HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
21 Nov 2024 04:11 PM IST
| HEROMOTOCO 28NOV2024 4700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.72
Vega: 2.22
Theta: -4.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4767.85 | 98.05 | -11.25 | 19.98 | 2,814 | -66 | 747 | |||
| 20 Nov | 4775.80 | 109.3 | 0.00 | 22.58 | 3,810 | -576 | 808 | |||
| 19 Nov | 4775.80 | 109.3 | 17.05 | 22.58 | 3,810 | -581 | 808 | |||
| 18 Nov | 4733.00 | 92.25 | 7.25 | 22.50 | 13,412 | -127 | 1,392 | |||
| 14 Nov | 4604.00 | 85 | 22.60 | 32.06 | 10,465 | 511 | 1,514 | |||
| 13 Nov | 4519.60 | 62.4 | -72.60 | 33.62 | 5,452 | 364 | 990 | |||
| 12 Nov | 4724.20 | 135 | -27.55 | 30.24 | 2,225 | 74 | 629 | |||
| 11 Nov | 4757.50 | 162.55 | -16.35 | 30.39 | 1,528 | 149 | 556 | |||
| 8 Nov | 4768.90 | 178.9 | -37.30 | 29.46 | 389 | 69 | 410 | |||
| 7 Nov | 4816.00 | 216.2 | -63.35 | 30.03 | 133 | 21 | 343 | |||
| 6 Nov | 4892.80 | 279.55 | 33.70 | 32.82 | 249 | -6 | 320 | |||
| 5 Nov | 4820.70 | 245.85 | -7.20 | 34.30 | 639 | 5 | 327 | |||
| 4 Nov | 4806.05 | 253.05 | -141.65 | 36.25 | 1,613 | 246 | 324 | |||
| 1 Nov | 5020.50 | 394.7 | 0.00 | 0.00 | 0 | -4 | 0 | |||
| 31 Oct | 4989.55 | 394.7 | 59.40 | - | 13 | -4 | 78 | |||
| 30 Oct | 4909.30 | 335.3 | 58.95 | - | 147 | 26 | 80 | |||
| 29 Oct | 4787.45 | 276.35 | -1137.60 | - | 84 | 54 | 54 | |||
| 28 Oct | 4927.80 | 1413.95 | 0.00 | - | 0 | 0 | 0 | |||
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| 25 Oct | 4973.30 | 1413.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 5113.60 | 1413.95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 5145.70 | 1413.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 5175.80 | 1413.95 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 5242.25 | 1413.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 5216.20 | 1413.95 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 5217.45 | 1413.95 | - | 0 | 0 | 0 | ||||
For Hero Motocorp Limited - strike price 4700 expiring on 28NOV2024
Delta for 4700 CE is 0.72
Historical price for 4700 CE is as follows
On 21 Nov HEROMOTOCO was trading at 4767.85. The strike last trading price was 98.05, which was -11.25 lower than the previous day. The implied volatity was 19.98, the open interest changed by -66 which decreased total open position to 747
On 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 109.3, which was 0.00 lower than the previous day. The implied volatity was 22.58, the open interest changed by -576 which decreased total open position to 808
On 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 109.3, which was 17.05 higher than the previous day. The implied volatity was 22.58, the open interest changed by -581 which decreased total open position to 808
On 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 92.25, which was 7.25 higher than the previous day. The implied volatity was 22.50, the open interest changed by -127 which decreased total open position to 1392
On 14 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 85, which was 22.60 higher than the previous day. The implied volatity was 32.06, the open interest changed by 511 which increased total open position to 1514
On 13 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 62.4, which was -72.60 lower than the previous day. The implied volatity was 33.62, the open interest changed by 364 which increased total open position to 990
On 12 Nov HEROMOTOCO was trading at 4724.20. The strike last trading price was 135, which was -27.55 lower than the previous day. The implied volatity was 30.24, the open interest changed by 74 which increased total open position to 629
On 11 Nov HEROMOTOCO was trading at 4757.50. The strike last trading price was 162.55, which was -16.35 lower than the previous day. The implied volatity was 30.39, the open interest changed by 149 which increased total open position to 556
On 8 Nov HEROMOTOCO was trading at 4768.90. The strike last trading price was 178.9, which was -37.30 lower than the previous day. The implied volatity was 29.46, the open interest changed by 69 which increased total open position to 410
On 7 Nov HEROMOTOCO was trading at 4816.00. The strike last trading price was 216.2, which was -63.35 lower than the previous day. The implied volatity was 30.03, the open interest changed by 21 which increased total open position to 343
On 6 Nov HEROMOTOCO was trading at 4892.80. The strike last trading price was 279.55, which was 33.70 higher than the previous day. The implied volatity was 32.82, the open interest changed by -6 which decreased total open position to 320
On 5 Nov HEROMOTOCO was trading at 4820.70. The strike last trading price was 245.85, which was -7.20 lower than the previous day. The implied volatity was 34.30, the open interest changed by 5 which increased total open position to 327
On 4 Nov HEROMOTOCO was trading at 4806.05. The strike last trading price was 253.05, which was -141.65 lower than the previous day. The implied volatity was 36.25, the open interest changed by 246 which increased total open position to 324
On 1 Nov HEROMOTOCO was trading at 5020.50. The strike last trading price was 394.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 31 Oct HEROMOTOCO was trading at 4989.55. The strike last trading price was 394.7, which was 59.40 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 335.3, which was 58.95 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 276.35, which was -1137.60 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 1413.95, 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 1413.95, 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 1413.95, 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 1413.95, 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 1413.95, 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 1413.95, 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 1413.95, 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 1413.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HEROMOTOCO 28NOV2024 4700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.34
Vega: 2.41
Theta: -4.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4767.85 | 42.95 | -9.05 | 28.53 | 5,567 | -29 | 1,158 |
| 20 Nov | 4775.80 | 52 | 0.00 | 28.15 | 6,025 | -146 | 1,199 |
| 19 Nov | 4775.80 | 52 | -13.00 | 28.15 | 6,025 | -134 | 1,199 |
| 18 Nov | 4733.00 | 65 | -94.35 | 26.98 | 14,134 | 736 | 1,347 |
| 14 Nov | 4604.00 | 159.35 | -52.20 | 33.48 | 1,395 | -86 | 600 |
| 13 Nov | 4519.60 | 211.55 | 80.45 | 31.65 | 4,444 | -220 | 691 |
| 12 Nov | 4724.20 | 131.1 | 17.20 | 37.32 | 2,006 | 131 | 947 |
| 11 Nov | 4757.50 | 113.9 | 1.80 | 36.24 | 1,684 | 106 | 819 |
| 8 Nov | 4768.90 | 112.1 | 11.95 | 34.58 | 1,317 | 56 | 717 |
| 7 Nov | 4816.00 | 100.15 | 24.15 | 35.22 | 701 | 2 | 662 |
| 6 Nov | 4892.80 | 76 | -43.05 | 33.98 | 787 | -81 | 660 |
| 5 Nov | 4820.70 | 119.05 | -22.95 | 38.47 | 1,345 | -25 | 742 |
| 4 Nov | 4806.05 | 142 | 62.00 | 42.01 | 5,531 | 380 | 765 |
| 1 Nov | 5020.50 | 80 | -5.95 | 40.54 | 26 | 2 | 385 |
| 31 Oct | 4989.55 | 85.95 | -22.35 | - | 1,205 | 18 | 385 |
| 30 Oct | 4909.30 | 108.3 | -40.20 | - | 668 | 257 | 370 |
| 29 Oct | 4787.45 | 148.5 | 94.90 | - | 340 | 100 | 113 |
| 28 Oct | 4927.80 | 53.6 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 4973.30 | 53.6 | 0.00 | - | 0 | 9 | 0 |
| 24 Oct | 5113.60 | 53.6 | 13.75 | - | 9 | 5 | 9 |
| 23 Oct | 5145.70 | 39.85 | 0.20 | - | 19 | -11 | 4 |
| 22 Oct | 5175.80 | 39.65 | -2.35 | - | 1 | 0 | 16 |
| 21 Oct | 5242.25 | 42 | 17.00 | - | 16 | 0 | 1 |
| 18 Oct | 5216.20 | 25 | 0.00 | - | 0 | 1 | 0 |
| 17 Oct | 5217.45 | 25 | - | 1 | 0 | 0 | |
For Hero Motocorp Limited - strike price 4700 expiring on 28NOV2024
Delta for 4700 PE is -0.34
Historical price for 4700 PE is as follows
On 21 Nov HEROMOTOCO was trading at 4767.85. The strike last trading price was 42.95, which was -9.05 lower than the previous day. The implied volatity was 28.53, the open interest changed by -29 which decreased total open position to 1158
On 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 52, which was 0.00 lower than the previous day. The implied volatity was 28.15, the open interest changed by -146 which decreased total open position to 1199
On 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 52, which was -13.00 lower than the previous day. The implied volatity was 28.15, the open interest changed by -134 which decreased total open position to 1199
On 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 65, which was -94.35 lower than the previous day. The implied volatity was 26.98, the open interest changed by 736 which increased total open position to 1347
On 14 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 159.35, which was -52.20 lower than the previous day. The implied volatity was 33.48, the open interest changed by -86 which decreased total open position to 600
On 13 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 211.55, which was 80.45 higher than the previous day. The implied volatity was 31.65, the open interest changed by -220 which decreased total open position to 691
On 12 Nov HEROMOTOCO was trading at 4724.20. The strike last trading price was 131.1, which was 17.20 higher than the previous day. The implied volatity was 37.32, the open interest changed by 131 which increased total open position to 947
On 11 Nov HEROMOTOCO was trading at 4757.50. The strike last trading price was 113.9, which was 1.80 higher than the previous day. The implied volatity was 36.24, the open interest changed by 106 which increased total open position to 819
On 8 Nov HEROMOTOCO was trading at 4768.90. The strike last trading price was 112.1, which was 11.95 higher than the previous day. The implied volatity was 34.58, the open interest changed by 56 which increased total open position to 717
On 7 Nov HEROMOTOCO was trading at 4816.00. The strike last trading price was 100.15, which was 24.15 higher than the previous day. The implied volatity was 35.22, the open interest changed by 2 which increased total open position to 662
On 6 Nov HEROMOTOCO was trading at 4892.80. The strike last trading price was 76, which was -43.05 lower than the previous day. The implied volatity was 33.98, the open interest changed by -81 which decreased total open position to 660
On 5 Nov HEROMOTOCO was trading at 4820.70. The strike last trading price was 119.05, which was -22.95 lower than the previous day. The implied volatity was 38.47, the open interest changed by -25 which decreased total open position to 742
On 4 Nov HEROMOTOCO was trading at 4806.05. The strike last trading price was 142, which was 62.00 higher than the previous day. The implied volatity was 42.01, the open interest changed by 380 which increased total open position to 765
On 1 Nov HEROMOTOCO was trading at 5020.50. The strike last trading price was 80, which was -5.95 lower than the previous day. The implied volatity was 40.54, the open interest changed by 2 which increased total open position to 385
On 31 Oct HEROMOTOCO was trading at 4989.55. The strike last trading price was 85.95, which was -22.35 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 108.3, which was -40.20 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 148.5, which was 94.90 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 53.6, 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 53.6, 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 53.6, which was 13.75 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 39.85, which was 0.20 higher 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 39.65, which was -2.35 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 42, which was 17.00 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 25, 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 25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
