FORTIS
Fortis Healthcare Ltd
Historical option data for FORTIS
21 Sep 2025 04:16 PM IST
| FORTIS 30SEP2025 1010 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.13
Vega: 0.34
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 953.95 | 2.7 | -1.65 | 26.77 | 68 | 31 | 308 | |||||||||
| 14 Sept | 970.00 | 5.8 | -0.85 | 21.22 | 185 | 44 | 146 | |||||||||
For Fortis Healthcare Ltd - strike price 1010 expiring on 30SEP2025
Delta for 1010 CE is 0.13
Historical price for 1010 CE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 2.7, which was -1.65 lower than the previous day. The implied volatity was 26.77, the open interest changed by 31 which increased total open position to 308
On 14 Sept FORTIS was trading at 970.00. The strike last trading price was 5.8, which was -0.85 lower than the previous day. The implied volatity was 21.22, the open interest changed by 44 which increased total open position to 146
| FORTIS 30SEP2025 1010 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 953.95 | 52.3 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 970.00 | 52.3 | 0 | 0.00 | 0 | 0 | 0 |
For Fortis Healthcare Ltd - strike price 1010 expiring on 30SEP2025
Delta for 1010 PE is 0.00
Historical price for 1010 PE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 52.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept FORTIS was trading at 970.00. The strike last trading price was 52.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
