HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
22 Sep 2025 08:01 PM IST
| HEROMOTOCO 30SEP2025 5450 CE | ||||||||||||||||
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Delta: 0.46
Vega: 3.18
Theta: -4.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5429.50 | 59 | -5.05 | 21.60 | 8,775 | -54 | 1,060 | |||||||||
| 21 Sept | 5408.00 | 67.35 | 5.85 | 20.31 | 1,916 | 82 | 1,123 | |||||||||
| 18 Sept | 5370.00 | 61.05 | -4.05 | 22.22 | 1,426 | 52 | 1,038 | |||||||||
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| 14 Sept | 5301.50 | 64.25 | -2.65 | 23.53 | 2,103 | 51 | 1,070 | |||||||||
For Hero Motocorp Limited - strike price 5450 expiring on 30SEP2025
Delta for 5450 CE is 0.46
Historical price for 5450 CE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 59, which was -5.05 lower than the previous day. The implied volatity was 21.60, the open interest changed by -54 which decreased total open position to 1060
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 67.35, which was 5.85 higher than the previous day. The implied volatity was 20.31, the open interest changed by 82 which increased total open position to 1123
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 61.05, which was -4.05 lower than the previous day. The implied volatity was 22.22, the open interest changed by 52 which increased total open position to 1038
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 64.25, which was -2.65 lower than the previous day. The implied volatity was 23.53, the open interest changed by 51 which increased total open position to 1070
| HEROMOTOCO 30SEP2025 5450 PE | |||||||
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Delta: -0.53
Vega: 3.19
Theta: -4.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5429.50 | 101.95 | -9.9 | 28.32 | 2,658 | 119 | 363 |
| 21 Sept | 5408.00 | 109.05 | -17.7 | 26.48 | 300 | 21 | 245 |
| 18 Sept | 5370.00 | 124.1 | -21.05 | 23.66 | 129 | 34 | 226 |
| 14 Sept | 5301.50 | 198.15 | -3.85 | 28.19 | 208 | -70 | 174 |
For Hero Motocorp Limited - strike price 5450 expiring on 30SEP2025
Delta for 5450 PE is -0.53
Historical price for 5450 PE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 101.95, which was -9.9 lower than the previous day. The implied volatity was 28.32, the open interest changed by 119 which increased total open position to 363
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 109.05, which was -17.7 lower than the previous day. The implied volatity was 26.48, the open interest changed by 21 which increased total open position to 245
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 124.1, which was -21.05 lower than the previous day. The implied volatity was 23.66, the open interest changed by 34 which increased total open position to 226
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 198.15, which was -3.85 lower than the previous day. The implied volatity was 28.19, the open interest changed by -70 which decreased total open position to 174
