HEROMOTOCO
Hero Motocorp Limited
Historical option data for HEROMOTOCO
09 Dec 2025 04:11 PM IST
| HEROMOTOCO 30-DEC-2025 6400 CE | ||||||||||||||||
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Delta: 0.14
Vega: 3.19
Theta: -1.91
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.83
Vega: 3.65
Theta: -0.71
Gamma: 0.00
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| 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































































































































































































































