HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
22 Sep 2025 08:01 PM IST
| HEROMOTOCO 30SEP2025 5650 CE | ||||||||||||||||
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Delta: 0.16
Vega: 1.93
Theta: -3.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5429.50 | 17.2 | -1.95 | 26.40 | 3,522 | 116 | 636 | |||||||||
| 21 Sept | 5408.00 | 20.45 | 1.65 | 23.70 | 554 | 54 | 522 | |||||||||
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| 18 Sept | 5370.00 | 18.9 | -2.4 | 24.70 | 403 | -13 | 466 | |||||||||
| 14 Sept | 5301.50 | 24 | -1.65 | 25.04 | 701 | -31 | 578 | |||||||||
For Hero Motocorp Limited - strike price 5650 expiring on 30SEP2025
Delta for 5650 CE is 0.16
Historical price for 5650 CE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 17.2, which was -1.95 lower than the previous day. The implied volatity was 26.40, the open interest changed by 116 which increased total open position to 636
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 20.45, which was 1.65 higher than the previous day. The implied volatity was 23.70, the open interest changed by 54 which increased total open position to 522
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 18.9, which was -2.4 lower than the previous day. The implied volatity was 24.70, the open interest changed by -13 which decreased total open position to 466
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 24, which was -1.65 lower than the previous day. The implied volatity was 25.04, the open interest changed by -31 which decreased total open position to 578
| HEROMOTOCO 30SEP2025 5650 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5429.50 | 304.15 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 5408.00 | 304.15 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 5370.00 | 304.15 | 0 | 0.00 | 0 | 1 | 0 |
| 14 Sept | 5301.50 | 1287.3 | 0 | - | 0 | 0 | 0 |
For Hero Motocorp Limited - strike price 5650 expiring on 30SEP2025
Delta for 5650 PE is 0.00
Historical price for 5650 PE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 304.15, 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
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 304.15, 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
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 304.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 1287.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
