FORTIS
Fortis Healthcare Ltd
Historical option data for FORTIS
16 Dec 2025 04:13 PM IST
| FORTIS 30-DEC-2025 860 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.66
Vega: 0.62
Theta: -0.63
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Dec | 875.00 | 23.25 | -0.25 | 21.70 | 233 | -21 | 228 | |||||||||
| 15 Dec | 869.80 | 24.2 | -2 | 20.68 | 418 | 17 | 248 | |||||||||
| 12 Dec | 874.05 | 25.65 | 6.65 | 18.83 | 727 | -11 | 231 | |||||||||
| 11 Dec | 855.85 | 21.05 | 2.85 | 23.93 | 600 | -7 | 243 | |||||||||
| 10 Dec | 852.95 | 18 | -6.3 | 22.73 | 2,012 | 94 | 248 | |||||||||
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| 9 Dec | 863.85 | 24.65 | 1.25 | 22.72 | 865 | 58 | 154 | |||||||||
| 8 Dec | 860.80 | 23.1 | -47.9 | 23.64 | 346 | 96 | 97 | |||||||||
| 5 Dec | 888.55 | 71 | -73 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 888.55 | 71 | -73 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 898.25 | 71 | -73 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 915.75 | 71 | -73 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 904.85 | 71 | -73 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 919.10 | 71 | -73 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 922.10 | 71 | -73 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 932.90 | 71 | -73 | - | 0 | 1 | 0 | |||||||||
| 25 Nov | 920.40 | 71 | -73 | 21.62 | 1 | 0 | 0 | |||||||||
| 24 Nov | 922.20 | 144 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 921.00 | 144 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 935.40 | 144 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 922.90 | 144 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 928.10 | 144 | 0 | - | 0 | 0 | 0 | |||||||||
For Fortis Healthcare Ltd - strike price 860 expiring on 30DEC2025
Delta for 860 CE is 0.66
Historical price for 860 CE is as follows
On 16 Dec FORTIS was trading at 875.00. The strike last trading price was 23.25, which was -0.25 lower than the previous day. The implied volatity was 21.70, the open interest changed by -21 which decreased total open position to 228
On 15 Dec FORTIS was trading at 869.80. The strike last trading price was 24.2, which was -2 lower than the previous day. The implied volatity was 20.68, the open interest changed by 17 which increased total open position to 248
On 12 Dec FORTIS was trading at 874.05. The strike last trading price was 25.65, which was 6.65 higher than the previous day. The implied volatity was 18.83, the open interest changed by -11 which decreased total open position to 231
On 11 Dec FORTIS was trading at 855.85. The strike last trading price was 21.05, which was 2.85 higher than the previous day. The implied volatity was 23.93, the open interest changed by -7 which decreased total open position to 243
On 10 Dec FORTIS was trading at 852.95. The strike last trading price was 18, which was -6.3 lower than the previous day. The implied volatity was 22.73, the open interest changed by 94 which increased total open position to 248
On 9 Dec FORTIS was trading at 863.85. The strike last trading price was 24.65, which was 1.25 higher than the previous day. The implied volatity was 22.72, the open interest changed by 58 which increased total open position to 154
On 8 Dec FORTIS was trading at 860.80. The strike last trading price was 23.1, which was -47.9 lower than the previous day. The implied volatity was 23.64, the open interest changed by 96 which increased total open position to 97
On 5 Dec FORTIS was trading at 888.55. The strike last trading price was 71, which was -73 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec FORTIS was trading at 888.55. The strike last trading price was 71, which was -73 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec FORTIS was trading at 898.25. The strike last trading price was 71, which was -73 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 71, which was -73 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 71, which was -73 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 71, which was -73 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 71, which was -73 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 71, which was -73 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 71, which was -73 lower than the previous day. The implied volatity was 21.62, 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 144, 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
On 21 Nov FORTIS was trading at 921.00. The strike last trading price was 144, 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
On 20 Nov FORTIS was trading at 935.40. The strike last trading price was 144, 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
On 19 Nov FORTIS was trading at 922.90. The strike last trading price was 144, 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
On 18 Nov FORTIS was trading at 928.10. The strike last trading price was 144, 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 860 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.63
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Dec | 875.00 | 9.45 | 0.3 | 23.36 | 445 | -53 | 315 |
| 15 Dec | 869.80 | 9 | -1.45 | 22.76 | 597 | -32 | 367 |
| 12 Dec | 874.05 | 10.4 | -6.3 | 23.80 | 374 | 41 | 401 |
| 11 Dec | 855.85 | 15 | -5.75 | 22.01 | 214 | 18 | 359 |
| 10 Dec | 852.95 | 20.8 | 3.75 | 25.86 | 4,242 | 188 | 340 |
| 9 Dec | 863.85 | 17 | -1.75 | 26.74 | 265 | 16 | 155 |
| 8 Dec | 860.80 | 19.05 | 11.35 | 26.18 | 386 | 4 | 138 |
| 5 Dec | 888.55 | 7.5 | -1.3 | 21.04 | 71 | 22 | 134 |
| 4 Dec | 888.55 | 9.4 | 1.65 | 23.88 | 115 | 49 | 111 |
| 3 Dec | 898.25 | 7.45 | 2.85 | 23.98 | 56 | -2 | 59 |
| 2 Dec | 915.75 | 4.6 | -1.95 | 24.49 | 17 | 5 | 61 |
| 1 Dec | 904.85 | 6.55 | 1.9 | 24.39 | 85 | 4 | 55 |
| 28 Nov | 919.10 | 4.6 | 0.4 | 24.07 | 32 | -1 | 51 |
| 27 Nov | 922.10 | 4.2 | 0.1 | 23.41 | 36 | 8 | 53 |
| 26 Nov | 932.90 | 4 | -1.25 | 25.15 | 20 | 12 | 47 |
| 25 Nov | 920.40 | 5.25 | -1.55 | 24.00 | 29 | 3 | 32 |
| 24 Nov | 922.20 | 6.6 | -1.05 | 25.05 | 12 | 3 | 27 |
| 21 Nov | 921.00 | 7.65 | 1.2 | 27.15 | 35 | 18 | 23 |
| 20 Nov | 935.40 | 6.45 | -14.7 | 28.16 | 5 | 0 | 0 |
| 19 Nov | 922.90 | 21.15 | 0 | 6.67 | 0 | 0 | 0 |
| 18 Nov | 928.10 | 21.15 | 0 | 6.94 | 0 | 0 | 0 |
For Fortis Healthcare Ltd - strike price 860 expiring on 30DEC2025
Delta for 860 PE is -0.35
Historical price for 860 PE is as follows
On 16 Dec FORTIS was trading at 875.00. The strike last trading price was 9.45, which was 0.3 higher than the previous day. The implied volatity was 23.36, the open interest changed by -53 which decreased total open position to 315
On 15 Dec FORTIS was trading at 869.80. The strike last trading price was 9, which was -1.45 lower than the previous day. The implied volatity was 22.76, the open interest changed by -32 which decreased total open position to 367
On 12 Dec FORTIS was trading at 874.05. The strike last trading price was 10.4, which was -6.3 lower than the previous day. The implied volatity was 23.80, the open interest changed by 41 which increased total open position to 401
On 11 Dec FORTIS was trading at 855.85. The strike last trading price was 15, which was -5.75 lower than the previous day. The implied volatity was 22.01, the open interest changed by 18 which increased total open position to 359
On 10 Dec FORTIS was trading at 852.95. The strike last trading price was 20.8, which was 3.75 higher than the previous day. The implied volatity was 25.86, the open interest changed by 188 which increased total open position to 340
On 9 Dec FORTIS was trading at 863.85. The strike last trading price was 17, which was -1.75 lower than the previous day. The implied volatity was 26.74, the open interest changed by 16 which increased total open position to 155
On 8 Dec FORTIS was trading at 860.80. The strike last trading price was 19.05, which was 11.35 higher than the previous day. The implied volatity was 26.18, the open interest changed by 4 which increased total open position to 138
On 5 Dec FORTIS was trading at 888.55. The strike last trading price was 7.5, which was -1.3 lower than the previous day. The implied volatity was 21.04, the open interest changed by 22 which increased total open position to 134
On 4 Dec FORTIS was trading at 888.55. The strike last trading price was 9.4, which was 1.65 higher than the previous day. The implied volatity was 23.88, the open interest changed by 49 which increased total open position to 111
On 3 Dec FORTIS was trading at 898.25. The strike last trading price was 7.45, which was 2.85 higher than the previous day. The implied volatity was 23.98, the open interest changed by -2 which decreased total open position to 59
On 2 Dec FORTIS was trading at 915.75. The strike last trading price was 4.6, which was -1.95 lower than the previous day. The implied volatity was 24.49, the open interest changed by 5 which increased total open position to 61
On 1 Dec FORTIS was trading at 904.85. The strike last trading price was 6.55, which was 1.9 higher than the previous day. The implied volatity was 24.39, the open interest changed by 4 which increased total open position to 55
On 28 Nov FORTIS was trading at 919.10. The strike last trading price was 4.6, which was 0.4 higher than the previous day. The implied volatity was 24.07, the open interest changed by -1 which decreased total open position to 51
On 27 Nov FORTIS was trading at 922.10. The strike last trading price was 4.2, which was 0.1 higher than the previous day. The implied volatity was 23.41, the open interest changed by 8 which increased total open position to 53
On 26 Nov FORTIS was trading at 932.90. The strike last trading price was 4, which was -1.25 lower than the previous day. The implied volatity was 25.15, the open interest changed by 12 which increased total open position to 47
On 25 Nov FORTIS was trading at 920.40. The strike last trading price was 5.25, which was -1.55 lower than the previous day. The implied volatity was 24.00, the open interest changed by 3 which increased total open position to 32
On 24 Nov FORTIS was trading at 922.20. The strike last trading price was 6.6, which was -1.05 lower than the previous day. The implied volatity was 25.05, the open interest changed by 3 which increased total open position to 27
On 21 Nov FORTIS was trading at 921.00. The strike last trading price was 7.65, which was 1.2 higher than the previous day. The implied volatity was 27.15, the open interest changed by 18 which increased total open position to 23
On 20 Nov FORTIS was trading at 935.40. The strike last trading price was 6.45, which was -14.7 lower than the previous day. The implied volatity was 28.16, 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 21.15, which was 0 lower than the previous day. The implied volatity was 6.67, the open interest changed by 0 which decreased total open position to 0
On 18 Nov FORTIS was trading at 928.10. The strike last trading price was 21.15, which was 0 lower than the previous day. The implied volatity was 6.94, the open interest changed by 0 which decreased total open position to 0































































































































































































































