Historical option data for HEROMOTOCO
05 Jun 2026 12:13 PM IST
| HEROMOTOCO 30-Jun-2026 (25d) 4950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 0.05
Theta: -3.12
Gamma: 0.00108
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jun | 4859.70 | 115.25 | -10.75 (-8.53%) | 28.47 | 584 | 72 | 509 | |||||||||
| 4 Jun | 4882.30 | 124.5 | 5.5 (4.62%) | 26.81 | 2,613 | 128 | 439 | |||||||||
| 3 Jun | 4840.90 | 116.6 | -5.4 (-4.43%) | 29.63 | 678 | 53 | 310 | |||||||||
| 2 Jun | 4875.00 | 121 | 13 (12.04%) | 27.3 | 808 | -76 | 275 | |||||||||
| 1 Jun | 4819.90 | 108.05 | -56.75 (-34.44%) | 28.21 | 1,141 | 139 | 353 | |||||||||
| 29 May | 4903.00 | 167.7 | -81.9 (-32.81%) | 28.9 | 322 | 83 | 230 | |||||||||
| 27 May | 5075.00 | 249.6 | 41.55 (19.97%) | 25.31 | 177 | 7 | 149 | |||||||||
| 26 May | 4983.00 | 209.9 | -5.9 (-2.73%) | 28.7 | 321 | -6 | 141 | |||||||||
| 25 May | 4979.00 | 217 | -2.75 (-1.25%) | 29.57 | 173 | 54 | 148 | |||||||||
| 22 May | 4966.00 | 220 | -1 (-0.45%) | 30.2 | 86 | 54 | 93 | |||||||||
| 21 May | 4969.50 | 226 | -18 (-7.38%) | 30.08 | 26 | 15 | 38 | |||||||||
| 20 May | 4968.00 | 244.35 | -10.65 (-4.18%) | 32.41 | 7 | 4 | 22 | |||||||||
| 19 May | 5007.50 | 255 | 27 (11.84%) | 29.83 | 2 | 0 | 18 | |||||||||
| 18 May | 4957.00 | 228 | -93 (-28.97%) | 29.64 | 8 | 3 | 19 | |||||||||
| 15 May | 5064.50 | 321.2 | 0 (0.00%) | - | 0 | 0 | 16 | |||||||||
| 14 May | 5077.00 | 321.2 | 0 (0.00%) | 0 | 0 | 0 | 16 | |||||||||
| 13 May | 4995.00 | 321.2 | 0 (0.00%) | 0 | 0 | 0 | 16 | |||||||||
| 12 May | 5082.50 | 321.2 | 0 (0.00%) | 0 | 0 | 0 | 16 | |||||||||
| 11 May | 5228.50 | 321.2 | 0 (0.00%) | 0 | 0 | 0 | 16 | |||||||||
| 8 May | 5322.00 | 321.2 | 0 (0.00%) | - | 0 | 0 | 16 | |||||||||
| 7 May | 5343.00 | 321.2 | 0 (0.00%) | - | 0 | 0 | 16 | |||||||||
| 6 May | 5170.00 | 321.2 | 0 (0.00%) | 32.39 | 0 | 0 | 16 | |||||||||
| 5 May | 5109.00 | 321.2 | 9.1 (2.92%) | 32.39 | 16 | 12 | 16 | |||||||||
| 4 May | 5066.50 | 312.1 | -55.7 (-15.14%) | 27.23 | 4 | 2 | 2 | |||||||||
| 30 Apr | 5099.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 5114.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Hero Motocorp Limited - strike price 4950 expiring on 30JUN2026
Delta for 4950 CE is 0.44
Historical price for 4950 CE is as follows
On 5 Jun HEROMOTOCO was trading at 4859.70. The strike last trading price was 115.25, which was -10.75 lower than the previous day. The implied volatity was 28.47, the open interest changed by 72 which increased total open position to 509
On 4 Jun HEROMOTOCO was trading at 4882.30. The strike last trading price was 124.5, which was 5.5 higher than the previous day. The implied volatity was 26.81, the open interest changed by 128 which increased total open position to 439
On 3 Jun HEROMOTOCO was trading at 4840.90. The strike last trading price was 116.6, which was -5.4 lower than the previous day. The implied volatity was 29.63, the open interest changed by 53 which increased total open position to 310
On 2 Jun HEROMOTOCO was trading at 4875.00. The strike last trading price was 121, which was 13 higher than the previous day. The implied volatity was 27.3, the open interest changed by -76 which decreased total open position to 275
On 1 Jun HEROMOTOCO was trading at 4819.90. The strike last trading price was 108.05, which was -56.75 lower than the previous day. The implied volatity was 28.21, the open interest changed by 139 which increased total open position to 353
On 29 May HEROMOTOCO was trading at 4903.00. The strike last trading price was 167.7, which was -81.9 lower than the previous day. The implied volatity was 28.9, the open interest changed by 83 which increased total open position to 230
On 27 May HEROMOTOCO was trading at 5075.00. The strike last trading price was 249.6, which was 41.55 higher than the previous day. The implied volatity was 25.31, the open interest changed by 7 which increased total open position to 149
On 26 May HEROMOTOCO was trading at 4983.00. The strike last trading price was 209.9, which was -5.9 lower than the previous day. The implied volatity was 28.7, the open interest changed by -6 which decreased total open position to 141
On 25 May HEROMOTOCO was trading at 4979.00. The strike last trading price was 217, which was -2.75 lower than the previous day. The implied volatity was 29.57, the open interest changed by 54 which increased total open position to 148
On 22 May HEROMOTOCO was trading at 4966.00. The strike last trading price was 220, which was -1 lower than the previous day. The implied volatity was 30.2, the open interest changed by 54 which increased total open position to 93
On 21 May HEROMOTOCO was trading at 4969.50. The strike last trading price was 226, which was -18 lower than the previous day. The implied volatity was 30.08, the open interest changed by 15 which increased total open position to 38
On 20 May HEROMOTOCO was trading at 4968.00. The strike last trading price was 244.35, which was -10.65 lower than the previous day. The implied volatity was 32.41, the open interest changed by 4 which increased total open position to 22
On 19 May HEROMOTOCO was trading at 5007.50. The strike last trading price was 255, which was 27 higher than the previous day. The implied volatity was 29.83, the open interest changed by 0 which decreased total open position to 18
On 18 May HEROMOTOCO was trading at 4957.00. The strike last trading price was 228, which was -93 lower than the previous day. The implied volatity was 29.64, the open interest changed by 3 which increased total open position to 19
On 15 May HEROMOTOCO was trading at 5064.50. The strike last trading price was 321.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 14 May HEROMOTOCO was trading at 5077.00. The strike last trading price was 321.2, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 16
On 13 May HEROMOTOCO was trading at 4995.00. The strike last trading price was 321.2, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 16
On 12 May HEROMOTOCO was trading at 5082.50. The strike last trading price was 321.2, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 16
On 11 May HEROMOTOCO was trading at 5228.50. The strike last trading price was 321.2, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 16
On 8 May HEROMOTOCO was trading at 5322.00. The strike last trading price was 321.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 7 May HEROMOTOCO was trading at 5343.00. The strike last trading price was 321.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 6 May HEROMOTOCO was trading at 5170.00. The strike last trading price was 321.2, which was 0 lower than the previous day. The implied volatity was 32.39, the open interest changed by 0 which decreased total open position to 16
On 5 May HEROMOTOCO was trading at 5109.00. The strike last trading price was 321.2, which was 9.1 higher than the previous day. The implied volatity was 32.39, the open interest changed by 12 which increased total open position to 16
On 4 May HEROMOTOCO was trading at 5066.50. The strike last trading price was 312.1, which was -55.7 lower than the previous day. The implied volatity was 27.23, the open interest changed by 2 which increased total open position to 2
On 30 Apr HEROMOTOCO was trading at 5099.00. 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 29 Apr HEROMOTOCO was trading at 5114.50. 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 30-Jun-2026 (25d) 4950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 0.05
Theta: -1.88
Gamma: 0.00128
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jun | 4859.70 | 160.25 | 4.5 (2.89%) | 23.72 | 156 | 6 | 250 |
| 4 Jun | 4882.30 | 159.25 | -24.75 (-13.45%) | 26.84 | 520 | -14 | 245 |
| 3 Jun | 4840.90 | 184.95 | 15.7 (9.28%) | 25.25 | 65 | -9 | 260 |
| 2 Jun | 4875.00 | 164.4 | -46.45 (-22.03%) | 24.4 | 125 | -2 | 269 |
| 1 Jun | 4819.90 | 206.65 | 61.2 (42.08%) | 26.54 | 670 | 44 | 273 |
| 29 May | 4903.00 | 137.05 | 50.25 (57.89%) | 23.24 | 1,117 | 34 | 234 |
| 27 May | 5075.00 | 84.05 | -50.7 (-37.63%) | 25.23 | 825 | 78 | 205 |
| 26 May | 4983.00 | 135.7 | -6.9 (-4.84%) | 26.94 | 214 | 40 | 127 |
| 25 May | 4979.00 | 141.05 | -13.8 (-8.91%) | 26.83 | 135 | 27 | 87 |
| 22 May | 4966.00 | 152.25 | -14.75 (-8.83%) | 27.25 | 75 | 36 | 60 |
| 21 May | 4969.50 | 167 | -1.85 (-1.10%) | 29.33 | 15 | 9 | 23 |
| 20 May | 4968.00 | 168.85 | -11.45 (-6.35%) | 29.22 | 2 | 1 | 14 |
| 19 May | 5007.50 | 180.3 | 0 (0.00%) | 30.64 | 2 | 2 | 13 |
| 18 May | 4957.00 | 180.3 | 81.4 (82.31%) | 29.49 | 1 | 0 | 10 |
| 15 May | 5064.50 | 98.9 | 0 (0.00%) | - | 0 | 0 | 10 |
| 14 May | 5077.00 | 98.9 | 0 (0.00%) | 0 | 0 | 0 | 10 |
| 13 May | 4995.00 | 98.9 | 0 (0.00%) | 0 | 0 | 0 | 10 |
| 12 May | 5082.50 | 98.9 | 14.8 (17.60%) | 0 | 2 | 0 | 9 |
| 11 May | 5228.50 | 84.1 | -35.2 (-29.51%) | 0 | 2 | 2 | 9 |
| 8 May | 5322.00 | 119.3 | 119.3 | - | 0 | 0 | 7 |
| 7 May | 5343.00 | 119.3 | 119.3 (2.36%) | 28.9 | 0 | 0 | 7 |
| 6 May | 5170.00 | 119.3 | 2.75 (2.36%) | 28.9 | 2 | 1 | 7 |
| 5 May | 5109.00 | 116.55 | 116.55 (-41.87%) | 24.08 | 0 | 0 | 6 |
| 4 May | 5066.50 | 116.55 | -83.95 (-41.87%) | 24.08 | 6 | 0 | 0 |
| 30 Apr | 5099.00 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 5114.50 | 0 | 0 | - | 0 | 0 | 0 |
For Hero Motocorp Limited - strike price 4950 expiring on 30JUN2026
Delta for 4950 PE is -0.58
Historical price for 4950 PE is as follows
On 5 Jun HEROMOTOCO was trading at 4859.70. The strike last trading price was 160.25, which was 4.5 higher than the previous day. The implied volatity was 23.72, the open interest changed by 6 which increased total open position to 250
On 4 Jun HEROMOTOCO was trading at 4882.30. The strike last trading price was 159.25, which was -24.75 lower than the previous day. The implied volatity was 26.84, the open interest changed by -14 which decreased total open position to 245
On 3 Jun HEROMOTOCO was trading at 4840.90. The strike last trading price was 184.95, which was 15.7 higher than the previous day. The implied volatity was 25.25, the open interest changed by -9 which decreased total open position to 260
On 2 Jun HEROMOTOCO was trading at 4875.00. The strike last trading price was 164.4, which was -46.45 lower than the previous day. The implied volatity was 24.4, the open interest changed by -2 which decreased total open position to 269
On 1 Jun HEROMOTOCO was trading at 4819.90. The strike last trading price was 206.65, which was 61.2 higher than the previous day. The implied volatity was 26.54, the open interest changed by 44 which increased total open position to 273
On 29 May HEROMOTOCO was trading at 4903.00. The strike last trading price was 137.05, which was 50.25 higher than the previous day. The implied volatity was 23.24, the open interest changed by 34 which increased total open position to 234
On 27 May HEROMOTOCO was trading at 5075.00. The strike last trading price was 84.05, which was -50.7 lower than the previous day. The implied volatity was 25.23, the open interest changed by 78 which increased total open position to 205
On 26 May HEROMOTOCO was trading at 4983.00. The strike last trading price was 135.7, which was -6.9 lower than the previous day. The implied volatity was 26.94, the open interest changed by 40 which increased total open position to 127
On 25 May HEROMOTOCO was trading at 4979.00. The strike last trading price was 141.05, which was -13.8 lower than the previous day. The implied volatity was 26.83, the open interest changed by 27 which increased total open position to 87
On 22 May HEROMOTOCO was trading at 4966.00. The strike last trading price was 152.25, which was -14.75 lower than the previous day. The implied volatity was 27.25, the open interest changed by 36 which increased total open position to 60
On 21 May HEROMOTOCO was trading at 4969.50. The strike last trading price was 167, which was -1.85 lower than the previous day. The implied volatity was 29.33, the open interest changed by 9 which increased total open position to 23
On 20 May HEROMOTOCO was trading at 4968.00. The strike last trading price was 168.85, which was -11.45 lower than the previous day. The implied volatity was 29.22, the open interest changed by 1 which increased total open position to 14
On 19 May HEROMOTOCO was trading at 5007.50. The strike last trading price was 180.3, which was 0 lower than the previous day. The implied volatity was 30.64, the open interest changed by 2 which increased total open position to 13
On 18 May HEROMOTOCO was trading at 4957.00. The strike last trading price was 180.3, which was 81.4 higher than the previous day. The implied volatity was 29.49, the open interest changed by 0 which decreased total open position to 10
On 15 May HEROMOTOCO was trading at 5064.50. The strike last trading price was 98.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 14 May HEROMOTOCO was trading at 5077.00. The strike last trading price was 98.9, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 10
On 13 May HEROMOTOCO was trading at 4995.00. The strike last trading price was 98.9, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 10
On 12 May HEROMOTOCO was trading at 5082.50. The strike last trading price was 98.9, which was 14.8 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 9
On 11 May HEROMOTOCO was trading at 5228.50. The strike last trading price was 84.1, which was -35.2 lower than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 9
On 8 May HEROMOTOCO was trading at 5322.00. The strike last trading price was 119.3, which was 119.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 7 May HEROMOTOCO was trading at 5343.00. The strike last trading price was 119.3, which was 119.3 higher than the previous day. The implied volatity was 28.9, the open interest changed by 0 which decreased total open position to 7
On 6 May HEROMOTOCO was trading at 5170.00. The strike last trading price was 119.3, which was 2.75 higher than the previous day. The implied volatity was 28.9, the open interest changed by 1 which increased total open position to 7
On 5 May HEROMOTOCO was trading at 5109.00. The strike last trading price was 116.55, which was 116.55 higher than the previous day. The implied volatity was 24.08, the open interest changed by 0 which decreased total open position to 6
On 4 May HEROMOTOCO was trading at 5066.50. The strike last trading price was 116.55, which was -83.95 lower than the previous day. The implied volatity was 24.08, the open interest changed by 0 which decreased total open position to 0
On 30 Apr HEROMOTOCO was trading at 5099.00. 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 29 Apr HEROMOTOCO was trading at 5114.50. 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
