FORTIS
Fortis Healthcare Ltd
Historical option data for FORTIS
21 Sep 2025 04:16 PM IST
| FORTIS 30SEP2025 950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.57
Vega: 0.65
Theta: -0.89
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 953.95 | 19.95 | -8.1 | 25.15 | 378 | 68 | 208 | |||||||||
| 14 Sept | 970.00 | 31 | 0.6 | 19.71 | 142 | -4 | 179 | |||||||||
| 17 Aug | 932.00 | 27 | -8.3 | 21.56 | 1 | 1 | 4 | |||||||||
For Fortis Healthcare Ltd - strike price 950 expiring on 30SEP2025
Delta for 950 CE is 0.57
Historical price for 950 CE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 19.95, which was -8.1 lower than the previous day. The implied volatity was 25.15, the open interest changed by 68 which increased total open position to 208
On 14 Sept FORTIS was trading at 970.00. The strike last trading price was 31, which was 0.6 higher than the previous day. The implied volatity was 19.71, the open interest changed by -4 which decreased total open position to 179
On 17 Aug FORTIS was trading at 932.00. The strike last trading price was 27, which was -8.3 lower than the previous day. The implied volatity was 21.56, the open interest changed by 1 which increased total open position to 4
| FORTIS 30SEP2025 950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 0.65
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 953.95 | 10.7 | 4 | 20.76 | 827 | 18 | 154 |
| 14 Sept | 970.00 | 10.2 | -1.45 | 23.31 | 105 | 12 | 171 |
| 17 Aug | 932.00 | 106.4 | 0 | - | 0 | 0 | 0 |
For Fortis Healthcare Ltd - strike price 950 expiring on 30SEP2025
Delta for 950 PE is -0.42
Historical price for 950 PE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 10.7, which was 4 higher than the previous day. The implied volatity was 20.76, the open interest changed by 18 which increased total open position to 154
On 14 Sept FORTIS was trading at 970.00. The strike last trading price was 10.2, which was -1.45 lower than the previous day. The implied volatity was 23.31, the open interest changed by 12 which increased total open position to 171
On 17 Aug FORTIS was trading at 932.00. The strike last trading price was 106.4, 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
