FORTIS
Fortis Healthcare Ltd
Historical option data for FORTIS
21 Sep 2025 04:16 PM IST
| FORTIS 28OCT2025 1000 CE | ||||||||||||||||
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Delta: 0.32
Vega: 1.11
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 953.95 | 13.95 | -4.85 | 22.37 | 49 | 18 | 56 | |||||||||
| 14 Sept | 970.00 | 21.25 | -0.85 | 21.41 | 27 | 9 | 17 | |||||||||
| 17 Aug | 932.00 | 22.7 | 0 | 3.12 | 0 | 0 | 0 | |||||||||
For Fortis Healthcare Ltd - strike price 1000 expiring on 28OCT2025
Delta for 1000 CE is 0.32
Historical price for 1000 CE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 13.95, which was -4.85 lower than the previous day. The implied volatity was 22.37, the open interest changed by 18 which increased total open position to 56
On 14 Sept FORTIS was trading at 970.00. The strike last trading price was 21.25, which was -0.85 lower than the previous day. The implied volatity was 21.41, the open interest changed by 9 which increased total open position to 17
On 17 Aug FORTIS was trading at 932.00. The strike last trading price was 22.7, which was 0 lower than the previous day. The implied volatity was 3.12, the open interest changed by 0 which decreased total open position to 0
| FORTIS 28OCT2025 1000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.67
Vega: 1.13
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 953.95 | 51 | 6.5 | 23.47 | 10 | 4 | 46 |
| 14 Sept | 970.00 | 48.9 | -0.35 | 28.06 | 7 | 7 | 19 |
| 17 Aug | 932.00 | 0 | 0 | - | 0 | 0 | 0 |
For Fortis Healthcare Ltd - strike price 1000 expiring on 28OCT2025
Delta for 1000 PE is -0.67
Historical price for 1000 PE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 51, which was 6.5 higher than the previous day. The implied volatity was 23.47, the open interest changed by 4 which increased total open position to 46
On 14 Sept FORTIS was trading at 970.00. The strike last trading price was 48.9, which was -0.35 lower than the previous day. The implied volatity was 28.06, the open interest changed by 7 which increased total open position to 19
On 17 Aug FORTIS was trading at 932.00. The strike last trading price was 0, 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
