HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
22 Sep 2025 08:01 PM IST
| HEROMOTOCO 30SEP2025 5250 CE | ||||||||||||||||
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Delta: 0.98
Vega: 0.37
Theta: -1.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 5429.50 | 178.6 | -2.05 | 10.91 | 74 | -29 | 143 | |||||||||
| 21 Sept | 5408.00 | 180.5 | 12.25 | - | 80 | -25 | 172 | |||||||||
| 18 Sept | 5370.00 | 172.6 | 4.95 | 21.70 | 66 | -1 | 198 | |||||||||
| 14 Sept | 5301.50 | 152 | -0.8 | 22.18 | 944 | 41 | 349 | |||||||||
For Hero Motocorp Limited - strike price 5250 expiring on 30SEP2025
Delta for 5250 CE is 0.98
Historical price for 5250 CE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 178.6, which was -2.05 lower than the previous day. The implied volatity was 10.91, the open interest changed by -29 which decreased total open position to 143
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 180.5, which was 12.25 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 172
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 172.6, which was 4.95 higher than the previous day. The implied volatity was 21.70, the open interest changed by -1 which decreased total open position to 198
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 152, which was -0.8 lower than the previous day. The implied volatity was 22.18, the open interest changed by 41 which increased total open position to 349
| HEROMOTOCO 30SEP2025 5250 PE | |||||||
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Delta: -0.18
Vega: 2.10
Theta: -3.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5429.50 | 19.8 | -7.9 | 25.05 | 1,250 | 23 | 457 |
| 21 Sept | 5408.00 | 27.15 | -9.35 | 24.45 | 725 | 13 | 434 |
| 18 Sept | 5370.00 | 35.05 | -13.9 | 23.05 | 658 | 32 | 427 |
| 14 Sept | 5301.50 | 82.4 | -7.55 | 25.82 | 809 | -2 | 512 |
For Hero Motocorp Limited - strike price 5250 expiring on 30SEP2025
Delta for 5250 PE is -0.18
Historical price for 5250 PE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 19.8, which was -7.9 lower than the previous day. The implied volatity was 25.05, the open interest changed by 23 which increased total open position to 457
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 27.15, which was -9.35 lower than the previous day. The implied volatity was 24.45, the open interest changed by 13 which increased total open position to 434
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 35.05, which was -13.9 lower than the previous day. The implied volatity was 23.05, the open interest changed by 32 which increased total open position to 427
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 82.4, which was -7.55 lower than the previous day. The implied volatity was 25.82, the open interest changed by -2 which decreased total open position to 512
