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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 4600 CE
Delta: 0.05
Vega: 0.61
Theta: -1.46
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 4339.95 3.45 -9.00 27.40 7,961 -499 4,400
19 Dec 4406.95 12.45 -2.15 26.95 11,449 -299 4,883
18 Dec 4389.45 14.6 -7.00 29.27 9,539 -25 5,191
17 Dec 4415.10 21.6 -29.40 29.75 9,286 1,188 5,197
16 Dec 4539.00 51 -18.85 23.98 9,260 589 4,024
13 Dec 4575.45 69.85 -5.00 21.51 7,476 -75 3,429
12 Dec 4556.75 74.85 -46.85 24.62 6,665 1,213 3,516
11 Dec 4650.45 121.7 23.70 22.52 6,681 -385 2,309
10 Dec 4588.30 98 -10.00 23.27 4,278 664 2,714
9 Dec 4595.95 108 -28.00 24.81 3,674 798 2,057
6 Dec 4629.60 136 -6.75 23.41 4,062 425 1,263
5 Dec 4644.35 142.75 -2.50 23.57 5,304 302 836
4 Dec 4635.85 145.25 -42.75 23.82 1,370 324 533
3 Dec 4697.00 188 -48.80 24.77 256 46 208
2 Dec 4748.45 236.8 -15.25 27.16 58 -2 163
29 Nov 4761.70 252.05 -28.95 25.48 187 61 163
28 Nov 4783.50 281 -68.60 29.86 20 10 102
27 Nov 4871.25 349.6 31.60 27.43 45 7 91
26 Nov 4838.70 318 -27.55 26.79 18 11 84
25 Nov 4858.30 345.55 55.50 26.34 62 6 73
22 Nov 4794.10 290.05 15.50 25.81 10 -1 66
21 Nov 4767.85 274.55 0.00 25.41 1 0 66
20 Nov 4775.80 274.55 0.00 25.09 25 -4 69
19 Nov 4775.80 274.55 15.55 25.09 25 -1 69
18 Nov 4733.00 259 39.35 26.07 143 -29 71
14 Nov 4604.00 219.65 46.65 29.89 150 46 98
13 Nov 4519.60 173 -1368.45 29.53 91 50 50
12 Nov 4724.20 1541.45 0.00 - 0 0 0
11 Nov 4757.50 1541.45 0.00 - 0 0 0
8 Nov 4768.90 1541.45 0.00 - 0 0 0
7 Nov 4816.00 1541.45 0.00 - 0 0 0
6 Nov 4892.80 1541.45 0.00 - 0 0 0
5 Nov 4820.70 1541.45 0.00 - 0 0 0
4 Nov 4806.05 1541.45 1541.45 - 0 0 0
1 Nov 5020.50 0 0.00 - 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 4600 expiring on 26DEC2024

Delta for 4600 CE is 0.05

Historical price for 4600 CE is as follows

On 20 Dec HEROMOTOCO was trading at 4339.95. The strike last trading price was 3.45, which was -9.00 lower than the previous day. The implied volatity was 27.40, the open interest changed by -499 which decreased total open position to 4400


On 19 Dec HEROMOTOCO was trading at 4406.95. The strike last trading price was 12.45, which was -2.15 lower than the previous day. The implied volatity was 26.95, the open interest changed by -299 which decreased total open position to 4883


On 18 Dec HEROMOTOCO was trading at 4389.45. The strike last trading price was 14.6, which was -7.00 lower than the previous day. The implied volatity was 29.27, the open interest changed by -25 which decreased total open position to 5191


On 17 Dec HEROMOTOCO was trading at 4415.10. The strike last trading price was 21.6, which was -29.40 lower than the previous day. The implied volatity was 29.75, the open interest changed by 1188 which increased total open position to 5197


On 16 Dec HEROMOTOCO was trading at 4539.00. The strike last trading price was 51, which was -18.85 lower than the previous day. The implied volatity was 23.98, the open interest changed by 589 which increased total open position to 4024


On 13 Dec HEROMOTOCO was trading at 4575.45. The strike last trading price was 69.85, which was -5.00 lower than the previous day. The implied volatity was 21.51, the open interest changed by -75 which decreased total open position to 3429


On 12 Dec HEROMOTOCO was trading at 4556.75. The strike last trading price was 74.85, which was -46.85 lower than the previous day. The implied volatity was 24.62, the open interest changed by 1213 which increased total open position to 3516


On 11 Dec HEROMOTOCO was trading at 4650.45. The strike last trading price was 121.7, which was 23.70 higher than the previous day. The implied volatity was 22.52, the open interest changed by -385 which decreased total open position to 2309


On 10 Dec HEROMOTOCO was trading at 4588.30. The strike last trading price was 98, which was -10.00 lower than the previous day. The implied volatity was 23.27, the open interest changed by 664 which increased total open position to 2714


On 9 Dec HEROMOTOCO was trading at 4595.95. The strike last trading price was 108, which was -28.00 lower than the previous day. The implied volatity was 24.81, the open interest changed by 798 which increased total open position to 2057


On 6 Dec HEROMOTOCO was trading at 4629.60. The strike last trading price was 136, which was -6.75 lower than the previous day. The implied volatity was 23.41, the open interest changed by 425 which increased total open position to 1263


On 5 Dec HEROMOTOCO was trading at 4644.35. The strike last trading price was 142.75, which was -2.50 lower than the previous day. The implied volatity was 23.57, the open interest changed by 302 which increased total open position to 836


On 4 Dec HEROMOTOCO was trading at 4635.85. The strike last trading price was 145.25, which was -42.75 lower than the previous day. The implied volatity was 23.82, the open interest changed by 324 which increased total open position to 533


On 3 Dec HEROMOTOCO was trading at 4697.00. The strike last trading price was 188, which was -48.80 lower than the previous day. The implied volatity was 24.77, the open interest changed by 46 which increased total open position to 208


On 2 Dec HEROMOTOCO was trading at 4748.45. The strike last trading price was 236.8, which was -15.25 lower than the previous day. The implied volatity was 27.16, the open interest changed by -2 which decreased total open position to 163


On 29 Nov HEROMOTOCO was trading at 4761.70. The strike last trading price was 252.05, which was -28.95 lower than the previous day. The implied volatity was 25.48, the open interest changed by 61 which increased total open position to 163


On 28 Nov HEROMOTOCO was trading at 4783.50. The strike last trading price was 281, which was -68.60 lower than the previous day. The implied volatity was 29.86, the open interest changed by 10 which increased total open position to 102


On 27 Nov HEROMOTOCO was trading at 4871.25. The strike last trading price was 349.6, which was 31.60 higher than the previous day. The implied volatity was 27.43, the open interest changed by 7 which increased total open position to 91


On 26 Nov HEROMOTOCO was trading at 4838.70. The strike last trading price was 318, which was -27.55 lower than the previous day. The implied volatity was 26.79, the open interest changed by 11 which increased total open position to 84


On 25 Nov HEROMOTOCO was trading at 4858.30. The strike last trading price was 345.55, which was 55.50 higher than the previous day. The implied volatity was 26.34, the open interest changed by 6 which increased total open position to 73


On 22 Nov HEROMOTOCO was trading at 4794.10. The strike last trading price was 290.05, which was 15.50 higher than the previous day. The implied volatity was 25.81, the open interest changed by -1 which decreased total open position to 66


On 21 Nov HEROMOTOCO was trading at 4767.85. The strike last trading price was 274.55, which was 0.00 lower than the previous day. The implied volatity was 25.41, the open interest changed by 0 which decreased total open position to 66


On 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 274.55, which was 0.00 lower than the previous day. The implied volatity was 25.09, the open interest changed by -4 which decreased total open position to 69


On 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 274.55, which was 15.55 higher than the previous day. The implied volatity was 25.09, the open interest changed by -1 which decreased total open position to 69


On 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 259, which was 39.35 higher than the previous day. The implied volatity was 26.07, the open interest changed by -29 which decreased total open position to 71


On 14 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 219.65, which was 46.65 higher than the previous day. The implied volatity was 29.89, the open interest changed by 46 which increased total open position to 98


On 13 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 173, which was -1368.45 lower than the previous day. The implied volatity was 29.53, the open interest changed by 50 which increased total open position to 50


On 12 Nov HEROMOTOCO was trading at 4724.20. The strike last trading price was 1541.45, 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 1541.45, 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 8 Nov HEROMOTOCO was trading at 4768.90. The strike last trading price was 1541.45, 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 1541.45, 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 1541.45, 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 1541.45, 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 1541.45, which was 1541.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Nov HEROMOTOCO was trading at 5020.50. 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 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 4600 PE
Delta: -0.88
Vega: 1.11
Theta: -2.32
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 4339.95 266.45 78.15 37.11 454 -119 1,838
19 Dec 4406.95 188.3 -20.55 25.24 312 -66 1,958
18 Dec 4389.45 208.85 5.00 20.47 310 -73 2,027
17 Dec 4415.10 203.85 111.40 27.60 2,143 -126 2,088
16 Dec 4539.00 92.45 13.95 21.92 3,448 23 2,238
13 Dec 4575.45 78.5 -22.55 21.47 2,380 -154 2,213
12 Dec 4556.75 101.05 40.30 24.28 4,870 237 2,385
11 Dec 4650.45 60.75 -25.35 24.61 3,033 -51 2,156
10 Dec 4588.30 86.1 -6.90 24.64 3,191 362 2,223
9 Dec 4595.95 93 12.75 25.92 2,922 545 1,864
6 Dec 4629.60 80.25 1.85 25.42 3,045 188 1,324
5 Dec 4644.35 78.4 -10.35 24.93 5,674 441 1,139
4 Dec 4635.85 88.75 16.05 26.59 3,698 144 699
3 Dec 4697.00 72.7 17.30 26.99 1,701 106 541
2 Dec 4748.45 55.4 -7.70 26.12 982 75 441
29 Nov 4761.70 63.1 -9.30 27.82 1,413 50 378
28 Nov 4783.50 72.4 25.40 30.10 665 106 325
27 Nov 4871.25 47 -12.15 29.23 283 29 217
26 Nov 4838.70 59.15 6.15 29.65 146 27 189
25 Nov 4858.30 53 -21.80 29.56 227 47 164
22 Nov 4794.10 74.8 -15.30 29.04 86 -4 113
21 Nov 4767.85 90.1 -1.90 30.48 63 18 116
20 Nov 4775.80 92 0.00 29.88 63 29 99
19 Nov 4775.80 92 -3.50 29.88 63 30 99
18 Nov 4733.00 95.5 -74.70 28.31 101 21 69
14 Nov 4604.00 170.2 -37.80 32.47 111 33 48
13 Nov 4519.60 208 81.00 31.79 22 3 14
12 Nov 4724.20 127 16.95 31.08 3 -1 10
11 Nov 4757.50 110.05 -13.95 30.16 6 1 12
8 Nov 4768.90 124 7.00 32.36 1 0 10
7 Nov 4816.00 117 29.60 33.36 7 2 8
6 Nov 4892.80 87.4 80.35 31.25 6 0 0
5 Nov 4820.70 7.05 0.00 4.11 0 0 0
4 Nov 4806.05 7.05 0.00 4.01 0 0 0
1 Nov 5020.50 7.05 0.00 6.67 0 0 0
31 Oct 4989.55 7.05 0.00 - 0 0 0
30 Oct 4909.30 7.05 0.00 - 0 0 0
29 Oct 4787.45 7.05 0.00 - 0 0 0
28 Oct 4927.80 7.05 0.00 - 0 0 0
24 Oct 5113.60 7.05 0.00 - 0 0 0
22 Oct 5175.80 7.05 0.00 - 0 0 0
21 Oct 5242.25 7.05 0.00 - 0 0 0
18 Oct 5216.20 7.05 - 0 0 0


For Hero Motocorp Limited - strike price 4600 expiring on 26DEC2024

Delta for 4600 PE is -0.88

Historical price for 4600 PE is as follows

On 20 Dec HEROMOTOCO was trading at 4339.95. The strike last trading price was 266.45, which was 78.15 higher than the previous day. The implied volatity was 37.11, the open interest changed by -119 which decreased total open position to 1838


On 19 Dec HEROMOTOCO was trading at 4406.95. The strike last trading price was 188.3, which was -20.55 lower than the previous day. The implied volatity was 25.24, the open interest changed by -66 which decreased total open position to 1958


On 18 Dec HEROMOTOCO was trading at 4389.45. The strike last trading price was 208.85, which was 5.00 higher than the previous day. The implied volatity was 20.47, the open interest changed by -73 which decreased total open position to 2027


On 17 Dec HEROMOTOCO was trading at 4415.10. The strike last trading price was 203.85, which was 111.40 higher than the previous day. The implied volatity was 27.60, the open interest changed by -126 which decreased total open position to 2088


On 16 Dec HEROMOTOCO was trading at 4539.00. The strike last trading price was 92.45, which was 13.95 higher than the previous day. The implied volatity was 21.92, the open interest changed by 23 which increased total open position to 2238


On 13 Dec HEROMOTOCO was trading at 4575.45. The strike last trading price was 78.5, which was -22.55 lower than the previous day. The implied volatity was 21.47, the open interest changed by -154 which decreased total open position to 2213


On 12 Dec HEROMOTOCO was trading at 4556.75. The strike last trading price was 101.05, which was 40.30 higher than the previous day. The implied volatity was 24.28, the open interest changed by 237 which increased total open position to 2385


On 11 Dec HEROMOTOCO was trading at 4650.45. The strike last trading price was 60.75, which was -25.35 lower than the previous day. The implied volatity was 24.61, the open interest changed by -51 which decreased total open position to 2156


On 10 Dec HEROMOTOCO was trading at 4588.30. The strike last trading price was 86.1, which was -6.90 lower than the previous day. The implied volatity was 24.64, the open interest changed by 362 which increased total open position to 2223


On 9 Dec HEROMOTOCO was trading at 4595.95. The strike last trading price was 93, which was 12.75 higher than the previous day. The implied volatity was 25.92, the open interest changed by 545 which increased total open position to 1864


On 6 Dec HEROMOTOCO was trading at 4629.60. The strike last trading price was 80.25, which was 1.85 higher than the previous day. The implied volatity was 25.42, the open interest changed by 188 which increased total open position to 1324


On 5 Dec HEROMOTOCO was trading at 4644.35. The strike last trading price was 78.4, which was -10.35 lower than the previous day. The implied volatity was 24.93, the open interest changed by 441 which increased total open position to 1139


On 4 Dec HEROMOTOCO was trading at 4635.85. The strike last trading price was 88.75, which was 16.05 higher than the previous day. The implied volatity was 26.59, the open interest changed by 144 which increased total open position to 699


On 3 Dec HEROMOTOCO was trading at 4697.00. The strike last trading price was 72.7, which was 17.30 higher than the previous day. The implied volatity was 26.99, the open interest changed by 106 which increased total open position to 541


On 2 Dec HEROMOTOCO was trading at 4748.45. The strike last trading price was 55.4, which was -7.70 lower than the previous day. The implied volatity was 26.12, the open interest changed by 75 which increased total open position to 441


On 29 Nov HEROMOTOCO was trading at 4761.70. The strike last trading price was 63.1, which was -9.30 lower than the previous day. The implied volatity was 27.82, the open interest changed by 50 which increased total open position to 378


On 28 Nov HEROMOTOCO was trading at 4783.50. The strike last trading price was 72.4, which was 25.40 higher than the previous day. The implied volatity was 30.10, the open interest changed by 106 which increased total open position to 325


On 27 Nov HEROMOTOCO was trading at 4871.25. The strike last trading price was 47, which was -12.15 lower than the previous day. The implied volatity was 29.23, the open interest changed by 29 which increased total open position to 217


On 26 Nov HEROMOTOCO was trading at 4838.70. The strike last trading price was 59.15, which was 6.15 higher than the previous day. The implied volatity was 29.65, the open interest changed by 27 which increased total open position to 189


On 25 Nov HEROMOTOCO was trading at 4858.30. The strike last trading price was 53, which was -21.80 lower than the previous day. The implied volatity was 29.56, the open interest changed by 47 which increased total open position to 164


On 22 Nov HEROMOTOCO was trading at 4794.10. The strike last trading price was 74.8, which was -15.30 lower than the previous day. The implied volatity was 29.04, the open interest changed by -4 which decreased total open position to 113


On 21 Nov HEROMOTOCO was trading at 4767.85. The strike last trading price was 90.1, which was -1.90 lower than the previous day. The implied volatity was 30.48, the open interest changed by 18 which increased total open position to 116


On 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 92, which was 0.00 lower than the previous day. The implied volatity was 29.88, the open interest changed by 29 which increased total open position to 99


On 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 92, which was -3.50 lower than the previous day. The implied volatity was 29.88, the open interest changed by 30 which increased total open position to 99


On 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 95.5, which was -74.70 lower than the previous day. The implied volatity was 28.31, the open interest changed by 21 which increased total open position to 69


On 14 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 170.2, which was -37.80 lower than the previous day. The implied volatity was 32.47, the open interest changed by 33 which increased total open position to 48


On 13 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 208, which was 81.00 higher than the previous day. The implied volatity was 31.79, the open interest changed by 3 which increased total open position to 14


On 12 Nov HEROMOTOCO was trading at 4724.20. The strike last trading price was 127, which was 16.95 higher than the previous day. The implied volatity was 31.08, the open interest changed by -1 which decreased total open position to 10


On 11 Nov HEROMOTOCO was trading at 4757.50. The strike last trading price was 110.05, which was -13.95 lower than the previous day. The implied volatity was 30.16, the open interest changed by 1 which increased total open position to 12


On 8 Nov HEROMOTOCO was trading at 4768.90. The strike last trading price was 124, which was 7.00 higher than the previous day. The implied volatity was 32.36, the open interest changed by 0 which decreased total open position to 10


On 7 Nov HEROMOTOCO was trading at 4816.00. The strike last trading price was 117, which was 29.60 higher than the previous day. The implied volatity was 33.36, the open interest changed by 2 which increased total open position to 8


On 6 Nov HEROMOTOCO was trading at 4892.80. The strike last trading price was 87.4, which was 80.35 higher than the previous day. The implied volatity was 31.25, 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 7.05, which was 0.00 lower than the previous day. The implied volatity was 4.11, 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 7.05, which was 0.00 lower than the previous day. The implied volatity was 4.01, the open interest changed by 0 which decreased total open position to 0


On 1 Nov HEROMOTOCO was trading at 5020.50. The strike last trading price was 7.05, which was 0.00 lower than the previous day. The implied volatity was 6.67, 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 7.05, 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 30 Oct HEROMOTOCO was trading at 4909.30. The strike last trading price was 7.05, 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 29 Oct HEROMOTOCO was trading at 4787.45. The strike last trading price was 7.05, 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 7.05, 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 24 Oct HEROMOTOCO was trading at 5113.60. The strike last trading price was 7.05, 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 22 Oct HEROMOTOCO was trading at 5175.80. The strike last trading price was 7.05, 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 21 Oct HEROMOTOCO was trading at 5242.25. The strike last trading price was 7.05, 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 18 Oct HEROMOTOCO was trading at 5216.20. The strike last trading price was 7.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to