[--[65.84.65.76]--]

HEROMOTOCO

Hero Motocorp Limited
6001 -166.00 (-2.69%)
L: 5966 H: 6164

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Historical option data for HEROMOTOCO

09 Dec 2025 04:11 PM IST
HEROMOTOCO 30-DEC-2025 6400 CE
Delta: 0.14
Vega: 3.19
Theta: -1.91
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 6001.00 22.1 -29.7 22.15 3,756 488 1,560
8 Dec 6167.00 49.5 -71.9 20.87 3,605 -125 1,069
5 Dec 6350.50 121.5 0.6 17.87 4,828 -62 1,205
4 Dec 6340.00 122.65 43.7 19.14 5,942 192 1,255
3 Dec 6211.50 80.9 -28.7 19.26 1,597 -26 1,069
2 Dec 6270.50 110.9 -12.95 20.90 3,115 -102 1,085
1 Dec 6295.50 124.15 41.7 20.74 4,757 282 1,214
28 Nov 6174.50 89.3 17.85 20.32 1,244 169 931
27 Nov 6151.00 72 5.1 19.68 1,444 123 762
26 Nov 6136.50 67.75 11.15 19.41 923 140 638
25 Nov 6081.50 57.25 9.3 19.78 671 69 447
24 Nov 5982.00 49.05 -6.95 21.50 455 117 379
21 Nov 6002.50 56.9 -6.05 21.70 591 155 238
20 Nov 5999.50 64.2 -26.7 22.32 219 82 82
19 Nov 5876.50 90.9 0 5.32 0 0 0
18 Nov 5799.50 90.9 0 6.12 0 0 0


For Hero Motocorp Limited - strike price 6400 expiring on 30DEC2025

Delta for 6400 CE is 0.14

Historical price for 6400 CE is as follows

On 9 Dec HEROMOTOCO was trading at 6001.00. The strike last trading price was 22.1, which was -29.7 lower than the previous day. The implied volatity was 22.15, the open interest changed by 488 which increased total open position to 1560


On 8 Dec HEROMOTOCO was trading at 6167.00. The strike last trading price was 49.5, which was -71.9 lower than the previous day. The implied volatity was 20.87, the open interest changed by -125 which decreased total open position to 1069


On 5 Dec HEROMOTOCO was trading at 6350.50. The strike last trading price was 121.5, which was 0.6 higher than the previous day. The implied volatity was 17.87, the open interest changed by -62 which decreased total open position to 1205


On 4 Dec HEROMOTOCO was trading at 6340.00. The strike last trading price was 122.65, which was 43.7 higher than the previous day. The implied volatity was 19.14, the open interest changed by 192 which increased total open position to 1255


On 3 Dec HEROMOTOCO was trading at 6211.50. The strike last trading price was 80.9, which was -28.7 lower than the previous day. The implied volatity was 19.26, the open interest changed by -26 which decreased total open position to 1069


On 2 Dec HEROMOTOCO was trading at 6270.50. The strike last trading price was 110.9, which was -12.95 lower than the previous day. The implied volatity was 20.90, the open interest changed by -102 which decreased total open position to 1085


On 1 Dec HEROMOTOCO was trading at 6295.50. The strike last trading price was 124.15, which was 41.7 higher than the previous day. The implied volatity was 20.74, the open interest changed by 282 which increased total open position to 1214


On 28 Nov HEROMOTOCO was trading at 6174.50. The strike last trading price was 89.3, which was 17.85 higher than the previous day. The implied volatity was 20.32, the open interest changed by 169 which increased total open position to 931


On 27 Nov HEROMOTOCO was trading at 6151.00. The strike last trading price was 72, which was 5.1 higher than the previous day. The implied volatity was 19.68, the open interest changed by 123 which increased total open position to 762


On 26 Nov HEROMOTOCO was trading at 6136.50. The strike last trading price was 67.75, which was 11.15 higher than the previous day. The implied volatity was 19.41, the open interest changed by 140 which increased total open position to 638


On 25 Nov HEROMOTOCO was trading at 6081.50. The strike last trading price was 57.25, which was 9.3 higher than the previous day. The implied volatity was 19.78, the open interest changed by 69 which increased total open position to 447


On 24 Nov HEROMOTOCO was trading at 5982.00. The strike last trading price was 49.05, which was -6.95 lower than the previous day. The implied volatity was 21.50, the open interest changed by 117 which increased total open position to 379


On 21 Nov HEROMOTOCO was trading at 6002.50. The strike last trading price was 56.9, which was -6.05 lower than the previous day. The implied volatity was 21.70, the open interest changed by 155 which increased total open position to 238


On 20 Nov HEROMOTOCO was trading at 5999.50. The strike last trading price was 64.2, which was -26.7 lower than the previous day. The implied volatity was 22.32, the open interest changed by 82 which increased total open position to 82


On 19 Nov HEROMOTOCO was trading at 5876.50. The strike last trading price was 90.9, which was 0 lower than the previous day. The implied volatity was 5.32, 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 90.9, which was 0 lower than the previous day. The implied volatity was 6.12, the open interest changed by 0 which decreased total open position to 0


HEROMOTOCO 30DEC2025 6400 PE
Delta: -0.83
Vega: 3.65
Theta: -0.71
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 6001.00 396.35 130.75 25.06 64 -24 273
8 Dec 6167.00 274.8 132.4 23.97 591 -162 298
5 Dec 6350.50 141 -18.85 20.06 1,312 125 464
4 Dec 6340.00 157 -67.75 22.14 867 175 339
3 Dec 6211.50 219.6 22.3 22.49 441 47 165
2 Dec 6270.50 192.35 -8.4 21.69 475 7 119
1 Dec 6295.50 200.3 -59.7 24.32 406 106 116
28 Nov 6174.50 260 -25.9 24.13 4 -1 11
27 Nov 6151.00 287.55 -12.3 24.74 14 3 12
26 Nov 6136.50 299.85 -53.5 23.80 15 4 9
25 Nov 6081.50 350 -64 25.71 3 2 5
24 Nov 5982.00 414 -507.5 - 0 0 0
21 Nov 6002.50 414 -507.5 - 0 3 0
20 Nov 5999.50 414 -507.5 26.43 3 2 2
19 Nov 5876.50 921.5 0 - 0 0 0
18 Nov 5799.50 921.5 0 - 0 0 0


For Hero Motocorp Limited - strike price 6400 expiring on 30DEC2025

Delta for 6400 PE is -0.83

Historical price for 6400 PE is as follows

On 9 Dec HEROMOTOCO was trading at 6001.00. The strike last trading price was 396.35, which was 130.75 higher than the previous day. The implied volatity was 25.06, the open interest changed by -24 which decreased total open position to 273


On 8 Dec HEROMOTOCO was trading at 6167.00. The strike last trading price was 274.8, which was 132.4 higher than the previous day. The implied volatity was 23.97, the open interest changed by -162 which decreased total open position to 298


On 5 Dec HEROMOTOCO was trading at 6350.50. The strike last trading price was 141, which was -18.85 lower than the previous day. The implied volatity was 20.06, the open interest changed by 125 which increased total open position to 464


On 4 Dec HEROMOTOCO was trading at 6340.00. The strike last trading price was 157, which was -67.75 lower than the previous day. The implied volatity was 22.14, the open interest changed by 175 which increased total open position to 339


On 3 Dec HEROMOTOCO was trading at 6211.50. The strike last trading price was 219.6, which was 22.3 higher than the previous day. The implied volatity was 22.49, the open interest changed by 47 which increased total open position to 165


On 2 Dec HEROMOTOCO was trading at 6270.50. The strike last trading price was 192.35, which was -8.4 lower than the previous day. The implied volatity was 21.69, the open interest changed by 7 which increased total open position to 119


On 1 Dec HEROMOTOCO was trading at 6295.50. The strike last trading price was 200.3, which was -59.7 lower than the previous day. The implied volatity was 24.32, the open interest changed by 106 which increased total open position to 116


On 28 Nov HEROMOTOCO was trading at 6174.50. The strike last trading price was 260, which was -25.9 lower than the previous day. The implied volatity was 24.13, the open interest changed by -1 which decreased total open position to 11


On 27 Nov HEROMOTOCO was trading at 6151.00. The strike last trading price was 287.55, which was -12.3 lower than the previous day. The implied volatity was 24.74, the open interest changed by 3 which increased total open position to 12


On 26 Nov HEROMOTOCO was trading at 6136.50. The strike last trading price was 299.85, which was -53.5 lower than the previous day. The implied volatity was 23.80, the open interest changed by 4 which increased total open position to 9


On 25 Nov HEROMOTOCO was trading at 6081.50. The strike last trading price was 350, which was -64 lower than the previous day. The implied volatity was 25.71, the open interest changed by 2 which increased total open position to 5


On 24 Nov HEROMOTOCO was trading at 5982.00. The strike last trading price was 414, which was -507.5 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 414, which was -507.5 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 20 Nov HEROMOTOCO was trading at 5999.50. The strike last trading price was 414, which was -507.5 lower than the previous day. The implied volatity was 26.43, the open interest changed by 2 which increased total open position to 2


On 19 Nov HEROMOTOCO was trading at 5876.50. The strike last trading price was 921.5, 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 921.5, 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