FORTIS
Fortis Healthcare Ltd
Historical option data for FORTIS
16 Dec 2025 04:13 PM IST
| FORTIS 30-DEC-2025 800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0.20
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 16 Dec | 875.00 | 75.95 | 2.05 | 29.89 | 11 | -5 | 8 | |||||||||
| 15 Dec | 869.80 | 73.9 | -2.85 | - | 18 | -1 | 12 | |||||||||
| 12 Dec | 874.05 | 76.75 | 5.6 | 23.84 | 5 | 4 | 12 | |||||||||
| 11 Dec | 855.85 | 71.15 | -68.85 | - | 0 | 0 | 8 | |||||||||
| 10 Dec | 852.95 | 71.15 | -68.85 | - | 0 | 0 | 8 | |||||||||
| 9 Dec | 863.85 | 71.15 | -68.85 | 20.00 | 9 | 7 | 8 | |||||||||
| 8 Dec | 860.80 | 140 | -51.55 | - | 0 | 0 | 1 | |||||||||
| 5 Dec | 888.55 | 140 | -51.55 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 915.75 | 140 | -51.55 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 904.85 | 140 | -51.55 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 919.10 | 140 | -51.55 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 932.90 | 140 | -51.55 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 920.40 | 140 | -51.55 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 922.20 | 140 | -51.55 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 921.00 | 140 | -51.55 | - | 0 | 1 | 0 | |||||||||
| 20 Nov | 935.40 | 140 | -51.55 | - | 1 | 0 | 0 | |||||||||
| 19 Nov | 922.90 | 191.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Fortis Healthcare Ltd - strike price 800 expiring on 30DEC2025
Delta for 800 CE is 0.94
Historical price for 800 CE is as follows
On 16 Dec FORTIS was trading at 875.00. The strike last trading price was 75.95, which was 2.05 higher than the previous day. The implied volatity was 29.89, the open interest changed by -5 which decreased total open position to 8
On 15 Dec FORTIS was trading at 869.80. The strike last trading price was 73.9, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 12
On 12 Dec FORTIS was trading at 874.05. The strike last trading price was 76.75, which was 5.6 higher than the previous day. The implied volatity was 23.84, the open interest changed by 4 which increased total open position to 12
On 11 Dec FORTIS was trading at 855.85. The strike last trading price was 71.15, which was -68.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 10 Dec FORTIS was trading at 852.95. The strike last trading price was 71.15, which was -68.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 9 Dec FORTIS was trading at 863.85. The strike last trading price was 71.15, which was -68.85 lower than the previous day. The implied volatity was 20.00, the open interest changed by 7 which increased total open position to 8
On 8 Dec FORTIS was trading at 860.80. The strike last trading price was 140, which was -51.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Dec FORTIS was trading at 888.55. The strike last trading price was 140, which was -51.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec FORTIS was trading at 915.75. The strike last trading price was 140, which was -51.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec FORTIS was trading at 904.85. The strike last trading price was 140, which was -51.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov FORTIS was trading at 919.10. The strike last trading price was 140, which was -51.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov FORTIS was trading at 932.90. The strike last trading price was 140, which was -51.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov FORTIS was trading at 920.40. The strike last trading price was 140, which was -51.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov FORTIS was trading at 922.20. The strike last trading price was 140, which was -51.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov FORTIS was trading at 921.00. The strike last trading price was 140, which was -51.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 20 Nov FORTIS was trading at 935.40. The strike last trading price was 140, which was -51.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov FORTIS was trading at 922.90. The strike last trading price was 191.55, 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
| FORTIS 30DEC2025 800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.16
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Dec | 875.00 | 0.9 | 0.05 | 27.50 | 31 | 1 | 111 |
| 15 Dec | 869.80 | 0.85 | -0.75 | 26.72 | 83 | 0 | 110 |
| 12 Dec | 874.05 | 1.6 | -1 | 28.38 | 81 | 4 | 96 |
| 11 Dec | 855.85 | 2.35 | -1.4 | 26.49 | 44 | 15 | 97 |
| 10 Dec | 852.95 | 3.85 | 0.85 | 28.30 | 231 | -19 | 82 |
| 9 Dec | 863.85 | 3 | 0.05 | 28.74 | 113 | 32 | 100 |
| 8 Dec | 860.80 | 3 | 1.65 | 26.80 | 140 | 25 | 69 |
| 5 Dec | 888.55 | 1.35 | 0.9 | 26.95 | 1 | 0 | 43 |
| 2 Dec | 915.75 | 0.45 | -0.7 | 25.27 | 16 | 13 | 43 |
| 1 Dec | 904.85 | 1.15 | -0.85 | 27.27 | 2 | 1 | 30 |
| 28 Nov | 919.10 | 2 | 1.1 | 32.12 | 7 | 0 | 22 |
| 26 Nov | 932.90 | 0.9 | -0.25 | 28.57 | 13 | -2 | 23 |
| 25 Nov | 920.40 | 1.15 | -0.65 | 27.28 | 13 | 2 | 27 |
| 24 Nov | 922.20 | 1.8 | -0.1 | 28.96 | 14 | 7 | 19 |
| 21 Nov | 921.00 | 1.9 | -0.1 | 29.38 | 13 | 6 | 13 |
| 20 Nov | 935.40 | 2 | -0.65 | 31.55 | 2 | 0 | 5 |
| 19 Nov | 922.90 | 2.65 | -6.95 | 31.05 | 5 | 4 | 4 |
For Fortis Healthcare Ltd - strike price 800 expiring on 30DEC2025
Delta for 800 PE is -0.05
Historical price for 800 PE is as follows
On 16 Dec FORTIS was trading at 875.00. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was 27.50, the open interest changed by 1 which increased total open position to 111
On 15 Dec FORTIS was trading at 869.80. The strike last trading price was 0.85, which was -0.75 lower than the previous day. The implied volatity was 26.72, the open interest changed by 0 which decreased total open position to 110
On 12 Dec FORTIS was trading at 874.05. The strike last trading price was 1.6, which was -1 lower than the previous day. The implied volatity was 28.38, the open interest changed by 4 which increased total open position to 96
On 11 Dec FORTIS was trading at 855.85. The strike last trading price was 2.35, which was -1.4 lower than the previous day. The implied volatity was 26.49, the open interest changed by 15 which increased total open position to 97
On 10 Dec FORTIS was trading at 852.95. The strike last trading price was 3.85, which was 0.85 higher than the previous day. The implied volatity was 28.30, the open interest changed by -19 which decreased total open position to 82
On 9 Dec FORTIS was trading at 863.85. The strike last trading price was 3, which was 0.05 higher than the previous day. The implied volatity was 28.74, the open interest changed by 32 which increased total open position to 100
On 8 Dec FORTIS was trading at 860.80. The strike last trading price was 3, which was 1.65 higher than the previous day. The implied volatity was 26.80, the open interest changed by 25 which increased total open position to 69
On 5 Dec FORTIS was trading at 888.55. The strike last trading price was 1.35, which was 0.9 higher than the previous day. The implied volatity was 26.95, the open interest changed by 0 which decreased total open position to 43
On 2 Dec FORTIS was trading at 915.75. The strike last trading price was 0.45, which was -0.7 lower than the previous day. The implied volatity was 25.27, the open interest changed by 13 which increased total open position to 43
On 1 Dec FORTIS was trading at 904.85. The strike last trading price was 1.15, which was -0.85 lower than the previous day. The implied volatity was 27.27, the open interest changed by 1 which increased total open position to 30
On 28 Nov FORTIS was trading at 919.10. The strike last trading price was 2, which was 1.1 higher than the previous day. The implied volatity was 32.12, the open interest changed by 0 which decreased total open position to 22
On 26 Nov FORTIS was trading at 932.90. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 28.57, the open interest changed by -2 which decreased total open position to 23
On 25 Nov FORTIS was trading at 920.40. The strike last trading price was 1.15, which was -0.65 lower than the previous day. The implied volatity was 27.28, the open interest changed by 2 which increased total open position to 27
On 24 Nov FORTIS was trading at 922.20. The strike last trading price was 1.8, which was -0.1 lower than the previous day. The implied volatity was 28.96, the open interest changed by 7 which increased total open position to 19
On 21 Nov FORTIS was trading at 921.00. The strike last trading price was 1.9, which was -0.1 lower than the previous day. The implied volatity was 29.38, the open interest changed by 6 which increased total open position to 13
On 20 Nov FORTIS was trading at 935.40. The strike last trading price was 2, which was -0.65 lower than the previous day. The implied volatity was 31.55, the open interest changed by 0 which decreased total open position to 5
On 19 Nov FORTIS was trading at 922.90. The strike last trading price was 2.65, which was -6.95 lower than the previous day. The implied volatity was 31.05, the open interest changed by 4 which increased total open position to 4































































































































































































































