HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
20 Dec 2024 04:11 PM IST
| HEROMOTOCO 26DEC2024 4900 CE | ||||||||||
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Delta: 0.02
Vega: 0.26
Theta: -1.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4339.95 | 1.75 | -1.55 | 44.82 | 2,462 | -397 | 3,014 | |||
| 19 Dec | 4406.95 | 3.3 | -0.60 | 40.23 | 2,618 | -88 | 3,412 | |||
| 18 Dec | 4389.45 | 3.9 | -1.10 | 40.67 | 2,459 | 4 | 3,501 | |||
| 17 Dec | 4415.10 | 5 | -3.20 | 38.86 | 3,650 | 314 | 3,499 | |||
| 16 Dec | 4539.00 | 8.2 | -2.75 | 30.98 | 2,281 | 60 | 3,184 | |||
| 13 Dec | 4575.45 | 10.95 | -3.20 | 26.65 | 2,853 | -379 | 3,123 | |||
| 12 Dec | 4556.75 | 14.15 | -10.10 | 28.81 | 3,187 | 314 | 3,506 | |||
| 11 Dec | 4650.45 | 24.25 | 4.20 | 25.75 | 3,724 | -111 | 3,206 | |||
| 10 Dec | 4588.30 | 20.05 | -2.35 | 26.94 | 2,462 | 105 | 3,314 | |||
| 9 Dec | 4595.95 | 22.4 | -10.95 | 26.97 | 4,776 | -403 | 3,208 | |||
| 6 Dec | 4629.60 | 33.35 | -3.85 | 25.73 | 4,806 | 736 | 3,611 | |||
| 5 Dec | 4644.35 | 37.2 | -1.15 | 25.87 | 3,547 | 134 | 2,870 | |||
| 4 Dec | 4635.85 | 38.35 | -15.45 | 25.71 | 3,949 | 599 | 2,740 | |||
| 3 Dec | 4697.00 | 53.8 | -20.05 | 25.32 | 3,065 | 494 | 2,139 | |||
| 2 Dec | 4748.45 | 73.85 | -14.15 | 25.45 | 2,657 | -84 | 1,649 | |||
| 29 Nov | 4761.70 | 88 | -19.75 | 25.19 | 3,106 | 286 | 1,738 | |||
| 28 Nov | 4783.50 | 107.75 | -40.25 | 27.53 | 4,739 | 712 | 1,451 | |||
| 27 Nov | 4871.25 | 148 | 16.85 | 25.96 | 2,801 | 128 | 741 | |||
| 26 Nov | 4838.70 | 131.15 | -21.50 | 26.01 | 984 | 200 | 621 | |||
| 25 Nov | 4858.30 | 152.65 | 31.65 | 26.30 | 2,210 | 347 | 431 | |||
| 22 Nov | 4794.10 | 121 | 12.00 | 25.89 | 121 | 30 | 114 | |||
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| 21 Nov | 4767.85 | 109 | -6.00 | 25.01 | 76 | 38 | 83 | |||
| 20 Nov | 4775.80 | 115 | 0.00 | 25.52 | 69 | 16 | 44 | |||
| 19 Nov | 4775.80 | 115 | 8.00 | 25.52 | 69 | 15 | 44 | |||
| 18 Nov | 4733.00 | 107 | 10.05 | 26.03 | 40 | 23 | 28 | |||
| 14 Nov | 4604.00 | 96.95 | -214.25 | 29.82 | 5 | 4 | 4 | |||
| 13 Nov | 4519.60 | 311.2 | 0.00 | 5.07 | 0 | 0 | 0 | |||
| 12 Nov | 4724.20 | 311.2 | 0.00 | 2.08 | 0 | 0 | 0 | |||
| 11 Nov | 4757.50 | 311.2 | 0.00 | 1.43 | 0 | 0 | 0 | |||
| 8 Nov | 4768.90 | 311.2 | 0.00 | 1.12 | 0 | 0 | 0 | |||
| 7 Nov | 4816.00 | 311.2 | 0.00 | 0.39 | 0 | 0 | 0 | |||
| 6 Nov | 4892.80 | 311.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 4820.70 | 311.2 | 0.00 | 0.28 | 0 | 0 | 0 | |||
| 4 Nov | 4806.05 | 311.2 | 311.20 | 0.35 | 0 | 0 | 0 | |||
| 1 Nov | 5020.50 | 0 | - | 0 | 0 | 0 | ||||
For Hero Motocorp Limited - strike price 4900 expiring on 26DEC2024
Delta for 4900 CE is 0.02
Historical price for 4900 CE is as follows
On 20 Dec HEROMOTOCO was trading at 4339.95. The strike last trading price was 1.75, which was -1.55 lower than the previous day. The implied volatity was 44.82, the open interest changed by -397 which decreased total open position to 3014
On 19 Dec HEROMOTOCO was trading at 4406.95. The strike last trading price was 3.3, which was -0.60 lower than the previous day. The implied volatity was 40.23, the open interest changed by -88 which decreased total open position to 3412
On 18 Dec HEROMOTOCO was trading at 4389.45. The strike last trading price was 3.9, which was -1.10 lower than the previous day. The implied volatity was 40.67, the open interest changed by 4 which increased total open position to 3501
On 17 Dec HEROMOTOCO was trading at 4415.10. The strike last trading price was 5, which was -3.20 lower than the previous day. The implied volatity was 38.86, the open interest changed by 314 which increased total open position to 3499
On 16 Dec HEROMOTOCO was trading at 4539.00. The strike last trading price was 8.2, which was -2.75 lower than the previous day. The implied volatity was 30.98, the open interest changed by 60 which increased total open position to 3184
On 13 Dec HEROMOTOCO was trading at 4575.45. The strike last trading price was 10.95, which was -3.20 lower than the previous day. The implied volatity was 26.65, the open interest changed by -379 which decreased total open position to 3123
On 12 Dec HEROMOTOCO was trading at 4556.75. The strike last trading price was 14.15, which was -10.10 lower than the previous day. The implied volatity was 28.81, the open interest changed by 314 which increased total open position to 3506
On 11 Dec HEROMOTOCO was trading at 4650.45. The strike last trading price was 24.25, which was 4.20 higher than the previous day. The implied volatity was 25.75, the open interest changed by -111 which decreased total open position to 3206
On 10 Dec HEROMOTOCO was trading at 4588.30. The strike last trading price was 20.05, which was -2.35 lower than the previous day. The implied volatity was 26.94, the open interest changed by 105 which increased total open position to 3314
On 9 Dec HEROMOTOCO was trading at 4595.95. The strike last trading price was 22.4, which was -10.95 lower than the previous day. The implied volatity was 26.97, the open interest changed by -403 which decreased total open position to 3208
On 6 Dec HEROMOTOCO was trading at 4629.60. The strike last trading price was 33.35, which was -3.85 lower than the previous day. The implied volatity was 25.73, the open interest changed by 736 which increased total open position to 3611
On 5 Dec HEROMOTOCO was trading at 4644.35. The strike last trading price was 37.2, which was -1.15 lower than the previous day. The implied volatity was 25.87, the open interest changed by 134 which increased total open position to 2870
On 4 Dec HEROMOTOCO was trading at 4635.85. The strike last trading price was 38.35, which was -15.45 lower than the previous day. The implied volatity was 25.71, the open interest changed by 599 which increased total open position to 2740
On 3 Dec HEROMOTOCO was trading at 4697.00. The strike last trading price was 53.8, which was -20.05 lower than the previous day. The implied volatity was 25.32, the open interest changed by 494 which increased total open position to 2139
On 2 Dec HEROMOTOCO was trading at 4748.45. The strike last trading price was 73.85, which was -14.15 lower than the previous day. The implied volatity was 25.45, the open interest changed by -84 which decreased total open position to 1649
On 29 Nov HEROMOTOCO was trading at 4761.70. The strike last trading price was 88, which was -19.75 lower than the previous day. The implied volatity was 25.19, the open interest changed by 286 which increased total open position to 1738
On 28 Nov HEROMOTOCO was trading at 4783.50. The strike last trading price was 107.75, which was -40.25 lower than the previous day. The implied volatity was 27.53, the open interest changed by 712 which increased total open position to 1451
On 27 Nov HEROMOTOCO was trading at 4871.25. The strike last trading price was 148, which was 16.85 higher than the previous day. The implied volatity was 25.96, the open interest changed by 128 which increased total open position to 741
On 26 Nov HEROMOTOCO was trading at 4838.70. The strike last trading price was 131.15, which was -21.50 lower than the previous day. The implied volatity was 26.01, the open interest changed by 200 which increased total open position to 621
On 25 Nov HEROMOTOCO was trading at 4858.30. The strike last trading price was 152.65, which was 31.65 higher than the previous day. The implied volatity was 26.30, the open interest changed by 347 which increased total open position to 431
On 22 Nov HEROMOTOCO was trading at 4794.10. The strike last trading price was 121, which was 12.00 higher than the previous day. The implied volatity was 25.89, the open interest changed by 30 which increased total open position to 114
On 21 Nov HEROMOTOCO was trading at 4767.85. The strike last trading price was 109, which was -6.00 lower than the previous day. The implied volatity was 25.01, the open interest changed by 38 which increased total open position to 83
On 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 115, which was 0.00 lower than the previous day. The implied volatity was 25.52, the open interest changed by 16 which increased total open position to 44
On 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 115, which was 8.00 higher than the previous day. The implied volatity was 25.52, the open interest changed by 15 which increased total open position to 44
On 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 107, which was 10.05 higher than the previous day. The implied volatity was 26.03, the open interest changed by 23 which increased total open position to 28
On 14 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 96.95, which was -214.25 lower than the previous day. The implied volatity was 29.82, the open interest changed by 4 which increased total open position to 4
On 13 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 311.2, which was 0.00 lower than the previous day. The implied volatity was 5.07, 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 311.2, which was 0.00 lower than the previous day. The implied volatity was 2.08, 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 311.2, which was 0.00 lower than the previous day. The implied volatity was 1.43, 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 311.2, which was 0.00 lower than the previous day. The implied volatity was 1.12, 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 311.2, which was 0.00 lower than the previous day. The implied volatity was 0.39, 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 311.2, 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 311.2, which was 0.00 lower than the previous day. The implied volatity was 0.28, 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 311.2, which was 311.20 higher than the previous day. The implied volatity was 0.35, 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 4900 PE | |||||||
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Delta: -0.99
Vega: 0.18
Theta: 0.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4339.95 | 555 | 80.00 | 41.43 | 13 | -6 | 680 |
| 19 Dec | 4406.95 | 475 | -15.45 | - | 16 | -7 | 687 |
| 18 Dec | 4389.45 | 490.45 | 25.45 | - | 42 | -15 | 695 |
| 17 Dec | 4415.10 | 465 | 102.35 | - | 42 | -5 | 710 |
| 16 Dec | 4539.00 | 362.65 | 42.65 | 36.95 | 4 | -2 | 715 |
| 13 Dec | 4575.45 | 320 | -20.15 | 27.49 | 25 | -2 | 716 |
| 12 Dec | 4556.75 | 340.15 | 77.45 | 28.67 | 14 | -2 | 718 |
| 11 Dec | 4650.45 | 262.7 | -44.45 | 29.69 | 20 | -7 | 720 |
| 10 Dec | 4588.30 | 307.15 | 2.20 | 29.27 | 38 | -6 | 727 |
| 9 Dec | 4595.95 | 304.95 | 33.65 | 28.30 | 31 | -5 | 733 |
| 6 Dec | 4629.60 | 271.3 | 2.00 | 26.89 | 42 | -6 | 739 |
| 5 Dec | 4644.35 | 269.3 | -10.30 | 27.03 | 63 | 5 | 745 |
| 4 Dec | 4635.85 | 279.6 | 44.80 | 28.97 | 120 | -13 | 739 |
| 3 Dec | 4697.00 | 234.8 | 39.35 | 27.21 | 221 | 6 | 753 |
| 2 Dec | 4748.45 | 195.45 | 0.20 | 25.60 | 515 | 18 | 748 |
| 29 Nov | 4761.70 | 195.25 | -9.10 | 26.86 | 663 | 0 | 732 |
| 28 Nov | 4783.50 | 204.35 | 62.80 | 29.66 | 1,421 | 363 | 732 |
| 27 Nov | 4871.25 | 141.55 | -29.45 | 26.93 | 479 | 117 | 366 |
| 26 Nov | 4838.70 | 171 | 19.00 | 28.38 | 292 | 47 | 248 |
| 25 Nov | 4858.30 | 152 | -49.85 | 27.59 | 477 | 192 | 201 |
| 22 Nov | 4794.10 | 201.85 | -18.15 | 28.36 | 35 | 19 | 28 |
| 21 Nov | 4767.85 | 220 | 0.00 | 0.00 | 0 | 5 | 0 |
| 20 Nov | 4775.80 | 220 | 0.00 | 28.20 | 9 | 5 | 8 |
| 19 Nov | 4775.80 | 220 | -13.55 | 28.20 | 9 | 4 | 8 |
| 18 Nov | 4733.00 | 233.55 | -105.75 | 26.93 | 4 | 2 | 3 |
| 14 Nov | 4604.00 | 339.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 4519.60 | 339.3 | 134.55 | 18.53 | 1 | 0 | 1 |
| 12 Nov | 4724.20 | 204.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 4757.50 | 204.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 4768.90 | 204.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 4816.00 | 204.75 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Nov | 4892.80 | 204.75 | 37.50 | 31.72 | 1 | 0 | 0 |
| 5 Nov | 4820.70 | 167.25 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 4806.05 | 167.25 | 167.25 | - | 0 | 0 | 0 |
| 1 Nov | 5020.50 | 0 | 2.97 | 0 | 0 | 0 | |
For Hero Motocorp Limited - strike price 4900 expiring on 26DEC2024
Delta for 4900 PE is -0.99
Historical price for 4900 PE is as follows
On 20 Dec HEROMOTOCO was trading at 4339.95. The strike last trading price was 555, which was 80.00 higher than the previous day. The implied volatity was 41.43, the open interest changed by -6 which decreased total open position to 680
On 19 Dec HEROMOTOCO was trading at 4406.95. The strike last trading price was 475, which was -15.45 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 687
On 18 Dec HEROMOTOCO was trading at 4389.45. The strike last trading price was 490.45, which was 25.45 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 695
On 17 Dec HEROMOTOCO was trading at 4415.10. The strike last trading price was 465, which was 102.35 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 710
On 16 Dec HEROMOTOCO was trading at 4539.00. The strike last trading price was 362.65, which was 42.65 higher than the previous day. The implied volatity was 36.95, the open interest changed by -2 which decreased total open position to 715
On 13 Dec HEROMOTOCO was trading at 4575.45. The strike last trading price was 320, which was -20.15 lower than the previous day. The implied volatity was 27.49, the open interest changed by -2 which decreased total open position to 716
On 12 Dec HEROMOTOCO was trading at 4556.75. The strike last trading price was 340.15, which was 77.45 higher than the previous day. The implied volatity was 28.67, the open interest changed by -2 which decreased total open position to 718
On 11 Dec HEROMOTOCO was trading at 4650.45. The strike last trading price was 262.7, which was -44.45 lower than the previous day. The implied volatity was 29.69, the open interest changed by -7 which decreased total open position to 720
On 10 Dec HEROMOTOCO was trading at 4588.30. The strike last trading price was 307.15, which was 2.20 higher than the previous day. The implied volatity was 29.27, the open interest changed by -6 which decreased total open position to 727
On 9 Dec HEROMOTOCO was trading at 4595.95. The strike last trading price was 304.95, which was 33.65 higher than the previous day. The implied volatity was 28.30, the open interest changed by -5 which decreased total open position to 733
On 6 Dec HEROMOTOCO was trading at 4629.60. The strike last trading price was 271.3, which was 2.00 higher than the previous day. The implied volatity was 26.89, the open interest changed by -6 which decreased total open position to 739
On 5 Dec HEROMOTOCO was trading at 4644.35. The strike last trading price was 269.3, which was -10.30 lower than the previous day. The implied volatity was 27.03, the open interest changed by 5 which increased total open position to 745
On 4 Dec HEROMOTOCO was trading at 4635.85. The strike last trading price was 279.6, which was 44.80 higher than the previous day. The implied volatity was 28.97, the open interest changed by -13 which decreased total open position to 739
On 3 Dec HEROMOTOCO was trading at 4697.00. The strike last trading price was 234.8, which was 39.35 higher than the previous day. The implied volatity was 27.21, the open interest changed by 6 which increased total open position to 753
On 2 Dec HEROMOTOCO was trading at 4748.45. The strike last trading price was 195.45, which was 0.20 higher than the previous day. The implied volatity was 25.60, the open interest changed by 18 which increased total open position to 748
On 29 Nov HEROMOTOCO was trading at 4761.70. The strike last trading price was 195.25, which was -9.10 lower than the previous day. The implied volatity was 26.86, the open interest changed by 0 which decreased total open position to 732
On 28 Nov HEROMOTOCO was trading at 4783.50. The strike last trading price was 204.35, which was 62.80 higher than the previous day. The implied volatity was 29.66, the open interest changed by 363 which increased total open position to 732
On 27 Nov HEROMOTOCO was trading at 4871.25. The strike last trading price was 141.55, which was -29.45 lower than the previous day. The implied volatity was 26.93, the open interest changed by 117 which increased total open position to 366
On 26 Nov HEROMOTOCO was trading at 4838.70. The strike last trading price was 171, which was 19.00 higher than the previous day. The implied volatity was 28.38, the open interest changed by 47 which increased total open position to 248
On 25 Nov HEROMOTOCO was trading at 4858.30. The strike last trading price was 152, which was -49.85 lower than the previous day. The implied volatity was 27.59, the open interest changed by 192 which increased total open position to 201
On 22 Nov HEROMOTOCO was trading at 4794.10. The strike last trading price was 201.85, which was -18.15 lower than the previous day. The implied volatity was 28.36, the open interest changed by 19 which increased total open position to 28
On 21 Nov HEROMOTOCO was trading at 4767.85. The strike last trading price was 220, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 220, which was 0.00 lower than the previous day. The implied volatity was 28.20, the open interest changed by 5 which increased total open position to 8
On 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 220, which was -13.55 lower than the previous day. The implied volatity was 28.20, the open interest changed by 4 which increased total open position to 8
On 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 233.55, which was -105.75 lower than the previous day. The implied volatity was 26.93, the open interest changed by 2 which increased total open position to 3
On 14 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 339.3, 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 13 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 339.3, which was 134.55 higher than the previous day. The implied volatity was 18.53, the open interest changed by 0 which decreased total open position to 1
On 12 Nov HEROMOTOCO was trading at 4724.20. The strike last trading price was 204.75, 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 11 Nov HEROMOTOCO was trading at 4757.50. The strike last trading price was 204.75, 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 8 Nov HEROMOTOCO was trading at 4768.90. The strike last trading price was 204.75, 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 7 Nov HEROMOTOCO was trading at 4816.00. The strike last trading price was 204.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Nov HEROMOTOCO was trading at 4892.80. The strike last trading price was 204.75, which was 37.50 higher than the previous day. The implied volatity was 31.72, 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 167.25, 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 4 Nov HEROMOTOCO was trading at 4806.05. The strike last trading price was 167.25, which was 167.25 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 2.97, the open interest changed by 0 which decreased total open position to 0
