FORTIS
Fortis Healthcare Ltd
Historical option data for FORTIS
21 Sep 2025 04:16 PM IST
| FORTIS 30SEP2025 960 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.47
Vega: 0.66
Theta: -0.86
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
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| 21 Sept | 953.95 | 14.65 | -6.9 | 24.74 | 616 | 72 | 305 | |||||||||
| 14 Sept | 970.00 | 23.5 | -0.7 | 18.57 | 589 | -55 | 313 | |||||||||
| 17 Aug | 932.00 | 27.1 | -2.9 | 24.89 | 1 | 0 | 2 | |||||||||
For Fortis Healthcare Ltd - strike price 960 expiring on 30SEP2025
Delta for 960 CE is 0.47
Historical price for 960 CE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 14.65, which was -6.9 lower than the previous day. The implied volatity was 24.74, the open interest changed by 72 which increased total open position to 305
On 14 Sept FORTIS was trading at 970.00. The strike last trading price was 23.5, which was -0.7 lower than the previous day. The implied volatity was 18.57, the open interest changed by -55 which decreased total open position to 313
On 17 Aug FORTIS was trading at 932.00. The strike last trading price was 27.1, which was -2.9 lower than the previous day. The implied volatity was 24.89, the open interest changed by 0 which decreased total open position to 2
| FORTIS 30SEP2025 960 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 0.66
Theta: -0.47
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 953.95 | 15.45 | 5.2 | 20.55 | 478 | -21 | 144 |
| 14 Sept | 970.00 | 13.15 | -2.7 | 22.48 | 362 | -32 | 188 |
| 17 Aug | 932.00 | 171.45 | 0 | - | 0 | 0 | 0 |
For Fortis Healthcare Ltd - strike price 960 expiring on 30SEP2025
Delta for 960 PE is -0.53
Historical price for 960 PE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 15.45, which was 5.2 higher than the previous day. The implied volatity was 20.55, the open interest changed by -21 which decreased total open position to 144
On 14 Sept FORTIS was trading at 970.00. The strike last trading price was 13.15, which was -2.7 lower than the previous day. The implied volatity was 22.48, the open interest changed by -32 which decreased total open position to 188
On 17 Aug FORTIS was trading at 932.00. The strike last trading price was 171.45, 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
