HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
09 Jan 2026 04:11 PM IST
| HEROMOTOCO 27-JAN-2026 5850 CE | ||||||||||||||||
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Delta: 0.45
Vega: 5.08
Theta: -3.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 5773.00 | 95.25 | -47.65 | 22.41 | 1,342 | 68 | 366 | |||||||||
| 8 Jan | 5850.00 | 136 | -83.25 | 22.64 | 688 | 37 | 292 | |||||||||
| 7 Jan | 5981.00 | 217.95 | -14.45 | 22.88 | 132 | -15 | 253 | |||||||||
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| 6 Jan | 6000.00 | 232 | 4.2 | 20.92 | 112 | -30 | 268 | |||||||||
| 5 Jan | 5985.50 | 225.35 | 23.4 | 20.35 | 291 | -6 | 298 | |||||||||
| 2 Jan | 5933.00 | 199.85 | 61.95 | 21.31 | 1,484 | -16 | 305 | |||||||||
| 1 Jan | 5841.50 | 132 | 21.6 | 18.90 | 1,636 | 118 | 320 | |||||||||
| 31 Dec | 5771.00 | 112 | 22.2 | 21.23 | 803 | 13 | 202 | |||||||||
| 30 Dec | 5711.00 | 92 | 36.6 | 21.83 | 1,169 | 87 | 192 | |||||||||
| 29 Dec | 5566.00 | 55.5 | -20.8 | 22.19 | 104 | 62 | 103 | |||||||||
| 26 Dec | 5637.00 | 76.4 | -21.6 | 20.74 | 59 | 20 | 40 | |||||||||
| 24 Dec | 5698.50 | 98 | -19.9 | 19.99 | 24 | 15 | 19 | |||||||||
| 23 Dec | 5744.00 | 117.9 | 5.7 | 20.73 | 7 | 2 | 5 | |||||||||
| 22 Dec | 5699.50 | 112.2 | -16.1 | 21.41 | 1 | 0 | 2 | |||||||||
| 19 Dec | 5781.00 | 128.3 | 23.3 | 17.26 | 2 | 1 | 3 | |||||||||
| 18 Dec | 5748.50 | 105 | -64.45 | 17.05 | 1 | 0 | 1 | |||||||||
| 17 Dec | 5817.00 | 169.45 | -300.35 | 20.19 | 3 | 1 | 1 | |||||||||
| 16 Dec | 5946.50 | 469.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 5959.50 | 469.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 5960.00 | 469.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 5979.50 | 469.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 5945.50 | 469.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 6001.00 | 469.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 6167.00 | 469.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 6350.50 | 469.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 6340.00 | 469.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 6211.50 | 469.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 6270.50 | 469.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 6295.50 | 469.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 6174.50 | 469.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 6151.00 | 469.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 6136.50 | 469.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Hero Motocorp Limited - strike price 5850 expiring on 27JAN2026
Delta for 5850 CE is 0.45
Historical price for 5850 CE is as follows
On 9 Jan HEROMOTOCO was trading at 5773.00. The strike last trading price was 95.25, which was -47.65 lower than the previous day. The implied volatity was 22.41, the open interest changed by 68 which increased total open position to 366
On 8 Jan HEROMOTOCO was trading at 5850.00. The strike last trading price was 136, which was -83.25 lower than the previous day. The implied volatity was 22.64, the open interest changed by 37 which increased total open position to 292
On 7 Jan HEROMOTOCO was trading at 5981.00. The strike last trading price was 217.95, which was -14.45 lower than the previous day. The implied volatity was 22.88, the open interest changed by -15 which decreased total open position to 253
On 6 Jan HEROMOTOCO was trading at 6000.00. The strike last trading price was 232, which was 4.2 higher than the previous day. The implied volatity was 20.92, the open interest changed by -30 which decreased total open position to 268
On 5 Jan HEROMOTOCO was trading at 5985.50. The strike last trading price was 225.35, which was 23.4 higher than the previous day. The implied volatity was 20.35, the open interest changed by -6 which decreased total open position to 298
On 2 Jan HEROMOTOCO was trading at 5933.00. The strike last trading price was 199.85, which was 61.95 higher than the previous day. The implied volatity was 21.31, the open interest changed by -16 which decreased total open position to 305
On 1 Jan HEROMOTOCO was trading at 5841.50. The strike last trading price was 132, which was 21.6 higher than the previous day. The implied volatity was 18.90, the open interest changed by 118 which increased total open position to 320
On 31 Dec HEROMOTOCO was trading at 5771.00. The strike last trading price was 112, which was 22.2 higher than the previous day. The implied volatity was 21.23, the open interest changed by 13 which increased total open position to 202
On 30 Dec HEROMOTOCO was trading at 5711.00. The strike last trading price was 92, which was 36.6 higher than the previous day. The implied volatity was 21.83, the open interest changed by 87 which increased total open position to 192
On 29 Dec HEROMOTOCO was trading at 5566.00. The strike last trading price was 55.5, which was -20.8 lower than the previous day. The implied volatity was 22.19, the open interest changed by 62 which increased total open position to 103
On 26 Dec HEROMOTOCO was trading at 5637.00. The strike last trading price was 76.4, which was -21.6 lower than the previous day. The implied volatity was 20.74, the open interest changed by 20 which increased total open position to 40
On 24 Dec HEROMOTOCO was trading at 5698.50. The strike last trading price was 98, which was -19.9 lower than the previous day. The implied volatity was 19.99, the open interest changed by 15 which increased total open position to 19
On 23 Dec HEROMOTOCO was trading at 5744.00. The strike last trading price was 117.9, which was 5.7 higher than the previous day. The implied volatity was 20.73, the open interest changed by 2 which increased total open position to 5
On 22 Dec HEROMOTOCO was trading at 5699.50. The strike last trading price was 112.2, which was -16.1 lower than the previous day. The implied volatity was 21.41, the open interest changed by 0 which decreased total open position to 2
On 19 Dec HEROMOTOCO was trading at 5781.00. The strike last trading price was 128.3, which was 23.3 higher than the previous day. The implied volatity was 17.26, the open interest changed by 1 which increased total open position to 3
On 18 Dec HEROMOTOCO was trading at 5748.50. The strike last trading price was 105, which was -64.45 lower than the previous day. The implied volatity was 17.05, the open interest changed by 0 which decreased total open position to 1
On 17 Dec HEROMOTOCO was trading at 5817.00. The strike last trading price was 169.45, which was -300.35 lower than the previous day. The implied volatity was 20.19, the open interest changed by 1 which increased total open position to 1
On 16 Dec HEROMOTOCO was trading at 5946.50. The strike last trading price was 469.8, 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 469.8, 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 469.8, 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 469.8, 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 469.8, 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 469.8, 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 469.8, 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 469.8, 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 469.8, 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 469.8, 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 469.8, 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 469.8, 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 469.8, 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 469.8, 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 469.8, 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 5850 PE | |||||||
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Delta: -0.53
Vega: 5.11
Theta: -2.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 5773.00 | 139.9 | 28.95 | 23.94 | 1,073 | -37 | 348 |
| 8 Jan | 5850.00 | 111.6 | 51.95 | 23.77 | 849 | 47 | 388 |
| 7 Jan | 5981.00 | 61 | 5.8 | 22.37 | 877 | 37 | 346 |
| 6 Jan | 6000.00 | 55.85 | -6.35 | 22.49 | 505 | 7 | 309 |
| 5 Jan | 5985.50 | 62.35 | -20.95 | 22.81 | 1,114 | -3 | 302 |
| 2 Jan | 5933.00 | 82.95 | -42.45 | 22.01 | 2,113 | 149 | 306 |
| 1 Jan | 5841.50 | 128 | -38.2 | 22.88 | 445 | 49 | 155 |
| 31 Dec | 5771.00 | 166.25 | -40.35 | 22.74 | 462 | -5 | 108 |
| 30 Dec | 5711.00 | 212 | -31.55 | 23.93 | 210 | 110 | 113 |
| 29 Dec | 5566.00 | 243.55 | 37.15 | - | 0 | 0 | 3 |
| 26 Dec | 5637.00 | 243.55 | 37.15 | 22.87 | 5 | 0 | 4 |
| 24 Dec | 5698.50 | 206.4 | 29.3 | - | 0 | 0 | 4 |
| 23 Dec | 5744.00 | 206.4 | 29.3 | - | 0 | 0 | 0 |
| 22 Dec | 5699.50 | 206.4 | 29.3 | - | 0 | 0 | 4 |
| 19 Dec | 5781.00 | 206.4 | 29.3 | - | 0 | 0 | 4 |
| 18 Dec | 5748.50 | 206.4 | 29.3 | 23.51 | 13 | 4 | 4 |
| 17 Dec | 5817.00 | 177.1 | 0 | 0.38 | 0 | 0 | 0 |
| 16 Dec | 5946.50 | 177.1 | 0 | 2.02 | 0 | 0 | 0 |
| 15 Dec | 5959.50 | 177.1 | 0 | 2.27 | 0 | 0 | 0 |
| 12 Dec | 5960.00 | 177.1 | 0 | 2.29 | 0 | 0 | 0 |
| 11 Dec | 5979.50 | 177.1 | 0 | 2.52 | 0 | 0 | 0 |
| 10 Dec | 5945.50 | 177.1 | 0 | 1.98 | 0 | 0 | 0 |
| 9 Dec | 6001.00 | 177.1 | 0 | 2.59 | 0 | 0 | 0 |
| 8 Dec | 6167.00 | 177.1 | 0 | 4.29 | 0 | 0 | 0 |
| 5 Dec | 6350.50 | 177.1 | 0 | 6.16 | 0 | 0 | 0 |
| 4 Dec | 6340.00 | 177.1 | 0 | 5.94 | 0 | 0 | 0 |
| 3 Dec | 6211.50 | 177.1 | 0 | 4.72 | 0 | 0 | 0 |
| 2 Dec | 6270.50 | 177.1 | 0 | 5.26 | 0 | 0 | 0 |
| 1 Dec | 6295.50 | 177.1 | 0 | 5.44 | 0 | 0 | 0 |
| 28 Nov | 6174.50 | 177.1 | 0 | 4.47 | 0 | 0 | 0 |
| 27 Nov | 6151.00 | 177.1 | 0 | 4.13 | 0 | 0 | 0 |
| 26 Nov | 6136.50 | 177.1 | 0 | 3.87 | 0 | 0 | 0 |
For Hero Motocorp Limited - strike price 5850 expiring on 27JAN2026
Delta for 5850 PE is -0.53
Historical price for 5850 PE is as follows
On 9 Jan HEROMOTOCO was trading at 5773.00. The strike last trading price was 139.9, which was 28.95 higher than the previous day. The implied volatity was 23.94, the open interest changed by -37 which decreased total open position to 348
On 8 Jan HEROMOTOCO was trading at 5850.00. The strike last trading price was 111.6, which was 51.95 higher than the previous day. The implied volatity was 23.77, the open interest changed by 47 which increased total open position to 388
On 7 Jan HEROMOTOCO was trading at 5981.00. The strike last trading price was 61, which was 5.8 higher than the previous day. The implied volatity was 22.37, the open interest changed by 37 which increased total open position to 346
On 6 Jan HEROMOTOCO was trading at 6000.00. The strike last trading price was 55.85, which was -6.35 lower than the previous day. The implied volatity was 22.49, the open interest changed by 7 which increased total open position to 309
On 5 Jan HEROMOTOCO was trading at 5985.50. The strike last trading price was 62.35, which was -20.95 lower than the previous day. The implied volatity was 22.81, the open interest changed by -3 which decreased total open position to 302
On 2 Jan HEROMOTOCO was trading at 5933.00. The strike last trading price was 82.95, which was -42.45 lower than the previous day. The implied volatity was 22.01, the open interest changed by 149 which increased total open position to 306
On 1 Jan HEROMOTOCO was trading at 5841.50. The strike last trading price was 128, which was -38.2 lower than the previous day. The implied volatity was 22.88, the open interest changed by 49 which increased total open position to 155
On 31 Dec HEROMOTOCO was trading at 5771.00. The strike last trading price was 166.25, which was -40.35 lower than the previous day. The implied volatity was 22.74, the open interest changed by -5 which decreased total open position to 108
On 30 Dec HEROMOTOCO was trading at 5711.00. The strike last trading price was 212, which was -31.55 lower than the previous day. The implied volatity was 23.93, the open interest changed by 110 which increased total open position to 113
On 29 Dec HEROMOTOCO was trading at 5566.00. The strike last trading price was 243.55, which was 37.15 higher 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 243.55, which was 37.15 higher than the previous day. The implied volatity was 22.87, the open interest changed by 0 which decreased total open position to 4
On 24 Dec HEROMOTOCO was trading at 5698.50. The strike last trading price was 206.4, which was 29.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 23 Dec HEROMOTOCO was trading at 5744.00. The strike last trading price was 206.4, which was 29.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Dec HEROMOTOCO was trading at 5699.50. The strike last trading price was 206.4, which was 29.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 19 Dec HEROMOTOCO was trading at 5781.00. The strike last trading price was 206.4, which was 29.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 18 Dec HEROMOTOCO was trading at 5748.50. The strike last trading price was 206.4, which was 29.3 higher than the previous day. The implied volatity was 23.51, the open interest changed by 4 which increased total open position to 4
On 17 Dec HEROMOTOCO was trading at 5817.00. The strike last trading price was 177.1, which was 0 lower than the previous day. The implied volatity was 0.38, 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 177.1, which was 0 lower than the previous day. The implied volatity was 2.02, 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 177.1, which was 0 lower than the previous day. The implied volatity was 2.27, 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 177.1, which was 0 lower than the previous day. The implied volatity was 2.29, 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 177.1, which was 0 lower than the previous day. The implied volatity was 2.52, 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 177.1, which was 0 lower than the previous day. The implied volatity was 1.98, 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 177.1, which was 0 lower than the previous day. The implied volatity was 2.59, 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 177.1, which was 0 lower than the previous day. The implied volatity was 4.29, 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 177.1, which was 0 lower than the previous day. The implied volatity was 6.16, 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 177.1, which was 0 lower than the previous day. The implied volatity was 5.94, 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 177.1, which was 0 lower than the previous day. The implied volatity was 4.72, 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 177.1, which was 0 lower than the previous day. The implied volatity was 5.26, 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 177.1, which was 0 lower than the previous day. The implied volatity was 5.44, 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 177.1, which was 0 lower than the previous day. The implied volatity was 4.47, 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 177.1, which was 0 lower than the previous day. The implied volatity was 4.13, 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 177.1, which was 0 lower than the previous day. The implied volatity was 3.87, the open interest changed by 0 which decreased total open position to 0































































































































































































































