FORTIS
Fortis Healthcare Ltd
Historical option data for FORTIS
21 Sep 2025 04:16 PM IST
| FORTIS 30SEP2025 930 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.76
Vega: 0.52
Theta: -0.74
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 953.95 | 32 | -11.25 | 23.59 | 23 | -2 | 42 | |||||||||
| 14 Sept | 970.00 | 45 | 0.2 | 16.16 | 10 | -8 | 63 | |||||||||
| 17 Aug | 932.00 | 28.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Fortis Healthcare Ltd - strike price 930 expiring on 30SEP2025
Delta for 930 CE is 0.76
Historical price for 930 CE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 32, which was -11.25 lower than the previous day. The implied volatity was 23.59, the open interest changed by -2 which decreased total open position to 42
On 14 Sept FORTIS was trading at 970.00. The strike last trading price was 45, which was 0.2 higher than the previous day. The implied volatity was 16.16, the open interest changed by -8 which decreased total open position to 63
On 17 Aug FORTIS was trading at 932.00. The strike last trading price was 28.85, 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 930 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.22
Vega: 0.49
Theta: -0.41
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 953.95 | 4.4 | 1.65 | 21.10 | 234 | -40 | 134 |
| 14 Sept | 970.00 | 5.25 | -1.05 | 23.64 | 39 | 3 | 122 |
| 17 Aug | 932.00 | 91.95 | 0 | 1.48 | 0 | 0 | 0 |
For Fortis Healthcare Ltd - strike price 930 expiring on 30SEP2025
Delta for 930 PE is -0.22
Historical price for 930 PE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 4.4, which was 1.65 higher than the previous day. The implied volatity was 21.10, the open interest changed by -40 which decreased total open position to 134
On 14 Sept FORTIS was trading at 970.00. The strike last trading price was 5.25, which was -1.05 lower than the previous day. The implied volatity was 23.64, the open interest changed by 3 which increased total open position to 122
On 17 Aug FORTIS was trading at 932.00. The strike last trading price was 91.95, which was 0 lower than the previous day. The implied volatity was 1.48, the open interest changed by 0 which decreased total open position to 0
