Historical option data for HEROMOTOCO
29 Jun 2026 10:49 AM IST
| HEROMOTOCO 28-Jul-2026 (27d) 4850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 0.05
Theta: -2.67
Gamma: 0.00113
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 4842.20 | 147 | -31 (-17.42%) | 25.61 | 90 | 66 | 139 | |||||||||
| 25 Jun | 4896.10 | 178.25 | 24.25 (15.75%) | 23.4 | 97 | 39 | 57 | |||||||||
| 24 Jun | 4897.20 | 156.15 | -136.85 (-46.71%) | 20.11 | 21 | 15 | 18 | |||||||||
| 23 Jun | 4974.60 | 293 | 0 (0.00%) | - | 2 | 0 | 3 | |||||||||
| 22 Jun | 4983.70 | 293 | 0 (0.00%) | - | 2 | 0 | 3 | |||||||||
| 19 Jun | 4974.90 | 293 | 0 (0.00%) | - | 2 | 0 | 3 | |||||||||
| 18 Jun | 5021.60 | 293 | 0 (0.00%) | - | 2 | 0 | 3 | |||||||||
| 17 Jun | 5016.40 | 293 | 0 (0.00%) | - | 2 | 0 | 3 | |||||||||
| 16 Jun | 5031.00 | 293 | 0 (0.00%) | 19.89 | 2 | 0 | 3 | |||||||||
| 15 Jun | 5024.00 | 293 | 90.5 (44.69%) | 19.89 | 2 | -1 | 3 | |||||||||
| 12 Jun | 4962.60 | 202.5 | 0 (0.00%) | - | 5 | 0 | 4 | |||||||||
| 11 Jun | 4836.20 | 202.5 | 0 (0.00%) | - | 5 | 0 | 4 | |||||||||
| 10 Jun | 4856.70 | 202.5 | 0 (0.00%) | - | 5 | 0 | 4 | |||||||||
| 9 Jun | 4855.40 | 202.5 | 0 (0.00%) | - | 5 | 0 | 4 | |||||||||
| 8 Jun | 4775.50 | 202.5 | 0 (0.00%) | - | 5 | 0 | 4 | |||||||||
| 5 Jun | 4835.00 | 202.5 | -165.35 (-44.95%) | 26.16 | 5 | 4 | 4 | |||||||||
| 4 Jun | 4882.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 4840.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 4875.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jun | 4819.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 May | 4903.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Hero Motocorp Limited - strike price 4850 expiring on 28JUL2026
Delta for 4850 CE is 0.53
Historical price for 4850 CE is as follows
On 29 Jun HEROMOTOCO was trading at 4842.20. The strike last trading price was 147, which was -31 lower than the previous day. The implied volatity was 25.61, the open interest changed by 66 which increased total open position to 139
On 25 Jun HEROMOTOCO was trading at 4896.10. The strike last trading price was 178.25, which was 24.25 higher than the previous day. The implied volatity was 23.4, the open interest changed by 39 which increased total open position to 57
On 24 Jun HEROMOTOCO was trading at 4897.20. The strike last trading price was 156.15, which was -136.85 lower than the previous day. The implied volatity was 20.11, the open interest changed by 15 which increased total open position to 18
On 23 Jun HEROMOTOCO was trading at 4974.60. The strike last trading price was 293, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 22 Jun HEROMOTOCO was trading at 4983.70. The strike last trading price was 293, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Jun HEROMOTOCO was trading at 4974.90. The strike last trading price was 293, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Jun HEROMOTOCO was trading at 5021.60. The strike last trading price was 293, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Jun HEROMOTOCO was trading at 5016.40. The strike last trading price was 293, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Jun HEROMOTOCO was trading at 5031.00. The strike last trading price was 293, which was 0 lower than the previous day. The implied volatity was 19.89, the open interest changed by 0 which decreased total open position to 3
On 15 Jun HEROMOTOCO was trading at 5024.00. The strike last trading price was 293, which was 90.5 higher than the previous day. The implied volatity was 19.89, the open interest changed by -1 which decreased total open position to 3
On 12 Jun HEROMOTOCO was trading at 4962.60. The strike last trading price was 202.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Jun HEROMOTOCO was trading at 4836.20. The strike last trading price was 202.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Jun HEROMOTOCO was trading at 4856.70. The strike last trading price was 202.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Jun HEROMOTOCO was trading at 4855.40. The strike last trading price was 202.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 8 Jun HEROMOTOCO was trading at 4775.50. The strike last trading price was 202.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Jun HEROMOTOCO was trading at 4835.00. The strike last trading price was 202.5, which was -165.35 lower than the previous day. The implied volatity was 26.16, the open interest changed by 4 which increased total open position to 4
On 4 Jun HEROMOTOCO was trading at 4882.30. The strike last trading price was 0, 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 3 Jun HEROMOTOCO was trading at 4840.90. The strike last trading price was 0, 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 2 Jun HEROMOTOCO was trading at 4875.00. The strike last trading price was 0, 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 1 Jun HEROMOTOCO was trading at 4819.90. The strike last trading price was 0, 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 29 May HEROMOTOCO was trading at 4903.00. The strike last trading price was 0, 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
| HEROMOTOCO 28-Jul-2026 (27d) 4850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.05
Theta: -2.95
Gamma: 0.00079
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 4842.20 | 193.9 | 26.9 (16.11%) | 36.52 | 110 | 19 | 62 |
| 25 Jun | 4896.10 | 166.2 | 11.45 (7.40%) | 34.56 | 95 | 32 | 44 |
| 24 Jun | 4897.20 | 154.75 | 26.45 (20.62%) | 33.1 | 10 | 8 | 12 |
| 23 Jun | 4974.60 | 129.5 | 13.5 (11.64%) | 31.99 | 5 | 3 | 5 |
| 22 Jun | 4983.70 | 116.2 | -8.8 (-7.04%) | 31.39 | 4 | -1 | 1 |
| 19 Jun | 4974.90 | 125.2 | 125.2 | - | 2 | 0 | 2 |
| 18 Jun | 5021.60 | 125.2 | 125.2 | - | 2 | 0 | 2 |
| 17 Jun | 5016.40 | 125.2 | 125.2 | - | 2 | 0 | 2 |
| 16 Jun | 5031.00 | 125.2 | 125.2 | - | 2 | 0 | 2 |
| 15 Jun | 5024.00 | 125.2 | 125.2 | - | 2 | 0 | 2 |
| 12 Jun | 4962.60 | 125.2 | 125.2 | - | 2 | 0 | 2 |
| 11 Jun | 4836.20 | 125.2 | 125.2 | - | 2 | 0 | 2 |
| 10 Jun | 4856.70 | 125.2 | 125.2 | - | 2 | 0 | 2 |
| 9 Jun | 4855.40 | 125.2 | 125.2 | - | 2 | 0 | 2 |
| 8 Jun | 4775.50 | 125.2 | 125.2 | - | 2 | 0 | 2 |
| 5 Jun | 4835.00 | 125.2 | 0 (0.00%) | - | 2 | 0 | 2 |
| 4 Jun | 4882.30 | 125.2 | 0 (0.00%) | - | 2 | 0 | 2 |
| 3 Jun | 4840.90 | 125.2 | 0.2 (0.16%) | - | 2 | 0 | 2 |
| 2 Jun | 4875.00 | 125.2 | 0.2 (0.16%) | - | 2 | 0 | 2 |
| 1 Jun | 4819.90 | 125.2 | 0 (0.00%) | 22.86 | 2 | 0 | 2 |
| 29 May | 4903.00 | 125.2 | -59.95 (-32.38%) | 22.86 | 2 | 2 | 2 |
For Hero Motocorp Limited - strike price 4850 expiring on 28JUL2026
Delta for 4850 PE is -0.47
Historical price for 4850 PE is as follows
On 29 Jun HEROMOTOCO was trading at 4842.20. The strike last trading price was 193.9, which was 26.9 higher than the previous day. The implied volatity was 36.52, the open interest changed by 19 which increased total open position to 62
On 25 Jun HEROMOTOCO was trading at 4896.10. The strike last trading price was 166.2, which was 11.45 higher than the previous day. The implied volatity was 34.56, the open interest changed by 32 which increased total open position to 44
On 24 Jun HEROMOTOCO was trading at 4897.20. The strike last trading price was 154.75, which was 26.45 higher than the previous day. The implied volatity was 33.1, the open interest changed by 8 which increased total open position to 12
On 23 Jun HEROMOTOCO was trading at 4974.60. The strike last trading price was 129.5, which was 13.5 higher than the previous day. The implied volatity was 31.99, the open interest changed by 3 which increased total open position to 5
On 22 Jun HEROMOTOCO was trading at 4983.70. The strike last trading price was 116.2, which was -8.8 lower than the previous day. The implied volatity was 31.39, the open interest changed by -1 which decreased total open position to 1
On 19 Jun HEROMOTOCO was trading at 4974.90. The strike last trading price was 125.2, which was 125.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Jun HEROMOTOCO was trading at 5021.60. The strike last trading price was 125.2, which was 125.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Jun HEROMOTOCO was trading at 5016.40. The strike last trading price was 125.2, which was 125.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Jun HEROMOTOCO was trading at 5031.00. The strike last trading price was 125.2, which was 125.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 Jun HEROMOTOCO was trading at 5024.00. The strike last trading price was 125.2, which was 125.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Jun HEROMOTOCO was trading at 4962.60. The strike last trading price was 125.2, which was 125.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Jun HEROMOTOCO was trading at 4836.20. The strike last trading price was 125.2, which was 125.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Jun HEROMOTOCO was trading at 4856.70. The strike last trading price was 125.2, which was 125.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Jun HEROMOTOCO was trading at 4855.40. The strike last trading price was 125.2, which was 125.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Jun HEROMOTOCO was trading at 4775.50. The strike last trading price was 125.2, which was 125.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Jun HEROMOTOCO was trading at 4835.00. The strike last trading price was 125.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Jun HEROMOTOCO was trading at 4882.30. The strike last trading price was 125.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Jun HEROMOTOCO was trading at 4840.90. The strike last trading price was 125.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Jun HEROMOTOCO was trading at 4875.00. The strike last trading price was 125.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Jun HEROMOTOCO was trading at 4819.90. The strike last trading price was 125.2, which was 0 lower than the previous day. The implied volatity was 22.86, the open interest changed by 0 which decreased total open position to 2
On 29 May HEROMOTOCO was trading at 4903.00. The strike last trading price was 125.2, which was -59.95 lower than the previous day. The implied volatity was 22.86, the open interest changed by 2 which increased total open position to 2
