HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
22 Sep 2025 08:01 PM IST
| HEROMOTOCO 28OCT2025 5400 CE | ||||||||||||||||
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Delta: 0.59
Vega: 6.61
Theta: -2.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5429.50 | 178.85 | 8.6 | 20.97 | 560 | 44 | 397 | |||||||||
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| 21 Sept | 5408.00 | 170 | 9 | 18.63 | 265 | 103 | 351 | |||||||||
| 18 Sept | 5370.00 | 162 | 3.2 | 20.46 | 94 | 15 | 251 | |||||||||
| 14 Sept | 5301.50 | 135.85 | -9.05 | 19.48 | 126 | 86 | 203 | |||||||||
For Hero Motocorp Limited - strike price 5400 expiring on 28OCT2025
Delta for 5400 CE is 0.59
Historical price for 5400 CE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 178.85, which was 8.6 higher than the previous day. The implied volatity was 20.97, the open interest changed by 44 which increased total open position to 397
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 170, which was 9 higher than the previous day. The implied volatity was 18.63, the open interest changed by 103 which increased total open position to 351
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 162, which was 3.2 higher than the previous day. The implied volatity was 20.46, the open interest changed by 15 which increased total open position to 251
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 135.85, which was -9.05 lower than the previous day. The implied volatity was 19.48, the open interest changed by 86 which increased total open position to 203
| HEROMOTOCO 28OCT2025 5400 PE | |||||||
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Delta: -0.43
Vega: 6.67
Theta: -2.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5429.50 | 168 | 4.35 | 29.80 | 175 | 63 | 192 |
| 21 Sept | 5408.00 | 161.25 | -8.7 | 27.86 | 108 | 67 | 130 |
| 18 Sept | 5370.00 | 167.95 | -15.85 | 26.03 | 19 | 9 | 63 |
| 14 Sept | 5301.50 | 215 | -15.6 | 27.06 | 36 | 4 | 48 |
For Hero Motocorp Limited - strike price 5400 expiring on 28OCT2025
Delta for 5400 PE is -0.43
Historical price for 5400 PE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 168, which was 4.35 higher than the previous day. The implied volatity was 29.80, the open interest changed by 63 which increased total open position to 192
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 161.25, which was -8.7 lower than the previous day. The implied volatity was 27.86, the open interest changed by 67 which increased total open position to 130
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 167.95, which was -15.85 lower than the previous day. The implied volatity was 26.03, the open interest changed by 9 which increased total open position to 63
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 215, which was -15.6 lower than the previous day. The implied volatity was 27.06, the open interest changed by 4 which increased total open position to 48
