FORTIS
Fortis Healthcare Ltd
Historical option data for FORTIS
21 Sep 2025 04:16 PM IST
| FORTIS 30SEP2025 1000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.41
Theta: -0.53
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 953.95 | 3.75 | -2.55 | 25.98 | 540 | -40 | 355 | |||||||||
| 14 Sept | 970.00 | 7.85 | -0.9 | 20.72 | 719 | -53 | 386 | |||||||||
For Fortis Healthcare Ltd - strike price 1000 expiring on 30SEP2025
Delta for 1000 CE is 0.17
Historical price for 1000 CE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 3.75, which was -2.55 lower than the previous day. The implied volatity was 25.98, the open interest changed by -40 which decreased total open position to 355
On 14 Sept FORTIS was trading at 970.00. The strike last trading price was 7.85, which was -0.9 lower than the previous day. The implied volatity was 20.72, the open interest changed by -53 which decreased total open position to 386
| FORTIS 30SEP2025 1000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 0.31
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 953.95 | 45.25 | 10.45 | 20.70 | 21 | -2 | 31 |
| 14 Sept | 970.00 | 36.95 | -3.3 | 24.46 | 15 | -1 | 27 |
For Fortis Healthcare Ltd - strike price 1000 expiring on 30SEP2025
Delta for 1000 PE is -0.89
Historical price for 1000 PE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 45.25, which was 10.45 higher than the previous day. The implied volatity was 20.70, the open interest changed by -2 which decreased total open position to 31
On 14 Sept FORTIS was trading at 970.00. The strike last trading price was 36.95, which was -3.3 lower than the previous day. The implied volatity was 24.46, the open interest changed by -1 which decreased total open position to 27
