FORTIS
Fortis Healthcare Ltd
Historical option data for FORTIS
21 Sep 2025 04:16 PM IST
| FORTIS 30SEP2025 970 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.38
Vega: 0.63
Theta: -0.80
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 953.95 | 10.45 | -5.9 | 24.56 | 550 | 29 | 291 | |||||||||
| 14 Sept | 970.00 | 18.4 | -0.8 | 19.32 | 1,066 | 11 | 286 | |||||||||
| 17 Aug | 932.00 | 19 | 0 | 1.97 | 0 | 0 | 0 | |||||||||
For Fortis Healthcare Ltd - strike price 970 expiring on 30SEP2025
Delta for 970 CE is 0.38
Historical price for 970 CE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 10.45, which was -5.9 lower than the previous day. The implied volatity was 24.56, the open interest changed by 29 which increased total open position to 291
On 14 Sept FORTIS was trading at 970.00. The strike last trading price was 18.4, which was -0.8 lower than the previous day. The implied volatity was 19.32, the open interest changed by 11 which increased total open position to 286
On 17 Aug FORTIS was trading at 932.00. The strike last trading price was 19, which was 0 lower than the previous day. The implied volatity was 1.97, the open interest changed by 0 which decreased total open position to 0
| FORTIS 30SEP2025 970 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 0.62
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 953.95 | 21.6 | 6.8 | 20.74 | 164 | -21 | 154 |
| 14 Sept | 970.00 | 17.8 | -2.65 | 22.80 | 185 | 9 | 121 |
| 17 Aug | 932.00 | 121.7 | 0 | - | 0 | 0 | 0 |
For Fortis Healthcare Ltd - strike price 970 expiring on 30SEP2025
Delta for 970 PE is -0.65
Historical price for 970 PE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 21.6, which was 6.8 higher than the previous day. The implied volatity was 20.74, the open interest changed by -21 which decreased total open position to 154
On 14 Sept FORTIS was trading at 970.00. The strike last trading price was 17.8, which was -2.65 lower than the previous day. The implied volatity was 22.80, the open interest changed by 9 which increased total open position to 121
On 17 Aug FORTIS was trading at 932.00. The strike last trading price was 121.7, 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
