HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
20 Dec 2024 04:11 PM IST
| HEROMOTOCO 26DEC2024 4700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.43
Theta: -1.24
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4339.95 | 2.55 | -4.30 | 33.44 | 4,754 | -455 | 4,899 | |||
| 19 Dec | 4406.95 | 6.85 | -2.05 | 31.05 | 5,586 | -689 | 5,355 | |||
| 18 Dec | 4389.45 | 8.9 | -3.90 | 33.31 | 7,764 | -570 | 6,051 | |||
| 17 Dec | 4415.10 | 12.8 | -13.95 | 32.99 | 9,092 | 1,268 | 6,555 | |||
| 16 Dec | 4539.00 | 26.75 | -10.55 | 26.14 | 6,811 | 594 | 5,316 | |||
| 13 Dec | 4575.45 | 37.3 | -5.45 | 22.99 | 6,942 | -384 | 4,723 | |||
| 12 Dec | 4556.75 | 42.75 | -29.30 | 25.71 | 6,544 | 1,082 | 5,075 | |||
| 11 Dec | 4650.45 | 72.05 | 13.55 | 22.70 | 8,003 | -254 | 4,015 | |||
| 10 Dec | 4588.30 | 58.5 | -7.10 | 24.27 | 4,178 | -333 | 4,262 | |||
| 9 Dec | 4595.95 | 65.6 | -21.45 | 25.21 | 5,622 | 856 | 4,592 | |||
| 6 Dec | 4629.60 | 87.05 | -5.80 | 23.86 | 12,238 | 1,366 | 3,721 | |||
| 5 Dec | 4644.35 | 92.85 | -4.00 | 23.97 | 7,439 | 427 | 2,347 | |||
| 4 Dec | 4635.85 | 96.85 | -33.00 | 24.46 | 5,157 | 789 | 1,919 | |||
| 3 Dec | 4697.00 | 129.85 | -36.90 | 24.93 | 2,178 | 632 | 1,112 | |||
| 2 Dec | 4748.45 | 166.75 | -17.90 | 25.75 | 1,163 | 65 | 491 | |||
| 29 Nov | 4761.70 | 184.65 | -22.40 | 25.17 | 1,065 | 232 | 424 | |||
| 28 Nov | 4783.50 | 207.05 | -63.55 | 27.86 | 247 | 96 | 189 | |||
| 27 Nov | 4871.25 | 270.6 | 24.75 | 26.37 | 42 | -1 | 93 | |||
| 26 Nov | 4838.70 | 245.85 | -28.40 | 26.55 | 61 | 17 | 94 | |||
| 25 Nov | 4858.30 | 274.25 | 48.25 | 26.91 | 57 | 18 | 77 | |||
| 22 Nov | 4794.10 | 226 | 27.05 | 26.30 | 71 | 9 | 68 | |||
| 21 Nov | 4767.85 | 198.95 | -39.05 | 23.45 | 34 | 13 | 60 | |||
| 20 Nov | 4775.80 | 238 | 0.00 | 29.88 | 10 | -3 | 46 | |||
| 19 Nov | 4775.80 | 238 | 46.10 | 29.88 | 10 | -4 | 46 | |||
|
|
||||||||||
| 18 Nov | 4733.00 | 191.9 | 21.40 | 24.93 | 80 | -4 | 51 | |||
| 14 Nov | 4604.00 | 170.5 | 41.10 | 29.83 | 65 | 39 | 55 | |||
| 13 Nov | 4519.60 | 129.4 | -308.60 | 29.18 | 25 | 16 | 16 | |||
| 12 Nov | 4724.20 | 438 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 4757.50 | 438 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 4768.90 | 438 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 4816.00 | 438 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 4892.80 | 438 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 4820.70 | 438 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 4806.05 | 438 | 438.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 5020.50 | 0 | - | 0 | 0 | 0 | ||||
For Hero Motocorp Limited - strike price 4700 expiring on 26DEC2024
Delta for 4700 CE is 0.04
Historical price for 4700 CE is as follows
On 20 Dec HEROMOTOCO was trading at 4339.95. The strike last trading price was 2.55, which was -4.30 lower than the previous day. The implied volatity was 33.44, the open interest changed by -455 which decreased total open position to 4899
On 19 Dec HEROMOTOCO was trading at 4406.95. The strike last trading price was 6.85, which was -2.05 lower than the previous day. The implied volatity was 31.05, the open interest changed by -689 which decreased total open position to 5355
On 18 Dec HEROMOTOCO was trading at 4389.45. The strike last trading price was 8.9, which was -3.90 lower than the previous day. The implied volatity was 33.31, the open interest changed by -570 which decreased total open position to 6051
On 17 Dec HEROMOTOCO was trading at 4415.10. The strike last trading price was 12.8, which was -13.95 lower than the previous day. The implied volatity was 32.99, the open interest changed by 1268 which increased total open position to 6555
On 16 Dec HEROMOTOCO was trading at 4539.00. The strike last trading price was 26.75, which was -10.55 lower than the previous day. The implied volatity was 26.14, the open interest changed by 594 which increased total open position to 5316
On 13 Dec HEROMOTOCO was trading at 4575.45. The strike last trading price was 37.3, which was -5.45 lower than the previous day. The implied volatity was 22.99, the open interest changed by -384 which decreased total open position to 4723
On 12 Dec HEROMOTOCO was trading at 4556.75. The strike last trading price was 42.75, which was -29.30 lower than the previous day. The implied volatity was 25.71, the open interest changed by 1082 which increased total open position to 5075
On 11 Dec HEROMOTOCO was trading at 4650.45. The strike last trading price was 72.05, which was 13.55 higher than the previous day. The implied volatity was 22.70, the open interest changed by -254 which decreased total open position to 4015
On 10 Dec HEROMOTOCO was trading at 4588.30. The strike last trading price was 58.5, which was -7.10 lower than the previous day. The implied volatity was 24.27, the open interest changed by -333 which decreased total open position to 4262
On 9 Dec HEROMOTOCO was trading at 4595.95. The strike last trading price was 65.6, which was -21.45 lower than the previous day. The implied volatity was 25.21, the open interest changed by 856 which increased total open position to 4592
On 6 Dec HEROMOTOCO was trading at 4629.60. The strike last trading price was 87.05, which was -5.80 lower than the previous day. The implied volatity was 23.86, the open interest changed by 1366 which increased total open position to 3721
On 5 Dec HEROMOTOCO was trading at 4644.35. The strike last trading price was 92.85, which was -4.00 lower than the previous day. The implied volatity was 23.97, the open interest changed by 427 which increased total open position to 2347
On 4 Dec HEROMOTOCO was trading at 4635.85. The strike last trading price was 96.85, which was -33.00 lower than the previous day. The implied volatity was 24.46, the open interest changed by 789 which increased total open position to 1919
On 3 Dec HEROMOTOCO was trading at 4697.00. The strike last trading price was 129.85, which was -36.90 lower than the previous day. The implied volatity was 24.93, the open interest changed by 632 which increased total open position to 1112
On 2 Dec HEROMOTOCO was trading at 4748.45. The strike last trading price was 166.75, which was -17.90 lower than the previous day. The implied volatity was 25.75, the open interest changed by 65 which increased total open position to 491
On 29 Nov HEROMOTOCO was trading at 4761.70. The strike last trading price was 184.65, which was -22.40 lower than the previous day. The implied volatity was 25.17, the open interest changed by 232 which increased total open position to 424
On 28 Nov HEROMOTOCO was trading at 4783.50. The strike last trading price was 207.05, which was -63.55 lower than the previous day. The implied volatity was 27.86, the open interest changed by 96 which increased total open position to 189
On 27 Nov HEROMOTOCO was trading at 4871.25. The strike last trading price was 270.6, which was 24.75 higher than the previous day. The implied volatity was 26.37, the open interest changed by -1 which decreased total open position to 93
On 26 Nov HEROMOTOCO was trading at 4838.70. The strike last trading price was 245.85, which was -28.40 lower than the previous day. The implied volatity was 26.55, the open interest changed by 17 which increased total open position to 94
On 25 Nov HEROMOTOCO was trading at 4858.30. The strike last trading price was 274.25, which was 48.25 higher than the previous day. The implied volatity was 26.91, the open interest changed by 18 which increased total open position to 77
On 22 Nov HEROMOTOCO was trading at 4794.10. The strike last trading price was 226, which was 27.05 higher than the previous day. The implied volatity was 26.30, the open interest changed by 9 which increased total open position to 68
On 21 Nov HEROMOTOCO was trading at 4767.85. The strike last trading price was 198.95, which was -39.05 lower than the previous day. The implied volatity was 23.45, the open interest changed by 13 which increased total open position to 60
On 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 238, which was 0.00 lower than the previous day. The implied volatity was 29.88, the open interest changed by -3 which decreased total open position to 46
On 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 238, which was 46.10 higher than the previous day. The implied volatity was 29.88, the open interest changed by -4 which decreased total open position to 46
On 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 191.9, which was 21.40 higher than the previous day. The implied volatity was 24.93, the open interest changed by -4 which decreased total open position to 51
On 14 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 170.5, which was 41.10 higher than the previous day. The implied volatity was 29.83, the open interest changed by 39 which increased total open position to 55
On 13 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 129.4, which was -308.60 lower than the previous day. The implied volatity was 29.18, the open interest changed by 16 which increased total open position to 16
On 12 Nov HEROMOTOCO was trading at 4724.20. The strike last trading price was 438, 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 438, 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 438, 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 438, 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 438, 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 438, 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 438, which was 438.00 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| HEROMOTOCO 26DEC2024 4700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 0.83
Theta: -1.75
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4339.95 | 362.75 | 78.75 | 42.73 | 112 | -68 | 908 |
| 19 Dec | 4406.95 | 284 | -21.15 | 30.10 | 190 | -92 | 978 |
| 18 Dec | 4389.45 | 305.15 | 13.05 | 19.49 | 186 | -75 | 1,071 |
| 17 Dec | 4415.10 | 292.1 | 125.10 | 27.29 | 372 | -20 | 1,152 |
| 16 Dec | 4539.00 | 167 | 21.05 | 23.06 | 386 | -29 | 1,173 |
| 13 Dec | 4575.45 | 145.95 | -23.20 | 23.06 | 750 | -109 | 1,203 |
| 12 Dec | 4556.75 | 169.15 | 58.20 | 25.51 | 1,021 | 21 | 1,315 |
| 11 Dec | 4650.45 | 110.95 | -33.60 | 25.42 | 1,427 | 6 | 1,294 |
| 10 Dec | 4588.30 | 144.55 | -6.70 | 25.26 | 512 | -86 | 1,288 |
| 9 Dec | 4595.95 | 151.25 | 19.90 | 26.65 | 811 | -22 | 1,374 |
| 6 Dec | 4629.60 | 131.35 | 3.55 | 25.95 | 3,030 | 90 | 1,388 |
| 5 Dec | 4644.35 | 127.8 | -9.20 | 25.25 | 3,618 | 22 | 1,299 |
| 4 Dec | 4635.85 | 137 | 24.10 | 26.54 | 4,138 | 206 | 1,279 |
| 3 Dec | 4697.00 | 112.9 | 24.80 | 26.71 | 2,365 | 354 | 1,073 |
| 2 Dec | 4748.45 | 88.1 | -6.75 | 25.57 | 2,511 | 129 | 716 |
| 29 Nov | 4761.70 | 94.85 | -11.75 | 27.18 | 2,424 | 254 | 585 |
| 28 Nov | 4783.50 | 106.6 | 39.50 | 30.04 | 838 | 90 | 331 |
| 27 Nov | 4871.25 | 67.1 | -19.20 | 27.85 | 298 | 53 | 241 |
| 26 Nov | 4838.70 | 86.3 | 10.45 | 29.01 | 202 | 19 | 191 |
| 25 Nov | 4858.30 | 75.85 | -32.50 | 28.55 | 234 | 114 | 170 |
| 22 Nov | 4794.10 | 108.35 | -19.15 | 28.87 | 124 | 24 | 80 |
| 21 Nov | 4767.85 | 127.5 | 4.45 | 30.51 | 41 | 16 | 56 |
| 20 Nov | 4775.80 | 123.05 | 0.00 | 28.75 | 36 | 19 | 41 |
| 19 Nov | 4775.80 | 123.05 | -9.50 | 28.75 | 36 | 20 | 41 |
| 18 Nov | 4733.00 | 132.55 | 36.30 | 27.86 | 30 | 20 | 20 |
| 14 Nov | 4604.00 | 96.25 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 4519.60 | 96.25 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 4724.20 | 96.25 | 0.00 | 1.11 | 0 | 0 | 0 |
| 11 Nov | 4757.50 | 96.25 | 0.00 | 1.74 | 0 | 0 | 0 |
| 8 Nov | 4768.90 | 96.25 | 0.00 | 1.94 | 0 | 0 | 0 |
| 7 Nov | 4816.00 | 96.25 | 0.00 | 2.65 | 0 | 0 | 0 |
| 6 Nov | 4892.80 | 96.25 | 0.00 | 3.62 | 0 | 0 | 0 |
| 5 Nov | 4820.70 | 96.25 | 0.00 | 2.70 | 0 | 0 | 0 |
| 4 Nov | 4806.05 | 96.25 | 96.25 | 2.57 | 0 | 0 | 0 |
| 1 Nov | 5020.50 | 0 | 5.31 | 0 | 0 | 0 | |
For Hero Motocorp Limited - strike price 4700 expiring on 26DEC2024
Delta for 4700 PE is -0.92
Historical price for 4700 PE is as follows
On 20 Dec HEROMOTOCO was trading at 4339.95. The strike last trading price was 362.75, which was 78.75 higher than the previous day. The implied volatity was 42.73, the open interest changed by -68 which decreased total open position to 908
On 19 Dec HEROMOTOCO was trading at 4406.95. The strike last trading price was 284, which was -21.15 lower than the previous day. The implied volatity was 30.10, the open interest changed by -92 which decreased total open position to 978
On 18 Dec HEROMOTOCO was trading at 4389.45. The strike last trading price was 305.15, which was 13.05 higher than the previous day. The implied volatity was 19.49, the open interest changed by -75 which decreased total open position to 1071
On 17 Dec HEROMOTOCO was trading at 4415.10. The strike last trading price was 292.1, which was 125.10 higher than the previous day. The implied volatity was 27.29, the open interest changed by -20 which decreased total open position to 1152
On 16 Dec HEROMOTOCO was trading at 4539.00. The strike last trading price was 167, which was 21.05 higher than the previous day. The implied volatity was 23.06, the open interest changed by -29 which decreased total open position to 1173
On 13 Dec HEROMOTOCO was trading at 4575.45. The strike last trading price was 145.95, which was -23.20 lower than the previous day. The implied volatity was 23.06, the open interest changed by -109 which decreased total open position to 1203
On 12 Dec HEROMOTOCO was trading at 4556.75. The strike last trading price was 169.15, which was 58.20 higher than the previous day. The implied volatity was 25.51, the open interest changed by 21 which increased total open position to 1315
On 11 Dec HEROMOTOCO was trading at 4650.45. The strike last trading price was 110.95, which was -33.60 lower than the previous day. The implied volatity was 25.42, the open interest changed by 6 which increased total open position to 1294
On 10 Dec HEROMOTOCO was trading at 4588.30. The strike last trading price was 144.55, which was -6.70 lower than the previous day. The implied volatity was 25.26, the open interest changed by -86 which decreased total open position to 1288
On 9 Dec HEROMOTOCO was trading at 4595.95. The strike last trading price was 151.25, which was 19.90 higher than the previous day. The implied volatity was 26.65, the open interest changed by -22 which decreased total open position to 1374
On 6 Dec HEROMOTOCO was trading at 4629.60. The strike last trading price was 131.35, which was 3.55 higher than the previous day. The implied volatity was 25.95, the open interest changed by 90 which increased total open position to 1388
On 5 Dec HEROMOTOCO was trading at 4644.35. The strike last trading price was 127.8, which was -9.20 lower than the previous day. The implied volatity was 25.25, the open interest changed by 22 which increased total open position to 1299
On 4 Dec HEROMOTOCO was trading at 4635.85. The strike last trading price was 137, which was 24.10 higher than the previous day. The implied volatity was 26.54, the open interest changed by 206 which increased total open position to 1279
On 3 Dec HEROMOTOCO was trading at 4697.00. The strike last trading price was 112.9, which was 24.80 higher than the previous day. The implied volatity was 26.71, the open interest changed by 354 which increased total open position to 1073
On 2 Dec HEROMOTOCO was trading at 4748.45. The strike last trading price was 88.1, which was -6.75 lower than the previous day. The implied volatity was 25.57, the open interest changed by 129 which increased total open position to 716
On 29 Nov HEROMOTOCO was trading at 4761.70. The strike last trading price was 94.85, which was -11.75 lower than the previous day. The implied volatity was 27.18, the open interest changed by 254 which increased total open position to 585
On 28 Nov HEROMOTOCO was trading at 4783.50. The strike last trading price was 106.6, which was 39.50 higher than the previous day. The implied volatity was 30.04, the open interest changed by 90 which increased total open position to 331
On 27 Nov HEROMOTOCO was trading at 4871.25. The strike last trading price was 67.1, which was -19.20 lower than the previous day. The implied volatity was 27.85, the open interest changed by 53 which increased total open position to 241
On 26 Nov HEROMOTOCO was trading at 4838.70. The strike last trading price was 86.3, which was 10.45 higher than the previous day. The implied volatity was 29.01, the open interest changed by 19 which increased total open position to 191
On 25 Nov HEROMOTOCO was trading at 4858.30. The strike last trading price was 75.85, which was -32.50 lower than the previous day. The implied volatity was 28.55, the open interest changed by 114 which increased total open position to 170
On 22 Nov HEROMOTOCO was trading at 4794.10. The strike last trading price was 108.35, which was -19.15 lower than the previous day. The implied volatity was 28.87, the open interest changed by 24 which increased total open position to 80
On 21 Nov HEROMOTOCO was trading at 4767.85. The strike last trading price was 127.5, which was 4.45 higher than the previous day. The implied volatity was 30.51, the open interest changed by 16 which increased total open position to 56
On 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 123.05, which was 0.00 lower than the previous day. The implied volatity was 28.75, the open interest changed by 19 which increased total open position to 41
On 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 123.05, which was -9.50 lower than the previous day. The implied volatity was 28.75, the open interest changed by 20 which increased total open position to 41
On 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 132.55, which was 36.30 higher than the previous day. The implied volatity was 27.86, the open interest changed by 20 which increased total open position to 20
On 14 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 96.25, 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 13 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 96.25, 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 12 Nov HEROMOTOCO was trading at 4724.20. The strike last trading price was 96.25, which was 0.00 lower than the previous day. The implied volatity was 1.11, 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 96.25, which was 0.00 lower than the previous day. The implied volatity was 1.74, 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 96.25, which was 0.00 lower than the previous day. The implied volatity was 1.94, 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 96.25, which was 0.00 lower than the previous day. The implied volatity was 2.65, 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 96.25, which was 0.00 lower than the previous day. The implied volatity was 3.62, 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 96.25, which was 0.00 lower than the previous day. The implied volatity was 2.70, 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 96.25, which was 96.25 higher than the previous day. The implied volatity was 2.57, 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 lower than the previous day. The implied volatity was 5.31, the open interest changed by 0 which decreased total open position to 0
