HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
21 Nov 2024 04:11 PM IST
| HEROMOTOCO 28NOV2024 4600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 0.60
Theta: -1.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4767.85 | 176.65 | -8.35 | 15.80 | 405 | -21 | 640 | |||
| 20 Nov | 4775.80 | 185 | 0.00 | 22.51 | 825 | -78 | 663 | |||
| 19 Nov | 4775.80 | 185 | 24.30 | 22.51 | 825 | -76 | 663 | |||
| 18 Nov | 4733.00 | 160.7 | 30.70 | 22.34 | 3,842 | -827 | 740 | |||
| 14 Nov | 4604.00 | 130 | 32.00 | 31.81 | 12,426 | 749 | 1,561 | |||
| 13 Nov | 4519.60 | 98 | -95.25 | 33.68 | 5,395 | 672 | 819 | |||
| 12 Nov | 4724.20 | 193.25 | -35.05 | 29.94 | 85 | 13 | 154 | |||
| 11 Nov | 4757.50 | 228.3 | -13.05 | 30.95 | 56 | 15 | 141 | |||
| 8 Nov | 4768.90 | 241.35 | -44.40 | 28.79 | 26 | 8 | 126 | |||
| 7 Nov | 4816.00 | 285.75 | -60.90 | 30.12 | 5 | -1 | 119 | |||
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| 6 Nov | 4892.80 | 346.65 | 35.25 | 30.96 | 24 | -2 | 120 | |||
| 5 Nov | 4820.70 | 311.4 | -8.55 | 34.06 | 99 | 7 | 123 | |||
| 4 Nov | 4806.05 | 319.95 | -162.05 | 36.85 | 264 | 62 | 115 | |||
| 1 Nov | 5020.50 | 482 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 31 Oct | 4989.55 | 482 | 75.45 | - | 2 | 1 | 52 | |||
| 30 Oct | 4909.30 | 406.55 | 67.55 | - | 80 | 6 | 51 | |||
| 29 Oct | 4787.45 | 339 | -562.80 | - | 73 | 45 | 45 | |||
| 28 Oct | 4927.80 | 901.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 4973.30 | 901.8 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 5113.60 | 901.8 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 5145.70 | 901.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 5175.80 | 901.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 5242.25 | 901.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 5216.20 | 901.8 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 5217.45 | 901.8 | 901.80 | - | 0 | 0 | 0 | |||
| 2 Sept | 5578.20 | 0 | - | 0 | 0 | 0 | ||||
For Hero Motocorp Limited - strike price 4600 expiring on 28NOV2024
Delta for 4600 CE is 0.96
Historical price for 4600 CE is as follows
On 21 Nov HEROMOTOCO was trading at 4767.85. The strike last trading price was 176.65, which was -8.35 lower than the previous day. The implied volatity was 15.80, the open interest changed by -21 which decreased total open position to 640
On 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 185, which was 0.00 lower than the previous day. The implied volatity was 22.51, the open interest changed by -78 which decreased total open position to 663
On 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 185, which was 24.30 higher than the previous day. The implied volatity was 22.51, the open interest changed by -76 which decreased total open position to 663
On 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 160.7, which was 30.70 higher than the previous day. The implied volatity was 22.34, the open interest changed by -827 which decreased total open position to 740
On 14 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 130, which was 32.00 higher than the previous day. The implied volatity was 31.81, the open interest changed by 749 which increased total open position to 1561
On 13 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 98, which was -95.25 lower than the previous day. The implied volatity was 33.68, the open interest changed by 672 which increased total open position to 819
On 12 Nov HEROMOTOCO was trading at 4724.20. The strike last trading price was 193.25, which was -35.05 lower than the previous day. The implied volatity was 29.94, the open interest changed by 13 which increased total open position to 154
On 11 Nov HEROMOTOCO was trading at 4757.50. The strike last trading price was 228.3, which was -13.05 lower than the previous day. The implied volatity was 30.95, the open interest changed by 15 which increased total open position to 141
On 8 Nov HEROMOTOCO was trading at 4768.90. The strike last trading price was 241.35, which was -44.40 lower than the previous day. The implied volatity was 28.79, the open interest changed by 8 which increased total open position to 126
On 7 Nov HEROMOTOCO was trading at 4816.00. The strike last trading price was 285.75, which was -60.90 lower than the previous day. The implied volatity was 30.12, the open interest changed by -1 which decreased total open position to 119
On 6 Nov HEROMOTOCO was trading at 4892.80. The strike last trading price was 346.65, which was 35.25 higher than the previous day. The implied volatity was 30.96, the open interest changed by -2 which decreased total open position to 120
On 5 Nov HEROMOTOCO was trading at 4820.70. The strike last trading price was 311.4, which was -8.55 lower than the previous day. The implied volatity was 34.06, the open interest changed by 7 which increased total open position to 123
On 4 Nov HEROMOTOCO was trading at 4806.05. The strike last trading price was 319.95, which was -162.05 lower than the previous day. The implied volatity was 36.85, the open interest changed by 62 which increased total open position to 115
On 1 Nov HEROMOTOCO was trading at 5020.50. The strike last trading price was 482, 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 31 Oct HEROMOTOCO was trading at 4989.55. The strike last trading price was 482, which was 75.45 higher 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 406.55, which was 67.55 higher 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 339, which was -562.80 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 901.8, 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 25 Oct HEROMOTOCO was trading at 4973.30. The strike last trading price was 901.8, 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 24 Oct HEROMOTOCO was trading at 5113.60. The strike last trading price was 901.8, 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 23 Oct HEROMOTOCO was trading at 5145.70. The strike last trading price was 901.8, 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 22 Oct HEROMOTOCO was trading at 5175.80. The strike last trading price was 901.8, 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 21 Oct HEROMOTOCO was trading at 5242.25. The strike last trading price was 901.8, 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 18 Oct HEROMOTOCO was trading at 5216.20. The strike last trading price was 901.8, 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 17 Oct HEROMOTOCO was trading at 5217.45. The strike last trading price was 901.8, which was 901.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept HEROMOTOCO was trading at 5578.20. 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 28NOV2024 4600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.18
Vega: 1.75
Theta: -3.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4767.85 | 20.35 | -8.00 | 30.47 | 2,268 | -77 | 1,122 |
| 20 Nov | 4775.80 | 28.35 | 0.00 | 30.49 | 6,295 | -201 | 1,202 |
| 19 Nov | 4775.80 | 28.35 | -3.85 | 30.49 | 6,295 | -198 | 1,202 |
| 18 Nov | 4733.00 | 32.2 | -75.50 | 27.49 | 12,938 | 95 | 1,411 |
| 14 Nov | 4604.00 | 107.7 | -48.25 | 34.03 | 5,001 | 329 | 1,274 |
| 13 Nov | 4519.60 | 155.95 | 67.70 | 34.22 | 8,308 | 245 | 963 |
| 12 Nov | 4724.20 | 88.25 | 11.35 | 37.23 | 916 | -73 | 707 |
| 11 Nov | 4757.50 | 76.9 | 0.30 | 36.61 | 1,069 | 108 | 787 |
| 8 Nov | 4768.90 | 76.6 | 7.00 | 35.01 | 775 | 65 | 682 |
| 7 Nov | 4816.00 | 69.6 | 17.35 | 35.93 | 578 | -41 | 622 |
| 6 Nov | 4892.80 | 52.25 | -33.10 | 34.93 | 704 | 21 | 675 |
| 5 Nov | 4820.70 | 85.35 | -20.65 | 38.79 | 1,201 | 94 | 659 |
| 4 Nov | 4806.05 | 106 | 44.65 | 42.34 | 3,070 | 98 | 566 |
| 1 Nov | 5020.50 | 61.35 | -4.55 | 41.94 | 42 | -2 | 467 |
| 31 Oct | 4989.55 | 65.9 | -16.15 | - | 584 | 28 | 466 |
| 30 Oct | 4909.30 | 82.05 | -31.95 | - | 379 | 40 | 436 |
| 29 Oct | 4787.45 | 114 | 30.00 | - | 471 | 36 | 396 |
| 28 Oct | 4927.80 | 84 | 4.50 | - | 175 | 18 | 360 |
| 25 Oct | 4973.30 | 79.5 | 35.50 | - | 607 | 143 | 342 |
| 24 Oct | 5113.60 | 44 | 11.20 | - | 255 | 116 | 198 |
| 23 Oct | 5145.70 | 32.8 | -3.30 | - | 16 | -4 | 81 |
| 22 Oct | 5175.80 | 36.1 | 8.10 | - | 32 | 19 | 84 |
| 21 Oct | 5242.25 | 28 | 9.95 | - | 68 | 53 | 64 |
| 18 Oct | 5216.20 | 18.05 | -10.75 | - | 3 | 0 | 13 |
| 17 Oct | 5217.45 | 28.8 | 28.80 | - | 17 | 11 | 11 |
| 2 Sept | 5578.20 | 0 | - | 0 | 0 | 0 | |
For Hero Motocorp Limited - strike price 4600 expiring on 28NOV2024
Delta for 4600 PE is -0.18
Historical price for 4600 PE is as follows
On 21 Nov HEROMOTOCO was trading at 4767.85. The strike last trading price was 20.35, which was -8.00 lower than the previous day. The implied volatity was 30.47, the open interest changed by -77 which decreased total open position to 1122
On 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 28.35, which was 0.00 lower than the previous day. The implied volatity was 30.49, the open interest changed by -201 which decreased total open position to 1202
On 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 28.35, which was -3.85 lower than the previous day. The implied volatity was 30.49, the open interest changed by -198 which decreased total open position to 1202
On 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 32.2, which was -75.50 lower than the previous day. The implied volatity was 27.49, the open interest changed by 95 which increased total open position to 1411
On 14 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 107.7, which was -48.25 lower than the previous day. The implied volatity was 34.03, the open interest changed by 329 which increased total open position to 1274
On 13 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 155.95, which was 67.70 higher than the previous day. The implied volatity was 34.22, the open interest changed by 245 which increased total open position to 963
On 12 Nov HEROMOTOCO was trading at 4724.20. The strike last trading price was 88.25, which was 11.35 higher than the previous day. The implied volatity was 37.23, the open interest changed by -73 which decreased total open position to 707
On 11 Nov HEROMOTOCO was trading at 4757.50. The strike last trading price was 76.9, which was 0.30 higher than the previous day. The implied volatity was 36.61, the open interest changed by 108 which increased total open position to 787
On 8 Nov HEROMOTOCO was trading at 4768.90. The strike last trading price was 76.6, which was 7.00 higher than the previous day. The implied volatity was 35.01, the open interest changed by 65 which increased total open position to 682
On 7 Nov HEROMOTOCO was trading at 4816.00. The strike last trading price was 69.6, which was 17.35 higher than the previous day. The implied volatity was 35.93, the open interest changed by -41 which decreased total open position to 622
On 6 Nov HEROMOTOCO was trading at 4892.80. The strike last trading price was 52.25, which was -33.10 lower than the previous day. The implied volatity was 34.93, the open interest changed by 21 which increased total open position to 675
On 5 Nov HEROMOTOCO was trading at 4820.70. The strike last trading price was 85.35, which was -20.65 lower than the previous day. The implied volatity was 38.79, the open interest changed by 94 which increased total open position to 659
On 4 Nov HEROMOTOCO was trading at 4806.05. The strike last trading price was 106, which was 44.65 higher than the previous day. The implied volatity was 42.34, the open interest changed by 98 which increased total open position to 566
On 1 Nov HEROMOTOCO was trading at 5020.50. The strike last trading price was 61.35, which was -4.55 lower than the previous day. The implied volatity was 41.94, the open interest changed by -2 which decreased total open position to 467
On 31 Oct HEROMOTOCO was trading at 4989.55. The strike last trading price was 65.9, which was -16.15 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 82.05, which was -31.95 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 114, which was 30.00 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 84, which was 4.50 higher 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 79.5, which was 35.50 higher 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 44, which was 11.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct HEROMOTOCO was trading at 5145.70. The strike last trading price was 32.8, which was -3.30 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 36.1, which was 8.10 higher 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 28, which was 9.95 higher 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 18.05, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct HEROMOTOCO was trading at 5217.45. The strike last trading price was 28.8, which was 28.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept HEROMOTOCO was trading at 5578.20. 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
