HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
03 Dec 2024 04:11 PM IST
| HEROMOTOCO 26DEC2024 4800 CE | ||||||||||
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Delta: 0.41
Vega: 4.59
Theta: -3.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 4697.00 | 85.3 | -27.95 | 25.02 | 4,140 | 720 | 2,623 | |||
| 2 Dec | 4748.45 | 113.25 | -16.75 | 25.42 | 3,254 | 365 | 1,896 | |||
| 29 Nov | 4761.70 | 130 | -18.00 | 25.11 | 3,647 | 468 | 1,524 | |||
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| 28 Nov | 4783.50 | 148 | -56.35 | 26.77 | 2,220 | 336 | 1,048 | |||
| 27 Nov | 4871.25 | 204.35 | 22.55 | 26.22 | 1,032 | 71 | 712 | |||
| 26 Nov | 4838.70 | 181.8 | -26.20 | 26.02 | 709 | 40 | 619 | |||
| 25 Nov | 4858.30 | 208 | 39.10 | 26.52 | 1,387 | 83 | 582 | |||
| 22 Nov | 4794.10 | 168.9 | 18.80 | 26.19 | 738 | 187 | 686 | |||
| 21 Nov | 4767.85 | 150.1 | -9.70 | 24.51 | 125 | 39 | 499 | |||
| 20 Nov | 4775.80 | 159.8 | 0.00 | 25.67 | 152 | 6 | 461 | |||
| 19 Nov | 4775.80 | 159.8 | 17.30 | 25.67 | 152 | 7 | 461 | |||
| 18 Nov | 4733.00 | 142.5 | 11.40 | 25.15 | 647 | -124 | 455 | |||
| 14 Nov | 4604.00 | 131.1 | 35.80 | 30.03 | 667 | 264 | 871 | |||
| 13 Nov | 4519.60 | 95.3 | -59.70 | 29.07 | 1,614 | 568 | 608 | |||
| 12 Nov | 4724.20 | 155 | -30.00 | 26.02 | 30 | 9 | 39 | |||
| 11 Nov | 4757.50 | 185 | -5.00 | 27.17 | 36 | 18 | 30 | |||
| 8 Nov | 4768.90 | 190 | -46.95 | 25.74 | 16 | 3 | 11 | |||
| 7 Nov | 4816.00 | 236.95 | -45.45 | 28.27 | 7 | 4 | 7 | |||
| 6 Nov | 4892.80 | 282.4 | -6.90 | 28.40 | 4 | 1 | 2 | |||
| 5 Nov | 4820.70 | 289.3 | -1063.65 | 34.83 | 2 | 1 | 1 | |||
| 4 Nov | 4806.05 | 1352.95 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 5020.50 | 1352.95 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 4989.55 | 1352.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 4909.30 | 1352.95 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 4787.45 | 1352.95 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 4927.80 | 1352.95 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 4973.30 | 1352.95 | 1352.95 | - | 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 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 5217.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 5750.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 5712.40 | 0 | - | 0 | 0 | 0 | ||||
For Hero Motocorp Limited - strike price 4800 expiring on 26DEC2024
Delta for 4800 CE is 0.41
Historical price for 4800 CE is as follows
On 3 Dec HEROMOTOCO was trading at 4697.00. The strike last trading price was 85.3, which was -27.95 lower than the previous day. The implied volatity was 25.02, the open interest changed by 720 which increased total open position to 2623
On 2 Dec HEROMOTOCO was trading at 4748.45. The strike last trading price was 113.25, which was -16.75 lower than the previous day. The implied volatity was 25.42, the open interest changed by 365 which increased total open position to 1896
On 29 Nov HEROMOTOCO was trading at 4761.70. The strike last trading price was 130, which was -18.00 lower than the previous day. The implied volatity was 25.11, the open interest changed by 468 which increased total open position to 1524
On 28 Nov HEROMOTOCO was trading at 4783.50. The strike last trading price was 148, which was -56.35 lower than the previous day. The implied volatity was 26.77, the open interest changed by 336 which increased total open position to 1048
On 27 Nov HEROMOTOCO was trading at 4871.25. The strike last trading price was 204.35, which was 22.55 higher than the previous day. The implied volatity was 26.22, the open interest changed by 71 which increased total open position to 712
On 26 Nov HEROMOTOCO was trading at 4838.70. The strike last trading price was 181.8, which was -26.20 lower than the previous day. The implied volatity was 26.02, the open interest changed by 40 which increased total open position to 619
On 25 Nov HEROMOTOCO was trading at 4858.30. The strike last trading price was 208, which was 39.10 higher than the previous day. The implied volatity was 26.52, the open interest changed by 83 which increased total open position to 582
On 22 Nov HEROMOTOCO was trading at 4794.10. The strike last trading price was 168.9, which was 18.80 higher than the previous day. The implied volatity was 26.19, the open interest changed by 187 which increased total open position to 686
On 21 Nov HEROMOTOCO was trading at 4767.85. The strike last trading price was 150.1, which was -9.70 lower than the previous day. The implied volatity was 24.51, the open interest changed by 39 which increased total open position to 499
On 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 159.8, which was 0.00 lower than the previous day. The implied volatity was 25.67, the open interest changed by 6 which increased total open position to 461
On 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 159.8, which was 17.30 higher than the previous day. The implied volatity was 25.67, the open interest changed by 7 which increased total open position to 461
On 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 142.5, which was 11.40 higher than the previous day. The implied volatity was 25.15, the open interest changed by -124 which decreased total open position to 455
On 14 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 131.1, which was 35.80 higher than the previous day. The implied volatity was 30.03, the open interest changed by 264 which increased total open position to 871
On 13 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 95.3, which was -59.70 lower than the previous day. The implied volatity was 29.07, the open interest changed by 568 which increased total open position to 608
On 12 Nov HEROMOTOCO was trading at 4724.20. The strike last trading price was 155, which was -30.00 lower than the previous day. The implied volatity was 26.02, the open interest changed by 9 which increased total open position to 39
On 11 Nov HEROMOTOCO was trading at 4757.50. The strike last trading price was 185, which was -5.00 lower than the previous day. The implied volatity was 27.17, the open interest changed by 18 which increased total open position to 30
On 8 Nov HEROMOTOCO was trading at 4768.90. The strike last trading price was 190, which was -46.95 lower than the previous day. The implied volatity was 25.74, the open interest changed by 3 which increased total open position to 11
On 7 Nov HEROMOTOCO was trading at 4816.00. The strike last trading price was 236.95, which was -45.45 lower than the previous day. The implied volatity was 28.27, the open interest changed by 4 which increased total open position to 7
On 6 Nov HEROMOTOCO was trading at 4892.80. The strike last trading price was 282.4, which was -6.90 lower than the previous day. The implied volatity was 28.40, the open interest changed by 1 which increased total open position to 2
On 5 Nov HEROMOTOCO was trading at 4820.70. The strike last trading price was 289.3, which was -1063.65 lower than the previous day. The implied volatity was 34.83, the open interest changed by 1 which increased total open position to 1
On 4 Nov HEROMOTOCO was trading at 4806.05. The strike last trading price was 1352.95, 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 1 Nov HEROMOTOCO was trading at 5020.50. The strike last trading price was 1352.95, 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 1352.95, 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 30 Oct HEROMOTOCO was trading at 4909.30. The strike last trading price was 1352.95, 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 29 Oct HEROMOTOCO was trading at 4787.45. The strike last trading price was 1352.95, 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 28 Oct HEROMOTOCO was trading at 4927.80. The strike last trading price was 1352.95, 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 1352.95, which was 1352.95 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 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 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 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 1 Oct HEROMOTOCO was trading at 5750.10. 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 Sept HEROMOTOCO was trading at 5712.40. 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 4800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 4.61
Theta: -1.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 4697.00 | 167.6 | 33.60 | 26.86 | 1,373 | 80 | 1,600 |
| 2 Dec | 4748.45 | 134 | -5.25 | 25.26 | 1,917 | 231 | 1,522 |
| 29 Nov | 4761.70 | 139.25 | -14.75 | 26.98 | 2,561 | 402 | 1,311 |
| 28 Nov | 4783.50 | 154 | 55.35 | 30.51 | 1,811 | 300 | 912 |
| 27 Nov | 4871.25 | 98.65 | -24.80 | 27.24 | 776 | 178 | 612 |
| 26 Nov | 4838.70 | 123.45 | 16.45 | 28.62 | 612 | 100 | 433 |
| 25 Nov | 4858.30 | 107 | -41.80 | 27.65 | 560 | 207 | 332 |
| 22 Nov | 4794.10 | 148.8 | -19.00 | 28.33 | 155 | 62 | 187 |
| 21 Nov | 4767.85 | 167.8 | -2.50 | 29.54 | 74 | 14 | 125 |
| 20 Nov | 4775.80 | 170.3 | 0.00 | 28.97 | 77 | 13 | 111 |
| 19 Nov | 4775.80 | 170.3 | -20.50 | 28.97 | 77 | 13 | 111 |
| 18 Nov | 4733.00 | 190.8 | -88.20 | 29.43 | 150 | 29 | 99 |
| 14 Nov | 4604.00 | 279 | -46.00 | 32.56 | 5 | 2 | 69 |
| 13 Nov | 4519.60 | 325 | 115.95 | 31.01 | 54 | 15 | 67 |
| 12 Nov | 4724.20 | 209.05 | 17.05 | 29.47 | 12 | 3 | 52 |
| 11 Nov | 4757.50 | 192 | 2.15 | 29.55 | 23 | -1 | 48 |
| 8 Nov | 4768.90 | 189.85 | 5.90 | 29.47 | 22 | 11 | 45 |
| 7 Nov | 4816.00 | 183.95 | 7.65 | 31.46 | 38 | 21 | 34 |
| 6 Nov | 4892.80 | 176.3 | -56.65 | 34.12 | 17 | 11 | 17 |
| 5 Nov | 4820.70 | 232.95 | -44.20 | 38.06 | 3 | -1 | 5 |
| 4 Nov | 4806.05 | 277.15 | 157.15 | 43.66 | 4 | 3 | 6 |
| 1 Nov | 5020.50 | 120 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 4989.55 | 120 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 4909.30 | 120 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 4787.45 | 120 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 4927.80 | 120 | 0.00 | - | 0 | 1 | 0 |
| 25 Oct | 4973.30 | 120 | 53.00 | - | 1 | 0 | 2 |
| 24 Oct | 5113.60 | 67 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 5175.80 | 67 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 5242.25 | 67 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 5216.20 | 67 | 0.00 | - | 0 | 2 | 0 |
| 17 Oct | 5217.45 | 67 | 52.05 | - | 3 | 2 | 2 |
| 1 Oct | 5750.10 | 14.95 | 14.95 | - | 0 | 0 | 0 |
| 30 Sept | 5712.40 | 0 | - | 0 | 0 | 0 | |
For Hero Motocorp Limited - strike price 4800 expiring on 26DEC2024
Delta for 4800 PE is -0.58
Historical price for 4800 PE is as follows
On 3 Dec HEROMOTOCO was trading at 4697.00. The strike last trading price was 167.6, which was 33.60 higher than the previous day. The implied volatity was 26.86, the open interest changed by 80 which increased total open position to 1600
On 2 Dec HEROMOTOCO was trading at 4748.45. The strike last trading price was 134, which was -5.25 lower than the previous day. The implied volatity was 25.26, the open interest changed by 231 which increased total open position to 1522
On 29 Nov HEROMOTOCO was trading at 4761.70. The strike last trading price was 139.25, which was -14.75 lower than the previous day. The implied volatity was 26.98, the open interest changed by 402 which increased total open position to 1311
On 28 Nov HEROMOTOCO was trading at 4783.50. The strike last trading price was 154, which was 55.35 higher than the previous day. The implied volatity was 30.51, the open interest changed by 300 which increased total open position to 912
On 27 Nov HEROMOTOCO was trading at 4871.25. The strike last trading price was 98.65, which was -24.80 lower than the previous day. The implied volatity was 27.24, the open interest changed by 178 which increased total open position to 612
On 26 Nov HEROMOTOCO was trading at 4838.70. The strike last trading price was 123.45, which was 16.45 higher than the previous day. The implied volatity was 28.62, the open interest changed by 100 which increased total open position to 433
On 25 Nov HEROMOTOCO was trading at 4858.30. The strike last trading price was 107, which was -41.80 lower than the previous day. The implied volatity was 27.65, the open interest changed by 207 which increased total open position to 332
On 22 Nov HEROMOTOCO was trading at 4794.10. The strike last trading price was 148.8, which was -19.00 lower than the previous day. The implied volatity was 28.33, the open interest changed by 62 which increased total open position to 187
On 21 Nov HEROMOTOCO was trading at 4767.85. The strike last trading price was 167.8, which was -2.50 lower than the previous day. The implied volatity was 29.54, the open interest changed by 14 which increased total open position to 125
On 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 170.3, which was 0.00 lower than the previous day. The implied volatity was 28.97, the open interest changed by 13 which increased total open position to 111
On 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 170.3, which was -20.50 lower than the previous day. The implied volatity was 28.97, the open interest changed by 13 which increased total open position to 111
On 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 190.8, which was -88.20 lower than the previous day. The implied volatity was 29.43, the open interest changed by 29 which increased total open position to 99
On 14 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 279, which was -46.00 lower than the previous day. The implied volatity was 32.56, the open interest changed by 2 which increased total open position to 69
On 13 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 325, which was 115.95 higher than the previous day. The implied volatity was 31.01, the open interest changed by 15 which increased total open position to 67
On 12 Nov HEROMOTOCO was trading at 4724.20. The strike last trading price was 209.05, which was 17.05 higher than the previous day. The implied volatity was 29.47, the open interest changed by 3 which increased total open position to 52
On 11 Nov HEROMOTOCO was trading at 4757.50. The strike last trading price was 192, which was 2.15 higher than the previous day. The implied volatity was 29.55, the open interest changed by -1 which decreased total open position to 48
On 8 Nov HEROMOTOCO was trading at 4768.90. The strike last trading price was 189.85, which was 5.90 higher than the previous day. The implied volatity was 29.47, the open interest changed by 11 which increased total open position to 45
On 7 Nov HEROMOTOCO was trading at 4816.00. The strike last trading price was 183.95, which was 7.65 higher than the previous day. The implied volatity was 31.46, the open interest changed by 21 which increased total open position to 34
On 6 Nov HEROMOTOCO was trading at 4892.80. The strike last trading price was 176.3, which was -56.65 lower than the previous day. The implied volatity was 34.12, the open interest changed by 11 which increased total open position to 17
On 5 Nov HEROMOTOCO was trading at 4820.70. The strike last trading price was 232.95, which was -44.20 lower than the previous day. The implied volatity was 38.06, the open interest changed by -1 which decreased total open position to 5
On 4 Nov HEROMOTOCO was trading at 4806.05. The strike last trading price was 277.15, which was 157.15 higher than the previous day. The implied volatity was 43.66, the open interest changed by 3 which increased total open position to 6
On 1 Nov HEROMOTOCO was trading at 5020.50. The strike last trading price was 120, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 120, 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 120, 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 120, 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 120, 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 120, which was 53.00 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 67, 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 67, 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 67, 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 67, 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 67, which was 52.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct HEROMOTOCO was trading at 5750.10. The strike last trading price was 14.95, which was 14.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept HEROMOTOCO was trading at 5712.40. 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
