HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
22 Sep 2025 08:01 PM IST
| HEROMOTOCO 30SEP2025 4950 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 | |||||||||
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| 22 Sept | 5429.50 | 375.7 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 5408.00 | 375.7 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 5370.00 | 375.7 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 5301.50 | 397.3 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 4708.10 | 37.35 | 0 | 2.89 | 0 | 0 | 0 | |||||||||
For Hero Motocorp Limited - strike price 4950 expiring on 30SEP2025
Delta for 4950 CE is 0.00
Historical price for 4950 CE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 375.7, 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 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 375.7, 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 375.7, 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 397.3, 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 37.35, which was 0 lower than the previous day. The implied volatity was 2.89, the open interest changed by 0 which decreased total open position to 0
| HEROMOTOCO 30SEP2025 4950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.44
Theta: -0.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5429.50 | 2.25 | -0.6 | 31.68 | 47 | -32 | 104 |
| 21 Sept | 5408.00 | 2.85 | -1.05 | 28.24 | 61 | -37 | 134 |
| 18 Sept | 5370.00 | 3.9 | -3.1 | 26.75 | 24 | -14 | 174 |
| 14 Sept | 5301.50 | 15.6 | -3.35 | 27.09 | 131 | 2 | 224 |
| 17 Aug | 4708.10 | 676.45 | 0 | - | 0 | 0 | 0 |
For Hero Motocorp Limited - strike price 4950 expiring on 30SEP2025
Delta for 4950 PE is -0.02
Historical price for 4950 PE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 2.25, which was -0.6 lower than the previous day. The implied volatity was 31.68, the open interest changed by -32 which decreased total open position to 104
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 2.85, which was -1.05 lower than the previous day. The implied volatity was 28.24, the open interest changed by -37 which decreased total open position to 134
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 3.9, which was -3.1 lower than the previous day. The implied volatity was 26.75, the open interest changed by -14 which decreased total open position to 174
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 15.6, which was -3.35 lower than the previous day. The implied volatity was 27.09, the open interest changed by 2 which increased total open position to 224
On 17 Aug HEROMOTOCO was trading at 4708.10. The strike last trading price was 676.45, 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
