HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
04 Mar 2026 04:11 PM IST
| HEROMOTOCO 30-MAR-2026 5650 CE | ||||||||||||||||
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Delta: 0.4
Vega: 5.65
Theta: -3.51
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Mar | 5500.00 | 107.35 | -47.6 | 27.12 | 573 | 38 | 292 | |||||||||
| 2 Mar | 5591.50 | 157.25 | -61.9 | 27.25 | 992 | 90 | 265 | |||||||||
| 27 Feb | 5710.00 | 215.15 | -47.25 | 23.13 | 245 | -1 | 172 | |||||||||
| 26 Feb | 5787.00 | 269.2 | 30.25 | 24.32 | 147 | -9 | 175 | |||||||||
| 25 Feb | 5737.50 | 237.25 | 128.25 | 23.07 | 2,038 | 26 | 185 | |||||||||
| 24 Feb | 5511.00 | 109.15 | 1.45 | 21.38 | 296 | 67 | 165 | |||||||||
| 23 Feb | 5488.50 | 108.55 | 2.2 | 22.27 | 84 | 14 | 97 | |||||||||
| 20 Feb | 5465.00 | 102 | 10.5 | 22.5 | 122 | 32 | 84 | |||||||||
| 19 Feb | 5414.50 | 92 | -66.1 | 23.52 | 120 | 37 | 52 | |||||||||
| 18 Feb | 5592.00 | 158.1 | 20.1 | 21 | 7 | 4 | 15 | |||||||||
| 17 Feb | 5577.00 | 138 | -49.85 | - | 0 | 0 | 11 | |||||||||
| 16 Feb | 5492.00 | 138 | -49.85 | 24.7 | 6 | 3 | 10 | |||||||||
| 13 Feb | 5584.00 | 183.6 | -71.4 | 24.72 | 8 | 5 | 8 | |||||||||
| 12 Feb | 5733.00 | 255 | 64.8 | - | 0 | 0 | 3 | |||||||||
| 11 Feb | 5682.50 | 255 | 64.8 | 24.64 | 1 | 0 | 2 | |||||||||
| 10 Feb | 5753.50 | 190.2 | 13.05 | - | 0 | 0 | 2 | |||||||||
| 9 Feb | 5756.50 | 190.2 | 13.05 | - | 0 | 0 | 2 | |||||||||
| 6 Feb | 5753.50 | 190.2 | 13.05 | - | 0 | 0 | 2 | |||||||||
| 5 Feb | 5766.00 | 190.2 | 13.05 | - | 0 | 0 | 2 | |||||||||
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| 4 Feb | 5851.50 | 190.2 | 13.05 | - | 0 | 0 | 2 | |||||||||
| 3 Feb | 5763.00 | 190.2 | 13.05 | - | 0 | 0 | 2 | |||||||||
| 2 Feb | 5623.00 | 190.2 | 13.05 | - | 0 | 0 | 2 | |||||||||
| 1 Feb | 5502.50 | 190.2 | 13.05 | - | 0 | 0 | 2 | |||||||||
| 30 Jan | 5534.00 | 190.2 | 13.05 | 22.39 | 4 | 2 | 2 | |||||||||
| 29 Jan | 5580.00 | 177.15 | 0 | 0.02 | 0 | 0 | 0 | |||||||||
| 28 Jan | 5512.50 | 177.15 | 0 | 0.52 | 0 | 0 | 0 | |||||||||
For Hero Motocorp Limited - strike price 5650 expiring on 30MAR2026
Delta for 5650 CE is 0.4
Historical price for 5650 CE is as follows
On 4 Mar HEROMOTOCO was trading at 5500.00. The strike last trading price was 107.35, which was -47.6 lower than the previous day. The implied volatity was 27.12, the open interest changed by 38 which increased total open position to 292
On 2 Mar HEROMOTOCO was trading at 5591.50. The strike last trading price was 157.25, which was -61.9 lower than the previous day. The implied volatity was 27.25, the open interest changed by 90 which increased total open position to 265
On 27 Feb HEROMOTOCO was trading at 5710.00. The strike last trading price was 215.15, which was -47.25 lower than the previous day. The implied volatity was 23.13, the open interest changed by -1 which decreased total open position to 172
On 26 Feb HEROMOTOCO was trading at 5787.00. The strike last trading price was 269.2, which was 30.25 higher than the previous day. The implied volatity was 24.32, the open interest changed by -9 which decreased total open position to 175
On 25 Feb HEROMOTOCO was trading at 5737.50. The strike last trading price was 237.25, which was 128.25 higher than the previous day. The implied volatity was 23.07, the open interest changed by 26 which increased total open position to 185
On 24 Feb HEROMOTOCO was trading at 5511.00. The strike last trading price was 109.15, which was 1.45 higher than the previous day. The implied volatity was 21.38, the open interest changed by 67 which increased total open position to 165
On 23 Feb HEROMOTOCO was trading at 5488.50. The strike last trading price was 108.55, which was 2.2 higher than the previous day. The implied volatity was 22.27, the open interest changed by 14 which increased total open position to 97
On 20 Feb HEROMOTOCO was trading at 5465.00. The strike last trading price was 102, which was 10.5 higher than the previous day. The implied volatity was 22.5, the open interest changed by 32 which increased total open position to 84
On 19 Feb HEROMOTOCO was trading at 5414.50. The strike last trading price was 92, which was -66.1 lower than the previous day. The implied volatity was 23.52, the open interest changed by 37 which increased total open position to 52
On 18 Feb HEROMOTOCO was trading at 5592.00. The strike last trading price was 158.1, which was 20.1 higher than the previous day. The implied volatity was 21, the open interest changed by 4 which increased total open position to 15
On 17 Feb HEROMOTOCO was trading at 5577.00. The strike last trading price was 138, which was -49.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 16 Feb HEROMOTOCO was trading at 5492.00. The strike last trading price was 138, which was -49.85 lower than the previous day. The implied volatity was 24.7, the open interest changed by 3 which increased total open position to 10
On 13 Feb HEROMOTOCO was trading at 5584.00. The strike last trading price was 183.6, which was -71.4 lower than the previous day. The implied volatity was 24.72, the open interest changed by 5 which increased total open position to 8
On 12 Feb HEROMOTOCO was trading at 5733.00. The strike last trading price was 255, which was 64.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 11 Feb HEROMOTOCO was trading at 5682.50. The strike last trading price was 255, which was 64.8 higher than the previous day. The implied volatity was 24.64, the open interest changed by 0 which decreased total open position to 2
On 10 Feb HEROMOTOCO was trading at 5753.50. The strike last trading price was 190.2, which was 13.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Feb HEROMOTOCO was trading at 5756.50. The strike last trading price was 190.2, which was 13.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Feb HEROMOTOCO was trading at 5753.50. The strike last trading price was 190.2, which was 13.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Feb HEROMOTOCO was trading at 5766.00. The strike last trading price was 190.2, which was 13.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Feb HEROMOTOCO was trading at 5851.50. The strike last trading price was 190.2, which was 13.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Feb HEROMOTOCO was trading at 5763.00. The strike last trading price was 190.2, which was 13.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Feb HEROMOTOCO was trading at 5623.00. The strike last trading price was 190.2, which was 13.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Feb HEROMOTOCO was trading at 5502.50. The strike last trading price was 190.2, which was 13.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Jan HEROMOTOCO was trading at 5534.00. The strike last trading price was 190.2, which was 13.05 higher than the previous day. The implied volatity was 22.39, the open interest changed by 2 which increased total open position to 2
On 29 Jan HEROMOTOCO was trading at 5580.00. The strike last trading price was 177.15, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
On 28 Jan HEROMOTOCO was trading at 5512.50. The strike last trading price was 177.15, which was 0 lower than the previous day. The implied volatity was 0.52, the open interest changed by 0 which decreased total open position to 0
| HEROMOTOCO 30MAR2026 5650 PE | |||||||
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Delta: -0.59
Vega: 5.71
Theta: -2.47
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Mar | 5500.00 | 250.3 | 63.85 | 31.18 | 71 | -32 | 222 |
| 2 Mar | 5591.50 | 188.35 | 61 | 28.59 | 640 | 3 | 255 |
| 27 Feb | 5710.00 | 128.35 | 31.8 | 27.23 | 549 | 38 | 253 |
| 26 Feb | 5787.00 | 95 | -21.35 | 25.32 | 450 | 26 | 215 |
| 25 Feb | 5737.50 | 115.65 | -199.35 | 26.07 | 2,601 | 184 | 194 |
| 24 Feb | 5511.00 | 314.75 | 134.25 | - | 0 | 0 | 10 |
| 23 Feb | 5488.50 | 314.75 | 134.25 | - | 0 | 0 | 10 |
| 20 Feb | 5465.00 | 314.75 | 134.25 | - | 0 | 0 | 10 |
| 19 Feb | 5414.50 | 314.75 | 134.25 | 29.22 | 11 | 0 | 10 |
| 18 Feb | 5592.00 | 180.5 | 0 | 24.86 | 1 | 0 | 9 |
| 17 Feb | 5577.00 | 180.5 | 43.55 | - | 0 | 0 | 9 |
| 16 Feb | 5492.00 | 180.5 | 43.55 | - | 0 | 0 | 9 |
| 13 Feb | 5584.00 | 180.5 | 43.55 | 21.91 | 17 | 1 | 10 |
| 12 Feb | 5733.00 | 136.95 | -0.45 | 24.94 | 9 | 6 | 8 |
| 11 Feb | 5682.50 | 137.4 | 3.5 | 22.95 | 1 | 0 | 2 |
| 10 Feb | 5753.50 | 133.9 | -254.15 | - | 0 | 0 | 2 |
| 9 Feb | 5756.50 | 133.9 | -254.15 | - | 0 | 0 | 2 |
| 6 Feb | 5753.50 | 133.9 | -254.15 | - | 0 | 0 | 2 |
| 5 Feb | 5766.00 | 133.9 | -254.15 | - | 0 | 0 | 2 |
| 4 Feb | 5851.50 | 133.9 | -254.15 | 28.83 | 2 | 0 | 0 |
| 3 Feb | 5763.00 | 388.05 | 0 | 2.53 | 0 | 0 | 0 |
| 2 Feb | 5623.00 | 388.05 | 0 | 0.88 | 0 | 0 | 0 |
| 1 Feb | 5502.50 | 388.05 | 0 | 0.09 | 0 | 0 | 0 |
| 30 Jan | 5534.00 | 388.05 | 0 | 0.11 | 0 | 0 | 0 |
| 29 Jan | 5580.00 | 388.05 | 0 | 0.24 | 0 | 0 | 0 |
| 28 Jan | 5512.50 | 388.05 | 0 | 0 | 0 | 0 | 0 |
For Hero Motocorp Limited - strike price 5650 expiring on 30MAR2026
Delta for 5650 PE is -0.59
Historical price for 5650 PE is as follows
On 4 Mar HEROMOTOCO was trading at 5500.00. The strike last trading price was 250.3, which was 63.85 higher than the previous day. The implied volatity was 31.18, the open interest changed by -32 which decreased total open position to 222
On 2 Mar HEROMOTOCO was trading at 5591.50. The strike last trading price was 188.35, which was 61 higher than the previous day. The implied volatity was 28.59, the open interest changed by 3 which increased total open position to 255
On 27 Feb HEROMOTOCO was trading at 5710.00. The strike last trading price was 128.35, which was 31.8 higher than the previous day. The implied volatity was 27.23, the open interest changed by 38 which increased total open position to 253
On 26 Feb HEROMOTOCO was trading at 5787.00. The strike last trading price was 95, which was -21.35 lower than the previous day. The implied volatity was 25.32, the open interest changed by 26 which increased total open position to 215
On 25 Feb HEROMOTOCO was trading at 5737.50. The strike last trading price was 115.65, which was -199.35 lower than the previous day. The implied volatity was 26.07, the open interest changed by 184 which increased total open position to 194
On 24 Feb HEROMOTOCO was trading at 5511.00. The strike last trading price was 314.75, which was 134.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 23 Feb HEROMOTOCO was trading at 5488.50. The strike last trading price was 314.75, which was 134.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 20 Feb HEROMOTOCO was trading at 5465.00. The strike last trading price was 314.75, which was 134.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 19 Feb HEROMOTOCO was trading at 5414.50. The strike last trading price was 314.75, which was 134.25 higher than the previous day. The implied volatity was 29.22, the open interest changed by 0 which decreased total open position to 10
On 18 Feb HEROMOTOCO was trading at 5592.00. The strike last trading price was 180.5, which was 0 lower than the previous day. The implied volatity was 24.86, the open interest changed by 0 which decreased total open position to 9
On 17 Feb HEROMOTOCO was trading at 5577.00. The strike last trading price was 180.5, which was 43.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 16 Feb HEROMOTOCO was trading at 5492.00. The strike last trading price was 180.5, which was 43.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 13 Feb HEROMOTOCO was trading at 5584.00. The strike last trading price was 180.5, which was 43.55 higher than the previous day. The implied volatity was 21.91, the open interest changed by 1 which increased total open position to 10
On 12 Feb HEROMOTOCO was trading at 5733.00. The strike last trading price was 136.95, which was -0.45 lower than the previous day. The implied volatity was 24.94, the open interest changed by 6 which increased total open position to 8
On 11 Feb HEROMOTOCO was trading at 5682.50. The strike last trading price was 137.4, which was 3.5 higher than the previous day. The implied volatity was 22.95, the open interest changed by 0 which decreased total open position to 2
On 10 Feb HEROMOTOCO was trading at 5753.50. The strike last trading price was 133.9, which was -254.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Feb HEROMOTOCO was trading at 5756.50. The strike last trading price was 133.9, which was -254.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Feb HEROMOTOCO was trading at 5753.50. The strike last trading price was 133.9, which was -254.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Feb HEROMOTOCO was trading at 5766.00. The strike last trading price was 133.9, which was -254.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Feb HEROMOTOCO was trading at 5851.50. The strike last trading price was 133.9, which was -254.15 lower than the previous day. The implied volatity was 28.83, the open interest changed by 0 which decreased total open position to 0
On 3 Feb HEROMOTOCO was trading at 5763.00. The strike last trading price was 388.05, which was 0 lower than the previous day. The implied volatity was 2.53, the open interest changed by 0 which decreased total open position to 0
On 2 Feb HEROMOTOCO was trading at 5623.00. The strike last trading price was 388.05, which was 0 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0
On 1 Feb HEROMOTOCO was trading at 5502.50. The strike last trading price was 388.05, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
On 30 Jan HEROMOTOCO was trading at 5534.00. The strike last trading price was 388.05, which was 0 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0
On 29 Jan HEROMOTOCO was trading at 5580.00. The strike last trading price was 388.05, which was 0 lower than the previous day. The implied volatity was 0.24, the open interest changed by 0 which decreased total open position to 0
On 28 Jan HEROMOTOCO was trading at 5512.50. The strike last trading price was 388.05, 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 0
