HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
22 Sep 2025 08:01 PM IST
| HEROMOTOCO 30SEP2025 5700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.12
Vega: 1.58
Theta: -2.88
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5429.50 | 12.45 | -1.95 | 27.35 | 3,905 | -59 | 1,505 | |||||||||
| 21 Sept | 5408.00 | 14.9 | 1.2 | 24.27 | 788 | 5 | 1,562 | |||||||||
| 18 Sept | 5370.00 | 13.85 | -2.2 | 25.26 | 954 | -97 | 1,559 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 5301.50 | 18.8 | -1.2 | 25.53 | 1,285 | -1 | 1,612 | |||||||||
For Hero Motocorp Limited - strike price 5700 expiring on 30SEP2025
Delta for 5700 CE is 0.12
Historical price for 5700 CE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 12.45, which was -1.95 lower than the previous day. The implied volatity was 27.35, the open interest changed by -59 which decreased total open position to 1505
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 14.9, which was 1.2 higher than the previous day. The implied volatity was 24.27, the open interest changed by 5 which increased total open position to 1562
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 13.85, which was -2.2 lower than the previous day. The implied volatity was 25.26, the open interest changed by -97 which decreased total open position to 1559
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 18.8, which was -1.2 lower than the previous day. The implied volatity was 25.53, the open interest changed by -1 which decreased total open position to 1612
| HEROMOTOCO 30SEP2025 5700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 1.83
Theta: -2.15
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5429.50 | 289 | -21.35 | 30.58 | 39 | 17 | 41 |
| 21 Sept | 5408.00 | 310.35 | -106.65 | 36.11 | 4 | -1 | 24 |
| 18 Sept | 5370.00 | 417 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 5301.50 | 417 | 0 | 0.00 | 0 | 0 | 0 |
For Hero Motocorp Limited - strike price 5700 expiring on 30SEP2025
Delta for 5700 PE is -0.85
Historical price for 5700 PE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 289, which was -21.35 lower than the previous day. The implied volatity was 30.58, the open interest changed by 17 which increased total open position to 41
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 310.35, which was -106.65 lower than the previous day. The implied volatity was 36.11, the open interest changed by -1 which decreased total open position to 24
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 417, 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 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 417, 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
