FORTIS
Fortis Healthcare Ltd
Historical option data for FORTIS
21 Sep 2025 04:16 PM IST
| FORTIS 30SEP2025 1040 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.19
Theta: -0.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 953.95 | 1.15 | -0.8 | 29.84 | 45 | 18 | 88 | |||||||||
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| 14 Sept | 970.00 | 2.7 | -0.35 | 23.84 | 19 | 3 | 62 | |||||||||
For Fortis Healthcare Ltd - strike price 1040 expiring on 30SEP2025
Delta for 1040 CE is 0.06
Historical price for 1040 CE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 1.15, which was -0.8 lower than the previous day. The implied volatity was 29.84, the open interest changed by 18 which increased total open position to 88
On 14 Sept FORTIS was trading at 970.00. The strike last trading price was 2.7, which was -0.35 lower than the previous day. The implied volatity was 23.84, the open interest changed by 3 which increased total open position to 62
| FORTIS 30SEP2025 1040 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 67.55 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 970.00 | 72.2 | -17.6 | 30.83 | 5 | -4 | 2 |
For Fortis Healthcare Ltd - strike price 1040 expiring on 30SEP2025
Delta for 1040 PE is 0.00
Historical price for 1040 PE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 67.55, 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 72.2, which was -17.6 lower than the previous day. The implied volatity was 30.83, the open interest changed by -4 which decreased total open position to 2
