HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
21 Nov 2024 04:11 PM IST
| HEROMOTOCO 28NOV2024 4900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.23
Vega: 2.00
Theta: -3.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4767.85 | 21.25 | -5.75 | 24.58 | 6,863 | -31 | 2,453 | |||
| 20 Nov | 4775.80 | 27 | 0.00 | 24.40 | 9,997 | -592 | 2,483 | |||
| 19 Nov | 4775.80 | 27 | 1.95 | 24.40 | 9,997 | -593 | 2,483 | |||
| 18 Nov | 4733.00 | 25.05 | -9.45 | 25.44 | 29,044 | 854 | 3,091 | |||
| 14 Nov | 4604.00 | 34.5 | 11.50 | 33.91 | 5,525 | 314 | 2,181 | |||
| 13 Nov | 4519.60 | 23 | -35.00 | 34.27 | 3,728 | 46 | 1,865 | |||
| 12 Nov | 4724.20 | 58 | -16.80 | 31.03 | 1,800 | 216 | 1,821 | |||
| 11 Nov | 4757.50 | 74.8 | -16.20 | 31.02 | 1,618 | 205 | 1,614 | |||
| 8 Nov | 4768.90 | 91 | -24.15 | 30.95 | 1,556 | 62 | 1,410 | |||
| 7 Nov | 4816.00 | 115.15 | -37.85 | 30.99 | 2,133 | 142 | 1,350 | |||
| 6 Nov | 4892.80 | 153 | 12.50 | 31.05 | 4,372 | 20 | 1,217 | |||
| 5 Nov | 4820.70 | 140.5 | -12.40 | 34.19 | 4,054 | 214 | 1,206 | |||
| 4 Nov | 4806.05 | 152.9 | -119.60 | 36.74 | 4,570 | 721 | 986 | |||
| 1 Nov | 5020.50 | 272.5 | 7.50 | 34.19 | 49 | 1 | 266 | |||
| 31 Oct | 4989.55 | 265 | 45.50 | - | 1,578 | -220 | 265 | |||
| 30 Oct | 4909.30 | 219.5 | 53.00 | - | 1,616 | 262 | 494 | |||
| 29 Oct | 4787.45 | 166.5 | -64.60 | - | 585 | 169 | 233 | |||
| 28 Oct | 4927.80 | 231.1 | -42.75 | - | 123 | 51 | 62 | |||
| 25 Oct | 4973.30 | 273.85 | -948.15 | - | 19 | 11 | 11 | |||
| 24 Oct | 5113.60 | 1222 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 5145.70 | 1222 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 5175.80 | 1222 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 5242.25 | 1222 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 5216.20 | 1222 | 0.00 | - | 0 | 0 | 0 | |||
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| 17 Oct | 5217.45 | 1222 | - | 0 | 0 | 0 | ||||
For Hero Motocorp Limited - strike price 4900 expiring on 28NOV2024
Delta for 4900 CE is 0.23
Historical price for 4900 CE is as follows
On 21 Nov HEROMOTOCO was trading at 4767.85. The strike last trading price was 21.25, which was -5.75 lower than the previous day. The implied volatity was 24.58, the open interest changed by -31 which decreased total open position to 2453
On 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 27, which was 0.00 lower than the previous day. The implied volatity was 24.40, the open interest changed by -592 which decreased total open position to 2483
On 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 27, which was 1.95 higher than the previous day. The implied volatity was 24.40, the open interest changed by -593 which decreased total open position to 2483
On 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 25.05, which was -9.45 lower than the previous day. The implied volatity was 25.44, the open interest changed by 854 which increased total open position to 3091
On 14 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 34.5, which was 11.50 higher than the previous day. The implied volatity was 33.91, the open interest changed by 314 which increased total open position to 2181
On 13 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 23, which was -35.00 lower than the previous day. The implied volatity was 34.27, the open interest changed by 46 which increased total open position to 1865
On 12 Nov HEROMOTOCO was trading at 4724.20. The strike last trading price was 58, which was -16.80 lower than the previous day. The implied volatity was 31.03, the open interest changed by 216 which increased total open position to 1821
On 11 Nov HEROMOTOCO was trading at 4757.50. The strike last trading price was 74.8, which was -16.20 lower than the previous day. The implied volatity was 31.02, the open interest changed by 205 which increased total open position to 1614
On 8 Nov HEROMOTOCO was trading at 4768.90. The strike last trading price was 91, which was -24.15 lower than the previous day. The implied volatity was 30.95, the open interest changed by 62 which increased total open position to 1410
On 7 Nov HEROMOTOCO was trading at 4816.00. The strike last trading price was 115.15, which was -37.85 lower than the previous day. The implied volatity was 30.99, the open interest changed by 142 which increased total open position to 1350
On 6 Nov HEROMOTOCO was trading at 4892.80. The strike last trading price was 153, which was 12.50 higher than the previous day. The implied volatity was 31.05, the open interest changed by 20 which increased total open position to 1217
On 5 Nov HEROMOTOCO was trading at 4820.70. The strike last trading price was 140.5, which was -12.40 lower than the previous day. The implied volatity was 34.19, the open interest changed by 214 which increased total open position to 1206
On 4 Nov HEROMOTOCO was trading at 4806.05. The strike last trading price was 152.9, which was -119.60 lower than the previous day. The implied volatity was 36.74, the open interest changed by 721 which increased total open position to 986
On 1 Nov HEROMOTOCO was trading at 5020.50. The strike last trading price was 272.5, which was 7.50 higher than the previous day. The implied volatity was 34.19, the open interest changed by 1 which increased total open position to 266
On 31 Oct HEROMOTOCO was trading at 4989.55. The strike last trading price was 265, which was 45.50 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 219.5, 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 29 Oct HEROMOTOCO was trading at 4787.45. The strike last trading price was 166.5, which was -64.60 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 231.1, which was -42.75 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 273.85, which was -948.15 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 1222, 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 1222, 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 1222, 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 1222, 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 1222, 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 1222, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HEROMOTOCO 28NOV2024 4900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.70
Vega: 2.29
Theta: -4.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4767.85 | 165.65 | -3.30 | 33.72 | 583 | 16 | 430 |
| 20 Nov | 4775.80 | 168.95 | 0.00 | 30.40 | 1,215 | 43 | 416 |
| 19 Nov | 4775.80 | 168.95 | -28.35 | 30.40 | 1,215 | 45 | 416 |
| 18 Nov | 4733.00 | 197.3 | -110.55 | 30.98 | 2,363 | -110 | 370 |
| 14 Nov | 4604.00 | 307.85 | -73.45 | 35.72 | 92 | -28 | 482 |
| 13 Nov | 4519.60 | 381.3 | 129.30 | 35.91 | 242 | -64 | 510 |
| 12 Nov | 4724.20 | 252 | 27.00 | 38.44 | 156 | -11 | 584 |
| 11 Nov | 4757.50 | 225 | 4.40 | 36.94 | 116 | -2 | 595 |
| 8 Nov | 4768.90 | 220.6 | 23.10 | 35.45 | 298 | -74 | 596 |
| 7 Nov | 4816.00 | 197.5 | 43.90 | 35.69 | 718 | 3 | 670 |
| 6 Nov | 4892.80 | 153.6 | -59.70 | 33.16 | 1,320 | 11 | 673 |
| 5 Nov | 4820.70 | 213.3 | -20.25 | 38.26 | 809 | 57 | 662 |
| 4 Nov | 4806.05 | 233.55 | 93.55 | 40.77 | 3,596 | 171 | 607 |
| 1 Nov | 5020.50 | 140 | -10.85 | 39.20 | 28 | 0 | 438 |
| 31 Oct | 4989.55 | 150.85 | -28.15 | - | 1,475 | 112 | 439 |
| 30 Oct | 4909.30 | 179 | -60.35 | - | 494 | 177 | 327 |
| 29 Oct | 4787.45 | 239.35 | 51.35 | - | 445 | 29 | 150 |
| 28 Oct | 4927.80 | 188 | 21.90 | - | 261 | 74 | 121 |
| 25 Oct | 4973.30 | 166.1 | 156.90 | - | 179 | 47 | 47 |
| 24 Oct | 5113.60 | 9.2 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 5145.70 | 9.2 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 5175.80 | 9.2 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 5242.25 | 9.2 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 5216.20 | 9.2 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 5217.45 | 9.2 | - | 0 | 0 | 0 | |
For Hero Motocorp Limited - strike price 4900 expiring on 28NOV2024
Delta for 4900 PE is -0.70
Historical price for 4900 PE is as follows
On 21 Nov HEROMOTOCO was trading at 4767.85. The strike last trading price was 165.65, which was -3.30 lower than the previous day. The implied volatity was 33.72, the open interest changed by 16 which increased total open position to 430
On 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 168.95, which was 0.00 lower than the previous day. The implied volatity was 30.40, the open interest changed by 43 which increased total open position to 416
On 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 168.95, which was -28.35 lower than the previous day. The implied volatity was 30.40, the open interest changed by 45 which increased total open position to 416
On 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 197.3, which was -110.55 lower than the previous day. The implied volatity was 30.98, the open interest changed by -110 which decreased total open position to 370
On 14 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 307.85, which was -73.45 lower than the previous day. The implied volatity was 35.72, the open interest changed by -28 which decreased total open position to 482
On 13 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 381.3, which was 129.30 higher than the previous day. The implied volatity was 35.91, the open interest changed by -64 which decreased total open position to 510
On 12 Nov HEROMOTOCO was trading at 4724.20. The strike last trading price was 252, which was 27.00 higher than the previous day. The implied volatity was 38.44, the open interest changed by -11 which decreased total open position to 584
On 11 Nov HEROMOTOCO was trading at 4757.50. The strike last trading price was 225, which was 4.40 higher than the previous day. The implied volatity was 36.94, the open interest changed by -2 which decreased total open position to 595
On 8 Nov HEROMOTOCO was trading at 4768.90. The strike last trading price was 220.6, which was 23.10 higher than the previous day. The implied volatity was 35.45, the open interest changed by -74 which decreased total open position to 596
On 7 Nov HEROMOTOCO was trading at 4816.00. The strike last trading price was 197.5, which was 43.90 higher than the previous day. The implied volatity was 35.69, the open interest changed by 3 which increased total open position to 670
On 6 Nov HEROMOTOCO was trading at 4892.80. The strike last trading price was 153.6, which was -59.70 lower than the previous day. The implied volatity was 33.16, the open interest changed by 11 which increased total open position to 673
On 5 Nov HEROMOTOCO was trading at 4820.70. The strike last trading price was 213.3, which was -20.25 lower than the previous day. The implied volatity was 38.26, the open interest changed by 57 which increased total open position to 662
On 4 Nov HEROMOTOCO was trading at 4806.05. The strike last trading price was 233.55, which was 93.55 higher than the previous day. The implied volatity was 40.77, the open interest changed by 171 which increased total open position to 607
On 1 Nov HEROMOTOCO was trading at 5020.50. The strike last trading price was 140, which was -10.85 lower than the previous day. The implied volatity was 39.20, the open interest changed by 0 which decreased total open position to 438
On 31 Oct HEROMOTOCO was trading at 4989.55. The strike last trading price was 150.85, which was -28.15 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 179, which was -60.35 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 239.35, which was 51.35 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 188, which was 21.90 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 166.1, which was 156.90 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 9.2, 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 9.2, 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 9.2, 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 9.2, 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 9.2, 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 9.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
