HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
22 Sep 2025 08:01 PM IST
| HEROMOTOCO 30SEP2025 4800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.87
Vega: 1.70
Theta: -9.39
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5429.50 | 670 | 100 | 77.91 | 32 | 18 | 130 | |||||||||
| 21 Sept | 5408.00 | 570 | 4.6 | - | 1 | 0 | 112 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 5370.00 | 565.4 | -2.6 | - | 4 | 0 | 113 | |||||||||
| 14 Sept | 5301.50 | 510 | -37.65 | - | 4 | 2 | 116 | |||||||||
| 17 Aug | 4708.10 | 109.4 | -27.8 | 18.36 | 74 | 10 | 141 | |||||||||
For Hero Motocorp Limited - strike price 4800 expiring on 30SEP2025
Delta for 4800 CE is 0.87
Historical price for 4800 CE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 670, which was 100 higher than the previous day. The implied volatity was 77.91, the open interest changed by 18 which increased total open position to 130
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 570, which was 4.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 112
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 565.4, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 113
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 510, which was -37.65 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 116
On 17 Aug HEROMOTOCO was trading at 4708.10. The strike last trading price was 109.4, which was -27.8 lower than the previous day. The implied volatity was 18.36, the open interest changed by 10 which increased total open position to 141
| HEROMOTOCO 30SEP2025 4800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.28
Theta: -0.65
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5429.50 | 1.5 | -0.25 | 38.17 | 71 | -26 | 482 |
| 21 Sept | 5408.00 | 1.7 | -0.7 | 33.26 | 64 | -16 | 509 |
| 18 Sept | 5370.00 | 2.2 | -0.7 | 31.45 | 106 | -2 | 524 |
| 14 Sept | 5301.50 | 5.8 | -2.3 | 28.11 | 346 | -50 | 505 |
| 17 Aug | 4708.10 | 197.65 | 17.65 | 26.92 | 13 | 4 | 26 |
For Hero Motocorp Limited - strike price 4800 expiring on 30SEP2025
Delta for 4800 PE is -0.01
Historical price for 4800 PE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 1.5, which was -0.25 lower than the previous day. The implied volatity was 38.17, the open interest changed by -26 which decreased total open position to 482
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 1.7, which was -0.7 lower than the previous day. The implied volatity was 33.26, the open interest changed by -16 which decreased total open position to 509
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 2.2, which was -0.7 lower than the previous day. The implied volatity was 31.45, the open interest changed by -2 which decreased total open position to 524
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 5.8, which was -2.3 lower than the previous day. The implied volatity was 28.11, the open interest changed by -50 which decreased total open position to 505
On 17 Aug HEROMOTOCO was trading at 4708.10. The strike last trading price was 197.65, which was 17.65 higher than the previous day. The implied volatity was 26.92, the open interest changed by 4 which increased total open position to 26
