FORTIS
Fortis Healthcare Ltd
Historical option data for FORTIS
17 Dec 2025 04:13 PM IST
| FORTIS 30-DEC-2025 850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.72
Vega: 0.55
Theta: -0.66
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 870.95 | 28.15 | -6.35 | 23.49 | 38 | -7 | 66 | |||||||||
| 16 Dec | 875.00 | 29.95 | -0.05 | 21.22 | 92 | -16 | 74 | |||||||||
| 15 Dec | 869.80 | 31.85 | -0.95 | 21.64 | 118 | -8 | 91 | |||||||||
| 12 Dec | 874.05 | 32.35 | 7.65 | 17.66 | 194 | -27 | 101 | |||||||||
| 11 Dec | 855.85 | 27.2 | 3.65 | 24.57 | 355 | -5 | 128 | |||||||||
| 10 Dec | 852.95 | 23.75 | -6.3 | 23.34 | 247 | 74 | 133 | |||||||||
| 9 Dec | 863.85 | 31 | 1.65 | 22.94 | 108 | 22 | 60 | |||||||||
| 8 Dec | 860.80 | 28.55 | -17.9 | 23.28 | 71 | 23 | 42 | |||||||||
| 5 Dec | 888.55 | 47 | -3 | 22.65 | 16 | 1 | 14 | |||||||||
| 4 Dec | 888.55 | 50 | -35 | 24.04 | 11 | 6 | 12 | |||||||||
| 3 Dec | 898.25 | 85 | -12 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 915.75 | 85 | -12 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 904.85 | 85 | -12 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 919.10 | 85 | -12 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 922.10 | 85 | -12 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 932.90 | 85 | -12 | - | 0 | 1 | 0 | |||||||||
| 25 Nov | 920.40 | 85 | -12 | 30.22 | 1 | 0 | 5 | |||||||||
| 24 Nov | 922.20 | 97 | 17.5 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 921.00 | 97 | 17.5 | - | 0 | 1 | 0 | |||||||||
| 20 Nov | 935.40 | 97 | 17.5 | 18.48 | 1 | 0 | 4 | |||||||||
|
|
||||||||||||||||
| 19 Nov | 922.90 | 79.5 | -140.7 | - | 4 | 3 | 3 | |||||||||
| 18 Nov | 928.10 | 220.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Fortis Healthcare Ltd - strike price 850 expiring on 30DEC2025
Delta for 850 CE is 0.72
Historical price for 850 CE is as follows
On 17 Dec FORTIS was trading at 870.95. The strike last trading price was 28.15, which was -6.35 lower than the previous day. The implied volatity was 23.49, the open interest changed by -7 which decreased total open position to 66
On 16 Dec FORTIS was trading at 875.00. The strike last trading price was 29.95, which was -0.05 lower than the previous day. The implied volatity was 21.22, the open interest changed by -16 which decreased total open position to 74
On 15 Dec FORTIS was trading at 869.80. The strike last trading price was 31.85, which was -0.95 lower than the previous day. The implied volatity was 21.64, the open interest changed by -8 which decreased total open position to 91
On 12 Dec FORTIS was trading at 874.05. The strike last trading price was 32.35, which was 7.65 higher than the previous day. The implied volatity was 17.66, the open interest changed by -27 which decreased total open position to 101
On 11 Dec FORTIS was trading at 855.85. The strike last trading price was 27.2, which was 3.65 higher than the previous day. The implied volatity was 24.57, the open interest changed by -5 which decreased total open position to 128
On 10 Dec FORTIS was trading at 852.95. The strike last trading price was 23.75, which was -6.3 lower than the previous day. The implied volatity was 23.34, the open interest changed by 74 which increased total open position to 133
On 9 Dec FORTIS was trading at 863.85. The strike last trading price was 31, which was 1.65 higher than the previous day. The implied volatity was 22.94, the open interest changed by 22 which increased total open position to 60
On 8 Dec FORTIS was trading at 860.80. The strike last trading price was 28.55, which was -17.9 lower than the previous day. The implied volatity was 23.28, the open interest changed by 23 which increased total open position to 42
On 5 Dec FORTIS was trading at 888.55. The strike last trading price was 47, which was -3 lower than the previous day. The implied volatity was 22.65, the open interest changed by 1 which increased total open position to 14
On 4 Dec FORTIS was trading at 888.55. The strike last trading price was 50, which was -35 lower than the previous day. The implied volatity was 24.04, the open interest changed by 6 which increased total open position to 12
On 3 Dec FORTIS was trading at 898.25. The strike last trading price was 85, which was -12 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 85, which was -12 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 85, which was -12 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 85, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov FORTIS was trading at 922.10. The strike last trading price was 85, which was -12 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 85, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 25 Nov FORTIS was trading at 920.40. The strike last trading price was 85, which was -12 lower than the previous day. The implied volatity was 30.22, the open interest changed by 0 which decreased total open position to 5
On 24 Nov FORTIS was trading at 922.20. The strike last trading price was 97, which was 17.5 higher 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 97, which was 17.5 higher 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 97, which was 17.5 higher than the previous day. The implied volatity was 18.48, the open interest changed by 0 which decreased total open position to 4
On 19 Nov FORTIS was trading at 922.90. The strike last trading price was 79.5, which was -140.7 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 18 Nov FORTIS was trading at 928.10. The strike last trading price was 220.2, 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 850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.26
Vega: 0.54
Theta: -0.38
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 870.95 | 5.8 | 0.5 | 21.60 | 303 | -7 | 319 |
| 16 Dec | 875.00 | 6.2 | -0.2 | 23.18 | 443 | 9 | 327 |
| 15 Dec | 869.80 | 6 | -1.5 | 22.79 | 376 | 35 | 319 |
| 12 Dec | 874.05 | 7.5 | -5.2 | 24.12 | 482 | -117 | 287 |
| 11 Dec | 855.85 | 10.5 | -5.7 | 21.60 | 210 | 7 | 403 |
| 10 Dec | 852.95 | 16.2 | 3 | 26.03 | 771 | 25 | 396 |
| 9 Dec | 863.85 | 13.05 | -1.4 | 26.76 | 302 | -10 | 372 |
| 8 Dec | 860.80 | 14.95 | 9.25 | 26.43 | 556 | 219 | 382 |
| 5 Dec | 888.55 | 5.55 | -1.15 | 21.65 | 107 | 10 | 162 |
| 4 Dec | 888.55 | 6.7 | 1.1 | 23.65 | 190 | 15 | 152 |
| 3 Dec | 898.25 | 5.35 | 1.95 | 23.95 | 62 | 14 | 137 |
| 2 Dec | 915.75 | 3.35 | -1.45 | 24.73 | 95 | -1 | 124 |
| 1 Dec | 904.85 | 4.9 | 1.5 | 24.66 | 92 | 24 | 125 |
| 28 Nov | 919.10 | 3.3 | 0.1 | 24.10 | 105 | 7 | 102 |
| 27 Nov | 922.10 | 3.1 | 0.35 | 23.68 | 32 | 6 | 95 |
| 26 Nov | 932.90 | 2.85 | -1.15 | 25.06 | 88 | 17 | 91 |
| 25 Nov | 920.40 | 3.95 | -1.7 | 24.23 | 69 | 3 | 74 |
| 24 Nov | 922.20 | 5.45 | -0.45 | 25.86 | 80 | 19 | 82 |
| 21 Nov | 921.00 | 5.9 | 0.7 | 27.11 | 35 | 5 | 63 |
| 20 Nov | 935.40 | 5.2 | -2.2 | 28.47 | 69 | 27 | 56 |
| 19 Nov | 922.90 | 7.2 | -1.55 | 28.61 | 43 | 18 | 30 |
| 18 Nov | 928.10 | 8.45 | 4.15 | 30.84 | 20 | 12 | 12 |
For Fortis Healthcare Ltd - strike price 850 expiring on 30DEC2025
Delta for 850 PE is -0.26
Historical price for 850 PE is as follows
On 17 Dec FORTIS was trading at 870.95. The strike last trading price was 5.8, which was 0.5 higher than the previous day. The implied volatity was 21.60, the open interest changed by -7 which decreased total open position to 319
On 16 Dec FORTIS was trading at 875.00. The strike last trading price was 6.2, which was -0.2 lower than the previous day. The implied volatity was 23.18, the open interest changed by 9 which increased total open position to 327
On 15 Dec FORTIS was trading at 869.80. The strike last trading price was 6, which was -1.5 lower than the previous day. The implied volatity was 22.79, the open interest changed by 35 which increased total open position to 319
On 12 Dec FORTIS was trading at 874.05. The strike last trading price was 7.5, which was -5.2 lower than the previous day. The implied volatity was 24.12, the open interest changed by -117 which decreased total open position to 287
On 11 Dec FORTIS was trading at 855.85. The strike last trading price was 10.5, which was -5.7 lower than the previous day. The implied volatity was 21.60, the open interest changed by 7 which increased total open position to 403
On 10 Dec FORTIS was trading at 852.95. The strike last trading price was 16.2, which was 3 higher than the previous day. The implied volatity was 26.03, the open interest changed by 25 which increased total open position to 396
On 9 Dec FORTIS was trading at 863.85. The strike last trading price was 13.05, which was -1.4 lower than the previous day. The implied volatity was 26.76, the open interest changed by -10 which decreased total open position to 372
On 8 Dec FORTIS was trading at 860.80. The strike last trading price was 14.95, which was 9.25 higher than the previous day. The implied volatity was 26.43, the open interest changed by 219 which increased total open position to 382
On 5 Dec FORTIS was trading at 888.55. The strike last trading price was 5.55, which was -1.15 lower than the previous day. The implied volatity was 21.65, the open interest changed by 10 which increased total open position to 162
On 4 Dec FORTIS was trading at 888.55. The strike last trading price was 6.7, which was 1.1 higher than the previous day. The implied volatity was 23.65, the open interest changed by 15 which increased total open position to 152
On 3 Dec FORTIS was trading at 898.25. The strike last trading price was 5.35, which was 1.95 higher than the previous day. The implied volatity was 23.95, the open interest changed by 14 which increased total open position to 137
On 2 Dec FORTIS was trading at 915.75. The strike last trading price was 3.35, which was -1.45 lower than the previous day. The implied volatity was 24.73, the open interest changed by -1 which decreased total open position to 124
On 1 Dec FORTIS was trading at 904.85. The strike last trading price was 4.9, which was 1.5 higher than the previous day. The implied volatity was 24.66, the open interest changed by 24 which increased total open position to 125
On 28 Nov FORTIS was trading at 919.10. The strike last trading price was 3.3, which was 0.1 higher than the previous day. The implied volatity was 24.10, the open interest changed by 7 which increased total open position to 102
On 27 Nov FORTIS was trading at 922.10. The strike last trading price was 3.1, which was 0.35 higher than the previous day. The implied volatity was 23.68, the open interest changed by 6 which increased total open position to 95
On 26 Nov FORTIS was trading at 932.90. The strike last trading price was 2.85, which was -1.15 lower than the previous day. The implied volatity was 25.06, the open interest changed by 17 which increased total open position to 91
On 25 Nov FORTIS was trading at 920.40. The strike last trading price was 3.95, which was -1.7 lower than the previous day. The implied volatity was 24.23, the open interest changed by 3 which increased total open position to 74
On 24 Nov FORTIS was trading at 922.20. The strike last trading price was 5.45, which was -0.45 lower than the previous day. The implied volatity was 25.86, the open interest changed by 19 which increased total open position to 82
On 21 Nov FORTIS was trading at 921.00. The strike last trading price was 5.9, which was 0.7 higher than the previous day. The implied volatity was 27.11, the open interest changed by 5 which increased total open position to 63
On 20 Nov FORTIS was trading at 935.40. The strike last trading price was 5.2, which was -2.2 lower than the previous day. The implied volatity was 28.47, the open interest changed by 27 which increased total open position to 56
On 19 Nov FORTIS was trading at 922.90. The strike last trading price was 7.2, which was -1.55 lower than the previous day. The implied volatity was 28.61, the open interest changed by 18 which increased total open position to 30
On 18 Nov FORTIS was trading at 928.10. The strike last trading price was 8.45, which was 4.15 higher than the previous day. The implied volatity was 30.84, the open interest changed by 12 which increased total open position to 12































































































































































































































