HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
21 Nov 2024 04:11 PM IST
| HEROMOTOCO 28NOV2024 5500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.27
Theta: -0.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4767.85 | 1.75 | -0.15 | 46.95 | 707 | -177 | 1,778 | |||
| 20 Nov | 4775.80 | 1.9 | 0.00 | 42.02 | 1,049 | -125 | 1,955 | |||
| 19 Nov | 4775.80 | 1.9 | -0.35 | 42.02 | 1,049 | -125 | 1,955 | |||
| 18 Nov | 4733.00 | 2.25 | -1.25 | 42.51 | 2,561 | 261 | 2,079 | |||
| 14 Nov | 4604.00 | 3.5 | 0.10 | 43.61 | 1,287 | 58 | 1,826 | |||
| 13 Nov | 4519.60 | 3.4 | -1.50 | 45.88 | 1,135 | 48 | 1,787 | |||
| 12 Nov | 4724.20 | 4.9 | -1.60 | 38.46 | 464 | -46 | 1,739 | |||
| 11 Nov | 4757.50 | 6.5 | -2.30 | 37.39 | 474 | -3 | 1,780 | |||
| 8 Nov | 4768.90 | 8.8 | -2.60 | 35.81 | 815 | -37 | 1,788 | |||
| 7 Nov | 4816.00 | 11.4 | -5.15 | 34.68 | 1,266 | 190 | 1,948 | |||
| 6 Nov | 4892.80 | 16.55 | -3.00 | 33.66 | 1,400 | -130 | 1,758 | |||
| 5 Nov | 4820.70 | 19.55 | -7.00 | 37.28 | 1,835 | 121 | 1,899 | |||
| 4 Nov | 4806.05 | 26.55 | -26.45 | 39.97 | 4,843 | 591 | 1,787 | |||
| 1 Nov | 5020.50 | 53 | -0.75 | 35.33 | 296 | 33 | 1,197 | |||
| 31 Oct | 4989.55 | 53.75 | 18.75 | - | 2,600 | 59 | 1,160 | |||
| 30 Oct | 4909.30 | 35 | 6.50 | - | 1,316 | 73 | 1,110 | |||
| 29 Oct | 4787.45 | 28.5 | -14.50 | - | 1,095 | 186 | 1,036 | |||
| 28 Oct | 4927.80 | 43 | -8.00 | - | 630 | 90 | 849 | |||
| 25 Oct | 4973.30 | 51 | -32.45 | - | 920 | 99 | 759 | |||
| 24 Oct | 5113.60 | 83.45 | -9.50 | - | 269 | 30 | 662 | |||
| 23 Oct | 5145.70 | 92.95 | -13.10 | - | 230 | 45 | 629 | |||
| 22 Oct | 5175.80 | 106.05 | -24.95 | - | 304 | 64 | 584 | |||
| 21 Oct | 5242.25 | 131 | 29.00 | - | 879 | 344 | 519 | |||
| 18 Oct | 5216.20 | 102 | -5.55 | - | 165 | 43 | 176 | |||
| 17 Oct | 5217.45 | 107.55 | -70.50 | - | 350 | 103 | 132 | |||
| 16 Oct | 5398.20 | 178.05 | -41.95 | - | 52 | 20 | 29 | |||
| 15 Oct | 5505.65 | 220 | 0.00 | - | 0 | 0 | 0 | |||
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| 14 Oct | 5555.35 | 220 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 5476.30 | 220 | 0.00 | - | 0 | 2 | 0 | |||
| 10 Oct | 5456.10 | 220 | -54.90 | - | 3 | 1 | 8 | |||
| 9 Oct | 5554.60 | 274.9 | 15.00 | - | 1 | 0 | 7 | |||
| 8 Oct | 5529.85 | 259.9 | 29.90 | - | 9 | 2 | 8 | |||
| 7 Oct | 5501.55 | 230 | -464.25 | - | 6 | 5 | 5 | |||
| 4 Oct | 5520.85 | 694.25 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 5662.75 | 694.25 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 5750.10 | 694.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 5712.40 | 694.25 | - | 0 | 0 | 0 | ||||
For Hero Motocorp Limited - strike price 5500 expiring on 28NOV2024
Delta for 5500 CE is 0.02
Historical price for 5500 CE is as follows
On 21 Nov HEROMOTOCO was trading at 4767.85. The strike last trading price was 1.75, which was -0.15 lower than the previous day. The implied volatity was 46.95, the open interest changed by -177 which decreased total open position to 1778
On 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 1.9, which was 0.00 lower than the previous day. The implied volatity was 42.02, the open interest changed by -125 which decreased total open position to 1955
On 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 1.9, which was -0.35 lower than the previous day. The implied volatity was 42.02, the open interest changed by -125 which decreased total open position to 1955
On 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 2.25, which was -1.25 lower than the previous day. The implied volatity was 42.51, the open interest changed by 261 which increased total open position to 2079
On 14 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 3.5, which was 0.10 higher than the previous day. The implied volatity was 43.61, the open interest changed by 58 which increased total open position to 1826
On 13 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 3.4, which was -1.50 lower than the previous day. The implied volatity was 45.88, the open interest changed by 48 which increased total open position to 1787
On 12 Nov HEROMOTOCO was trading at 4724.20. The strike last trading price was 4.9, which was -1.60 lower than the previous day. The implied volatity was 38.46, the open interest changed by -46 which decreased total open position to 1739
On 11 Nov HEROMOTOCO was trading at 4757.50. The strike last trading price was 6.5, which was -2.30 lower than the previous day. The implied volatity was 37.39, the open interest changed by -3 which decreased total open position to 1780
On 8 Nov HEROMOTOCO was trading at 4768.90. The strike last trading price was 8.8, which was -2.60 lower than the previous day. The implied volatity was 35.81, the open interest changed by -37 which decreased total open position to 1788
On 7 Nov HEROMOTOCO was trading at 4816.00. The strike last trading price was 11.4, which was -5.15 lower than the previous day. The implied volatity was 34.68, the open interest changed by 190 which increased total open position to 1948
On 6 Nov HEROMOTOCO was trading at 4892.80. The strike last trading price was 16.55, which was -3.00 lower than the previous day. The implied volatity was 33.66, the open interest changed by -130 which decreased total open position to 1758
On 5 Nov HEROMOTOCO was trading at 4820.70. The strike last trading price was 19.55, which was -7.00 lower than the previous day. The implied volatity was 37.28, the open interest changed by 121 which increased total open position to 1899
On 4 Nov HEROMOTOCO was trading at 4806.05. The strike last trading price was 26.55, which was -26.45 lower than the previous day. The implied volatity was 39.97, the open interest changed by 591 which increased total open position to 1787
On 1 Nov HEROMOTOCO was trading at 5020.50. The strike last trading price was 53, which was -0.75 lower than the previous day. The implied volatity was 35.33, the open interest changed by 33 which increased total open position to 1197
On 31 Oct HEROMOTOCO was trading at 4989.55. The strike last trading price was 53.75, which was 18.75 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 35, which was 6.50 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 28.5, which was -14.50 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 43, which was -8.00 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 51, which was -32.45 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 83.45, which was -9.50 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 92.95, which was -13.10 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 106.05, which was -24.95 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 131, which was 29.00 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 102, which was -5.55 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 107.55, which was -70.50 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 178.05, which was -41.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct HEROMOTOCO was trading at 5505.65. The strike last trading price was 220, 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 14 Oct HEROMOTOCO was trading at 5555.35. The strike last trading price was 220, 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 Oct HEROMOTOCO was trading at 5476.30. The strike last trading price was 220, 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 Oct HEROMOTOCO was trading at 5456.10. The strike last trading price was 220, which was -54.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct HEROMOTOCO was trading at 5554.60. The strike last trading price was 274.9, which was 15.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct HEROMOTOCO was trading at 5529.85. The strike last trading price was 259.9, which was 29.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct HEROMOTOCO was trading at 5501.55. The strike last trading price was 230, which was -464.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct HEROMOTOCO was trading at 5520.85. The strike last trading price was 694.25, 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 Oct HEROMOTOCO was trading at 5662.75. The strike last trading price was 694.25, 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 694.25, 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 694.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HEROMOTOCO 28NOV2024 5500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4767.85 | 715 | 45.00 | - | 6 | -2 | 243 |
| 20 Nov | 4775.80 | 670 | 0.00 | - | 50 | -45 | 254 |
| 19 Nov | 4775.80 | 670 | -80.05 | - | 50 | -36 | 254 |
| 18 Nov | 4733.00 | 750.05 | -144.95 | 2096.80 | 12 | -4 | 293 |
| 14 Nov | 4604.00 | 895 | 110.00 | 66.67 | 4 | -1 | 298 |
| 13 Nov | 4519.60 | 785 | 0.00 | 0.00 | 0 | 2 | 0 |
| 12 Nov | 4724.20 | 785 | 44.00 | 51.34 | 5 | 3 | 300 |
| 11 Nov | 4757.50 | 741 | 51.05 | 45.48 | 1 | 0 | 296 |
| 8 Nov | 4768.90 | 689.95 | 0.00 | 0.00 | 0 | 3 | 0 |
| 7 Nov | 4816.00 | 689.95 | 78.60 | 45.25 | 9 | 1 | 294 |
| 6 Nov | 4892.80 | 611.35 | -83.50 | 37.30 | 3 | 1 | 292 |
| 5 Nov | 4820.70 | 694.85 | -12.30 | 47.54 | 14 | 4 | 290 |
| 4 Nov | 4806.05 | 707.15 | 176.25 | 48.54 | 142 | -1 | 286 |
| 1 Nov | 5020.50 | 530.9 | 0.00 | 0.00 | 0 | 33 | 0 |
| 31 Oct | 4989.55 | 530.9 | -75.90 | - | 59 | 32 | 286 |
| 30 Oct | 4909.30 | 606.8 | -85.10 | - | 53 | 10 | 252 |
| 29 Oct | 4787.45 | 691.9 | 110.40 | - | 40 | 28 | 240 |
| 28 Oct | 4927.80 | 581.5 | 41.50 | - | 36 | 21 | 209 |
| 25 Oct | 4973.30 | 540 | 125.00 | - | 28 | -13 | 188 |
| 24 Oct | 5113.60 | 415 | 55.65 | - | 24 | 18 | 199 |
| 23 Oct | 5145.70 | 359.35 | -43.95 | - | 68 | 63 | 181 |
| 22 Oct | 5175.80 | 403.3 | 62.80 | - | 9 | 4 | 119 |
| 21 Oct | 5242.25 | 340.5 | 26.50 | - | 14 | 6 | 114 |
| 18 Oct | 5216.20 | 314 | -17.10 | - | 4 | 2 | 108 |
| 17 Oct | 5217.45 | 331.1 | 108.55 | - | 145 | 71 | 107 |
| 16 Oct | 5398.20 | 222.55 | 50.55 | - | 31 | 23 | 34 |
| 15 Oct | 5505.65 | 172 | -18.00 | - | 2 | 1 | 11 |
| 14 Oct | 5555.35 | 190 | 0.00 | - | 0 | 1 | 0 |
| 11 Oct | 5476.30 | 190 | 20.00 | - | 1 | 0 | 9 |
| 10 Oct | 5456.10 | 170 | 0.00 | - | 0 | 4 | 0 |
| 9 Oct | 5554.60 | 170 | -57.75 | - | 6 | 3 | 8 |
| 8 Oct | 5529.85 | 227.75 | 15.75 | - | 1 | 0 | 4 |
| 7 Oct | 5501.55 | 212 | 33.00 | - | 4 | 3 | 4 |
| 4 Oct | 5520.85 | 179 | 105.05 | - | 1 | 0 | 0 |
| 3 Oct | 5662.75 | 73.95 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 5750.10 | 73.95 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 5712.40 | 73.95 | - | 0 | 0 | 0 | |
For Hero Motocorp Limited - strike price 5500 expiring on 28NOV2024
Delta for 5500 PE is -
Historical price for 5500 PE is as follows
On 21 Nov HEROMOTOCO was trading at 4767.85. The strike last trading price was 715, which was 45.00 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 243
On 20 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 670, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -45 which decreased total open position to 254
On 19 Nov HEROMOTOCO was trading at 4775.80. The strike last trading price was 670, which was -80.05 lower than the previous day. The implied volatity was -, the open interest changed by -36 which decreased total open position to 254
On 18 Nov HEROMOTOCO was trading at 4733.00. The strike last trading price was 750.05, which was -144.95 lower than the previous day. The implied volatity was 2096.80, the open interest changed by -4 which decreased total open position to 293
On 14 Nov HEROMOTOCO was trading at 4604.00. The strike last trading price was 895, which was 110.00 higher than the previous day. The implied volatity was 66.67, the open interest changed by -1 which decreased total open position to 298
On 13 Nov HEROMOTOCO was trading at 4519.60. The strike last trading price was 785, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 12 Nov HEROMOTOCO was trading at 4724.20. The strike last trading price was 785, which was 44.00 higher than the previous day. The implied volatity was 51.34, the open interest changed by 3 which increased total open position to 300
On 11 Nov HEROMOTOCO was trading at 4757.50. The strike last trading price was 741, which was 51.05 higher than the previous day. The implied volatity was 45.48, the open interest changed by 0 which decreased total open position to 296
On 8 Nov HEROMOTOCO was trading at 4768.90. The strike last trading price was 689.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 7 Nov HEROMOTOCO was trading at 4816.00. The strike last trading price was 689.95, which was 78.60 higher than the previous day. The implied volatity was 45.25, the open interest changed by 1 which increased total open position to 294
On 6 Nov HEROMOTOCO was trading at 4892.80. The strike last trading price was 611.35, which was -83.50 lower than the previous day. The implied volatity was 37.30, the open interest changed by 1 which increased total open position to 292
On 5 Nov HEROMOTOCO was trading at 4820.70. The strike last trading price was 694.85, which was -12.30 lower than the previous day. The implied volatity was 47.54, the open interest changed by 4 which increased total open position to 290
On 4 Nov HEROMOTOCO was trading at 4806.05. The strike last trading price was 707.15, which was 176.25 higher than the previous day. The implied volatity was 48.54, the open interest changed by -1 which decreased total open position to 286
On 1 Nov HEROMOTOCO was trading at 5020.50. The strike last trading price was 530.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 33 which increased total open position to 0
On 31 Oct HEROMOTOCO was trading at 4989.55. The strike last trading price was 530.9, which was -75.90 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 606.8, which was -85.10 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 691.9, which was 110.40 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 581.5, which was 41.50 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 540, which was 125.00 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 415, which was 55.65 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 359.35, which was -43.95 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 403.3, which was 62.80 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 340.5, which was 26.50 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 314, which was -17.10 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 331.1, which was 108.55 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 222.55, which was 50.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct HEROMOTOCO was trading at 5505.65. The strike last trading price was 172, which was -18.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct HEROMOTOCO was trading at 5555.35. The strike last trading price was 190, 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 Oct HEROMOTOCO was trading at 5476.30. The strike last trading price was 190, 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 10 Oct HEROMOTOCO was trading at 5456.10. The strike last trading price was 170, 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 Oct HEROMOTOCO was trading at 5554.60. The strike last trading price was 170, which was -57.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct HEROMOTOCO was trading at 5529.85. The strike last trading price was 227.75, which was 15.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct HEROMOTOCO was trading at 5501.55. The strike last trading price was 212, which was 33.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct HEROMOTOCO was trading at 5520.85. The strike last trading price was 179, which was 105.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct HEROMOTOCO was trading at 5662.75. The strike last trading price was 73.95, 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 1 Oct HEROMOTOCO was trading at 5750.10. The strike last trading price was 73.95, 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 Sept HEROMOTOCO was trading at 5712.40. The strike last trading price was 73.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
