FORTIS
Fortis Healthcare Ltd
Historical option data for FORTIS
21 Sep 2025 04:16 PM IST
| FORTIS 30SEP2025 1030 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 0.22
Theta: -0.29
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 953.95 | 1.35 | -1.2 | 28.08 | 91 | 14 | 77 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 970.00 | 3.3 | -0.65 | 22.64 | 18 | -2 | 33 | |||||||||
For Fortis Healthcare Ltd - strike price 1030 expiring on 30SEP2025
Delta for 1030 CE is 0.07
Historical price for 1030 CE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 1.35, which was -1.2 lower than the previous day. The implied volatity was 28.08, the open interest changed by 14 which increased total open position to 77
On 14 Sept FORTIS was trading at 970.00. The strike last trading price was 3.3, which was -0.65 lower than the previous day. The implied volatity was 22.64, the open interest changed by -2 which decreased total open position to 33
| FORTIS 30SEP2025 1030 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 953.95 | 65.8 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 970.00 | 65.8 | -105.85 | 33.60 | 2 | 1 | 1 |
For Fortis Healthcare Ltd - strike price 1030 expiring on 30SEP2025
Delta for 1030 PE is 0.00
Historical price for 1030 PE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 65.8, 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 65.8, which was -105.85 lower than the previous day. The implied volatity was 33.60, the open interest changed by 1 which increased total open position to 1
