HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
21 Nov 2024 04:11 PM IST
| HEROMOTOCO 28NOV2024 4500 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 | 263.35 | -15.95 | - | 118 | -12 | 306 | |||
| 20 Nov | 4775.80 | 279.3 | 0.00 | 26.85 | 176 | -8 | 318 | |||
| 19 Nov | 4775.80 | 279.3 | 35.15 | 26.85 | 176 | -8 | 318 | |||
| 18 Nov | 4733.00 | 244.15 | 51.70 | 20.10 | 594 | -140 | 327 | |||
| 14 Nov | 4604.00 | 192.45 | 44.20 | 32.69 | 4,865 | 57 | 469 | |||
| 13 Nov | 4519.60 | 148.25 | -112.70 | 34.40 | 1,777 | 348 | 409 | |||
| 12 Nov | 4724.20 | 260.95 | -36.05 | 28.39 | 62 | 8 | 68 | |||
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| 11 Nov | 4757.50 | 297 | -27.00 | 28.64 | 27 | 2 | 59 | |||
| 8 Nov | 4768.90 | 324 | -43.00 | 31.04 | 22 | -1 | 57 | |||
| 7 Nov | 4816.00 | 367 | -64.00 | 31.04 | 9 | -1 | 59 | |||
| 6 Nov | 4892.80 | 431 | 47.00 | 31.68 | 23 | 1 | 60 | |||
| 5 Nov | 4820.70 | 384 | -8.20 | 33.26 | 43 | -1 | 60 | |||
| 4 Nov | 4806.05 | 392.2 | -176.80 | 36.87 | 124 | 33 | 62 | |||
| 1 Nov | 5020.50 | 569 | 93.20 | 30.57 | 2 | 1 | 30 | |||
| 31 Oct | 4989.55 | 475.8 | 0.00 | - | 0 | 29 | 0 | |||
| 30 Oct | 4909.30 | 475.8 | -1133.25 | - | 47 | 28 | 28 | |||
| 29 Oct | 4787.45 | 1609.05 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 4927.80 | 1609.05 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 4973.30 | 1609.05 | - | 0 | 0 | 0 | ||||
For Hero Motocorp Limited - strike price 4500 expiring on 28NOV2024
Delta for 4500 CE is -
Historical price for 4500 CE is as follows
On 21 Nov HEROMOTOCO was trading at 4767.85. The strike last trading price was 263.35, which was -15.95 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 306
On 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 279.3, which was 0.00 lower than the previous day. The implied volatity was 26.85, the open interest changed by -8 which decreased total open position to 318
On 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 279.3, which was 35.15 higher than the previous day. The implied volatity was 26.85, the open interest changed by -8 which decreased total open position to 318
On 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 244.15, which was 51.70 higher than the previous day. The implied volatity was 20.10, the open interest changed by -140 which decreased total open position to 327
On 14 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 192.45, which was 44.20 higher than the previous day. The implied volatity was 32.69, the open interest changed by 57 which increased total open position to 469
On 13 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 148.25, which was -112.70 lower than the previous day. The implied volatity was 34.40, the open interest changed by 348 which increased total open position to 409
On 12 Nov HEROMOTOCO was trading at 4724.20. The strike last trading price was 260.95, which was -36.05 lower than the previous day. The implied volatity was 28.39, the open interest changed by 8 which increased total open position to 68
On 11 Nov HEROMOTOCO was trading at 4757.50. The strike last trading price was 297, which was -27.00 lower than the previous day. The implied volatity was 28.64, the open interest changed by 2 which increased total open position to 59
On 8 Nov HEROMOTOCO was trading at 4768.90. The strike last trading price was 324, which was -43.00 lower than the previous day. The implied volatity was 31.04, the open interest changed by -1 which decreased total open position to 57
On 7 Nov HEROMOTOCO was trading at 4816.00. The strike last trading price was 367, which was -64.00 lower than the previous day. The implied volatity was 31.04, the open interest changed by -1 which decreased total open position to 59
On 6 Nov HEROMOTOCO was trading at 4892.80. The strike last trading price was 431, which was 47.00 higher than the previous day. The implied volatity was 31.68, the open interest changed by 1 which increased total open position to 60
On 5 Nov HEROMOTOCO was trading at 4820.70. The strike last trading price was 384, which was -8.20 lower than the previous day. The implied volatity was 33.26, the open interest changed by -1 which decreased total open position to 60
On 4 Nov HEROMOTOCO was trading at 4806.05. The strike last trading price was 392.2, which was -176.80 lower than the previous day. The implied volatity was 36.87, the open interest changed by 33 which increased total open position to 62
On 1 Nov HEROMOTOCO was trading at 5020.50. The strike last trading price was 569, which was 93.20 higher than the previous day. The implied volatity was 30.57, the open interest changed by 1 which increased total open position to 30
On 31 Oct HEROMOTOCO was trading at 4989.55. The strike last trading price was 475.8, 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 475.8, which was -1133.25 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 1609.05, 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 28 Oct HEROMOTOCO was trading at 4927.80. The strike last trading price was 1609.05, 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 25 Oct HEROMOTOCO was trading at 4973.30. The strike last trading price was 1609.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HEROMOTOCO 28NOV2024 4500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 1.15
Theta: -2.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4767.85 | 10.75 | -4.00 | 33.97 | 2,783 | 87 | 1,597 |
| 20 Nov | 4775.80 | 14.75 | 0.00 | 32.63 | 3,591 | -29 | 1,503 |
| 19 Nov | 4775.80 | 14.75 | -1.75 | 32.63 | 3,591 | -36 | 1,503 |
| 18 Nov | 4733.00 | 16.5 | -53.50 | 29.55 | 11,682 | 265 | 1,543 |
| 14 Nov | 4604.00 | 70 | -34.25 | 34.99 | 5,930 | 180 | 1,294 |
| 13 Nov | 4519.60 | 104.25 | 47.40 | 34.29 | 7,892 | 335 | 1,112 |
| 12 Nov | 4724.20 | 56.85 | 5.95 | 37.45 | 1,100 | -104 | 780 |
| 11 Nov | 4757.50 | 50.9 | 1.90 | 37.46 | 1,337 | 81 | 883 |
| 8 Nov | 4768.90 | 49 | 2.55 | 35.08 | 981 | 38 | 800 |
| 7 Nov | 4816.00 | 46.45 | 11.30 | 36.53 | 1,008 | 87 | 764 |
| 6 Nov | 4892.80 | 35.15 | -24.85 | 35.93 | 948 | -50 | 678 |
| 5 Nov | 4820.70 | 60 | -18.15 | 39.35 | 1,575 | -73 | 731 |
| 4 Nov | 4806.05 | 78.15 | 32.65 | 42.97 | 4,734 | 10 | 811 |
| 1 Nov | 5020.50 | 45.5 | -2.95 | 42.96 | 110 | -3 | 802 |
| 31 Oct | 4989.55 | 48.45 | -13.20 | - | 1,620 | 134 | 806 |
| 30 Oct | 4909.30 | 61.65 | -23.05 | - | 1,242 | 164 | 671 |
| 29 Oct | 4787.45 | 84.7 | 26.20 | - | 911 | 238 | 505 |
| 28 Oct | 4927.80 | 58.5 | -1.50 | - | 394 | 241 | 265 |
| 25 Oct | 4973.30 | 60 | - | 43 | 24 | 24 | |
For Hero Motocorp Limited - strike price 4500 expiring on 28NOV2024
Delta for 4500 PE is -0.10
Historical price for 4500 PE is as follows
On 21 Nov HEROMOTOCO was trading at 4767.85. The strike last trading price was 10.75, which was -4.00 lower than the previous day. The implied volatity was 33.97, the open interest changed by 87 which increased total open position to 1597
On 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 14.75, which was 0.00 lower than the previous day. The implied volatity was 32.63, the open interest changed by -29 which decreased total open position to 1503
On 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 14.75, which was -1.75 lower than the previous day. The implied volatity was 32.63, the open interest changed by -36 which decreased total open position to 1503
On 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 16.5, which was -53.50 lower than the previous day. The implied volatity was 29.55, the open interest changed by 265 which increased total open position to 1543
On 14 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 70, which was -34.25 lower than the previous day. The implied volatity was 34.99, the open interest changed by 180 which increased total open position to 1294
On 13 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 104.25, which was 47.40 higher than the previous day. The implied volatity was 34.29, the open interest changed by 335 which increased total open position to 1112
On 12 Nov HEROMOTOCO was trading at 4724.20. The strike last trading price was 56.85, which was 5.95 higher than the previous day. The implied volatity was 37.45, the open interest changed by -104 which decreased total open position to 780
On 11 Nov HEROMOTOCO was trading at 4757.50. The strike last trading price was 50.9, which was 1.90 higher than the previous day. The implied volatity was 37.46, the open interest changed by 81 which increased total open position to 883
On 8 Nov HEROMOTOCO was trading at 4768.90. The strike last trading price was 49, which was 2.55 higher than the previous day. The implied volatity was 35.08, the open interest changed by 38 which increased total open position to 800
On 7 Nov HEROMOTOCO was trading at 4816.00. The strike last trading price was 46.45, which was 11.30 higher than the previous day. The implied volatity was 36.53, the open interest changed by 87 which increased total open position to 764
On 6 Nov HEROMOTOCO was trading at 4892.80. The strike last trading price was 35.15, which was -24.85 lower than the previous day. The implied volatity was 35.93, the open interest changed by -50 which decreased total open position to 678
On 5 Nov HEROMOTOCO was trading at 4820.70. The strike last trading price was 60, which was -18.15 lower than the previous day. The implied volatity was 39.35, the open interest changed by -73 which decreased total open position to 731
On 4 Nov HEROMOTOCO was trading at 4806.05. The strike last trading price was 78.15, which was 32.65 higher than the previous day. The implied volatity was 42.97, the open interest changed by 10 which increased total open position to 811
On 1 Nov HEROMOTOCO was trading at 5020.50. The strike last trading price was 45.5, which was -2.95 lower than the previous day. The implied volatity was 42.96, the open interest changed by -3 which decreased total open position to 802
On 31 Oct HEROMOTOCO was trading at 4989.55. The strike last trading price was 48.45, which was -13.20 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 61.65, which was -23.05 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 84.7, which was 26.20 higher 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 58.5, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct HEROMOTOCO was trading at 4973.30. The strike last trading price was 60, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
