FORTIS
Fortis Healthcare Ltd
Historical option data for FORTIS
21 Sep 2025 04:16 PM IST
| FORTIS 30SEP2025 910 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 0.38
Theta: -0.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 953.95 | 49.85 | -12.7 | 27.90 | 31 | 13 | 60 | |||||||||
| 14 Sept | 970.00 | 63.8 | 1.75 | 17.03 | 4 | -2 | 49 | |||||||||
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| 17 Aug | 932.00 | 35.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Fortis Healthcare Ltd - strike price 910 expiring on 30SEP2025
Delta for 910 CE is 0.85
Historical price for 910 CE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 49.85, which was -12.7 lower than the previous day. The implied volatity was 27.90, the open interest changed by 13 which increased total open position to 60
On 14 Sept FORTIS was trading at 970.00. The strike last trading price was 63.8, which was 1.75 higher than the previous day. The implied volatity was 17.03, the open interest changed by -2 which decreased total open position to 49
On 17 Aug FORTIS was trading at 932.00. The strike last trading price was 35.2, 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 910 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 0.29
Theta: -0.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 953.95 | 1.8 | 0.55 | 22.68 | 89 | 13 | 69 |
| 14 Sept | 970.00 | 2.7 | -0.8 | 24.70 | 22 | 4 | 78 |
| 17 Aug | 932.00 | 78.5 | 0 | 3.05 | 0 | 0 | 0 |
For Fortis Healthcare Ltd - strike price 910 expiring on 30SEP2025
Delta for 910 PE is -0.10
Historical price for 910 PE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 1.8, which was 0.55 higher than the previous day. The implied volatity was 22.68, the open interest changed by 13 which increased total open position to 69
On 14 Sept FORTIS was trading at 970.00. The strike last trading price was 2.7, which was -0.8 lower than the previous day. The implied volatity was 24.70, the open interest changed by 4 which increased total open position to 78
On 17 Aug FORTIS was trading at 932.00. The strike last trading price was 78.5, which was 0 lower than the previous day. The implied volatity was 3.05, the open interest changed by 0 which decreased total open position to 0
