HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
22 Sep 2025 08:01 PM IST
| HEROMOTOCO 30SEP2025 5850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.84
Theta: -1.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 5429.50 | 5.15 | -2.2 | 30.49 | 843 | 287 | 419 | |||||||||
| 21 Sept | 5408.00 | 7.6 | 1.2 | 28.07 | 52 | 15 | 131 | |||||||||
| 18 Sept | 5370.00 | 6.6 | -0.7 | 28.07 | 199 | 36 | 119 | |||||||||
| 14 Sept | 5301.50 | 10.5 | 1.1 | 27.91 | 62 | 37 | 52 | |||||||||
For Hero Motocorp Limited - strike price 5850 expiring on 30SEP2025
Delta for 5850 CE is 0.05
Historical price for 5850 CE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 5.15, which was -2.2 lower than the previous day. The implied volatity was 30.49, the open interest changed by 287 which increased total open position to 419
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 7.6, which was 1.2 higher than the previous day. The implied volatity was 28.07, the open interest changed by 15 which increased total open position to 131
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 6.6, which was -0.7 lower than the previous day. The implied volatity was 28.07, the open interest changed by 36 which increased total open position to 119
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 10.5, which was 1.1 higher than the previous day. The implied volatity was 27.91, the open interest changed by 37 which increased total open position to 52
| HEROMOTOCO 30SEP2025 5850 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 | 474.85 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 5408.00 | 474.85 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 5370.00 | 474.85 | 0 | 0.00 | 0 | 1 | 0 |
| 14 Sept | 5301.50 | 1264.2 | 0 | - | 0 | 0 | 0 |
For Hero Motocorp Limited - strike price 5850 expiring on 30SEP2025
Delta for 5850 PE is 0.00
Historical price for 5850 PE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 474.85, 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 474.85, 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 474.85, 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 1264.2, 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
