HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
22 Sep 2025 08:01 PM IST
| HEROMOTOCO 30SEP2025 4850 CE | ||||||||||||||||
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Delta: 0.93
Vega: 1.05
Theta: -4.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5429.50 | 590 | 0 | 52.33 | 1 | 0 | 31 | |||||||||
| 21 Sept | 5408.00 | 590 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 5370.00 | 590 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 5301.50 | 590 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 4708.10 | 50.75 | 0 | 1.25 | 0 | 0 | 0 | |||||||||
For Hero Motocorp Limited - strike price 4850 expiring on 30SEP2025
Delta for 4850 CE is 0.93
Historical price for 4850 CE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 590, which was 0 lower than the previous day. The implied volatity was 52.33, the open interest changed by 0 which decreased total open position to 31
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 590, 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 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 590, 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 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 590, 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 50.75, which was 0 lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0
| HEROMOTOCO 30SEP2025 4850 PE | |||||||
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Delta: -0.02
Vega: 0.32
Theta: -0.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5429.50 | 1.65 | -0.05 | 35.85 | 44 | -27 | 78 |
| 21 Sept | 5408.00 | 1.7 | -1.05 | 30.84 | 29 | -16 | 108 |
| 18 Sept | 5370.00 | 2.75 | -1.25 | 30.09 | 30 | -17 | 121 |
| 14 Sept | 5301.50 | 8.35 | -1.1 | 27.91 | 4 | -1 | 134 |
| 17 Aug | 4708.10 | 590.85 | 0 | - | 0 | 0 | 0 |
For Hero Motocorp Limited - strike price 4850 expiring on 30SEP2025
Delta for 4850 PE is -0.02
Historical price for 4850 PE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 1.65, which was -0.05 lower than the previous day. The implied volatity was 35.85, the open interest changed by -27 which decreased total open position to 78
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 1.7, which was -1.05 lower than the previous day. The implied volatity was 30.84, the open interest changed by -16 which decreased total open position to 108
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 2.75, which was -1.25 lower than the previous day. The implied volatity was 30.09, the open interest changed by -17 which decreased total open position to 121
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 8.35, which was -1.1 lower than the previous day. The implied volatity was 27.91, the open interest changed by -1 which decreased total open position to 134
On 17 Aug HEROMOTOCO was trading at 4708.10. The strike last trading price was 590.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
