HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
28 Sep 2025 10:07 PM IST
| HEROMOTOCO 28-OCT-2025 5350 CE | ||||||||||||||||
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Delta: 0.54
Vega: 6.26
Theta: -2.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 5328.00 | 154.95 | -13.95 | 22.75 | 467 | 42 | 129 | |||||||||
| 22 Sept | 5429.50 | 201 | 11 | 19.84 | 16 | -1 | 11 | |||||||||
| 21 Sept | 5408.00 | 190 | 6.9 | 17.09 | 7 | 2 | 12 | |||||||||
| 18 Sept | 5370.00 | 183.15 | 1.25 | 19.52 | 10 | -2 | 10 | |||||||||
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| 14 Sept | 5301.50 | 189.85 | 0 | 23.47 | 1 | 1 | 3 | |||||||||
For Hero Motocorp Limited - strike price 5350 expiring on 28OCT2025
Delta for 5350 CE is 0.54
Historical price for 5350 CE is as follows
On 28 Sept HEROMOTOCO was trading at 5328.00. The strike last trading price was 154.95, which was -13.95 lower than the previous day. The implied volatity was 22.75, the open interest changed by 42 which increased total open position to 129
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 201, which was 11 higher than the previous day. The implied volatity was 19.84, the open interest changed by -1 which decreased total open position to 11
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 190, which was 6.9 higher than the previous day. The implied volatity was 17.09, the open interest changed by 2 which increased total open position to 12
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 183.15, which was 1.25 higher than the previous day. The implied volatity was 19.52, the open interest changed by -2 which decreased total open position to 10
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 189.85, which was 0 lower than the previous day. The implied volatity was 23.47, the open interest changed by 1 which increased total open position to 3
| HEROMOTOCO 28OCT2025 5350 PE | |||||||
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Delta: -0.46
Vega: 6.26
Theta: -2.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 5328.00 | 199.7 | 19.8 | 33.67 | 524 | 49 | 159 |
| 22 Sept | 5429.50 | 130.95 | -12.95 | 27.48 | 5 | -1 | 3 |
| 21 Sept | 5408.00 | 144.65 | 0.75 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 5370.00 | 144.65 | -240.7 | 26.03 | 10 | 3 | 3 |
| 14 Sept | 5301.50 | 385.35 | 0 | 0.41 | 0 | 0 | 0 |
For Hero Motocorp Limited - strike price 5350 expiring on 28OCT2025
Delta for 5350 PE is -0.46
Historical price for 5350 PE is as follows
On 28 Sept HEROMOTOCO was trading at 5328.00. The strike last trading price was 199.7, which was 19.8 higher than the previous day. The implied volatity was 33.67, the open interest changed by 49 which increased total open position to 159
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 130.95, which was -12.95 lower than the previous day. The implied volatity was 27.48, the open interest changed by -1 which decreased total open position to 3
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 144.65, which was 0.75 higher 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 144.65, which was -240.7 lower than the previous day. The implied volatity was 26.03, the open interest changed by 3 which increased total open position to 3
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 385.35, which was 0 lower than the previous day. The implied volatity was 0.41, the open interest changed by 0 which decreased total open position to 0
