HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
22 Sep 2025 08:01 PM IST
| HEROMOTOCO 30SEP2025 5550 CE | ||||||||||||||||
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Delta: 0.27
Vega: 2.67
Theta: -4.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5429.50 | 32 | -3.95 | 24.16 | 5,549 | 85 | 785 | |||||||||
| 21 Sept | 5408.00 | 37.85 | 3.8 | 22.18 | 1,046 | 118 | 695 | |||||||||
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| 18 Sept | 5370.00 | 34.85 | -2.1 | 23.61 | 952 | -62 | 581 | |||||||||
| 14 Sept | 5301.50 | 40 | -2.4 | 24.35 | 1,122 | 14 | 687 | |||||||||
For Hero Motocorp Limited - strike price 5550 expiring on 30SEP2025
Delta for 5550 CE is 0.27
Historical price for 5550 CE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 32, which was -3.95 lower than the previous day. The implied volatity was 24.16, the open interest changed by 85 which increased total open position to 785
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 37.85, which was 3.8 higher than the previous day. The implied volatity was 22.18, the open interest changed by 118 which increased total open position to 695
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 34.85, which was -2.1 lower than the previous day. The implied volatity was 23.61, the open interest changed by -62 which decreased total open position to 581
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 40, which was -2.4 lower than the previous day. The implied volatity was 24.35, the open interest changed by 14 which increased total open position to 687
| HEROMOTOCO 30SEP2025 5550 PE | |||||||
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Delta: -0.67
Vega: 2.89
Theta: -4.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5429.50 | 174.4 | -22.8 | 31.69 | 327 | 128 | 167 |
| 21 Sept | 5408.00 | 197.2 | -9.8 | 34.18 | 1 | 0 | 39 |
| 18 Sept | 5370.00 | 207 | 0 | 0.00 | 0 | 2 | 0 |
| 14 Sept | 5301.50 | 278.55 | 6.55 | 30.98 | 2 | -2 | 39 |
For Hero Motocorp Limited - strike price 5550 expiring on 30SEP2025
Delta for 5550 PE is -0.67
Historical price for 5550 PE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 174.4, which was -22.8 lower than the previous day. The implied volatity was 31.69, the open interest changed by 128 which increased total open position to 167
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 197.2, which was -9.8 lower than the previous day. The implied volatity was 34.18, the open interest changed by 0 which decreased total open position to 39
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 207, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 278.55, which was 6.55 higher than the previous day. The implied volatity was 30.98, the open interest changed by -2 which decreased total open position to 39
