HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
24 Dec 2025 04:11 PM IST
| HEROMOTOCO 27-JAN-2026 5800 CE | ||||||||||||||||
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Delta: 0.46
Vega: 6.91
Theta: -2.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 5698.50 | 115.6 | -33.1 | 19.60 | 408 | 198 | 509 | |||||||||
| 23 Dec | 5744.00 | 145 | 13.75 | 20.63 | 625 | -94 | 314 | |||||||||
| 22 Dec | 5699.50 | 131 | -31.7 | 21.15 | 574 | 295 | 409 | |||||||||
| 19 Dec | 5781.00 | 165 | 17.15 | 18.77 | 104 | 13 | 113 | |||||||||
| 18 Dec | 5748.50 | 144.2 | -53.7 | 18.82 | 182 | 77 | 100 | |||||||||
| 17 Dec | 5817.00 | 197 | -106.3 | 20.32 | 25 | 17 | 18 | |||||||||
| 16 Dec | 5946.50 | 303.3 | 10.2 | - | 0 | 0 | 1 | |||||||||
| 15 Dec | 5959.50 | 303.3 | 10.2 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 5960.00 | 303.3 | 10.2 | - | 0 | 0 | 1 | |||||||||
| 11 Dec | 5979.50 | 303.3 | 10.2 | - | 0 | 0 | 1 | |||||||||
| 10 Dec | 5945.50 | 303.3 | 10.2 | 21.49 | 1 | 0 | 0 | |||||||||
| 9 Dec | 6001.00 | 293.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 6167.00 | 293.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 6350.50 | 293.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 6340.00 | 293.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 6211.50 | 293.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 6270.50 | 293.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 6295.50 | 293.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 6174.50 | 293.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 6151.00 | 293.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 6136.50 | 293.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 6081.50 | 293.1 | 0 | - | 0 | 0 | 0 | |||||||||
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| 24 Nov | 5982.00 | 293.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 6002.50 | 293.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 5999.50 | 293.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 5876.50 | 293.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 5799.50 | 293.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 5538.50 | 293.1 | 0 | 1.57 | 0 | 0 | 0 | |||||||||
| 6 Nov | 5326.00 | 293.1 | 0 | 3.30 | 0 | 0 | 0 | |||||||||
| 4 Nov | 5309.00 | 293.1 | 0 | 3.41 | 0 | 0 | 0 | |||||||||
| 3 Nov | 5539.00 | 293.1 | 0 | 1.25 | 0 | 0 | 0 | |||||||||
| 31 Oct | 5544.00 | 293.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 5515.00 | 293.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Hero Motocorp Limited - strike price 5800 expiring on 27JAN2026
Delta for 5800 CE is 0.46
Historical price for 5800 CE is as follows
On 24 Dec HEROMOTOCO was trading at 5698.50. The strike last trading price was 115.6, which was -33.1 lower than the previous day. The implied volatity was 19.60, the open interest changed by 198 which increased total open position to 509
On 23 Dec HEROMOTOCO was trading at 5744.00. The strike last trading price was 145, which was 13.75 higher than the previous day. The implied volatity was 20.63, the open interest changed by -94 which decreased total open position to 314
On 22 Dec HEROMOTOCO was trading at 5699.50. The strike last trading price was 131, which was -31.7 lower than the previous day. The implied volatity was 21.15, the open interest changed by 295 which increased total open position to 409
On 19 Dec HEROMOTOCO was trading at 5781.00. The strike last trading price was 165, which was 17.15 higher than the previous day. The implied volatity was 18.77, the open interest changed by 13 which increased total open position to 113
On 18 Dec HEROMOTOCO was trading at 5748.50. The strike last trading price was 144.2, which was -53.7 lower than the previous day. The implied volatity was 18.82, the open interest changed by 77 which increased total open position to 100
On 17 Dec HEROMOTOCO was trading at 5817.00. The strike last trading price was 197, which was -106.3 lower than the previous day. The implied volatity was 20.32, the open interest changed by 17 which increased total open position to 18
On 16 Dec HEROMOTOCO was trading at 5946.50. The strike last trading price was 303.3, which was 10.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Dec HEROMOTOCO was trading at 5959.50. The strike last trading price was 303.3, which was 10.2 higher 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 303.3, which was 10.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Dec HEROMOTOCO was trading at 5979.50. The strike last trading price was 303.3, which was 10.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Dec HEROMOTOCO was trading at 5945.50. The strike last trading price was 303.3, which was 10.2 higher than the previous day. The implied volatity was 21.49, 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 293.1, 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 293.1, 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 293.1, 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 293.1, 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 293.1, 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 293.1, 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 293.1, 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 293.1, 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 293.1, 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 293.1, 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 25 Nov HEROMOTOCO was trading at 6081.50. The strike last trading price was 293.1, 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 24 Nov HEROMOTOCO was trading at 5982.00. The strike last trading price was 293.1, 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 21 Nov HEROMOTOCO was trading at 6002.50. The strike last trading price was 293.1, 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 20 Nov HEROMOTOCO was trading at 5999.50. The strike last trading price was 293.1, 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 19 Nov HEROMOTOCO was trading at 5876.50. The strike last trading price was 293.1, 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 18 Nov HEROMOTOCO was trading at 5799.50. The strike last trading price was 293.1, 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 14 Nov HEROMOTOCO was trading at 5538.50. The strike last trading price was 293.1, which was 0 lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0
On 6 Nov HEROMOTOCO was trading at 5326.00. The strike last trading price was 293.1, which was 0 lower than the previous day. The implied volatity was 3.30, the open interest changed by 0 which decreased total open position to 0
On 4 Nov HEROMOTOCO was trading at 5309.00. The strike last trading price was 293.1, which was 0 lower than the previous day. The implied volatity was 3.41, the open interest changed by 0 which decreased total open position to 0
On 3 Nov HEROMOTOCO was trading at 5539.00. The strike last trading price was 293.1, which was 0 lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0
On 31 Oct HEROMOTOCO was trading at 5544.00. The strike last trading price was 293.1, 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 30 Oct HEROMOTOCO was trading at 5515.00. The strike last trading price was 293.1, 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 5800 PE | |||||||
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Delta: -0.53
Vega: 6.92
Theta: -1.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 5698.50 | 183.45 | 29.45 | 23.01 | 43 | -2 | 145 |
| 23 Dec | 5744.00 | 155.5 | -28.05 | 21.73 | 50 | -4 | 146 |
| 22 Dec | 5699.50 | 181.95 | 40.4 | 22.25 | 105 | 40 | 147 |
| 19 Dec | 5781.00 | 140 | -22.6 | 21.54 | 72 | 32 | 109 |
| 18 Dec | 5748.50 | 162.6 | 27.5 | 21.67 | 44 | 10 | 77 |
| 17 Dec | 5817.00 | 135.1 | 49.2 | 22.02 | 72 | 18 | 67 |
| 16 Dec | 5946.50 | 91.55 | -0.5 | 22.05 | 18 | 9 | 48 |
| 15 Dec | 5959.50 | 92.05 | 2.95 | 22.66 | 14 | 7 | 39 |
| 12 Dec | 5960.00 | 89.1 | 13.55 | 22.03 | 33 | 18 | 32 |
| 11 Dec | 5979.50 | 75.55 | -25.7 | 20.63 | 2 | 0 | 14 |
| 10 Dec | 5945.50 | 101.5 | -294.4 | 22.21 | 15 | 13 | 13 |
| 9 Dec | 6001.00 | 395.9 | 0 | 3.04 | 0 | 0 | 0 |
| 8 Dec | 6167.00 | 395.9 | 0 | 4.80 | 0 | 0 | 0 |
| 5 Dec | 6350.50 | 395.9 | 0 | 6.52 | 0 | 0 | 0 |
| 4 Dec | 6340.00 | 395.9 | 0 | 6.47 | 0 | 0 | 0 |
| 3 Dec | 6211.50 | 395.9 | 0 | 5.42 | 0 | 0 | 0 |
| 2 Dec | 6270.50 | 395.9 | 0 | 5.76 | 0 | 0 | 0 |
| 1 Dec | 6295.50 | 395.9 | 0 | 5.92 | 0 | 0 | 0 |
| 28 Nov | 6174.50 | 395.9 | 0 | 4.96 | 0 | 0 | 0 |
| 27 Nov | 6151.00 | 395.9 | 0 | 4.62 | 0 | 0 | 0 |
| 26 Nov | 6136.50 | 395.9 | 0 | 4.35 | 0 | 0 | 0 |
| 25 Nov | 6081.50 | 395.9 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 5982.00 | 395.9 | 0 | 2.93 | 0 | 0 | 0 |
| 21 Nov | 6002.50 | 395.9 | 0 | 3.07 | 0 | 0 | 0 |
| 20 Nov | 5999.50 | 395.9 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 5876.50 | 395.9 | 0 | 1.94 | 0 | 0 | 0 |
| 18 Nov | 5799.50 | 395.9 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 5538.50 | 395.9 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 5326.00 | 395.9 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 5309.00 | 395.9 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 5539.00 | 395.9 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 5544.00 | 395.9 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 5515.00 | 395.9 | 0 | - | 0 | 0 | 0 |
For Hero Motocorp Limited - strike price 5800 expiring on 27JAN2026
Delta for 5800 PE is -0.53
Historical price for 5800 PE is as follows
On 24 Dec HEROMOTOCO was trading at 5698.50. The strike last trading price was 183.45, which was 29.45 higher than the previous day. The implied volatity was 23.01, the open interest changed by -2 which decreased total open position to 145
On 23 Dec HEROMOTOCO was trading at 5744.00. The strike last trading price was 155.5, which was -28.05 lower than the previous day. The implied volatity was 21.73, the open interest changed by -4 which decreased total open position to 146
On 22 Dec HEROMOTOCO was trading at 5699.50. The strike last trading price was 181.95, which was 40.4 higher than the previous day. The implied volatity was 22.25, the open interest changed by 40 which increased total open position to 147
On 19 Dec HEROMOTOCO was trading at 5781.00. The strike last trading price was 140, which was -22.6 lower than the previous day. The implied volatity was 21.54, the open interest changed by 32 which increased total open position to 109
On 18 Dec HEROMOTOCO was trading at 5748.50. The strike last trading price was 162.6, which was 27.5 higher than the previous day. The implied volatity was 21.67, the open interest changed by 10 which increased total open position to 77
On 17 Dec HEROMOTOCO was trading at 5817.00. The strike last trading price was 135.1, which was 49.2 higher than the previous day. The implied volatity was 22.02, the open interest changed by 18 which increased total open position to 67
On 16 Dec HEROMOTOCO was trading at 5946.50. The strike last trading price was 91.55, which was -0.5 lower than the previous day. The implied volatity was 22.05, the open interest changed by 9 which increased total open position to 48
On 15 Dec HEROMOTOCO was trading at 5959.50. The strike last trading price was 92.05, which was 2.95 higher than the previous day. The implied volatity was 22.66, the open interest changed by 7 which increased total open position to 39
On 12 Dec HEROMOTOCO was trading at 5960.00. The strike last trading price was 89.1, which was 13.55 higher than the previous day. The implied volatity was 22.03, the open interest changed by 18 which increased total open position to 32
On 11 Dec HEROMOTOCO was trading at 5979.50. The strike last trading price was 75.55, which was -25.7 lower than the previous day. The implied volatity was 20.63, the open interest changed by 0 which decreased total open position to 14
On 10 Dec HEROMOTOCO was trading at 5945.50. The strike last trading price was 101.5, which was -294.4 lower than the previous day. The implied volatity was 22.21, the open interest changed by 13 which increased total open position to 13
On 9 Dec HEROMOTOCO was trading at 6001.00. The strike last trading price was 395.9, which was 0 lower than the previous day. The implied volatity was 3.04, 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 395.9, which was 0 lower than the previous day. The implied volatity was 4.80, 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 395.9, which was 0 lower than the previous day. The implied volatity was 6.52, 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 395.9, which was 0 lower than the previous day. The implied volatity was 6.47, 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 395.9, which was 0 lower than the previous day. The implied volatity was 5.42, 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 395.9, which was 0 lower than the previous day. The implied volatity was 5.76, 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 395.9, which was 0 lower than the previous day. The implied volatity was 5.92, 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 395.9, which was 0 lower than the previous day. The implied volatity was 4.96, 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 395.9, which was 0 lower than the previous day. The implied volatity was 4.62, 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 395.9, which was 0 lower than the previous day. The implied volatity was 4.35, the open interest changed by 0 which decreased total open position to 0
On 25 Nov HEROMOTOCO was trading at 6081.50. The strike last trading price was 395.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov HEROMOTOCO was trading at 5982.00. The strike last trading price was 395.9, which was 0 lower than the previous day. The implied volatity was 2.93, the open interest changed by 0 which decreased total open position to 0
On 21 Nov HEROMOTOCO was trading at 6002.50. The strike last trading price was 395.9, which was 0 lower than the previous day. The implied volatity was 3.07, the open interest changed by 0 which decreased total open position to 0
On 20 Nov HEROMOTOCO was trading at 5999.50. The strike last trading price was 395.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov HEROMOTOCO was trading at 5876.50. The strike last trading price was 395.9, which was 0 lower than the previous day. The implied volatity was 1.94, the open interest changed by 0 which decreased total open position to 0
On 18 Nov HEROMOTOCO was trading at 5799.50. The strike last trading price was 395.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov HEROMOTOCO was trading at 5538.50. The strike last trading price was 395.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov HEROMOTOCO was trading at 5326.00. The strike last trading price was 395.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov HEROMOTOCO was trading at 5309.00. The strike last trading price was 395.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Nov HEROMOTOCO was trading at 5539.00. The strike last trading price was 395.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct HEROMOTOCO was trading at 5544.00. The strike last trading price was 395.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct HEROMOTOCO was trading at 5515.00. The strike last trading price was 395.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































