HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
16 Jan 2026 04:11 PM IST
| HEROMOTOCO 27-JAN-2026 5750 CE | ||||||||||||||||
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Delta: 0.35
Vega: 3.64
Theta: -4.05
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Jan | 5651.50 | 48.55 | -22.1 | 21.27 | 1,837 | 180 | 980 | |||||||||
| 14 Jan | 5676.50 | 69.15 | -34.9 | 22.86 | 1,264 | 156 | 799 | |||||||||
| 13 Jan | 5734.50 | 98 | -6.65 | 24.43 | 1,565 | 235 | 635 | |||||||||
| 12 Jan | 5726.50 | 101.25 | -38.7 | 22.13 | 1,540 | 199 | 403 | |||||||||
| 9 Jan | 5773.00 | 143.25 | -67.75 | 20.84 | 417 | 16 | 204 | |||||||||
| 8 Jan | 5850.00 | 199.05 | -90.25 | 23.44 | 66 | 12 | 190 | |||||||||
| 7 Jan | 5981.00 | 289.3 | -22.7 | 22.5 | 21 | 0 | 178 | |||||||||
| 6 Jan | 6000.00 | 312 | 7 | 21.69 | 62 | -4 | 197 | |||||||||
| 5 Jan | 5985.50 | 305 | 32.3 | 21.19 | 55 | 0 | 201 | |||||||||
| 2 Jan | 5933.00 | 271.5 | 77.05 | 21.96 | 422 | -81 | 204 | |||||||||
| 1 Jan | 5841.50 | 187.85 | 27.9 | 18.32 | 2,325 | -233 | 287 | |||||||||
| 31 Dec | 5771.00 | 163 | 31.55 | 21.55 | 2,694 | 220 | 518 | |||||||||
| 30 Dec | 5711.00 | 128.65 | 46.2 | 20.98 | 2,345 | 113 | 302 | |||||||||
| 29 Dec | 5566.00 | 83.7 | -28.25 | 22.01 | 222 | 81 | 188 | |||||||||
| 26 Dec | 5637.00 | 110.55 | -30 | 20.33 | 159 | 19 | 108 | |||||||||
| 24 Dec | 5698.50 | 138.25 | -35.75 | 19.54 | 166 | 16 | 89 | |||||||||
| 23 Dec | 5744.00 | 170.05 | 15.85 | 21.5 | 117 | 44 | 74 | |||||||||
| 22 Dec | 5699.50 | 154.25 | -30.75 | 21.16 | 52 | 28 | 30 | |||||||||
| 19 Dec | 5781.00 | 185 | -349.3 | 17.65 | 3 | 2 | 2 | |||||||||
| 18 Dec | 5748.50 | 534.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Dec | 5817.00 | 534.3 | 0 | - | 0 | 0 | 0 | |||||||||
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| 16 Dec | 5946.50 | 534.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 5959.50 | 534.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 5960.00 | 534.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 5979.50 | 534.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 5945.50 | 534.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 6001.00 | 534.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 6167.00 | 534.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 6350.50 | 534.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 6340.00 | 534.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 6211.50 | 534.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 6270.50 | 534.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 6295.50 | 534.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 6174.50 | 534.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 6151.00 | 534.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 6136.50 | 534.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Hero Motocorp Limited - strike price 5750 expiring on 27JAN2026
Delta for 5750 CE is 0.35
Historical price for 5750 CE is as follows
On 16 Jan HEROMOTOCO was trading at 5651.50. The strike last trading price was 48.55, which was -22.1 lower than the previous day. The implied volatity was 21.27, the open interest changed by 180 which increased total open position to 980
On 14 Jan HEROMOTOCO was trading at 5676.50. The strike last trading price was 69.15, which was -34.9 lower than the previous day. The implied volatity was 22.86, the open interest changed by 156 which increased total open position to 799
On 13 Jan HEROMOTOCO was trading at 5734.50. The strike last trading price was 98, which was -6.65 lower than the previous day. The implied volatity was 24.43, the open interest changed by 235 which increased total open position to 635
On 12 Jan HEROMOTOCO was trading at 5726.50. The strike last trading price was 101.25, which was -38.7 lower than the previous day. The implied volatity was 22.13, the open interest changed by 199 which increased total open position to 403
On 9 Jan HEROMOTOCO was trading at 5773.00. The strike last trading price was 143.25, which was -67.75 lower than the previous day. The implied volatity was 20.84, the open interest changed by 16 which increased total open position to 204
On 8 Jan HEROMOTOCO was trading at 5850.00. The strike last trading price was 199.05, which was -90.25 lower than the previous day. The implied volatity was 23.44, the open interest changed by 12 which increased total open position to 190
On 7 Jan HEROMOTOCO was trading at 5981.00. The strike last trading price was 289.3, which was -22.7 lower than the previous day. The implied volatity was 22.5, the open interest changed by 0 which decreased total open position to 178
On 6 Jan HEROMOTOCO was trading at 6000.00. The strike last trading price was 312, which was 7 higher than the previous day. The implied volatity was 21.69, the open interest changed by -4 which decreased total open position to 197
On 5 Jan HEROMOTOCO was trading at 5985.50. The strike last trading price was 305, which was 32.3 higher than the previous day. The implied volatity was 21.19, the open interest changed by 0 which decreased total open position to 201
On 2 Jan HEROMOTOCO was trading at 5933.00. The strike last trading price was 271.5, which was 77.05 higher than the previous day. The implied volatity was 21.96, the open interest changed by -81 which decreased total open position to 204
On 1 Jan HEROMOTOCO was trading at 5841.50. The strike last trading price was 187.85, which was 27.9 higher than the previous day. The implied volatity was 18.32, the open interest changed by -233 which decreased total open position to 287
On 31 Dec HEROMOTOCO was trading at 5771.00. The strike last trading price was 163, which was 31.55 higher than the previous day. The implied volatity was 21.55, the open interest changed by 220 which increased total open position to 518
On 30 Dec HEROMOTOCO was trading at 5711.00. The strike last trading price was 128.65, which was 46.2 higher than the previous day. The implied volatity was 20.98, the open interest changed by 113 which increased total open position to 302
On 29 Dec HEROMOTOCO was trading at 5566.00. The strike last trading price was 83.7, which was -28.25 lower than the previous day. The implied volatity was 22.01, the open interest changed by 81 which increased total open position to 188
On 26 Dec HEROMOTOCO was trading at 5637.00. The strike last trading price was 110.55, which was -30 lower than the previous day. The implied volatity was 20.33, the open interest changed by 19 which increased total open position to 108
On 24 Dec HEROMOTOCO was trading at 5698.50. The strike last trading price was 138.25, which was -35.75 lower than the previous day. The implied volatity was 19.54, the open interest changed by 16 which increased total open position to 89
On 23 Dec HEROMOTOCO was trading at 5744.00. The strike last trading price was 170.05, which was 15.85 higher than the previous day. The implied volatity was 21.5, the open interest changed by 44 which increased total open position to 74
On 22 Dec HEROMOTOCO was trading at 5699.50. The strike last trading price was 154.25, which was -30.75 lower than the previous day. The implied volatity was 21.16, the open interest changed by 28 which increased total open position to 30
On 19 Dec HEROMOTOCO was trading at 5781.00. The strike last trading price was 185, which was -349.3 lower than the previous day. The implied volatity was 17.65, the open interest changed by 2 which increased total open position to 2
On 18 Dec HEROMOTOCO was trading at 5748.50. The strike last trading price was 534.3, 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 17 Dec HEROMOTOCO was trading at 5817.00. The strike last trading price was 534.3, 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 16 Dec HEROMOTOCO was trading at 5946.50. The strike last trading price was 534.3, 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 15 Dec HEROMOTOCO was trading at 5959.50. The strike last trading price was 534.3, 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 12 Dec HEROMOTOCO was trading at 5960.00. The strike last trading price was 534.3, 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 11 Dec HEROMOTOCO was trading at 5979.50. The strike last trading price was 534.3, 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 10 Dec HEROMOTOCO was trading at 5945.50. The strike last trading price was 534.3, 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 9 Dec HEROMOTOCO was trading at 6001.00. The strike last trading price was 534.3, 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 8 Dec HEROMOTOCO was trading at 6167.00. The strike last trading price was 534.3, 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 5 Dec HEROMOTOCO was trading at 6350.50. The strike last trading price was 534.3, 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 4 Dec HEROMOTOCO was trading at 6340.00. The strike last trading price was 534.3, 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 Dec HEROMOTOCO was trading at 6211.50. The strike last trading price was 534.3, 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 Dec HEROMOTOCO was trading at 6270.50. The strike last trading price was 534.3, 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 Dec HEROMOTOCO was trading at 6295.50. The strike last trading price was 534.3, 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 28 Nov HEROMOTOCO was trading at 6174.50. The strike last trading price was 534.3, 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 27 Nov HEROMOTOCO was trading at 6151.00. The strike last trading price was 534.3, 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 26 Nov HEROMOTOCO was trading at 6136.50. The strike last trading price was 534.3, 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 27JAN2026 5750 PE | |||||||
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Delta: -0.62
Vega: 3.74
Theta: -3.43
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Jan | 5651.50 | 149.95 | 9.6 | 26.07 | 353 | -32 | 475 |
| 14 Jan | 5676.50 | 140.7 | 31.95 | 24.55 | 447 | 5 | 509 |
| 13 Jan | 5734.50 | 111.5 | -1.7 | 22.3 | 655 | 94 | 495 |
| 12 Jan | 5726.50 | 115.85 | 20.6 | 24.76 | 965 | -79 | 408 |
| 9 Jan | 5773.00 | 91.55 | 19.25 | 23.98 | 1,285 | 126 | 493 |
| 8 Jan | 5850.00 | 73 | 37.05 | 24.23 | 689 | 97 | 368 |
| 7 Jan | 5981.00 | 36.75 | 3.45 | 22.85 | 947 | -5 | 271 |
| 6 Jan | 6000.00 | 34.05 | -3.95 | 23.04 | 470 | 2 | 277 |
| 5 Jan | 5985.50 | 37.6 | -14.65 | 23 | 725 | -29 | 275 |
| 2 Jan | 5933.00 | 52.05 | -30.65 | 22.13 | 1,409 | 42 | 303 |
| 1 Jan | 5841.50 | 84.5 | -30.25 | 22.64 | 991 | -34 | 259 |
| 31 Dec | 5771.00 | 112.3 | -40 | 22.18 | 685 | 177 | 293 |
| 30 Dec | 5711.00 | 160 | -54.8 | 24.83 | 254 | 26 | 115 |
| 29 Dec | 5566.00 | 214.8 | 36.5 | 22.03 | 31 | 15 | 89 |
| 26 Dec | 5637.00 | 180 | 24.3 | 22.54 | 34 | 14 | 75 |
| 24 Dec | 5698.50 | 156.1 | 27.75 | 22.88 | 133 | 7 | 60 |
| 23 Dec | 5744.00 | 130 | -12.7 | 20.83 | 60 | 53 | 53 |
| 22 Dec | 5699.50 | 142.7 | 0 | 0.1 | 0 | 0 | 0 |
| 19 Dec | 5781.00 | 142.7 | 0 | 1.35 | 0 | 0 | 0 |
| 18 Dec | 5748.50 | 142.7 | 0 | 0.7 | 0 | 0 | 0 |
| 17 Dec | 5817.00 | 142.7 | 0 | 1.72 | 0 | 0 | 0 |
| 16 Dec | 5946.50 | 142.7 | 0 | 3.14 | 0 | 0 | 0 |
| 15 Dec | 5959.50 | 142.7 | 0 | 3.32 | 0 | 0 | 0 |
| 12 Dec | 5960.00 | 142.7 | 0 | 3.33 | 0 | 0 | 0 |
| 11 Dec | 5979.50 | 142.7 | 0 | 3.53 | 0 | 0 | 0 |
| 10 Dec | 5945.50 | 142.7 | 0 | 3.01 | 0 | 0 | 0 |
| 9 Dec | 6001.00 | 142.7 | 0 | 3.72 | 0 | 0 | 0 |
| 8 Dec | 6167.00 | 142.7 | 0 | 5.36 | 0 | 0 | 0 |
| 5 Dec | 6350.50 | 142.7 | 0 | 7.15 | 0 | 0 | 0 |
| 4 Dec | 6340.00 | 142.7 | 0 | 6.93 | 0 | 0 | 0 |
| 3 Dec | 6211.50 | 142.7 | 0 | 5.73 | 0 | 0 | 0 |
| 2 Dec | 6270.50 | 142.7 | 0 | 6.25 | 0 | 0 | 0 |
| 1 Dec | 6295.50 | 142.7 | 0 | 6.41 | 0 | 0 | 0 |
| 28 Nov | 6174.50 | 142.7 | 0 | 5.45 | 0 | 0 | 0 |
| 27 Nov | 6151.00 | 142.7 | 0 | 5.11 | 0 | 0 | 0 |
| 26 Nov | 6136.50 | 142.7 | 0 | 4.84 | 0 | 0 | 0 |
For Hero Motocorp Limited - strike price 5750 expiring on 27JAN2026
Delta for 5750 PE is -0.62
Historical price for 5750 PE is as follows
On 16 Jan HEROMOTOCO was trading at 5651.50. The strike last trading price was 149.95, which was 9.6 higher than the previous day. The implied volatity was 26.07, the open interest changed by -32 which decreased total open position to 475
On 14 Jan HEROMOTOCO was trading at 5676.50. The strike last trading price was 140.7, which was 31.95 higher than the previous day. The implied volatity was 24.55, the open interest changed by 5 which increased total open position to 509
On 13 Jan HEROMOTOCO was trading at 5734.50. The strike last trading price was 111.5, which was -1.7 lower than the previous day. The implied volatity was 22.3, the open interest changed by 94 which increased total open position to 495
On 12 Jan HEROMOTOCO was trading at 5726.50. The strike last trading price was 115.85, which was 20.6 higher than the previous day. The implied volatity was 24.76, the open interest changed by -79 which decreased total open position to 408
On 9 Jan HEROMOTOCO was trading at 5773.00. The strike last trading price was 91.55, which was 19.25 higher than the previous day. The implied volatity was 23.98, the open interest changed by 126 which increased total open position to 493
On 8 Jan HEROMOTOCO was trading at 5850.00. The strike last trading price was 73, which was 37.05 higher than the previous day. The implied volatity was 24.23, the open interest changed by 97 which increased total open position to 368
On 7 Jan HEROMOTOCO was trading at 5981.00. The strike last trading price was 36.75, which was 3.45 higher than the previous day. The implied volatity was 22.85, the open interest changed by -5 which decreased total open position to 271
On 6 Jan HEROMOTOCO was trading at 6000.00. The strike last trading price was 34.05, which was -3.95 lower than the previous day. The implied volatity was 23.04, the open interest changed by 2 which increased total open position to 277
On 5 Jan HEROMOTOCO was trading at 5985.50. The strike last trading price was 37.6, which was -14.65 lower than the previous day. The implied volatity was 23, the open interest changed by -29 which decreased total open position to 275
On 2 Jan HEROMOTOCO was trading at 5933.00. The strike last trading price was 52.05, which was -30.65 lower than the previous day. The implied volatity was 22.13, the open interest changed by 42 which increased total open position to 303
On 1 Jan HEROMOTOCO was trading at 5841.50. The strike last trading price was 84.5, which was -30.25 lower than the previous day. The implied volatity was 22.64, the open interest changed by -34 which decreased total open position to 259
On 31 Dec HEROMOTOCO was trading at 5771.00. The strike last trading price was 112.3, which was -40 lower than the previous day. The implied volatity was 22.18, the open interest changed by 177 which increased total open position to 293
On 30 Dec HEROMOTOCO was trading at 5711.00. The strike last trading price was 160, which was -54.8 lower than the previous day. The implied volatity was 24.83, the open interest changed by 26 which increased total open position to 115
On 29 Dec HEROMOTOCO was trading at 5566.00. The strike last trading price was 214.8, which was 36.5 higher than the previous day. The implied volatity was 22.03, the open interest changed by 15 which increased total open position to 89
On 26 Dec HEROMOTOCO was trading at 5637.00. The strike last trading price was 180, which was 24.3 higher than the previous day. The implied volatity was 22.54, the open interest changed by 14 which increased total open position to 75
On 24 Dec HEROMOTOCO was trading at 5698.50. The strike last trading price was 156.1, which was 27.75 higher than the previous day. The implied volatity was 22.88, the open interest changed by 7 which increased total open position to 60
On 23 Dec HEROMOTOCO was trading at 5744.00. The strike last trading price was 130, which was -12.7 lower than the previous day. The implied volatity was 20.83, the open interest changed by 53 which increased total open position to 53
On 22 Dec HEROMOTOCO was trading at 5699.50. The strike last trading price was 142.7, which was 0 lower than the previous day. The implied volatity was 0.1, the open interest changed by 0 which decreased total open position to 0
On 19 Dec HEROMOTOCO was trading at 5781.00. The strike last trading price was 142.7, which was 0 lower than the previous day. The implied volatity was 1.35, the open interest changed by 0 which decreased total open position to 0
On 18 Dec HEROMOTOCO was trading at 5748.50. The strike last trading price was 142.7, which was 0 lower than the previous day. The implied volatity was 0.7, 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 142.7, which was 0 lower than the previous day. The implied volatity was 1.72, 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 142.7, which was 0 lower than the previous day. The implied volatity was 3.14, 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 142.7, which was 0 lower than the previous day. The implied volatity was 3.32, the open interest changed by 0 which decreased total open position to 0
On 12 Dec HEROMOTOCO was trading at 5960.00. The strike last trading price was 142.7, which was 0 lower than the previous day. The implied volatity was 3.33, the open interest changed by 0 which decreased total open position to 0
On 11 Dec HEROMOTOCO was trading at 5979.50. The strike last trading price was 142.7, which was 0 lower than the previous day. The implied volatity was 3.53, 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 142.7, which was 0 lower than the previous day. The implied volatity was 3.01, 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 142.7, which was 0 lower than the previous day. The implied volatity was 3.72, the open interest changed by 0 which decreased total open position to 0
On 8 Dec HEROMOTOCO was trading at 6167.00. The strike last trading price was 142.7, which was 0 lower than the previous day. The implied volatity was 5.36, the open interest changed by 0 which decreased total open position to 0
On 5 Dec HEROMOTOCO was trading at 6350.50. The strike last trading price was 142.7, which was 0 lower than the previous day. The implied volatity was 7.15, the open interest changed by 0 which decreased total open position to 0
On 4 Dec HEROMOTOCO was trading at 6340.00. The strike last trading price was 142.7, which was 0 lower than the previous day. The implied volatity was 6.93, the open interest changed by 0 which decreased total open position to 0
On 3 Dec HEROMOTOCO was trading at 6211.50. The strike last trading price was 142.7, which was 0 lower than the previous day. The implied volatity was 5.73, the open interest changed by 0 which decreased total open position to 0
On 2 Dec HEROMOTOCO was trading at 6270.50. The strike last trading price was 142.7, which was 0 lower than the previous day. The implied volatity was 6.25, the open interest changed by 0 which decreased total open position to 0
On 1 Dec HEROMOTOCO was trading at 6295.50. The strike last trading price was 142.7, which was 0 lower than the previous day. The implied volatity was 6.41, the open interest changed by 0 which decreased total open position to 0
On 28 Nov HEROMOTOCO was trading at 6174.50. The strike last trading price was 142.7, which was 0 lower than the previous day. The implied volatity was 5.45, the open interest changed by 0 which decreased total open position to 0
On 27 Nov HEROMOTOCO was trading at 6151.00. The strike last trading price was 142.7, which was 0 lower than the previous day. The implied volatity was 5.11, the open interest changed by 0 which decreased total open position to 0
On 26 Nov HEROMOTOCO was trading at 6136.50. The strike last trading price was 142.7, which was 0 lower than the previous day. The implied volatity was 4.84, the open interest changed by 0 which decreased total open position to 0































































































































































































































