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HEROMOTOCO HERO MOTOCORP LIMITED

OverviewPrice & levelsF&OFinancials & peersCompanyas of Thu 15 Oct 15:30

HERO MOTOCORP LIMITED — on this desk since 2 Jan 2006.

Results meeting in 12 days Wed 28 Oct 2026, as the company announced it to NSE

implied move
3.4%
12 days to the expiry read
futures
short cover
price rose and open interest fell
basis
-0.65%
the future traded 0.65% below the share
option prices
32
dearer than 32 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
————4,70062,250−5,2504.40long unwinding
—470.8401,3504,75025,800−14,8505.75long unwinding
short covering379.35−1,50010,0504,80084,000−6,0007.95long unwinding
short covering330.40−45010,8004,8501,19,700+16,20010.80short build-up
short covering286.15−15,45038,1004,9001,46,700+31,35014.30short build-up
short covering242.70−12,60053,5504,95086,850+5,85019.20short build-up
short covering201.15−86,1001,21,6505,000wall2,50,200+81,15028.20short build-up
short covering163.15−65,40059,7005,05072,150+21,75040.30short build-up
short covering129.35−1,12,2001,58,7005,1001,46,700+21,30056.30short build-up
long build-up99.65+11,85083,1005,15065,700+37,50076.90short build-up
short covering76.30−67,3501,75,9505,200at the money1,02,900+34,050100.90short build-up
short covering56.65−11,10047,7005,25025,050+13,200133.30short build-up
short covering42.45−11,7002,12,7005,30081,300−8,850165.85long unwinding
long build-up30.55+40,05072,7505,3504,6500180.40—
short covering22.80−14,7002,36,8505,40069,750−4,200249.15long unwinding
long build-up16.80+6,45023,8505,4506000256.68—
short covering13.00−63,7502,56,800wall5,50041,700−6,900335.60long unwinding
long build-up9.50+15011,7005,550————
short covering7.30−25,2001,02,0005,60047,250−300388.58long unwinding
short covering5.90−1,20028,5005,650————
long build-up4.45+30,30064,3505,7009,4500483.42—

The options were priced for a move of about 3.4% by 27 Oct.

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Open interest

as of Thu 15 Oct 15:30

Short cover: price rose and open interest fell.

For this stock, 308 of 652 times the close 5 sessions later was higher.

Across every F&O stock, 50,957 of 98,536 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded 0.65% below the share.

Not in the F&O ban this session; open interest stood at 39% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 3.4% by 27 Oct; over the sessions the desk holds it ranged 1.4–8.0%.

Option prices were dearer than 32 of the past 252 sessions.

Puts were priced dearer than calls the same distance out.

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Implied and realised around results

as of Thu 15 Oct 15:30

No results meeting with an option chain on its eve yet.

The futures, session by session

as of Thu 15 Oct 15:30
sessionfuturesimplied movebasisban
Thu 15 Octshort cover3.4%-0.65%
Wed 14 Octshort cover3.6%-0.26%
Tue 13 Octlong build3.7%0.03%
Mon 12 Octshort cover4.1%0.57%
Fri 9 Octlong build4.3%0.67%
Thu 8 Octlong unwind4.9%0.28%
Wed 7 Octshort build4.7%0.15%
Tue 6 Octshort cover4.8%0.48%
Mon 5 Octlong unwind5.3%-0.29%
Thu 1 Octshort build6.1%0.75%
Wed 30 Seplong build5.5%0.74%
Tue 29 Seplong unwind5.4%1.04%
Mon 28 Seplong unwind5.5%-0.54%
Fri 25 Seplong build1.8%0.35%
Thu 24 Seplong unwind2.0%0.34%
Wed 23 Sepshort build2.2%-0.47%
Tue 22 Sepshort build2.4%0.35%
Mon 21 Seplong build2.7%-0.31%
Fri 18 Sepshort cover3.1%0.81%
Thu 17 Sepshort cover3.1%-0.04%

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
  • Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.

Before comparing across time

as of Thu 15 Oct 15:30

Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.