FORTIS
Fortis Healthcare Ltd
Historical option data for FORTIS
21 Sep 2025 04:16 PM IST
| FORTIS 30SEP2025 990 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 0.49
Theta: -0.63
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 953.95 | 5.3 | -3.55 | 25.39 | 329 | 71 | 326 | |||||||||
| 14 Sept | 970.00 | 10.3 | -1.25 | 19.93 | 175 | 42 | 251 | |||||||||
For Fortis Healthcare Ltd - strike price 990 expiring on 30SEP2025
Delta for 990 CE is 0.22
Historical price for 990 CE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 5.3, which was -3.55 lower than the previous day. The implied volatity was 25.39, the open interest changed by 71 which increased total open position to 326
On 14 Sept FORTIS was trading at 970.00. The strike last trading price was 10.3, which was -1.25 lower than the previous day. The implied volatity was 19.93, the open interest changed by 42 which increased total open position to 251
| FORTIS 30SEP2025 990 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 0.39
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 953.95 | 35.85 | 8.4 | 18.84 | 19 | -3 | 14 |
| 14 Sept | 970.00 | 29.1 | -4.7 | 22.97 | 25 | -4 | 8 |
For Fortis Healthcare Ltd - strike price 990 expiring on 30SEP2025
Delta for 990 PE is -0.85
Historical price for 990 PE is as follows
On 21 Sept FORTIS was trading at 953.95. The strike last trading price was 35.85, which was 8.4 higher than the previous day. The implied volatity was 18.84, the open interest changed by -3 which decreased total open position to 14
On 14 Sept FORTIS was trading at 970.00. The strike last trading price was 29.1, which was -4.7 lower than the previous day. The implied volatity was 22.97, the open interest changed by -4 which decreased total open position to 8
