HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
22 Sep 2025 08:01 PM IST
| HEROMOTOCO 30SEP2025 5300 CE | ||||||||||||||||
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Delta: 0.86
Vega: 1.82
Theta: -2.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5429.50 | 137.3 | -5 | 15.38 | 1,420 | -212 | 1,277 | |||||||||
| 21 Sept | 5408.00 | 141.75 | 6.5 | 14.05 | 1,443 | -33 | 1,499 | |||||||||
| 18 Sept | 5370.00 | 134.9 | -0.7 | 20.96 | 1,887 | -2 | 1,522 | |||||||||
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| 14 Sept | 5301.50 | 124.95 | -1.35 | 22.60 | 4,426 | 43 | 1,664 | |||||||||
For Hero Motocorp Limited - strike price 5300 expiring on 30SEP2025
Delta for 5300 CE is 0.86
Historical price for 5300 CE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 137.3, which was -5 lower than the previous day. The implied volatity was 15.38, the open interest changed by -212 which decreased total open position to 1277
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 141.75, which was 6.5 higher than the previous day. The implied volatity was 14.05, the open interest changed by -33 which decreased total open position to 1499
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 134.9, which was -0.7 lower than the previous day. The implied volatity was 20.96, the open interest changed by -2 which decreased total open position to 1522
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 124.95, which was -1.35 lower than the previous day. The implied volatity was 22.60, the open interest changed by 43 which increased total open position to 1664
| HEROMOTOCO 30SEP2025 5300 PE | |||||||
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Delta: -0.25
Vega: 2.56
Theta: -3.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5429.50 | 30.9 | -10.1 | 24.98 | 3,683 | 281 | 1,154 |
| 21 Sept | 5408.00 | 39.3 | -12.2 | 24.30 | 1,510 | -119 | 876 |
| 18 Sept | 5370.00 | 50.9 | -15.1 | 23.21 | 1,577 | -102 | 997 |
| 14 Sept | 5301.50 | 103.45 | -9.6 | 25.73 | 3,402 | 69 | 1,012 |
For Hero Motocorp Limited - strike price 5300 expiring on 30SEP2025
Delta for 5300 PE is -0.25
Historical price for 5300 PE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 30.9, which was -10.1 lower than the previous day. The implied volatity was 24.98, the open interest changed by 281 which increased total open position to 1154
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 39.3, which was -12.2 lower than the previous day. The implied volatity was 24.30, the open interest changed by -119 which decreased total open position to 876
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 50.9, which was -15.1 lower than the previous day. The implied volatity was 23.21, the open interest changed by -102 which decreased total open position to 997
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 103.45, which was -9.6 lower than the previous day. The implied volatity was 25.73, the open interest changed by 69 which increased total open position to 1012
