HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
22 Sep 2025 08:01 PM IST
| HEROMOTOCO 30SEP2025 5150 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0.59
Theta: -2.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5429.50 | 279.8 | 35.8 | 19.46 | 16 | -9 | 141 | |||||||||
| 21 Sept | 5408.00 | 244 | -4.4 | - | 16 | -12 | 151 | |||||||||
| 18 Sept | 5370.00 | 249.15 | -2.35 | 19.06 | 21 | 6 | 163 | |||||||||
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| 14 Sept | 5301.50 | 208.25 | -9.25 | 18.49 | 32 | -12 | 173 | |||||||||
| 17 Aug | 4708.10 | 19.45 | 0 | 5.31 | 0 | 0 | 0 | |||||||||
For Hero Motocorp Limited - strike price 5150 expiring on 30SEP2025
Delta for 5150 CE is 0.97
Historical price for 5150 CE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 279.8, which was 35.8 higher than the previous day. The implied volatity was 19.46, the open interest changed by -9 which decreased total open position to 141
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 244, which was -4.4 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 151
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 249.15, which was -2.35 lower than the previous day. The implied volatity was 19.06, the open interest changed by 6 which increased total open position to 163
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 208.25, which was -9.25 lower than the previous day. The implied volatity was 18.49, the open interest changed by -12 which decreased total open position to 173
On 17 Aug HEROMOTOCO was trading at 4708.10. The strike last trading price was 19.45, which was 0 lower than the previous day. The implied volatity was 5.31, the open interest changed by 0 which decreased total open position to 0
| HEROMOTOCO 30SEP2025 5150 PE | |||||||
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Delta: -0.09
Vega: 1.26
Theta: -1.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5429.50 | 8.45 | -3.2 | 26.37 | 960 | -168 | 310 |
| 21 Sept | 5408.00 | 11.7 | -5.45 | 24.72 | 429 | -5 | 479 |
| 18 Sept | 5370.00 | 16.2 | -9.2 | 23.59 | 521 | 8 | 488 |
| 14 Sept | 5301.50 | 48.25 | -6.65 | 25.66 | 483 | 0 | 537 |
| 17 Aug | 4708.10 | 856.55 | 0 | - | 0 | 0 | 0 |
For Hero Motocorp Limited - strike price 5150 expiring on 30SEP2025
Delta for 5150 PE is -0.09
Historical price for 5150 PE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 8.45, which was -3.2 lower than the previous day. The implied volatity was 26.37, the open interest changed by -168 which decreased total open position to 310
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 11.7, which was -5.45 lower than the previous day. The implied volatity was 24.72, the open interest changed by -5 which decreased total open position to 479
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 16.2, which was -9.2 lower than the previous day. The implied volatity was 23.59, the open interest changed by 8 which increased total open position to 488
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 48.25, which was -6.65 lower than the previous day. The implied volatity was 25.66, the open interest changed by 0 which decreased total open position to 537
On 17 Aug HEROMOTOCO was trading at 4708.10. The strike last trading price was 856.55, 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
