FORTIS
Fortis Healthcare Ltd
Historical option data for FORTIS
28 Sep 2025 10:10 PM IST
| FORTIS 28-OCT-2025 930 CE | ||||||||||||||||
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Delta: 0.59
Vega: 1.08
Theta: -0.51
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 932.75 | 30 | -12.75 | 21.94 | 4 | 4 | 3 | |||||||||
| 21 Sept | 953.95 | 50.7 | 0 | - | 0 | 0 | 0 | |||||||||
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| 14 Sept | 970.00 | 50.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Fortis Healthcare Ltd - strike price 930 expiring on 28OCT2025
Delta for 930 CE is 0.59
Historical price for 930 CE is as follows
On 28 Sept FORTIS was trading at 932.75. The strike last trading price was 30, which was -12.75 lower than the previous day. The implied volatity was 21.94, the open interest changed by 4 which increased total open position to 3
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 50.7, 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
On 14 Sept FORTIS was trading at 970.00. The strike last trading price was 50.7, 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 28OCT2025 930 PE | |||||||
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Delta: -0.42
Vega: 1.08
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 932.75 | 21 | 3.95 | 23.91 | 51 | 13 | 101 |
| 21 Sept | 953.95 | 11.5 | -0.15 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 970.00 | 59.9 | 0 | 4.19 | 0 | 0 | 0 |
For Fortis Healthcare Ltd - strike price 930 expiring on 28OCT2025
Delta for 930 PE is -0.42
Historical price for 930 PE is as follows
On 28 Sept FORTIS was trading at 932.75. The strike last trading price was 21, which was 3.95 higher than the previous day. The implied volatity was 23.91, the open interest changed by 13 which increased total open position to 101
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 11.5, which was -0.15 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 59.9, which was 0 lower than the previous day. The implied volatity was 4.19, the open interest changed by 0 which decreased total open position to 0
