FORTIS
Fortis Healthcare Ltd
Historical option data for FORTIS
21 Sep 2025 04:16 PM IST
| FORTIS 30SEP2025 880 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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 | 92.25 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 970.00 | 92.25 | 4.1 | - | 4 | -4 | 16 | |||||||||
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| 17 Aug | 932.00 | 34.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Fortis Healthcare Ltd - strike price 880 expiring on 30SEP2025
Delta for 880 CE is 0.00
Historical price for 880 CE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 92.25, 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 92.25, which was 4.1 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 16
On 17 Aug FORTIS was trading at 932.00. The strike last trading price was 34.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| FORTIS 30SEP2025 880 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.15
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 953.95 | 0.8 | 0.05 | 28.63 | 5 | -2 | 47 |
| 14 Sept | 970.00 | 1.15 | -0.55 | 27.52 | 8 | -1 | 76 |
| 17 Aug | 932.00 | 15.05 | -95 | 30.54 | 4 | 4 | 3 |
For Fortis Healthcare Ltd - strike price 880 expiring on 30SEP2025
Delta for 880 PE is -0.04
Historical price for 880 PE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 28.63, the open interest changed by -2 which decreased total open position to 47
On 14 Sept FORTIS was trading at 970.00. The strike last trading price was 1.15, which was -0.55 lower than the previous day. The implied volatity was 27.52, the open interest changed by -1 which decreased total open position to 76
On 17 Aug FORTIS was trading at 932.00. The strike last trading price was 15.05, which was -95 lower than the previous day. The implied volatity was 30.54, the open interest changed by 4 which increased total open position to 3
