HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
22 Sep 2025 08:01 PM IST
| HEROMOTOCO 30SEP2025 5500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.36
Vega: 2.99
Theta: -4.80
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5429.50 | 43.5 | -5.7 | 22.92 | 24,015 | 874 | 4,612 | |||||||||
| 21 Sept | 5408.00 | 50.75 | 4.65 | 21.09 | 4,172 | 482 | 3,704 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 5370.00 | 45.35 | -4.25 | 22.65 | 3,294 | 103 | 3,258 | |||||||||
| 14 Sept | 5301.50 | 51.25 | -2.75 | 24.04 | 6,414 | -177 | 3,697 | |||||||||
For Hero Motocorp Limited - strike price 5500 expiring on 30SEP2025
Delta for 5500 CE is 0.36
Historical price for 5500 CE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 43.5, which was -5.7 lower than the previous day. The implied volatity was 22.92, the open interest changed by 874 which increased total open position to 4612
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 50.75, which was 4.65 higher than the previous day. The implied volatity was 21.09, the open interest changed by 482 which increased total open position to 3704
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 45.35, which was -4.25 lower than the previous day. The implied volatity was 22.65, the open interest changed by 103 which increased total open position to 3258
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 51.25, which was -2.75 lower than the previous day. The implied volatity was 24.04, the open interest changed by -177 which decreased total open position to 3697
| HEROMOTOCO 30SEP2025 5500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 3.08
Theta: -4.80
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5429.50 | 135.95 | -9.15 | 29.82 | 2,845 | 292 | 627 |
| 21 Sept | 5408.00 | 143.95 | -18.9 | 28.15 | 111 | 1 | 333 |
| 18 Sept | 5370.00 | 160.9 | -17.45 | 24.95 | 227 | 12 | 335 |
| 14 Sept | 5301.50 | 235.8 | -5.15 | 29.20 | 73 | -6 | 402 |
For Hero Motocorp Limited - strike price 5500 expiring on 30SEP2025
Delta for 5500 PE is -0.61
Historical price for 5500 PE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 135.95, which was -9.15 lower than the previous day. The implied volatity was 29.82, the open interest changed by 292 which increased total open position to 627
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 143.95, which was -18.9 lower than the previous day. The implied volatity was 28.15, the open interest changed by 1 which increased total open position to 333
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 160.9, which was -17.45 lower than the previous day. The implied volatity was 24.95, the open interest changed by 12 which increased total open position to 335
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 235.8, which was -5.15 lower than the previous day. The implied volatity was 29.20, the open interest changed by -6 which decreased total open position to 402
