | 31.24 | 36 | 16 | 38 | |||
| 22 Nov | 4794.10 | 368.75 | 31.75 | 26.57 | 15 | 4 | 26 | |||
| 21 Nov | 4767.85 | 337 | -53.00 | 22.31 | 4 | 1 | 19 | |||
| 20 Nov | 4775.80 | 390 | 0.00 | 33.70 | 3 | 1 | 17 | |||
| 19 Nov | 4775.80 | 390 | 60.85 | 33.70 | 3 | 0 | 17 | |||
| 18 Nov | 4733.00 | 329.15 | 54.25 | 26.17 | 21 | -4 | 16 | |||
| 14 Nov | 4604.00 | 274.9 | 52.20 | 29.56 | 60 | 14 | 20 | |||
| 13 Nov | 4519.60 | 222.7 | -366.45 | 29.50 | 10 | 5 | 5 | |||
| 12 Nov | 4724.20 | 589.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 4757.50 | 589.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 4816.00 | 589.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 4892.80 | 589.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 4820.70 | 589.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 4806.05 | 589.15 | - | 0 | 0 | 0 | ||||
For Hero Motocorp Limited - strike price 4500 expiring on 26DEC2024
Delta for 4500 CE is 0.12
Historical price for 4500 CE is as follows
On 20 Dec HEROMOTOCO was trading at 4339.95. The strike last trading price was 7.5, which was -20.60 lower than the previous day. The implied volatity was 23.01, the open interest changed by -538 which decreased total open position to 2340
On 19 Dec HEROMOTOCO was trading at 4406.95. The strike last trading price was 28.1, which was -1.90 lower than the previous day. The implied volatity was 24.08, the open interest changed by 71 which increased total open position to 2876
On 18 Dec HEROMOTOCO was trading at 4389.45. The strike last trading price was 30, which was -10.30 lower than the previous day. The implied volatity was 26.88, the open interest changed by 482 which increased total open position to 2809
On 17 Dec HEROMOTOCO was trading at 4415.10. The strike last trading price was 40.3, which was -63.25 lower than the previous day. The implied volatity was 27.23, the open interest changed by 1241 which increased total open position to 2329
On 16 Dec HEROMOTOCO was trading at 4539.00. The strike last trading price was 103.55, which was -24.55 lower than the previous day. The implied volatity was 24.99, the open interest changed by 391 which increased total open position to 1097
On 13 Dec HEROMOTOCO was trading at 4575.45. The strike last trading price was 128.1, which was -0.85 lower than the previous day. The implied volatity was 21.69, the open interest changed by 108 which increased total open position to 709
On 12 Dec HEROMOTOCO was trading at 4556.75. The strike last trading price was 128.95, which was -61.70 lower than the previous day. The implied volatity was 24.98, the open interest changed by 216 which increased total open position to 597
On 11 Dec HEROMOTOCO was trading at 4650.45. The strike last trading price was 190.65, which was 32.25 higher than the previous day. The implied volatity was 20.93, the open interest changed by -13 which decreased total open position to 383
On 10 Dec HEROMOTOCO was trading at 4588.30. The strike last trading price was 158.4, which was -6.80 lower than the previous day. The implied volatity was 23.22, the open interest changed by 76 which increased total open position to 396
On 9 Dec HEROMOTOCO was trading at 4595.95. The strike last trading price was 165.2, which was -37.60 lower than the previous day. The implied volatity was 24.07, the open interest changed by 44 which increased total open position to 323
On 6 Dec HEROMOTOCO was trading at 4629.60. The strike last trading price was 202.8, which was -7.10 lower than the previous day. The implied volatity was 23.63, the open interest changed by 29 which increased total open position to 279
On 5 Dec HEROMOTOCO was trading at 4644.35. The strike last trading price was 209.9, which was -4.30 lower than the previous day. The implied volatity was 23.81, the open interest changed by 96 which increased total open position to 249
On 4 Dec HEROMOTOCO was trading at 4635.85. The strike last trading price was 214.2, which was -51.65 lower than the previous day. The implied volatity was 24.75, the open interest changed by 61 which increased total open position to 153
On 3 Dec HEROMOTOCO was trading at 4697.00. The strike last trading price was 265.85, which was -48.15 lower than the previous day. The implied volatity was 26.67, the open interest changed by -4 which decreased total open position to 92
On 2 Dec HEROMOTOCO was trading at 4748.45. The strike last trading price was 314, which was -10.60 lower than the previous day. The implied volatity was 28.06, the open interest changed by 2 which increased total open position to 94
On 29 Nov HEROMOTOCO was trading at 4761.70. The strike last trading price was 324.6, which was -21.35 lower than the previous day. The implied volatity was 24.28, the open interest changed by 22 which increased total open position to 92
On 28 Nov HEROMOTOCO was trading at 4783.50. The strike last trading price was 345.95, which was -92.90 lower than the previous day. The implied volatity was 26.99, the open interest changed by 22 which increased total open position to 67
On 27 Nov HEROMOTOCO was trading at 4871.25. The strike last trading price was 438.85, which was -4.30 lower than the previous day. The implied volatity was 29.86, the open interest changed by 6 which increased total open position to 44
On 26 Nov HEROMOTOCO was trading at 4838.70. The strike last trading price was 443.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 25 Nov HEROMOTOCO was trading at 4858.30. The strike last trading price was 443.15, which was 74.40 higher than the previous day. The implied volatity was 31.24, the open interest changed by 16 which increased total open position to 38
On 22 Nov HEROMOTOCO was trading at 4794.10. The strike last trading price was 368.75, which was 31.75 higher than the previous day. The implied volatity was 26.57, the open interest changed by 4 which increased total open position to 26
On 21 Nov HEROMOTOCO was trading at 4767.85. The strike last trading price was 337, which was -53.00 lower than the previous day. The implied volatity was 22.31, the open interest changed by 1 which increased total open position to 19
On 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 390, which was 0.00 lower than the previous day. The implied volatity was 33.70, the open interest changed by 1 which increased total open position to 17
On 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 390, which was 60.85 higher than the previous day. The implied volatity was 33.70, the open interest changed by 0 which decreased total open position to 17
On 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 329.15, which was 54.25 higher than the previous day. The implied volatity was 26.17, the open interest changed by -4 which decreased total open position to 16
On 14 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 274.9, which was 52.20 higher than the previous day. The implied volatity was 29.56, the open interest changed by 14 which increased total open position to 20
On 13 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 222.7, which was -366.45 lower than the previous day. The implied volatity was 29.50, the open interest changed by 5 which increased total open position to 5
On 12 Nov HEROMOTOCO was trading at 4724.20. The strike last trading price was 589.15, 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 11 Nov HEROMOTOCO was trading at 4757.50. The strike last trading price was 589.15, 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 589.15, 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 589.15, 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 589.15, 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 589.15, 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 4500 PE | |||||||
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Delta: -0.81
Vega: 1.51
Theta: -2.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4339.95 | 172.05 | 67.50 | 30.45 | 1,733 | -293 | 838 |
| 19 Dec | 4406.95 | 104.55 | -20.45 | 23.17 | 1,493 | -164 | 1,145 |
| 18 Dec | 4389.45 | 125 | 3.00 | 22.07 | 1,553 | -124 | 1,309 |
| 17 Dec | 4415.10 | 122 | 76.50 | 25.19 | 6,119 | 285 | 1,743 |
| 16 Dec | 4539.00 | 45.5 | 7.05 | 22.98 | 4,893 | 269 | 1,465 |
| 13 Dec | 4575.45 | 38.45 | -17.30 | 22.09 | 3,785 | -84 | 1,191 |
| 12 Dec | 4556.75 | 55.75 | 24.75 | 24.68 | 4,436 | 83 | 1,280 |
| 11 Dec | 4650.45 | 31 | -15.95 | 24.98 | 1,540 | -136 | 1,197 |
| 10 Dec | 4588.30 | 46.95 | -6.00 | 24.80 | 1,587 | 103 | 1,336 |
| 9 Dec | 4595.95 | 52.95 | 5.70 | 25.99 | 1,392 | 99 | 1,235 |
| 6 Dec | 4629.60 | 47.25 | 0.60 | 25.92 | 1,469 | -70 | 1,136 |
| 5 Dec | 4644.35 | 46.65 | -7.95 | 25.57 | 2,760 | 91 | 1,212 |
| 4 Dec | 4635.85 | 54.6 | 10.10 | 26.92 | 2,182 | 292 | 1,124 |
| 3 Dec | 4697.00 | 44.5 | 8.65 | 27.50 | 1,129 | 156 | 831 |
| 2 Dec | 4748.45 | 35.85 | -5.20 | 27.56 | 924 | 72 | 678 |
| 29 Nov | 4761.70 | 41.05 | -8.95 | 28.66 | 1,795 | 187 | 609 |
| 28 Nov | 4783.50 | 50 | 18.75 | 31.29 | 766 | 79 | 417 |
| 27 Nov | 4871.25 | 31.25 | -10.25 | 30.19 | 263 | 72 | 336 |
| 26 Nov | 4838.70 | 41.5 | 5.00 | 30.93 | 150 | 36 | 263 |
| 25 Nov | 4858.30 | 36.5 | -17.00 | 30.63 | 314 | 78 | 228 |
| 22 Nov | 4794.10 | 53.5 | -7.65 | 30.19 | 95 | 47 | 197 |
| 21 Nov | 4767.85 | 61.15 | -3.85 | 30.50 | 39 | -5 | 150 |
| 20 Nov | 4775.80 | 65 | 0.00 | 30.39 | 81 | -5 | 155 |
| 19 Nov | 4775.80 | 65 | -9.00 | 30.39 | 81 | -5 | 155 |
| 18 Nov | 4733.00 | 74 | -54.00 | 30.27 | 395 | 106 | 159 |
| 14 Nov | 4604.00 | 128 | -33.95 | 32.54 | 96 | 42 | 64 |
| 13 Nov | 4519.60 | 161.95 | 81.95 | 32.32 | 37 | 11 | 21 |
| 12 Nov | 4724.20 | 80 | -3.00 | 28.83 | 3 | 0 | 10 |
| 11 Nov | 4757.50 | 83 | 33.40 | 31.01 | 10 | 9 | 9 |
| 7 Nov | 4816.00 | 49.6 | 0.00 | 5.59 | 0 | 0 | 0 |
| 6 Nov | 4892.80 | 49.6 | 0.00 | 6.46 | 0 | 0 | 0 |
| 5 Nov | 4820.70 | 49.6 | 0.00 | 5.56 | 0 | 0 | 0 |
| 4 Nov | 4806.05 | 49.6 | 5.14 | 0 | 0 | 0 | |
For Hero Motocorp Limited - strike price 4500 expiring on 26DEC2024
Delta for 4500 PE is -0.81
Historical price for 4500 PE is as follows
On 20 Dec HEROMOTOCO was trading at 4339.95. The strike last trading price was 172.05, which was 67.50 higher than the previous day. The implied volatity was 30.45, the open interest changed by -293 which decreased total open position to 838
On 19 Dec HEROMOTOCO was trading at 4406.95. The strike last trading price was 104.55, which was -20.45 lower than the previous day. The implied volatity was 23.17, the open interest changed by -164 which decreased total open position to 1145
On 18 Dec HEROMOTOCO was trading at 4389.45. The strike last trading price was 125, which was 3.00 higher than the previous day. The implied volatity was 22.07, the open interest changed by -124 which decreased total open position to 1309
On 17 Dec HEROMOTOCO was trading at 4415.10. The strike last trading price was 122, which was 76.50 higher than the previous day. The implied volatity was 25.19, the open interest changed by 285 which increased total open position to 1743
On 16 Dec HEROMOTOCO was trading at 4539.00. The strike last trading price was 45.5, which was 7.05 higher than the previous day. The implied volatity was 22.98, the open interest changed by 269 which increased total open position to 1465
On 13 Dec HEROMOTOCO was trading at 4575.45. The strike last trading price was 38.45, which was -17.30 lower than the previous day. The implied volatity was 22.09, the open interest changed by -84 which decreased total open position to 1191
On 12 Dec HEROMOTOCO was trading at 4556.75. The strike last trading price was 55.75, which was 24.75 higher than the previous day. The implied volatity was 24.68, the open interest changed by 83 which increased total open position to 1280
On 11 Dec HEROMOTOCO was trading at 4650.45. The strike last trading price was 31, which was -15.95 lower than the previous day. The implied volatity was 24.98, the open interest changed by -136 which decreased total open position to 1197
On 10 Dec HEROMOTOCO was trading at 4588.30. The strike last trading price was 46.95, which was -6.00 lower than the previous day. The implied volatity was 24.80, the open interest changed by 103 which increased total open position to 1336
On 9 Dec HEROMOTOCO was trading at 4595.95. The strike last trading price was 52.95, which was 5.70 higher than the previous day. The implied volatity was 25.99, the open interest changed by 99 which increased total open position to 1235
On 6 Dec HEROMOTOCO was trading at 4629.60. The strike last trading price was 47.25, which was 0.60 higher than the previous day. The implied volatity was 25.92, the open interest changed by -70 which decreased total open position to 1136
On 5 Dec HEROMOTOCO was trading at 4644.35. The strike last trading price was 46.65, which was -7.95 lower than the previous day. The implied volatity was 25.57, the open interest changed by 91 which increased total open position to 1212
On 4 Dec HEROMOTOCO was trading at 4635.85. The strike last trading price was 54.6, which was 10.10 higher than the previous day. The implied volatity was 26.92, the open interest changed by 292 which increased total open position to 1124
On 3 Dec HEROMOTOCO was trading at 4697.00. The strike last trading price was 44.5, which was 8.65 higher than the previous day. The implied volatity was 27.50, the open interest changed by 156 which increased total open position to 831
On 2 Dec HEROMOTOCO was trading at 4748.45. The strike last trading price was 35.85, which was -5.20 lower than the previous day. The implied volatity was 27.56, the open interest changed by 72 which increased total open position to 678
On 29 Nov HEROMOTOCO was trading at 4761.70. The strike last trading price was 41.05, which was -8.95 lower than the previous day. The implied volatity was 28.66, the open interest changed by 187 which increased total open position to 609
On 28 Nov HEROMOTOCO was trading at 4783.50. The strike last trading price was 50, which was 18.75 higher than the previous day. The implied volatity was 31.29, the open interest changed by 79 which increased total open position to 417
On 27 Nov HEROMOTOCO was trading at 4871.25. The strike last trading price was 31.25, which was -10.25 lower than the previous day. The implied volatity was 30.19, the open interest changed by 72 which increased total open position to 336
On 26 Nov HEROMOTOCO was trading at 4838.70. The strike last trading price was 41.5, which was 5.00 higher than the previous day. The implied volatity was 30.93, the open interest changed by 36 which increased total open position to 263
On 25 Nov HEROMOTOCO was trading at 4858.30. The strike last trading price was 36.5, which was -17.00 lower than the previous day. The implied volatity was 30.63, the open interest changed by 78 which increased total open position to 228
On 22 Nov HEROMOTOCO was trading at 4794.10. The strike last trading price was 53.5, which was -7.65 lower than the previous day. The implied volatity was 30.19, the open interest changed by 47 which increased total open position to 197
On 21 Nov HEROMOTOCO was trading at 4767.85. The strike last trading price was 61.15, which was -3.85 lower than the previous day. The implied volatity was 30.50, the open interest changed by -5 which decreased total open position to 150
On 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 65, which was 0.00 lower than the previous day. The implied volatity was 30.39, the open interest changed by -5 which decreased total open position to 155
On 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 65, which was -9.00 lower than the previous day. The implied volatity was 30.39, the open interest changed by -5 which decreased total open position to 155
On 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 74, which was -54.00 lower than the previous day. The implied volatity was 30.27, the open interest changed by 106 which increased total open position to 159
On 14 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 128, which was -33.95 lower than the previous day. The implied volatity was 32.54, the open interest changed by 42 which increased total open position to 64
On 13 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 161.95, which was 81.95 higher than the previous day. The implied volatity was 32.32, the open interest changed by 11 which increased total open position to 21
On 12 Nov HEROMOTOCO was trading at 4724.20. The strike last trading price was 80, which was -3.00 lower than the previous day. The implied volatity was 28.83, the open interest changed by 0 which decreased total open position to 10
On 11 Nov HEROMOTOCO was trading at 4757.50. The strike last trading price was 83, which was 33.40 higher than the previous day. The implied volatity was 31.01, the open interest changed by 9 which increased total open position to 9
On 7 Nov HEROMOTOCO was trading at 4816.00. The strike last trading price was 49.6, which was 0.00 lower than the previous day. The implied volatity was 5.59, 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 49.6, which was 0.00 lower than the previous day. The implied volatity was 6.46, 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 49.6, which was 0.00 lower than the previous day. The implied volatity was 5.56, 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 49.6, which was lower than the previous day. The implied volatity was 5.14, the open interest changed by 0 which decreased total open position to 0
