[--[65.84.65.76]--]
HEROMOTOCO
Hero Motocorp Limited

5429.5 21.50 (0.40%)

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Historical option data for HEROMOTOCO

22 Sep 2025 08:01 PM IST
HEROMOTOCO 30SEP2025 5750 CE
Delta: 0.09
Vega: 1.28
Theta: -2.39
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
22 Sept 5429.50 9.05 -2.15 28.29 1,126 115 326
21 Sept 5408.00 12 1.35 25.78 238 11 209
18 Sept 5370.00 11 -1 26.37 178 -6 199
14 Sept 5301.50 15 -0.8 26.15 168 6 164


For Hero Motocorp Limited - strike price 5750 expiring on 30SEP2025

Delta for 5750 CE is 0.09

Historical price for 5750 CE is as follows

On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 9.05, which was -2.15 lower than the previous day. The implied volatity was 28.29, the open interest changed by 115 which increased total open position to 326


On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 12, which was 1.35 higher than the previous day. The implied volatity was 25.78, the open interest changed by 11 which increased total open position to 209


On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 11, which was -1 lower than the previous day. The implied volatity was 26.37, the open interest changed by -6 which decreased total open position to 199


On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 15, which was -0.8 lower than the previous day. The implied volatity was 26.15, the open interest changed by 6 which increased total open position to 164


HEROMOTOCO 30SEP2025 5750 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
22 Sept 5429.50 1167.5 0 - 0 0 0
21 Sept 5408.00 1167.5 0 - 0 0 0
18 Sept 5370.00 1167.5 0 - 0 0 0
14 Sept 5301.50 1167.5 0 - 0 0 0


For Hero Motocorp Limited - strike price 5750 expiring on 30SEP2025

Delta for 5750 PE is -

Historical price for 5750 PE is as follows

On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 1167.5, 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


On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 1167.5, 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


On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 1167.5, 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


On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 1167.5, 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