HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
21 Nov 2024 04:11 PM IST
| HEROMOTOCO 28NOV2024 4800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 2.60
Theta: -4.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4767.85 | 46 | -9.80 | 21.80 | 9,665 | 192 | 1,929 | |||
| 20 Nov | 4775.80 | 55.8 | 0.00 | 22.91 | 13,118 | -1,036 | 1,724 | |||
| 19 Nov | 4775.80 | 55.8 | 7.50 | 22.91 | 13,118 | -1,049 | 1,724 | |||
| 18 Nov | 4733.00 | 48.3 | -5.75 | 23.57 | 40,210 | 536 | 2,779 | |||
| 14 Nov | 4604.00 | 54.05 | 16.55 | 32.73 | 9,445 | 466 | 2,239 | |||
| 13 Nov | 4519.60 | 37.5 | -52.55 | 33.52 | 5,221 | -21 | 1,768 | |||
| 12 Nov | 4724.20 | 90.05 | -23.00 | 30.55 | 4,124 | 376 | 1,771 | |||
| 11 Nov | 4757.50 | 113.05 | -16.95 | 30.83 | 3,138 | 249 | 1,399 | |||
| 8 Nov | 4768.90 | 130 | -30.35 | 30.39 | 2,417 | 336 | 1,166 | |||
| 7 Nov | 4816.00 | 160.35 | -49.15 | 30.59 | 1,265 | 131 | 824 | |||
| 6 Nov | 4892.80 | 209.5 | 21.50 | 31.49 | 2,157 | -338 | 701 | |||
| 5 Nov | 4820.70 | 188 | -11.00 | 34.16 | 4,040 | 111 | 1,047 | |||
| 4 Nov | 4806.05 | 199 | -143.50 | 36.58 | 5,932 | 716 | 926 | |||
| 1 Nov | 5020.50 | 342.5 | 18.55 | 35.21 | 25 | -10 | 212 | |||
| 31 Oct | 4989.55 | 323.95 | 50.75 | - | 336 | -36 | 222 | |||
| 30 Oct | 4909.30 | 273.2 | 55.15 | - | 2,064 | -29 | 260 | |||
| 29 Oct | 4787.45 | 218.05 | -86.15 | - | 756 | 271 | 292 | |||
| 28 Oct | 4927.80 | 304.2 | -435.20 | - | 29 | 11 | 11 | |||
| 25 Oct | 4973.30 | 739.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 24 Oct | 5113.60 | 739.4 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 5145.70 | 739.4 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 5175.80 | 739.4 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 5242.25 | 739.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 5216.20 | 739.4 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 5217.45 | 739.4 | 739.40 | - | 0 | 0 | 0 | |||
| 16 Sept | 5779.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 5795.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 5654.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 5669.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 5745.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 5743.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 5734.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 5683.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 5646.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 5578.20 | 0 | - | 0 | 0 | 0 | ||||
For Hero Motocorp Limited - strike price 4800 expiring on 28NOV2024
Delta for 4800 CE is 0.44
Historical price for 4800 CE is as follows
On 21 Nov HEROMOTOCO was trading at 4767.85. The strike last trading price was 46, which was -9.80 lower than the previous day. The implied volatity was 21.80, the open interest changed by 192 which increased total open position to 1929
On 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 55.8, which was 0.00 lower than the previous day. The implied volatity was 22.91, the open interest changed by -1036 which decreased total open position to 1724
On 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 55.8, which was 7.50 higher than the previous day. The implied volatity was 22.91, the open interest changed by -1049 which decreased total open position to 1724
On 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 48.3, which was -5.75 lower than the previous day. The implied volatity was 23.57, the open interest changed by 536 which increased total open position to 2779
On 14 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 54.05, which was 16.55 higher than the previous day. The implied volatity was 32.73, the open interest changed by 466 which increased total open position to 2239
On 13 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 37.5, which was -52.55 lower than the previous day. The implied volatity was 33.52, the open interest changed by -21 which decreased total open position to 1768
On 12 Nov HEROMOTOCO was trading at 4724.20. The strike last trading price was 90.05, which was -23.00 lower than the previous day. The implied volatity was 30.55, the open interest changed by 376 which increased total open position to 1771
On 11 Nov HEROMOTOCO was trading at 4757.50. The strike last trading price was 113.05, which was -16.95 lower than the previous day. The implied volatity was 30.83, the open interest changed by 249 which increased total open position to 1399
On 8 Nov HEROMOTOCO was trading at 4768.90. The strike last trading price was 130, which was -30.35 lower than the previous day. The implied volatity was 30.39, the open interest changed by 336 which increased total open position to 1166
On 7 Nov HEROMOTOCO was trading at 4816.00. The strike last trading price was 160.35, which was -49.15 lower than the previous day. The implied volatity was 30.59, the open interest changed by 131 which increased total open position to 824
On 6 Nov HEROMOTOCO was trading at 4892.80. The strike last trading price was 209.5, which was 21.50 higher than the previous day. The implied volatity was 31.49, the open interest changed by -338 which decreased total open position to 701
On 5 Nov HEROMOTOCO was trading at 4820.70. The strike last trading price was 188, which was -11.00 lower than the previous day. The implied volatity was 34.16, the open interest changed by 111 which increased total open position to 1047
On 4 Nov HEROMOTOCO was trading at 4806.05. The strike last trading price was 199, which was -143.50 lower than the previous day. The implied volatity was 36.58, the open interest changed by 716 which increased total open position to 926
On 1 Nov HEROMOTOCO was trading at 5020.50. The strike last trading price was 342.5, which was 18.55 higher than the previous day. The implied volatity was 35.21, the open interest changed by -10 which decreased total open position to 212
On 31 Oct HEROMOTOCO was trading at 4989.55. The strike last trading price was 323.95, which was 50.75 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 273.2, which was 55.15 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 218.05, which was -86.15 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 304.2, which was -435.20 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 739.4, 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 739.4, 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 739.4, 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 739.4, 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 739.4, 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 739.4, 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 739.4, which was 739.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Sept HEROMOTOCO was trading at 5779.45. 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 13 Sept HEROMOTOCO was trading at 5795.80. 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 11 Sept HEROMOTOCO was trading at 5654.45. 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 10 Sept HEROMOTOCO was trading at 5669.70. 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 9 Sept HEROMOTOCO was trading at 5745.30. 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 6 Sept HEROMOTOCO was trading at 5743.75. 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 5 Sept HEROMOTOCO was trading at 5734.20. 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 4 Sept HEROMOTOCO was trading at 5683.75. 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 3 Sept HEROMOTOCO was trading at 5646.50. 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 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 4800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 2.62
Theta: -4.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4767.85 | 90.75 | -7.80 | 29.44 | 4,735 | -426 | 1,121 |
| 20 Nov | 4775.80 | 98.55 | 0.00 | 28.17 | 6,858 | 425 | 1,566 |
| 19 Nov | 4775.80 | 98.55 | -22.45 | 28.17 | 6,858 | 444 | 1,566 |
| 18 Nov | 4733.00 | 121 | -107.00 | 28.02 | 13,840 | 459 | 1,124 |
| 14 Nov | 4604.00 | 228 | -57.65 | 34.31 | 492 | -142 | 665 |
| 13 Nov | 4519.60 | 285.65 | 100.55 | 30.86 | 1,032 | -75 | 812 |
| 12 Nov | 4724.20 | 185.1 | 21.50 | 37.50 | 1,169 | -19 | 933 |
| 11 Nov | 4757.50 | 163.6 | 3.45 | 36.42 | 1,350 | 28 | 954 |
| 8 Nov | 4768.90 | 160.15 | 15.50 | 34.75 | 2,278 | 143 | 919 |
| 7 Nov | 4816.00 | 144.65 | 35.45 | 35.60 | 1,489 | 2 | 774 |
| 6 Nov | 4892.80 | 109.2 | -52.80 | 33.37 | 1,458 | -146 | 775 |
| 5 Nov | 4820.70 | 162 | -24.00 | 38.38 | 2,490 | 30 | 923 |
| 4 Nov | 4806.05 | 186 | 80.95 | 41.81 | 6,456 | 433 | 902 |
| 1 Nov | 5020.50 | 105.05 | -10.95 | 39.49 | 119 | 12 | 470 |
| 31 Oct | 4989.55 | 116 | -24.00 | - | 1,272 | 2 | 458 |
| 30 Oct | 4909.30 | 140 | -48.05 | - | 688 | 125 | 455 |
| 29 Oct | 4787.45 | 188.05 | 42.15 | - | 1,096 | 97 | 329 |
| 28 Oct | 4927.80 | 145.9 | 16.90 | - | 169 | 60 | 234 |
| 25 Oct | 4973.30 | 129 | 54.75 | - | 223 | 77 | 174 |
| 24 Oct | 5113.60 | 74.25 | 14.60 | - | 33 | 9 | 97 |
| 23 Oct | 5145.70 | 59.65 | 0.00 | - | 0 | 18 | 0 |
| 22 Oct | 5175.80 | 59.65 | 6.45 | - | 35 | 19 | 89 |
| 21 Oct | 5242.25 | 53.2 | 15.20 | - | 52 | 25 | 70 |
| 18 Oct | 5216.20 | 38 | -9.25 | - | 38 | 1 | 41 |
| 17 Oct | 5217.45 | 47.25 | 47.25 | - | 78 | 39 | 39 |
| 16 Sept | 5779.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 5795.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 5654.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 5669.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 5745.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 5743.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 5734.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 5683.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 5646.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 5578.20 | 0 | - | 0 | 0 | 0 | |
For Hero Motocorp Limited - strike price 4800 expiring on 28NOV2024
Delta for 4800 PE is -0.54
Historical price for 4800 PE is as follows
On 21 Nov HEROMOTOCO was trading at 4767.85. The strike last trading price was 90.75, which was -7.80 lower than the previous day. The implied volatity was 29.44, the open interest changed by -426 which decreased total open position to 1121
On 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 98.55, which was 0.00 lower than the previous day. The implied volatity was 28.17, the open interest changed by 425 which increased total open position to 1566
On 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 98.55, which was -22.45 lower than the previous day. The implied volatity was 28.17, the open interest changed by 444 which increased total open position to 1566
On 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 121, which was -107.00 lower than the previous day. The implied volatity was 28.02, the open interest changed by 459 which increased total open position to 1124
On 14 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 228, which was -57.65 lower than the previous day. The implied volatity was 34.31, the open interest changed by -142 which decreased total open position to 665
On 13 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 285.65, which was 100.55 higher than the previous day. The implied volatity was 30.86, the open interest changed by -75 which decreased total open position to 812
On 12 Nov HEROMOTOCO was trading at 4724.20. The strike last trading price was 185.1, which was 21.50 higher than the previous day. The implied volatity was 37.50, the open interest changed by -19 which decreased total open position to 933
On 11 Nov HEROMOTOCO was trading at 4757.50. The strike last trading price was 163.6, which was 3.45 higher than the previous day. The implied volatity was 36.42, the open interest changed by 28 which increased total open position to 954
On 8 Nov HEROMOTOCO was trading at 4768.90. The strike last trading price was 160.15, which was 15.50 higher than the previous day. The implied volatity was 34.75, the open interest changed by 143 which increased total open position to 919
On 7 Nov HEROMOTOCO was trading at 4816.00. The strike last trading price was 144.65, which was 35.45 higher than the previous day. The implied volatity was 35.60, the open interest changed by 2 which increased total open position to 774
On 6 Nov HEROMOTOCO was trading at 4892.80. The strike last trading price was 109.2, which was -52.80 lower than the previous day. The implied volatity was 33.37, the open interest changed by -146 which decreased total open position to 775
On 5 Nov HEROMOTOCO was trading at 4820.70. The strike last trading price was 162, which was -24.00 lower than the previous day. The implied volatity was 38.38, the open interest changed by 30 which increased total open position to 923
On 4 Nov HEROMOTOCO was trading at 4806.05. The strike last trading price was 186, which was 80.95 higher than the previous day. The implied volatity was 41.81, the open interest changed by 433 which increased total open position to 902
On 1 Nov HEROMOTOCO was trading at 5020.50. The strike last trading price was 105.05, which was -10.95 lower than the previous day. The implied volatity was 39.49, the open interest changed by 12 which increased total open position to 470
On 31 Oct HEROMOTOCO was trading at 4989.55. The strike last trading price was 116, which was -24.00 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 140, which was -48.05 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 188.05, which was 42.15 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 145.9, which was 16.90 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 129, which was 54.75 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 74.25, which was 14.60 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 59.65, 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 59.65, which was 6.45 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 53.2, which was 15.20 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 38, which was -9.25 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 47.25, which was 47.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Sept HEROMOTOCO was trading at 5779.45. 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 13 Sept HEROMOTOCO was trading at 5795.80. 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 11 Sept HEROMOTOCO was trading at 5654.45. 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 10 Sept HEROMOTOCO was trading at 5669.70. 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 9 Sept HEROMOTOCO was trading at 5745.30. 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 6 Sept HEROMOTOCO was trading at 5743.75. 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 5 Sept HEROMOTOCO was trading at 5734.20. 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 4 Sept HEROMOTOCO was trading at 5683.75. 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 3 Sept HEROMOTOCO was trading at 5646.50. 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 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
