HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
22 Sep 2025 08:01 PM IST
| HEROMOTOCO 30SEP2025 5400 CE | ||||||||||||||||
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Delta: 0.58
Vega: 3.14
Theta: -4.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5429.50 | 78.85 | -5.35 | 19.96 | 10,964 | -346 | 2,733 | |||||||||
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| 21 Sept | 5408.00 | 88 | 6.7 | 18.75 | 9,147 | 151 | 3,093 | |||||||||
| 18 Sept | 5370.00 | 80.6 | -3.75 | 21.70 | 5,720 | 17 | 2,950 | |||||||||
| 14 Sept | 5301.50 | 81 | -2.05 | 23.30 | 8,519 | 335 | 3,042 | |||||||||
For Hero Motocorp Limited - strike price 5400 expiring on 30SEP2025
Delta for 5400 CE is 0.58
Historical price for 5400 CE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 78.85, which was -5.35 lower than the previous day. The implied volatity was 19.96, the open interest changed by -346 which decreased total open position to 2733
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 88, which was 6.7 higher than the previous day. The implied volatity was 18.75, the open interest changed by 151 which increased total open position to 3093
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 80.6, which was -3.75 lower than the previous day. The implied volatity was 21.70, the open interest changed by 17 which increased total open position to 2950
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 81, which was -2.05 lower than the previous day. The implied volatity was 23.30, the open interest changed by 335 which increased total open position to 3042
| HEROMOTOCO 30SEP2025 5400 PE | |||||||
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Delta: -0.44
Vega: 3.16
Theta: -4.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5429.50 | 71.4 | -11.75 | 26.58 | 5,495 | 287 | 1,334 |
| 21 Sept | 5408.00 | 79.9 | -17.35 | 25.33 | 3,078 | 360 | 1,052 |
| 18 Sept | 5370.00 | 96.6 | -17.35 | 23.82 | 2,462 | 25 | 690 |
| 14 Sept | 5301.50 | 164.4 | -4.95 | 27.52 | 800 | 2 | 658 |
For Hero Motocorp Limited - strike price 5400 expiring on 30SEP2025
Delta for 5400 PE is -0.44
Historical price for 5400 PE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 71.4, which was -11.75 lower than the previous day. The implied volatity was 26.58, the open interest changed by 287 which increased total open position to 1334
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 79.9, which was -17.35 lower than the previous day. The implied volatity was 25.33, the open interest changed by 360 which increased total open position to 1052
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 96.6, which was -17.35 lower than the previous day. The implied volatity was 23.82, the open interest changed by 25 which increased total open position to 690
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 164.4, which was -4.95 lower than the previous day. The implied volatity was 27.52, the open interest changed by 2 which increased total open position to 658
