HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
22 Sep 2025 08:01 PM IST
| HEROMOTOCO 30SEP2025 6000 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.48
Theta: -1.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 5429.50 | 2.6 | -0.9 | 34.20 | 1,643 | -96 | 1,556 | |||||||||
| 21 Sept | 5408.00 | 3.8 | 0.4 | 30.93 | 686 | 94 | 1,652 | |||||||||
| 18 Sept | 5370.00 | 3.5 | -0.4 | 30.97 | 535 | -187 | 1,559 | |||||||||
| 14 Sept | 5301.50 | 5.2 | -0.4 | 29.30 | 1,146 | 66 | 1,711 | |||||||||
For Hero Motocorp Limited - strike price 6000 expiring on 30SEP2025
Delta for 6000 CE is 0.03
Historical price for 6000 CE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 2.6, which was -0.9 lower than the previous day. The implied volatity was 34.20, the open interest changed by -96 which decreased total open position to 1556
On 21 Sept HEROMOTOCO was trading at 5408.00. The strike last trading price was 3.8, which was 0.4 higher than the previous day. The implied volatity was 30.93, the open interest changed by 94 which increased total open position to 1652
On 18 Sept HEROMOTOCO was trading at 5370.00. The strike last trading price was 3.5, which was -0.4 lower than the previous day. The implied volatity was 30.97, the open interest changed by -187 which decreased total open position to 1559
On 14 Sept HEROMOTOCO was trading at 5301.50. The strike last trading price was 5.2, which was -0.4 lower than the previous day. The implied volatity was 29.30, the open interest changed by 66 which increased total open position to 1711
| HEROMOTOCO 30SEP2025 6000 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 | 1631.95 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 5408.00 | 1631.95 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 5370.00 | 1631.95 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 5301.50 | 1631.95 | 0 | - | 0 | 0 | 0 |
For Hero Motocorp Limited - strike price 6000 expiring on 30SEP2025
Delta for 6000 PE is -
Historical price for 6000 PE is as follows
On 22 Sept HEROMOTOCO was trading at 5429.50. The strike last trading price was 1631.95, 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 1631.95, 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 1631.95, 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 1631.95, 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
