HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
22 Sep 2025 08:01 PM IST
| HEROMOTOCO 30SEP2025 4700 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5429.50 | 682 | 0 | 0.00 | 0 | -1 | 0 | |||||||||
| 21 Sept | 5408.00 | 682 | 16 | - | 1 | -1 | 143 | |||||||||
| 18 Sept | 5370.00 | 666 | -9.75 | - | 7 | -5 | 145 | |||||||||
| 14 Sept | 5301.50 | 715 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 4708.10 | 155.5 | -43.05 | 17.69 | 34 | 18 | 72 | |||||||||
For Hero Motocorp Limited - strike price 4700 expiring on 30SEP2025
Delta for 4700 CE is 0.00
Historical price for 4700 CE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 682, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 682, which was 16 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 143
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 666, which was -9.75 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 145
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 715, 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 155.5, which was -43.05 lower than the previous day. The implied volatity was 17.69, the open interest changed by 18 which increased total open position to 72
| HEROMOTOCO 30SEP2025 4700 PE | |||||||
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Delta: -0.01
Vega: 0.14
Theta: -0.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5429.50 | 0.65 | -0.2 | 39.43 | 47 | -2 | 952 |
| 21 Sept | 5408.00 | 0.85 | -0.7 | 34.84 | 27 | -2 | 954 |
| 18 Sept | 5370.00 | 1.5 | 0.3 | 34.35 | 25 | -2 | 956 |
| 14 Sept | 5301.50 | 2.75 | -1.55 | 28.69 | 155 | -31 | 1,027 |
| 17 Aug | 4708.10 | 148 | 10.25 | 26.92 | 47 | -3 | 23 |
For Hero Motocorp Limited - strike price 4700 expiring on 30SEP2025
Delta for 4700 PE is -0.01
Historical price for 4700 PE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 0.65, which was -0.2 lower than the previous day. The implied volatity was 39.43, the open interest changed by -2 which decreased total open position to 952
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 0.85, which was -0.7 lower than the previous day. The implied volatity was 34.84, the open interest changed by -2 which decreased total open position to 954
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 1.5, which was 0.3 higher than the previous day. The implied volatity was 34.35, the open interest changed by -2 which decreased total open position to 956
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 2.75, which was -1.55 lower than the previous day. The implied volatity was 28.69, the open interest changed by -31 which decreased total open position to 1027
On 17 Aug HEROMOTOCO was trading at 4708.10. The strike last trading price was 148, which was 10.25 higher than the previous day. The implied volatity was 26.92, the open interest changed by -3 which decreased total open position to 23
