FORTIS
Fortis Healthcare Ltd
Historical option data for FORTIS
21 Sep 2025 04:16 PM IST
| FORTIS 30SEP2025 900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 0.34
Theta: -0.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 953.95 | 59.4 | -13.55 | 30.78 | 186 | -29 | 207 | |||||||||
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| 14 Sept | 970.00 | 72.9 | 2 | - | 30 | -10 | 253 | |||||||||
| 17 Aug | 932.00 | 65.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Fortis Healthcare Ltd - strike price 900 expiring on 30SEP2025
Delta for 900 CE is 0.88
Historical price for 900 CE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 59.4, which was -13.55 lower than the previous day. The implied volatity was 30.78, the open interest changed by -29 which decreased total open position to 207
On 14 Sept FORTIS was trading at 970.00. The strike last trading price was 72.9, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 253
On 17 Aug FORTIS was trading at 932.00. The strike last trading price was 65.35, 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
| FORTIS 30SEP2025 900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.22
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 953.95 | 1.25 | 0.3 | 24.06 | 142 | -19 | 271 |
| 14 Sept | 970.00 | 2.05 | -0.5 | 25.70 | 50 | -7 | 275 |
| 17 Aug | 932.00 | 21 | 1.75 | 30.43 | 21 | 15 | 40 |
For Fortis Healthcare Ltd - strike price 900 expiring on 30SEP2025
Delta for 900 PE is -0.07
Historical price for 900 PE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 1.25, which was 0.3 higher than the previous day. The implied volatity was 24.06, the open interest changed by -19 which decreased total open position to 271
On 14 Sept FORTIS was trading at 970.00. The strike last trading price was 2.05, which was -0.5 lower than the previous day. The implied volatity was 25.70, the open interest changed by -7 which decreased total open position to 275
On 17 Aug FORTIS was trading at 932.00. The strike last trading price was 21, which was 1.75 higher than the previous day. The implied volatity was 30.43, the open interest changed by 15 which increased total open position to 40
