HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
22 Sep 2025 08:01 PM IST
| HEROMOTOCO 30SEP2025 5000 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5429.50 | 406.6 | -2.7 | - | 113 | -48 | 479 | |||||||||
| 21 Sept | 5408.00 | 409.3 | 50.25 | - | 14 | 1 | 527 | |||||||||
| 18 Sept | 5370.00 | 359.05 | -20.8 | - | 57 | -30 | 527 | |||||||||
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| 14 Sept | 5301.50 | 323.05 | -9.9 | - | 60 | -11 | 587 | |||||||||
| 17 Aug | 4708.10 | 52.65 | -17.25 | 19.95 | 32 | 4 | 36 | |||||||||
For Hero Motocorp Limited - strike price 5000 expiring on 30SEP2025
Delta for 5000 CE is -
Historical price for 5000 CE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 406.6, which was -2.7 lower than the previous day. The implied volatity was -, the open interest changed by -48 which decreased total open position to 479
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 409.3, which was 50.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 527
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 359.05, which was -20.8 lower than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 527
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 323.05, which was -9.9 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 587
On 17 Aug HEROMOTOCO was trading at 4708.10. The strike last trading price was 52.65, which was -17.25 lower than the previous day. The implied volatity was 19.95, the open interest changed by 4 which increased total open position to 36
| HEROMOTOCO 30SEP2025 5000 PE | |||||||
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Delta: -0.04
Vega: 0.62
Theta: -1.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5429.50 | 3.55 | -0.45 | 31.11 | 663 | -181 | 1,175 |
| 21 Sept | 5408.00 | 4.05 | -2.45 | 27.34 | 978 | -282 | 1,355 |
| 18 Sept | 5370.00 | 6.4 | -3.4 | 26.70 | 1,285 | -229 | 1,637 |
| 14 Sept | 5301.50 | 20.3 | -4.85 | 26.42 | 911 | 93 | 1,732 |
| 17 Aug | 4708.10 | 716.55 | 0 | - | 0 | 0 | 0 |
For Hero Motocorp Limited - strike price 5000 expiring on 30SEP2025
Delta for 5000 PE is -0.04
Historical price for 5000 PE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 3.55, which was -0.45 lower than the previous day. The implied volatity was 31.11, the open interest changed by -181 which decreased total open position to 1175
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 4.05, which was -2.45 lower than the previous day. The implied volatity was 27.34, the open interest changed by -282 which decreased total open position to 1355
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 6.4, which was -3.4 lower than the previous day. The implied volatity was 26.70, the open interest changed by -229 which decreased total open position to 1637
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 20.3, which was -4.85 lower than the previous day. The implied volatity was 26.42, the open interest changed by 93 which increased total open position to 1732
On 17 Aug HEROMOTOCO was trading at 4708.10. The strike last trading price was 716.55, 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
