HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
22 Sep 2025 08:01 PM IST
| HEROMOTOCO 30SEP2025 5600 CE | ||||||||||||||||
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Delta: 0.21
Vega: 2.31
Theta: -3.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5429.50 | 23.85 | -2.7 | 25.48 | 9,262 | 27 | 1,651 | |||||||||
| 21 Sept | 5408.00 | 27.5 | 2.4 | 22.82 | 1,384 | 133 | 1,632 | |||||||||
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| 18 Sept | 5370.00 | 25.4 | -2.95 | 24.03 | 2,035 | -143 | 1,492 | |||||||||
| 14 Sept | 5301.50 | 30.65 | -2.4 | 24.56 | 2,358 | -9 | 1,447 | |||||||||
For Hero Motocorp Limited - strike price 5600 expiring on 30SEP2025
Delta for 5600 CE is 0.21
Historical price for 5600 CE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 23.85, which was -2.7 lower than the previous day. The implied volatity was 25.48, the open interest changed by 27 which increased total open position to 1651
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 27.5, which was 2.4 higher than the previous day. The implied volatity was 22.82, the open interest changed by 133 which increased total open position to 1632
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 25.4, which was -2.95 lower than the previous day. The implied volatity was 24.03, the open interest changed by -143 which decreased total open position to 1492
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 30.65, which was -2.4 lower than the previous day. The implied volatity was 24.56, the open interest changed by -9 which decreased total open position to 1447
| HEROMOTOCO 30SEP2025 5600 PE | |||||||
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Delta: -0.72
Vega: 2.71
Theta: -4.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5429.50 | 218.65 | -3.55 | 34.77 | 142 | 11 | 154 |
| 21 Sept | 5408.00 | 220.5 | -21.15 | 30.95 | 11 | -5 | 143 |
| 18 Sept | 5370.00 | 241.85 | -44.7 | 27.31 | 4 | -2 | 149 |
| 14 Sept | 5301.50 | 296.75 | 0 | 0.00 | 0 | 0 | 0 |
For Hero Motocorp Limited - strike price 5600 expiring on 30SEP2025
Delta for 5600 PE is -0.72
Historical price for 5600 PE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 218.65, which was -3.55 lower than the previous day. The implied volatity was 34.77, the open interest changed by 11 which increased total open position to 154
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 220.5, which was -21.15 lower than the previous day. The implied volatity was 30.95, the open interest changed by -5 which decreased total open position to 143
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 241.85, which was -44.7 lower than the previous day. The implied volatity was 27.31, the open interest changed by -2 which decreased total open position to 149
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 296.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
