HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
21 Nov 2024 04:11 PM IST
| HEROMOTOCO 28NOV2024 5100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.87
Theta: -2.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4767.85 | 6.1 | -1.60 | 31.42 | 2,627 | 103 | 2,398 | |||
| 20 Nov | 4775.80 | 7.7 | 0.00 | 29.42 | 5,076 | -271 | 2,301 | |||
| 19 Nov | 4775.80 | 7.7 | -1.25 | 29.42 | 5,076 | -265 | 2,301 | |||
| 18 Nov | 4733.00 | 8.95 | -6.35 | 31.15 | 16,983 | 151 | 2,565 | |||
| 14 Nov | 4604.00 | 15.3 | 5.30 | 37.27 | 4,687 | 833 | 2,396 | |||
| 13 Nov | 4519.60 | 10 | -12.20 | 37.32 | 2,581 | -207 | 1,580 | |||
| 12 Nov | 4724.20 | 22.2 | -8.80 | 32.25 | 1,087 | -104 | 1,788 | |||
| 11 Nov | 4757.50 | 31 | -8.30 | 32.25 | 936 | 61 | 1,891 | |||
| 8 Nov | 4768.90 | 39.3 | -14.70 | 31.39 | 980 | 85 | 1,816 | |||
| 7 Nov | 4816.00 | 54 | -22.55 | 31.59 | 1,042 | 72 | 1,732 | |||
| 6 Nov | 4892.80 | 76.55 | 2.05 | 31.40 | 1,891 | -97 | 1,659 | |||
| 5 Nov | 4820.70 | 74.5 | -13.50 | 34.75 | 2,366 | 123 | 1,756 | |||
| 4 Nov | 4806.05 | 88 | -80.30 | 37.70 | 5,722 | 684 | 1,651 | |||
| 1 Nov | 5020.50 | 168.3 | 6.35 | 34.45 | 531 | 39 | 968 | |||
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| 31 Oct | 4989.55 | 161.95 | 38.35 | - | 3,791 | 528 | 931 | |||
| 30 Oct | 4909.30 | 123.6 | 27.80 | - | 879 | -38 | 407 | |||
| 29 Oct | 4787.45 | 95.8 | -46.75 | - | 769 | 183 | 444 | |||
| 28 Oct | 4927.80 | 142.55 | -17.75 | - | 386 | 83 | 254 | |||
| 25 Oct | 4973.30 | 160.3 | -79.70 | - | 306 | 111 | 171 | |||
| 24 Oct | 5113.60 | 240 | -5.00 | - | 55 | 15 | 60 | |||
| 23 Oct | 5145.70 | 245 | -34.40 | - | 14 | -2 | 44 | |||
| 22 Oct | 5175.80 | 279.4 | 0.00 | - | 0 | 46 | 0 | |||
| 21 Oct | 5242.25 | 279.4 | -756.35 | - | 61 | 46 | 46 | |||
| 18 Oct | 5216.20 | 1035.75 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 5217.45 | 1035.75 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 5398.20 | 1035.75 | - | 0 | 0 | 0 | ||||
For Hero Motocorp Limited - strike price 5100 expiring on 28NOV2024
Delta for 5100 CE is 0.07
Historical price for 5100 CE is as follows
On 21 Nov HEROMOTOCO was trading at 4767.85. The strike last trading price was 6.1, which was -1.60 lower than the previous day. The implied volatity was 31.42, the open interest changed by 103 which increased total open position to 2398
On 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 7.7, which was 0.00 lower than the previous day. The implied volatity was 29.42, the open interest changed by -271 which decreased total open position to 2301
On 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 7.7, which was -1.25 lower than the previous day. The implied volatity was 29.42, the open interest changed by -265 which decreased total open position to 2301
On 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 8.95, which was -6.35 lower than the previous day. The implied volatity was 31.15, the open interest changed by 151 which increased total open position to 2565
On 14 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 15.3, which was 5.30 higher than the previous day. The implied volatity was 37.27, the open interest changed by 833 which increased total open position to 2396
On 13 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 10, which was -12.20 lower than the previous day. The implied volatity was 37.32, the open interest changed by -207 which decreased total open position to 1580
On 12 Nov HEROMOTOCO was trading at 4724.20. The strike last trading price was 22.2, which was -8.80 lower than the previous day. The implied volatity was 32.25, the open interest changed by -104 which decreased total open position to 1788
On 11 Nov HEROMOTOCO was trading at 4757.50. The strike last trading price was 31, which was -8.30 lower than the previous day. The implied volatity was 32.25, the open interest changed by 61 which increased total open position to 1891
On 8 Nov HEROMOTOCO was trading at 4768.90. The strike last trading price was 39.3, which was -14.70 lower than the previous day. The implied volatity was 31.39, the open interest changed by 85 which increased total open position to 1816
On 7 Nov HEROMOTOCO was trading at 4816.00. The strike last trading price was 54, which was -22.55 lower than the previous day. The implied volatity was 31.59, the open interest changed by 72 which increased total open position to 1732
On 6 Nov HEROMOTOCO was trading at 4892.80. The strike last trading price was 76.55, which was 2.05 higher than the previous day. The implied volatity was 31.40, the open interest changed by -97 which decreased total open position to 1659
On 5 Nov HEROMOTOCO was trading at 4820.70. The strike last trading price was 74.5, which was -13.50 lower than the previous day. The implied volatity was 34.75, the open interest changed by 123 which increased total open position to 1756
On 4 Nov HEROMOTOCO was trading at 4806.05. The strike last trading price was 88, which was -80.30 lower than the previous day. The implied volatity was 37.70, the open interest changed by 684 which increased total open position to 1651
On 1 Nov HEROMOTOCO was trading at 5020.50. The strike last trading price was 168.3, which was 6.35 higher than the previous day. The implied volatity was 34.45, the open interest changed by 39 which increased total open position to 968
On 31 Oct HEROMOTOCO was trading at 4989.55. The strike last trading price was 161.95, which was 38.35 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 123.6, which was 27.80 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 95.8, which was -46.75 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 142.55, which was -17.75 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 160.3, which was -79.70 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 240, which was -5.00 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 245, which was -34.40 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 279.4, 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 279.4, which was -756.35 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 1035.75, 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 1035.75, 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 Oct HEROMOTOCO was trading at 5398.20. The strike last trading price was 1035.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HEROMOTOCO 28NOV2024 5100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 1.64
Theta: -4.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4767.85 | 351 | 20.95 | 47.39 | 22 | 1 | 420 |
| 20 Nov | 4775.80 | 330.05 | 0.00 | 24.98 | 97 | -33 | 419 |
| 19 Nov | 4775.80 | 330.05 | -2.95 | 24.98 | 97 | -33 | 419 |
| 18 Nov | 4733.00 | 333 | -172.00 | - | 78 | -21 | 452 |
| 14 Nov | 4604.00 | 505 | -87.75 | 48.55 | 16 | -8 | 475 |
| 13 Nov | 4519.60 | 592.75 | 214.80 | 53.78 | 32 | 2 | 486 |
| 12 Nov | 4724.20 | 377.95 | 10.95 | 26.59 | 10 | -6 | 485 |
| 11 Nov | 4757.50 | 367 | -5.00 | 35.71 | 13 | -9 | 491 |
| 8 Nov | 4768.90 | 372 | 38.70 | 38.33 | 15 | -3 | 500 |
| 7 Nov | 4816.00 | 333.3 | 58.65 | 36.68 | 41 | 3 | 502 |
| 6 Nov | 4892.80 | 274.65 | -74.50 | 33.42 | 146 | 29 | 499 |
| 5 Nov | 4820.70 | 349.15 | -22.80 | 40.08 | 140 | 83 | 470 |
| 4 Nov | 4806.05 | 371.95 | 138.10 | 43.20 | 678 | 167 | 386 |
| 1 Nov | 5020.50 | 233.85 | -18.45 | 39.04 | 36 | -8 | 220 |
| 31 Oct | 4989.55 | 252.3 | -35.80 | - | 208 | 23 | 228 |
| 30 Oct | 4909.30 | 288.1 | -73.90 | - | 118 | 60 | 205 |
| 29 Oct | 4787.45 | 362 | 70.35 | - | 90 | 28 | 144 |
| 28 Oct | 4927.80 | 291.65 | 10.10 | - | 65 | 35 | 111 |
| 25 Oct | 4973.30 | 281.55 | 107.50 | - | 105 | -27 | 76 |
| 24 Oct | 5113.60 | 174.05 | 30.05 | - | 45 | -4 | 101 |
| 23 Oct | 5145.70 | 144 | -14.65 | - | 50 | 15 | 104 |
| 22 Oct | 5175.80 | 158.65 | 21.05 | - | 46 | 22 | 90 |
| 21 Oct | 5242.25 | 137.6 | 26.20 | - | 105 | 53 | 68 |
| 18 Oct | 5216.20 | 111.4 | -7.10 | - | 31 | 13 | 14 |
| 17 Oct | 5217.45 | 118.5 | 98.05 | - | 1 | 0 | 0 |
| 16 Oct | 5398.20 | 20.45 | - | 0 | 0 | 0 | |
For Hero Motocorp Limited - strike price 5100 expiring on 28NOV2024
Delta for 5100 PE is -0.83
Historical price for 5100 PE is as follows
On 21 Nov HEROMOTOCO was trading at 4767.85. The strike last trading price was 351, which was 20.95 higher than the previous day. The implied volatity was 47.39, the open interest changed by 1 which increased total open position to 420
On 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 330.05, which was 0.00 lower than the previous day. The implied volatity was 24.98, the open interest changed by -33 which decreased total open position to 419
On 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 330.05, which was -2.95 lower than the previous day. The implied volatity was 24.98, the open interest changed by -33 which decreased total open position to 419
On 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 333, which was -172.00 lower than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 452
On 14 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 505, which was -87.75 lower than the previous day. The implied volatity was 48.55, the open interest changed by -8 which decreased total open position to 475
On 13 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 592.75, which was 214.80 higher than the previous day. The implied volatity was 53.78, the open interest changed by 2 which increased total open position to 486
On 12 Nov HEROMOTOCO was trading at 4724.20. The strike last trading price was 377.95, which was 10.95 higher than the previous day. The implied volatity was 26.59, the open interest changed by -6 which decreased total open position to 485
On 11 Nov HEROMOTOCO was trading at 4757.50. The strike last trading price was 367, which was -5.00 lower than the previous day. The implied volatity was 35.71, the open interest changed by -9 which decreased total open position to 491
On 8 Nov HEROMOTOCO was trading at 4768.90. The strike last trading price was 372, which was 38.70 higher than the previous day. The implied volatity was 38.33, the open interest changed by -3 which decreased total open position to 500
On 7 Nov HEROMOTOCO was trading at 4816.00. The strike last trading price was 333.3, which was 58.65 higher than the previous day. The implied volatity was 36.68, the open interest changed by 3 which increased total open position to 502
On 6 Nov HEROMOTOCO was trading at 4892.80. The strike last trading price was 274.65, which was -74.50 lower than the previous day. The implied volatity was 33.42, the open interest changed by 29 which increased total open position to 499
On 5 Nov HEROMOTOCO was trading at 4820.70. The strike last trading price was 349.15, which was -22.80 lower than the previous day. The implied volatity was 40.08, the open interest changed by 83 which increased total open position to 470
On 4 Nov HEROMOTOCO was trading at 4806.05. The strike last trading price was 371.95, which was 138.10 higher than the previous day. The implied volatity was 43.20, the open interest changed by 167 which increased total open position to 386
On 1 Nov HEROMOTOCO was trading at 5020.50. The strike last trading price was 233.85, which was -18.45 lower than the previous day. The implied volatity was 39.04, the open interest changed by -8 which decreased total open position to 220
On 31 Oct HEROMOTOCO was trading at 4989.55. The strike last trading price was 252.3, which was -35.80 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 288.1, which was -73.90 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 362, which was 70.35 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 291.65, which was 10.10 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 281.55, which was 107.50 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 174.05, which was 30.05 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 144, which was -14.65 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 158.65, which was 21.05 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 137.6, which was 26.20 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 111.4, which was -7.10 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 118.5, which was 98.05 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 20.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
