HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
22 Sep 2025 08:01 PM IST
| HEROMOTOCO 30SEP2025 5350 CE | ||||||||||||||||
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Delta: 0.71
Vega: 2.74
Theta: -4.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5429.50 | 105 | -6.05 | 18.15 | 2,097 | -315 | 383 | |||||||||
| 21 Sept | 5408.00 | 113.4 | 7.3 | 17.45 | 1,850 | -247 | 713 | |||||||||
| 18 Sept | 5370.00 | 105.3 | -2.95 | 21.32 | 2,743 | 41 | 940 | |||||||||
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| 14 Sept | 5301.50 | 101 | -1.9 | 22.87 | 3,902 | 154 | 824 | |||||||||
For Hero Motocorp Limited - strike price 5350 expiring on 30SEP2025
Delta for 5350 CE is 0.71
Historical price for 5350 CE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 105, which was -6.05 lower than the previous day. The implied volatity was 18.15, the open interest changed by -315 which decreased total open position to 383
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 113.4, which was 7.3 higher than the previous day. The implied volatity was 17.45, the open interest changed by -247 which decreased total open position to 713
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 105.3, which was -2.95 lower than the previous day. The implied volatity was 21.32, the open interest changed by 41 which increased total open position to 940
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 101, which was -1.9 lower than the previous day. The implied volatity was 22.87, the open interest changed by 154 which increased total open position to 824
| HEROMOTOCO 30SEP2025 5350 PE | |||||||
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Delta: -0.34
Vega: 2.94
Theta: -4.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5429.50 | 46.8 | -13.15 | 25.16 | 3,033 | 160 | 831 |
| 21 Sept | 5408.00 | 58.5 | -15 | 25.12 | 1,289 | -79 | 672 |
| 18 Sept | 5370.00 | 71.05 | -17.6 | 23.38 | 1,438 | 41 | 750 |
| 14 Sept | 5301.50 | 130.05 | -9.2 | 26.14 | 1,369 | 68 | 395 |
For Hero Motocorp Limited - strike price 5350 expiring on 30SEP2025
Delta for 5350 PE is -0.34
Historical price for 5350 PE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 46.8, which was -13.15 lower than the previous day. The implied volatity was 25.16, the open interest changed by 160 which increased total open position to 831
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 58.5, which was -15 lower than the previous day. The implied volatity was 25.12, the open interest changed by -79 which decreased total open position to 672
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 71.05, which was -17.6 lower than the previous day. The implied volatity was 23.38, the open interest changed by 41 which increased total open position to 750
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 130.05, which was -9.2 lower than the previous day. The implied volatity was 26.14, the open interest changed by 68 which increased total open position to 395
