HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
17 Aug 2025 12:55 AM IST
| HEROMOTOCO 30SEP2025 4600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.76
Vega: 5.28
Theta: -1.76
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 17 Aug | 4708.10 | 204 | -56.6 | 14.96 | 12 | 2 | 66 | |||||||||
For Hero Motocorp Limited - strike price 4600 expiring on 30SEP2025
Delta for 4600 CE is 0.76
Historical price for 4600 CE is as follows
On 17 Aug HEROMOTOCO was trading at 4708.10. The strike last trading price was 204, which was -56.6 lower than the previous day. The implied volatity was 14.96, the open interest changed by 2 which increased total open position to 66
| HEROMOTOCO 30SEP2025 4600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.33
Vega: 6.14
Theta: -1.26
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 4708.10 | 103 | 9.7 | 26.27 | 24 | 7 | 68 |
For Hero Motocorp Limited - strike price 4600 expiring on 30SEP2025
Delta for 4600 PE is -0.33
Historical price for 4600 PE is as follows
On 17 Aug HEROMOTOCO was trading at 4708.10. The strike last trading price was 103, which was 9.7 higher than the previous day. The implied volatity was 26.27, the open interest changed by 7 which increased total open position to 68
