FORTIS
Fortis Healthcare Ltd
Historical option data for FORTIS
21 Sep 2025 04:16 PM IST
| FORTIS 30SEP2025 1050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.16
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 953.95 | 1 | -0.35 | 31.61 | 58 | -15 | 55 | |||||||||
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| 14 Sept | 970.00 | 2.1 | -0.4 | 24.63 | 12 | 2 | 54 | |||||||||
For Fortis Healthcare Ltd - strike price 1050 expiring on 30SEP2025
Delta for 1050 CE is 0.05
Historical price for 1050 CE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was 31.61, the open interest changed by -15 which decreased total open position to 55
On 14 Sept FORTIS was trading at 970.00. The strike last trading price was 2.1, which was -0.4 lower than the previous day. The implied volatity was 24.63, the open interest changed by 2 which increased total open position to 54
| FORTIS 30SEP2025 1050 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 | 84.95 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 970.00 | 78.25 | -111.1 | 24.96 | 2 | 2 | 0 |
For Fortis Healthcare Ltd - strike price 1050 expiring on 30SEP2025
Delta for 1050 PE is 0.00
Historical price for 1050 PE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 84.95, 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 78.25, which was -111.1 lower than the previous day. The implied volatity was 24.96, the open interest changed by 2 which increased total open position to 0
