HEROMOTOCO
Hero Motocorp Limited
4339.95
-67.00 (-1.52%)
Option Chain for HEROMOTOCO
20 Dec 2024 04:11 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 150 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 1926.35 | 0.00 | 3800 | -0.05 | 0.80 | 45.00 | 21 | 0 | 91 | -0.01 |
| - | 0 | 0 | 0 | - | 1135.60 | 0.00 | 3900 | 0.40 | 1.15 | 39.15 | 203 | 4 | 433 | -0.01 |
| 0.77 | 6 | 0 | 5 | 97.04 | 422.90 | 14.05 | 4000 | 0.35 | 2.20 | 34.52 | 648 | -98 | 421 | -0.03 |
| - | 0 | 0 | 0 | - | 943.70 | 0.00 | 4100 | 0.45 | 3.80 | 28.71 | 1,410 | -131 | 197 | -0.06 |
| - | 44 | 1 | 23 | - | 143.65 | -85.80 | 4200 | 2.95 | 10.20 | 25.04 | 4,068 | -140 | 731 | -0.14 |
| 0.68 | 184 | 34 | 440 | 18.29 | 66.80 | -72.25 | 4300 | 14.00 | 30.80 | 22.71 | 4,666 | -72 | 1,282 | -0.35 |
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| 0.31 | 1,029 | 11 | 5,250 | 19.24 | 21.00 | -45.85 | 4400 | 42.15 | 85.45 | 24.02 | 4,989 | -335 | 1,045 | -0.65 |
| 0.12 | 2,340 | -538 | 11,807 | 23.01 | 7.50 | -20.60 | 4500 | 67.50 | 172.05 | 30.45 | 1,733 | -293 | 838 | -0.81 |
| 0.05 | 4,400 | -499 | 7,961 | 27.40 | 3.45 | -9.00 | 4600 | 78.15 | 266.45 | 37.11 | 454 | -119 | 1,838 | -0.88 |
| 0.04 | 4,899 | -455 | 4,754 | 33.44 | 2.55 | -4.30 | 4700 | 78.75 | 362.75 | 42.73 | 112 | -68 | 908 | -0.92 |
| 0.02 | 4,981 | -721 | 5,218 | 39.06 | 2.00 | -2.65 | 4800 | 76.05 | 455.00 | 34.41 | 94 | -56 | 944 | -0.99 |
| 0.02 | 3,014 | -397 | 2,462 | 44.82 | 1.75 | -1.55 | 4900 | 80.00 | 555.00 | 41.43 | 13 | -6 | 680 | -0.99 |
| 0.01 | 2,790 | -409 | 2,298 | 49.53 | 1.40 | -1.15 | 5000 | 110.40 | 650.40 | - | 19 | -9 | 321 | - |
| - | 1,013 | -81 | 653 | - | 2.20 | 0.10 | 5100 | 79.55 | 753.55 | - | 14 | -7 | 45 | - |
| - | 743 | -38 | 135 | - | 1.15 | -0.55 | 5200 | 39.50 | 761.90 | - | 1 | 0 | 163 | - |
| - | 573 | -69 | 237 | - | 0.70 | -0.50 | 5300 | 256.00 | 910.00 | - | 4 | -2 | 43 | - |
| - | 223 | -56 | 104 | - | 0.80 | -0.25 | 5400 | 0.00 | 590.90 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 522 | -11 | 37 | - | 0.40 | -0.50 | 5500 | -5.00 | 1070.00 | - | 1 | 0 | 157 | - |
| - | 290 | -20 | 53 | - | 0.50 | -0.30 | 5600 | -15.35 | 1174.20 | - | 8 | -5 | 157 | - |
| 27,051 | 10,294 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.
