FORTIS
Fortis Healthcare Ltd
Historical option data for FORTIS
21 Sep 2025 04:16 PM IST
| FORTIS 30SEP2025 1020 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.28
Theta: -0.38
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 | -1.45 | 27.75 | 98 | 29 | 254 | |||||||||
| 14 Sept | 970.00 | 4.35 | -0.8 | 21.90 | 208 | -31 | 177 | |||||||||
For Fortis Healthcare Ltd - strike price 1020 expiring on 30SEP2025
Delta for 1020 CE is 0.09
Historical price for 1020 CE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 2, which was -1.45 lower than the previous day. The implied volatity was 27.75, the open interest changed by 29 which increased total open position to 254
On 14 Sept FORTIS was trading at 970.00. The strike last trading price was 4.35, which was -0.8 lower than the previous day. The implied volatity was 21.90, the open interest changed by -31 which decreased total open position to 177
| FORTIS 30SEP2025 1020 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.97
Vega: 0.12
Theta: 0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 953.95 | 63.8 | 3 | 19.94 | 19 | -4 | 10 |
| 14 Sept | 970.00 | 51.5 | -4.6 | 23.58 | 7 | -2 | 9 |
For Fortis Healthcare Ltd - strike price 1020 expiring on 30SEP2025
Delta for 1020 PE is -0.97
Historical price for 1020 PE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 63.8, which was 3 higher than the previous day. The implied volatity was 19.94, the open interest changed by -4 which decreased total open position to 10
On 14 Sept FORTIS was trading at 970.00. The strike last trading price was 51.5, which was -4.6 lower than the previous day. The implied volatity was 23.58, the open interest changed by -2 which decreased total open position to 9
