FORTIS
Fortis Healthcare Ltd
Historical option data for FORTIS
21 Sep 2025 04:16 PM IST
| FORTIS 30SEP2025 920 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.77
Vega: 0.51
Theta: -0.93
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 953.95 | 43.8 | -8.75 | 32.09 | 6 | 3 | 68 | |||||||||
| 14 Sept | 970.00 | 53.8 | 0.95 | 14.47 | 13 | 0 | 69 | |||||||||
| 17 Aug | 932.00 | 24.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Fortis Healthcare Ltd - strike price 920 expiring on 30SEP2025
Delta for 920 CE is 0.77
Historical price for 920 CE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 43.8, which was -8.75 lower than the previous day. The implied volatity was 32.09, the open interest changed by 3 which increased total open position to 68
On 14 Sept FORTIS was trading at 970.00. The strike last trading price was 53.8, which was 0.95 higher than the previous day. The implied volatity was 14.47, the open interest changed by 0 which decreased total open position to 69
On 17 Aug FORTIS was trading at 932.00. The strike last trading price was 24.95, 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 920 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 0.38
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 953.95 | 2.75 | 0.85 | 21.66 | 89 | 3 | 272 |
| 14 Sept | 970.00 | 3.7 | -0.95 | 23.98 | 108 | 19 | 135 |
| 17 Aug | 932.00 | 139.55 | 0 | 2.21 | 0 | 0 | 0 |
For Fortis Healthcare Ltd - strike price 920 expiring on 30SEP2025
Delta for 920 PE is -0.15
Historical price for 920 PE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 2.75, which was 0.85 higher than the previous day. The implied volatity was 21.66, the open interest changed by 3 which increased total open position to 272
On 14 Sept FORTIS was trading at 970.00. The strike last trading price was 3.7, which was -0.95 lower than the previous day. The implied volatity was 23.98, the open interest changed by 19 which increased total open position to 135
On 17 Aug FORTIS was trading at 932.00. The strike last trading price was 139.55, which was 0 lower than the previous day. The implied volatity was 2.21, the open interest changed by 0 which decreased total open position to 0
