HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
22 Sep 2025 08:01 PM IST
| HEROMOTOCO 30SEP2025 5900 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.70
Theta: -1.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5429.50 | 4.1 | -1.2 | 31.81 | 1,808 | 293 | 1,094 | |||||||||
| 21 Sept | 5408.00 | 5.75 | 0.8 | 28.80 | 123 | -7 | 800 | |||||||||
| 18 Sept | 5370.00 | 5.15 | -0.45 | 28.89 | 483 | -35 | 808 | |||||||||
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| 14 Sept | 5301.50 | 7.6 | -0.55 | 27.86 | 710 | 73 | 718 | |||||||||
For Hero Motocorp Limited - strike price 5900 expiring on 30SEP2025
Delta for 5900 CE is 0.04
Historical price for 5900 CE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 4.1, which was -1.2 lower than the previous day. The implied volatity was 31.81, the open interest changed by 293 which increased total open position to 1094
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 5.75, which was 0.8 higher than the previous day. The implied volatity was 28.80, the open interest changed by -7 which decreased total open position to 800
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 5.15, which was -0.45 lower than the previous day. The implied volatity was 28.89, the open interest changed by -35 which decreased total open position to 808
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 7.6, which was -0.55 lower than the previous day. The implied volatity was 27.86, the open interest changed by 73 which increased total open position to 718
| HEROMOTOCO 30SEP2025 5900 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 | 1580.6 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 5408.00 | 1580.6 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 5370.00 | 1580.6 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 5301.50 | 1580.6 | 0 | - | 0 | 0 | 0 |
For Hero Motocorp Limited - strike price 5900 expiring on 30SEP2025
Delta for 5900 PE is -
Historical price for 5900 PE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 1580.6, 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 1580.6, 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 1580.6, 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 1580.6, 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
