HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
29 Jan 2026 04:11 PM IST
| HEROMOTOCO 24-FEB-2026 5500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 5.62
Theta: -3.75
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jan | 5580.00 | 219.8 | 32.95 | 26.37 | 1,683 | -35 | 513 | |||||||||
| 28 Jan | 5512.50 | 189 | 65.25 | 27.31 | 3,321 | 128 | 547 | |||||||||
| 27 Jan | 5380.00 | 124.3 | 14.7 | 25.99 | 939 | 7 | 420 | |||||||||
| 23 Jan | 5384.00 | 110.55 | -44.3 | 21.91 | 1,036 | 146 | 413 | |||||||||
| 22 Jan | 5488.50 | 154 | -28.75 | 21.04 | 306 | 103 | 257 | |||||||||
| 21 Jan | 5538.50 | 172.25 | -106.4 | 19.01 | 344 | 147 | 153 | |||||||||
| 20 Jan | 5580.50 | 278.65 | 25.55 | 30.2 | 10 | 2 | 7 | |||||||||
| 19 Jan | 5762.50 | 253.1 | -66.9 | - | 0 | 0 | 5 | |||||||||
| 16 Jan | 5651.50 | 253.1 | -66.9 | 16.93 | 3 | 2 | 4 | |||||||||
| 14 Jan | 5676.50 | 320 | -48 | 24.96 | 1 | 0 | 1 | |||||||||
| 13 Jan | 5734.50 | 368 | -62 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 5726.50 | 368 | -62 | - | 0 | 0 | 1 | |||||||||
| 9 Jan | 5773.00 | 368 | -62 | 13.09 | 5 | 0 | 4 | |||||||||
| 8 Jan | 5850.00 | 430 | 66.5 | 14.38 | 1 | 0 | 5 | |||||||||
| 7 Jan | 5981.00 | 537 | 173.5 | - | 0 | 0 | 5 | |||||||||
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| 6 Jan | 6000.00 | 537 | 173.5 | - | 4 | 0 | 1 | |||||||||
| 5 Jan | 5985.50 | 363.5 | -414.75 | - | 0 | 0 | 1 | |||||||||
| 2 Jan | 5933.00 | 363.5 | -414.75 | - | 0 | 0 | 1 | |||||||||
| 1 Jan | 5841.50 | 363.5 | -414.75 | - | 0 | 0 | 1 | |||||||||
| 31 Dec | 5771.00 | 363.5 | -414.75 | - | 0 | 0 | 1 | |||||||||
| 30 Dec | 5711.00 | 363.5 | -414.75 | - | 0 | 0 | 1 | |||||||||
| 29 Dec | 5566.00 | 363.5 | -414.75 | - | 0 | 0 | 1 | |||||||||
| 26 Dec | 5637.00 | 363.5 | -414.75 | - | 0 | 0 | 1 | |||||||||
| 24 Dec | 5698.50 | 363.5 | -414.75 | - | 0 | 0 | 1 | |||||||||
| 23 Dec | 5744.00 | 363.5 | -414.75 | 16.03 | 1 | 0 | 0 | |||||||||
| 17 Dec | 5817.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 5946.50 | 778.25 | - | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 5959.50 | 778.25 | - | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 5945.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 6001.00 | 0 | - | - | 0 | 0 | 0 | |||||||||
For Hero Motocorp Limited - strike price 5500 expiring on 24FEB2026
Delta for 5500 CE is 0.63
Historical price for 5500 CE is as follows
On 29 Jan HEROMOTOCO was trading at 5580.00. The strike last trading price was 219.8, which was 32.95 higher than the previous day. The implied volatity was 26.37, the open interest changed by -35 which decreased total open position to 513
On 28 Jan HEROMOTOCO was trading at 5512.50. The strike last trading price was 189, which was 65.25 higher than the previous day. The implied volatity was 27.31, the open interest changed by 128 which increased total open position to 547
On 27 Jan HEROMOTOCO was trading at 5380.00. The strike last trading price was 124.3, which was 14.7 higher than the previous day. The implied volatity was 25.99, the open interest changed by 7 which increased total open position to 420
On 23 Jan HEROMOTOCO was trading at 5384.00. The strike last trading price was 110.55, which was -44.3 lower than the previous day. The implied volatity was 21.91, the open interest changed by 146 which increased total open position to 413
On 22 Jan HEROMOTOCO was trading at 5488.50. The strike last trading price was 154, which was -28.75 lower than the previous day. The implied volatity was 21.04, the open interest changed by 103 which increased total open position to 257
On 21 Jan HEROMOTOCO was trading at 5538.50. The strike last trading price was 172.25, which was -106.4 lower than the previous day. The implied volatity was 19.01, the open interest changed by 147 which increased total open position to 153
On 20 Jan HEROMOTOCO was trading at 5580.50. The strike last trading price was 278.65, which was 25.55 higher than the previous day. The implied volatity was 30.2, the open interest changed by 2 which increased total open position to 7
On 19 Jan HEROMOTOCO was trading at 5762.50. The strike last trading price was 253.1, which was -66.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 16 Jan HEROMOTOCO was trading at 5651.50. The strike last trading price was 253.1, which was -66.9 lower than the previous day. The implied volatity was 16.93, the open interest changed by 2 which increased total open position to 4
On 14 Jan HEROMOTOCO was trading at 5676.50. The strike last trading price was 320, which was -48 lower than the previous day. The implied volatity was 24.96, the open interest changed by 0 which decreased total open position to 1
On 13 Jan HEROMOTOCO was trading at 5734.50. The strike last trading price was 368, which was -62 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jan HEROMOTOCO was trading at 5726.50. The strike last trading price was 368, which was -62 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Jan HEROMOTOCO was trading at 5773.00. The strike last trading price was 368, which was -62 lower than the previous day. The implied volatity was 13.09, the open interest changed by 0 which decreased total open position to 4
On 8 Jan HEROMOTOCO was trading at 5850.00. The strike last trading price was 430, which was 66.5 higher than the previous day. The implied volatity was 14.38, the open interest changed by 0 which decreased total open position to 5
On 7 Jan HEROMOTOCO was trading at 5981.00. The strike last trading price was 537, which was 173.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 6 Jan HEROMOTOCO was trading at 6000.00. The strike last trading price was 537, which was 173.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jan HEROMOTOCO was trading at 5985.50. The strike last trading price was 363.5, which was -414.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Jan HEROMOTOCO was trading at 5933.00. The strike last trading price was 363.5, which was -414.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Jan HEROMOTOCO was trading at 5841.50. The strike last trading price was 363.5, which was -414.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 31 Dec HEROMOTOCO was trading at 5771.00. The strike last trading price was 363.5, which was -414.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Dec HEROMOTOCO was trading at 5711.00. The strike last trading price was 363.5, which was -414.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 Dec HEROMOTOCO was trading at 5566.00. The strike last trading price was 363.5, which was -414.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 Dec HEROMOTOCO was trading at 5637.00. The strike last trading price was 363.5, which was -414.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Dec HEROMOTOCO was trading at 5698.50. The strike last trading price was 363.5, which was -414.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Dec HEROMOTOCO was trading at 5744.00. The strike last trading price was 363.5, which was -414.75 lower than the previous day. The implied volatity was 16.03, the open interest changed by 0 which decreased total open position to 0
On 17 Dec HEROMOTOCO was trading at 5817.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec HEROMOTOCO was trading at 5946.50. The strike last trading price was 778.25, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Dec HEROMOTOCO was trading at 5959.50. The strike last trading price was 778.25, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec HEROMOTOCO was trading at 5945.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec HEROMOTOCO was trading at 6001.00. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| HEROMOTOCO 24FEB2026 5500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.39
Vega: 5.72
Theta: -3.11
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jan | 5580.00 | 147.55 | -24.4 | 34.09 | 1,428 | 43 | 715 |
| 28 Jan | 5512.50 | 172.95 | -69.15 | 33.15 | 527 | 119 | 668 |
| 27 Jan | 5380.00 | 240.8 | -25.05 | 34.27 | 235 | 40 | 549 |
| 23 Jan | 5384.00 | 263.85 | 49.65 | 36.01 | 667 | 98 | 509 |
| 22 Jan | 5488.50 | 220.35 | 38.15 | 35.94 | 1,112 | 13 | 411 |
| 21 Jan | 5538.50 | 185 | 38.1 | 33.47 | 870 | 299 | 393 |
| 20 Jan | 5580.50 | 156.15 | 75 | 31.72 | 75 | 14 | 93 |
| 19 Jan | 5762.50 | 87.35 | -37.65 | 29.69 | 61 | 24 | 78 |
| 16 Jan | 5651.50 | 125 | -5.95 | 29.45 | 13 | -3 | 54 |
| 14 Jan | 5676.50 | 130.95 | 28.15 | 30.51 | 24 | 2 | 47 |
| 13 Jan | 5734.50 | 102.8 | 5.8 | 27.89 | 23 | 13 | 44 |
| 12 Jan | 5726.50 | 97 | 14 | 27.57 | 13 | 5 | 32 |
| 9 Jan | 5773.00 | 83 | 18.65 | 26.7 | 11 | 3 | 25 |
| 8 Jan | 5850.00 | 64.35 | 22.85 | 26.19 | 4 | 2 | 20 |
| 7 Jan | 5981.00 | 41.5 | -2.8 | 25.7 | 12 | 0 | 18 |
| 6 Jan | 6000.00 | 44.3 | 1.75 | 26.67 | 3 | 1 | 18 |
| 5 Jan | 5985.50 | 42.55 | -2.3 | 25.87 | 5 | 4 | 16 |
| 2 Jan | 5933.00 | 44.85 | -37.25 | 24.06 | 13 | 5 | 12 |
| 1 Jan | 5841.50 | 82.1 | -23.5 | 26.92 | 4 | 2 | 5 |
| 31 Dec | 5771.00 | 105.6 | -0.4 | 27.78 | 2 | 1 | 4 |
| 30 Dec | 5711.00 | 106 | 0 | - | 0 | 0 | 3 |
| 29 Dec | 5566.00 | 106 | 0 | - | 0 | 0 | 3 |
| 26 Dec | 5637.00 | 106 | 0 | - | 0 | 0 | 3 |
| 24 Dec | 5698.50 | 106 | 0 | 24.28 | 1 | 0 | 2 |
| 23 Dec | 5744.00 | 106 | -7.9 | 25.29 | 2 | 1 | 1 |
| 17 Dec | 5817.00 | - | - | - | 0 | 0 | 0 |
| 16 Dec | 5946.50 | 113.9 | - | - | 0 | 0 | 0 |
| 15 Dec | 5959.50 | 113.9 | - | - | 0 | 0 | 0 |
| 10 Dec | 5945.50 | - | - | - | 0 | 0 | 0 |
| 9 Dec | 6001.00 | 0 | - | - | 0 | 0 | 0 |
For Hero Motocorp Limited - strike price 5500 expiring on 24FEB2026
Delta for 5500 PE is -0.39
Historical price for 5500 PE is as follows
On 29 Jan HEROMOTOCO was trading at 5580.00. The strike last trading price was 147.55, which was -24.4 lower than the previous day. The implied volatity was 34.09, the open interest changed by 43 which increased total open position to 715
On 28 Jan HEROMOTOCO was trading at 5512.50. The strike last trading price was 172.95, which was -69.15 lower than the previous day. The implied volatity was 33.15, the open interest changed by 119 which increased total open position to 668
On 27 Jan HEROMOTOCO was trading at 5380.00. The strike last trading price was 240.8, which was -25.05 lower than the previous day. The implied volatity was 34.27, the open interest changed by 40 which increased total open position to 549
On 23 Jan HEROMOTOCO was trading at 5384.00. The strike last trading price was 263.85, which was 49.65 higher than the previous day. The implied volatity was 36.01, the open interest changed by 98 which increased total open position to 509
On 22 Jan HEROMOTOCO was trading at 5488.50. The strike last trading price was 220.35, which was 38.15 higher than the previous day. The implied volatity was 35.94, the open interest changed by 13 which increased total open position to 411
On 21 Jan HEROMOTOCO was trading at 5538.50. The strike last trading price was 185, which was 38.1 higher than the previous day. The implied volatity was 33.47, the open interest changed by 299 which increased total open position to 393
On 20 Jan HEROMOTOCO was trading at 5580.50. The strike last trading price was 156.15, which was 75 higher than the previous day. The implied volatity was 31.72, the open interest changed by 14 which increased total open position to 93
On 19 Jan HEROMOTOCO was trading at 5762.50. The strike last trading price was 87.35, which was -37.65 lower than the previous day. The implied volatity was 29.69, the open interest changed by 24 which increased total open position to 78
On 16 Jan HEROMOTOCO was trading at 5651.50. The strike last trading price was 125, which was -5.95 lower than the previous day. The implied volatity was 29.45, the open interest changed by -3 which decreased total open position to 54
On 14 Jan HEROMOTOCO was trading at 5676.50. The strike last trading price was 130.95, which was 28.15 higher than the previous day. The implied volatity was 30.51, the open interest changed by 2 which increased total open position to 47
On 13 Jan HEROMOTOCO was trading at 5734.50. The strike last trading price was 102.8, which was 5.8 higher than the previous day. The implied volatity was 27.89, the open interest changed by 13 which increased total open position to 44
On 12 Jan HEROMOTOCO was trading at 5726.50. The strike last trading price was 97, which was 14 higher than the previous day. The implied volatity was 27.57, the open interest changed by 5 which increased total open position to 32
On 9 Jan HEROMOTOCO was trading at 5773.00. The strike last trading price was 83, which was 18.65 higher than the previous day. The implied volatity was 26.7, the open interest changed by 3 which increased total open position to 25
On 8 Jan HEROMOTOCO was trading at 5850.00. The strike last trading price was 64.35, which was 22.85 higher than the previous day. The implied volatity was 26.19, the open interest changed by 2 which increased total open position to 20
On 7 Jan HEROMOTOCO was trading at 5981.00. The strike last trading price was 41.5, which was -2.8 lower than the previous day. The implied volatity was 25.7, the open interest changed by 0 which decreased total open position to 18
On 6 Jan HEROMOTOCO was trading at 6000.00. The strike last trading price was 44.3, which was 1.75 higher than the previous day. The implied volatity was 26.67, the open interest changed by 1 which increased total open position to 18
On 5 Jan HEROMOTOCO was trading at 5985.50. The strike last trading price was 42.55, which was -2.3 lower than the previous day. The implied volatity was 25.87, the open interest changed by 4 which increased total open position to 16
On 2 Jan HEROMOTOCO was trading at 5933.00. The strike last trading price was 44.85, which was -37.25 lower than the previous day. The implied volatity was 24.06, the open interest changed by 5 which increased total open position to 12
On 1 Jan HEROMOTOCO was trading at 5841.50. The strike last trading price was 82.1, which was -23.5 lower than the previous day. The implied volatity was 26.92, the open interest changed by 2 which increased total open position to 5
On 31 Dec HEROMOTOCO was trading at 5771.00. The strike last trading price was 105.6, which was -0.4 lower than the previous day. The implied volatity was 27.78, the open interest changed by 1 which increased total open position to 4
On 30 Dec HEROMOTOCO was trading at 5711.00. The strike last trading price was 106, 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 29 Dec HEROMOTOCO was trading at 5566.00. The strike last trading price was 106, 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 26 Dec HEROMOTOCO was trading at 5637.00. The strike last trading price was 106, 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 24 Dec HEROMOTOCO was trading at 5698.50. The strike last trading price was 106, which was 0 lower than the previous day. The implied volatity was 24.28, the open interest changed by 0 which decreased total open position to 2
On 23 Dec HEROMOTOCO was trading at 5744.00. The strike last trading price was 106, which was -7.9 lower than the previous day. The implied volatity was 25.29, the open interest changed by 1 which increased total open position to 1
On 17 Dec HEROMOTOCO was trading at 5817.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec HEROMOTOCO was trading at 5946.50. The strike last trading price was 113.9, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Dec HEROMOTOCO was trading at 5959.50. The strike last trading price was 113.9, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec HEROMOTOCO was trading at 5945.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec HEROMOTOCO was trading at 6001.00. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0






























































































































































































































