FORTIS
Fortis Healthcare Ltd
Historical option data for FORTIS
21 Sep 2025 04:16 PM IST
| FORTIS 30SEP2025 940 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.67
Vega: 0.60
Theta: -0.82
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 953.95 | 25.25 | -10.25 | 24.02 | 301 | -173 | 126 | |||||||||
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| 14 Sept | 970.00 | 37.25 | 0 | 17.74 | 38 | -3 | 389 | |||||||||
| 17 Aug | 932.00 | 32 | -8 | 21.68 | 6 | 3 | 28 | |||||||||
For Fortis Healthcare Ltd - strike price 940 expiring on 30SEP2025
Delta for 940 CE is 0.67
Historical price for 940 CE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 25.25, which was -10.25 lower than the previous day. The implied volatity was 24.02, the open interest changed by -173 which decreased total open position to 126
On 14 Sept FORTIS was trading at 970.00. The strike last trading price was 37.25, which was 0 lower than the previous day. The implied volatity was 17.74, the open interest changed by -3 which decreased total open position to 389
On 17 Aug FORTIS was trading at 932.00. The strike last trading price was 32, which was -8 lower than the previous day. The implied volatity was 21.68, the open interest changed by 3 which increased total open position to 28
| FORTIS 30SEP2025 940 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.31
Vega: 0.59
Theta: -0.49
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 953.95 | 7.4 | 3.25 | 21.54 | 633 | -34 | 139 |
| 14 Sept | 970.00 | 7 | -1.75 | 22.86 | 98 | -6 | 170 |
| 17 Aug | 932.00 | 155.2 | 0 | 0.56 | 0 | 0 | 0 |
For Fortis Healthcare Ltd - strike price 940 expiring on 30SEP2025
Delta for 940 PE is -0.31
Historical price for 940 PE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 7.4, which was 3.25 higher than the previous day. The implied volatity was 21.54, the open interest changed by -34 which decreased total open position to 139
On 14 Sept FORTIS was trading at 970.00. The strike last trading price was 7, which was -1.75 lower than the previous day. The implied volatity was 22.86, the open interest changed by -6 which decreased total open position to 170
On 17 Aug FORTIS was trading at 932.00. The strike last trading price was 155.2, which was 0 lower than the previous day. The implied volatity was 0.56, the open interest changed by 0 which decreased total open position to 0
