HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
22 Sep 2025 08:01 PM IST
| HEROMOTOCO 30SEP2025 4500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5429.50 | 901.6 | 16.6 | - | 38 | -36 | 108 | |||||||||
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| 21 Sept | 5408.00 | 885 | 41 | - | 1 | -1 | 145 | |||||||||
| 18 Sept | 5370.00 | 844 | 9.8 | - | 18 | -14 | 149 | |||||||||
| 14 Sept | 5301.50 | 834.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 4708.10 | 275.55 | -42.45 | 12.68 | 10 | -2 | 73 | |||||||||
For Hero Motocorp Limited - strike price 4500 expiring on 30SEP2025
Delta for 4500 CE is -
Historical price for 4500 CE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 901.6, which was 16.6 higher than the previous day. The implied volatity was -, the open interest changed by -36 which decreased total open position to 108
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 885, which was 41 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 145
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 844, which was 9.8 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 149
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 834.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug HEROMOTOCO was trading at 4708.10. The strike last trading price was 275.55, which was -42.45 lower than the previous day. The implied volatity was 12.68, the open interest changed by -2 which decreased total open position to 73
| HEROMOTOCO 30SEP2025 4500 PE | |||||||
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Delta: -0.01
Vega: 0.13
Theta: -0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5429.50 | 0.75 | -0.5 | 50.75 | 42 | -18 | 614 |
| 21 Sept | 5408.00 | 1.3 | -0.3 | 46.36 | 27 | -19 | 634 |
| 18 Sept | 5370.00 | 1.6 | 0.25 | 43.95 | 31 | 1 | 651 |
| 14 Sept | 5301.50 | 1.75 | -0.85 | 34.64 | 21 | -2 | 677 |
| 17 Aug | 4708.10 | 70.5 | 9.5 | 26.21 | 23 | 9 | 102 |
For Hero Motocorp Limited - strike price 4500 expiring on 30SEP2025
Delta for 4500 PE is -0.01
Historical price for 4500 PE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 0.75, which was -0.5 lower than the previous day. The implied volatity was 50.75, the open interest changed by -18 which decreased total open position to 614
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 1.3, which was -0.3 lower than the previous day. The implied volatity was 46.36, the open interest changed by -19 which decreased total open position to 634
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 1.6, which was 0.25 higher than the previous day. The implied volatity was 43.95, the open interest changed by 1 which increased total open position to 651
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 1.75, which was -0.85 lower than the previous day. The implied volatity was 34.64, the open interest changed by -2 which decreased total open position to 677
On 17 Aug HEROMOTOCO was trading at 4708.10. The strike last trading price was 70.5, which was 9.5 higher than the previous day. The implied volatity was 26.21, the open interest changed by 9 which increased total open position to 102
