HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
22 Sep 2025 08:01 PM IST
| HEROMOTOCO 30SEP2025 5800 CE | ||||||||||||||||
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Delta: 0.07
Vega: 1.04
Theta: -2.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 5429.50 | 6.8 | -1.9 | 29.40 | 2,538 | -22 | 2,434 | |||||||||
| 21 Sept | 5408.00 | 9.15 | 0.35 | 26.69 | 804 | -77 | 2,459 | |||||||||
| 18 Sept | 5370.00 | 8.65 | -0.65 | 27.34 | 1,425 | 340 | 2,532 | |||||||||
| 14 Sept | 5301.50 | 11.55 | -0.85 | 26.51 | 1,394 | 155 | 2,178 | |||||||||
For Hero Motocorp Limited - strike price 5800 expiring on 30SEP2025
Delta for 5800 CE is 0.07
Historical price for 5800 CE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 6.8, which was -1.9 lower than the previous day. The implied volatity was 29.40, the open interest changed by -22 which decreased total open position to 2434
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 9.15, which was 0.35 higher than the previous day. The implied volatity was 26.69, the open interest changed by -77 which decreased total open position to 2459
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 8.65, which was -0.65 lower than the previous day. The implied volatity was 27.34, the open interest changed by 340 which increased total open position to 2532
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 11.55, which was -0.85 lower than the previous day. The implied volatity was 26.51, the open interest changed by 155 which increased total open position to 2178
| HEROMOTOCO 30SEP2025 5800 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 | 460 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 5408.00 | 460 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 5370.00 | 460 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 5301.50 | 460 | 0 | 0.00 | 0 | 0 | 0 |
For Hero Motocorp Limited - strike price 5800 expiring on 30SEP2025
Delta for 5800 PE is 0.00
Historical price for 5800 PE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 460, 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 460, 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 460, 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 460, 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
