FORTIS
Fortis Healthcare Ltd
Historical option data for FORTIS
21 Sep 2025 04:16 PM IST
| FORTIS 30SEP2025 980 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.29
Vega: 0.57
Theta: -0.71
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 953.95 | 7.3 | -4.65 | 24.61 | 602 | 19 | 388 | |||||||||
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| 14 Sept | 970.00 | 14.25 | -0.55 | 20.04 | 676 | -29 | 346 | |||||||||
| 17 Aug | 932.00 | 16.85 | -4.05 | 22.58 | 3 | 1 | 9 | |||||||||
For Fortis Healthcare Ltd - strike price 980 expiring on 30SEP2025
Delta for 980 CE is 0.29
Historical price for 980 CE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 7.3, which was -4.65 lower than the previous day. The implied volatity was 24.61, the open interest changed by 19 which increased total open position to 388
On 14 Sept FORTIS was trading at 970.00. The strike last trading price was 14.25, which was -0.55 lower than the previous day. The implied volatity was 20.04, the open interest changed by -29 which decreased total open position to 346
On 17 Aug FORTIS was trading at 932.00. The strike last trading price was 16.85, which was -4.05 lower than the previous day. The implied volatity was 22.58, the open interest changed by 1 which increased total open position to 9
| FORTIS 30SEP2025 980 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.72
Vega: 0.56
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 953.95 | 29.95 | 9.3 | 23.09 | 39 | -6 | 110 |
| 14 Sept | 970.00 | 23 | -3.2 | 22.82 | 84 | 19 | 53 |
| 17 Aug | 932.00 | 59.4 | 0 | 0.00 | 0 | 0 | 0 |
For Fortis Healthcare Ltd - strike price 980 expiring on 30SEP2025
Delta for 980 PE is -0.72
Historical price for 980 PE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 29.95, which was 9.3 higher than the previous day. The implied volatity was 23.09, the open interest changed by -6 which decreased total open position to 110
On 14 Sept FORTIS was trading at 970.00. The strike last trading price was 23, which was -3.2 lower than the previous day. The implied volatity was 22.82, the open interest changed by 19 which increased total open position to 53
On 17 Aug FORTIS was trading at 932.00. The strike last trading price was 59.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
