HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
21 Nov 2024 04:11 PM IST
| HEROMOTOCO 28NOV2024 5000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 1.36
Theta: -2.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4767.85 | 11.4 | -3.20 | 28.37 | 7,206 | -20 | 4,248 | |||
| 20 Nov | 4775.80 | 14.6 | 0.00 | 27.21 | 15,218 | -996 | 4,274 | |||
| 19 Nov | 4775.80 | 14.6 | -0.40 | 27.21 | 15,218 | -990 | 4,274 | |||
| 18 Nov | 4733.00 | 15 | -8.00 | 28.57 | 30,986 | 1,071 | 5,238 | |||
| 14 Nov | 4604.00 | 23 | 7.75 | 35.67 | 11,847 | 896 | 4,166 | |||
| 13 Nov | 4519.60 | 15.25 | -20.80 | 35.91 | 7,186 | 392 | 3,293 | |||
| 12 Nov | 4724.20 | 36.05 | -13.10 | 31.53 | 1,765 | -39 | 2,898 | |||
| 11 Nov | 4757.50 | 49.15 | -13.40 | 31.74 | 2,991 | -78 | 2,936 | |||
| 8 Nov | 4768.90 | 62.55 | -16.95 | 31.63 | 2,322 | 575 | 2,958 | |||
| 7 Nov | 4816.00 | 79.5 | -30.50 | 31.17 | 2,088 | 177 | 2,383 | |||
| 6 Nov | 4892.80 | 110 | 6.50 | 31.26 | 3,648 | -215 | 2,205 | |||
| 5 Nov | 4820.70 | 103.5 | -13.50 | 34.50 | 5,083 | 7 | 2,417 | |||
| 4 Nov | 4806.05 | 117 | -100.05 | 37.27 | 9,606 | 1,572 | 2,436 | |||
| 1 Nov | 5020.50 | 217.05 | 9.05 | 34.49 | 605 | -81 | 868 | |||
| 31 Oct | 4989.55 | 208 | 40.00 | - | 6,924 | 26 | 946 | |||
| 30 Oct | 4909.30 | 168 | 38.20 | - | 2,783 | 209 | 930 | |||
| 29 Oct | 4787.45 | 129.8 | -53.25 | - | 1,478 | 458 | 718 | |||
| 28 Oct | 4927.80 | 183.05 | -29.35 | - | 528 | 158 | 259 | |||
| 25 Oct | 4973.30 | 212.4 | -77.60 | - | 231 | 96 | 101 | |||
| 24 Oct | 5113.60 | 290 | -60.00 | - | 3 | 2 | 5 | |||
| 23 Oct | 5145.70 | 350 | 7.65 | - | 1 | 0 | 3 | |||
| 22 Oct | 5175.80 | 342.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 21 Oct | 5242.25 | 342.35 | 17.55 | - | 3 | 0 | 3 | |||
| 18 Oct | 5216.20 | 324.8 | 0.00 | - | 0 | 3 | 0 | |||
| 17 Oct | 5217.45 | 324.8 | -268.00 | - | 3 | 2 | 2 | |||
| 16 Oct | 5398.20 | 592.8 | 592.80 | - | 0 | 0 | 0 | |||
| 18 Sept | 5964.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 5961.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 5779.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 5795.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 5803.15 | 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 5000 expiring on 28NOV2024
Delta for 5000 CE is 0.12
Historical price for 5000 CE is as follows
On 21 Nov HEROMOTOCO was trading at 4767.85. The strike last trading price was 11.4, which was -3.20 lower than the previous day. The implied volatity was 28.37, the open interest changed by -20 which decreased total open position to 4248
On 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 14.6, which was 0.00 lower than the previous day. The implied volatity was 27.21, the open interest changed by -996 which decreased total open position to 4274
On 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 14.6, which was -0.40 lower than the previous day. The implied volatity was 27.21, the open interest changed by -990 which decreased total open position to 4274
On 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 15, which was -8.00 lower than the previous day. The implied volatity was 28.57, the open interest changed by 1071 which increased total open position to 5238
On 14 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 23, which was 7.75 higher than the previous day. The implied volatity was 35.67, the open interest changed by 896 which increased total open position to 4166
On 13 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 15.25, which was -20.80 lower than the previous day. The implied volatity was 35.91, the open interest changed by 392 which increased total open position to 3293
On 12 Nov HEROMOTOCO was trading at 4724.20. The strike last trading price was 36.05, which was -13.10 lower than the previous day. The implied volatity was 31.53, the open interest changed by -39 which decreased total open position to 2898
On 11 Nov HEROMOTOCO was trading at 4757.50. The strike last trading price was 49.15, which was -13.40 lower than the previous day. The implied volatity was 31.74, the open interest changed by -78 which decreased total open position to 2936
On 8 Nov HEROMOTOCO was trading at 4768.90. The strike last trading price was 62.55, which was -16.95 lower than the previous day. The implied volatity was 31.63, the open interest changed by 575 which increased total open position to 2958
On 7 Nov HEROMOTOCO was trading at 4816.00. The strike last trading price was 79.5, which was -30.50 lower than the previous day. The implied volatity was 31.17, the open interest changed by 177 which increased total open position to 2383
On 6 Nov HEROMOTOCO was trading at 4892.80. The strike last trading price was 110, which was 6.50 higher than the previous day. The implied volatity was 31.26, the open interest changed by -215 which decreased total open position to 2205
On 5 Nov HEROMOTOCO was trading at 4820.70. The strike last trading price was 103.5, which was -13.50 lower than the previous day. The implied volatity was 34.50, the open interest changed by 7 which increased total open position to 2417
On 4 Nov HEROMOTOCO was trading at 4806.05. The strike last trading price was 117, which was -100.05 lower than the previous day. The implied volatity was 37.27, the open interest changed by 1572 which increased total open position to 2436
On 1 Nov HEROMOTOCO was trading at 5020.50. The strike last trading price was 217.05, which was 9.05 higher than the previous day. The implied volatity was 34.49, the open interest changed by -81 which decreased total open position to 868
On 31 Oct HEROMOTOCO was trading at 4989.55. The strike last trading price was 208, which was 40.00 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 168, which was 38.20 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 129.8, which was -53.25 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 183.05, which was -29.35 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 212.4, which was -77.60 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 290, which was -60.00 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 350, which was 7.65 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 342.35, 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 342.35, which was 17.55 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 324.8, 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 324.8, which was -268.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct HEROMOTOCO was trading at 5398.20. The strike last trading price was 592.8, which was 592.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept HEROMOTOCO was trading at 5964.75. 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 17 Sept HEROMOTOCO was trading at 5961.20. 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 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 12 Sept HEROMOTOCO was trading at 5803.15. 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 5000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 1.91
Theta: -4.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4767.85 | 255.45 | 2.45 | 40.15 | 172 | 19 | 631 |
| 20 Nov | 4775.80 | 253 | 0.00 | 33.41 | 444 | -57 | 613 |
| 19 Nov | 4775.80 | 253 | -32.00 | 33.41 | 444 | -56 | 613 |
| 18 Nov | 4733.00 | 285 | -117.00 | 34.70 | 633 | -42 | 669 |
| 14 Nov | 4604.00 | 402 | -64.10 | 40.57 | 136 | -41 | 710 |
| 13 Nov | 4519.60 | 466.1 | 136.95 | 33.62 | 178 | -73 | 752 |
| 12 Nov | 4724.20 | 329.15 | 31.15 | 39.97 | 188 | -49 | 824 |
| 11 Nov | 4757.50 | 298 | 8.00 | 38.15 | 81 | 31 | 875 |
| 8 Nov | 4768.90 | 290 | 34.05 | 36.16 | 62 | 1 | 845 |
| 7 Nov | 4816.00 | 255.95 | 47.00 | 34.93 | 238 | 17 | 854 |
| 6 Nov | 4892.80 | 208.95 | -68.05 | 33.17 | 646 | 10 | 838 |
| 5 Nov | 4820.70 | 277 | -25.00 | 39.02 | 316 | -14 | 828 |
| 4 Nov | 4806.05 | 302 | 119.20 | 42.50 | 2,604 | -209 | 845 |
| 1 Nov | 5020.50 | 182.8 | -12.15 | 39.04 | 248 | 63 | 1,055 |
| 31 Oct | 4989.55 | 194.95 | -35.05 | - | 2,092 | 439 | 1,007 |
| 30 Oct | 4909.30 | 230 | -65.00 | - | 411 | 101 | 567 |
| 29 Oct | 4787.45 | 295 | 63.00 | - | 442 | 105 | 467 |
| 28 Oct | 4927.80 | 232 | 24.75 | - | 258 | 91 | 362 |
| 25 Oct | 4973.30 | 207.25 | 77.25 | - | 394 | -6 | 271 |
| 24 Oct | 5113.60 | 130 | -1.00 | - | 160 | 63 | 277 |
| 23 Oct | 5145.70 | 131 | 20.00 | - | 67 | 17 | 213 |
| 22 Oct | 5175.80 | 111 | 9.00 | - | 73 | 17 | 196 |
| 21 Oct | 5242.25 | 102 | 25.30 | - | 230 | 69 | 179 |
| 18 Oct | 5216.20 | 76.7 | -17.85 | - | 103 | 49 | 110 |
| 17 Oct | 5217.45 | 94.55 | 46.55 | - | 158 | 56 | 61 |
| 16 Oct | 5398.20 | 48 | -80.40 | - | 5 | 3 | 3 |
| 18 Sept | 5964.75 | 128.4 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 5961.20 | 128.4 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 5779.45 | 128.4 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 5795.80 | 128.4 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 5803.15 | 128.4 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 5654.45 | 128.4 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 5669.70 | 128.4 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 5745.30 | 128.4 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 5743.75 | 128.4 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 5734.20 | 128.4 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 5683.75 | 128.4 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 5646.50 | 128.4 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 5578.20 | 128.4 | - | 0 | 0 | 0 | |
For Hero Motocorp Limited - strike price 5000 expiring on 28NOV2024
Delta for 5000 PE is -0.79
Historical price for 5000 PE is as follows
On 21 Nov HEROMOTOCO was trading at 4767.85. The strike last trading price was 255.45, which was 2.45 higher than the previous day. The implied volatity was 40.15, the open interest changed by 19 which increased total open position to 631
On 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 253, which was 0.00 lower than the previous day. The implied volatity was 33.41, the open interest changed by -57 which decreased total open position to 613
On 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 253, which was -32.00 lower than the previous day. The implied volatity was 33.41, the open interest changed by -56 which decreased total open position to 613
On 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 285, which was -117.00 lower than the previous day. The implied volatity was 34.70, the open interest changed by -42 which decreased total open position to 669
On 14 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 402, which was -64.10 lower than the previous day. The implied volatity was 40.57, the open interest changed by -41 which decreased total open position to 710
On 13 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 466.1, which was 136.95 higher than the previous day. The implied volatity was 33.62, the open interest changed by -73 which decreased total open position to 752
On 12 Nov HEROMOTOCO was trading at 4724.20. The strike last trading price was 329.15, which was 31.15 higher than the previous day. The implied volatity was 39.97, the open interest changed by -49 which decreased total open position to 824
On 11 Nov HEROMOTOCO was trading at 4757.50. The strike last trading price was 298, which was 8.00 higher than the previous day. The implied volatity was 38.15, the open interest changed by 31 which increased total open position to 875
On 8 Nov HEROMOTOCO was trading at 4768.90. The strike last trading price was 290, which was 34.05 higher than the previous day. The implied volatity was 36.16, the open interest changed by 1 which increased total open position to 845
On 7 Nov HEROMOTOCO was trading at 4816.00. The strike last trading price was 255.95, which was 47.00 higher than the previous day. The implied volatity was 34.93, the open interest changed by 17 which increased total open position to 854
On 6 Nov HEROMOTOCO was trading at 4892.80. The strike last trading price was 208.95, which was -68.05 lower than the previous day. The implied volatity was 33.17, the open interest changed by 10 which increased total open position to 838
On 5 Nov HEROMOTOCO was trading at 4820.70. The strike last trading price was 277, which was -25.00 lower than the previous day. The implied volatity was 39.02, the open interest changed by -14 which decreased total open position to 828
On 4 Nov HEROMOTOCO was trading at 4806.05. The strike last trading price was 302, which was 119.20 higher than the previous day. The implied volatity was 42.50, the open interest changed by -209 which decreased total open position to 845
On 1 Nov HEROMOTOCO was trading at 5020.50. The strike last trading price was 182.8, which was -12.15 lower than the previous day. The implied volatity was 39.04, the open interest changed by 63 which increased total open position to 1055
On 31 Oct HEROMOTOCO was trading at 4989.55. The strike last trading price was 194.95, which was -35.05 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 230, which was -65.00 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 295, which was 63.00 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 232, which was 24.75 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 207.25, which was 77.25 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 130, which was -1.00 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 131, which was 20.00 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 111, which was 9.00 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 102, which was 25.30 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 76.7, which was -17.85 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 94.55, which was 46.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct HEROMOTOCO was trading at 5398.20. The strike last trading price was 48, which was -80.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept HEROMOTOCO was trading at 5964.75. The strike last trading price was 128.4, 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 Sept HEROMOTOCO was trading at 5961.20. The strike last trading price was 128.4, 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 16 Sept HEROMOTOCO was trading at 5779.45. The strike last trading price was 128.4, 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 13 Sept HEROMOTOCO was trading at 5795.80. The strike last trading price was 128.4, 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 12 Sept HEROMOTOCO was trading at 5803.15. The strike last trading price was 128.4, 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 11 Sept HEROMOTOCO was trading at 5654.45. The strike last trading price was 128.4, 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 10 Sept HEROMOTOCO was trading at 5669.70. The strike last trading price was 128.4, 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 9 Sept HEROMOTOCO was trading at 5745.30. The strike last trading price was 128.4, 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 6 Sept HEROMOTOCO was trading at 5743.75. The strike last trading price was 128.4, 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 5 Sept HEROMOTOCO was trading at 5734.20. The strike last trading price was 128.4, 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 4 Sept HEROMOTOCO was trading at 5683.75. The strike last trading price was 128.4, 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 3 Sept HEROMOTOCO was trading at 5646.50. The strike last trading price was 128.4, 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 2 Sept HEROMOTOCO was trading at 5578.20. The strike last trading price was 128.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
