HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
22 Sep 2025 08:01 PM IST
HEROMOTOCO 30SEP2025 5750 CE | ||||||||||||||||
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Delta: 0.09
Vega: 1.28
Theta: -2.39
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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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