FORTIS
Fortis Healthcare Ltd
Historical option data for FORTIS
05 Dec 2025 04:13 PM IST
| FORTIS 30-DEC-2025 920 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.30
Vega: 0.81
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 5 Dec | 888.55 | 9.85 | -2.7 | 22.57 | 287 | -5 | 444 | |||||||||
| 4 Dec | 888.55 | 11.85 | -3.75 | 23.66 | 447 | -4 | 452 | |||||||||
| 3 Dec | 898.25 | 15.5 | -7.95 | 23.28 | 946 | 79 | 455 | |||||||||
| 2 Dec | 915.75 | 23.65 | 4.1 | 21.88 | 929 | -11 | 361 | |||||||||
| 1 Dec | 904.85 | 19.95 | -5.8 | 23.10 | 1,031 | 54 | 376 | |||||||||
| 28 Nov | 919.10 | 25.9 | -2.95 | 20.01 | 1,032 | 147 | 328 | |||||||||
| 27 Nov | 922.10 | 28 | -7.7 | 20.72 | 393 | 68 | 179 | |||||||||
| 26 Nov | 932.90 | 35.65 | 5.5 | 20.90 | 117 | -17 | 111 | |||||||||
| 25 Nov | 920.40 | 29.8 | -2.55 | 22.76 | 173 | 19 | 126 | |||||||||
| 24 Nov | 922.20 | 28.1 | -5.7 | 22.20 | 145 | 35 | 105 | |||||||||
| 21 Nov | 921.00 | 33.05 | -7.95 | 21.90 | 57 | 19 | 69 | |||||||||
| 20 Nov | 935.40 | 41 | 5.15 | 20.74 | 57 | 0 | 49 | |||||||||
| 19 Nov | 922.90 | 35.5 | -3.65 | 22.67 | 56 | 29 | 48 | |||||||||
| 18 Nov | 928.10 | 39.15 | -64.55 | 23.24 | 28 | 18 | 18 | |||||||||
| 17 Nov | 944.10 | 103.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 937.70 | 103.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 953.00 | 103.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 969.40 | 103.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 992.70 | 103.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 980.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Fortis Healthcare Ltd - strike price 920 expiring on 30DEC2025
Delta for 920 CE is 0.30
Historical price for 920 CE is as follows
On 5 Dec FORTIS was trading at 888.55. The strike last trading price was 9.85, which was -2.7 lower than the previous day. The implied volatity was 22.57, the open interest changed by -5 which decreased total open position to 444
On 4 Dec FORTIS was trading at 888.55. The strike last trading price was 11.85, which was -3.75 lower than the previous day. The implied volatity was 23.66, the open interest changed by -4 which decreased total open position to 452
On 3 Dec FORTIS was trading at 898.25. The strike last trading price was 15.5, which was -7.95 lower than the previous day. The implied volatity was 23.28, the open interest changed by 79 which increased total open position to 455
On 2 Dec FORTIS was trading at 915.75. The strike last trading price was 23.65, which was 4.1 higher than the previous day. The implied volatity was 21.88, the open interest changed by -11 which decreased total open position to 361
On 1 Dec FORTIS was trading at 904.85. The strike last trading price was 19.95, which was -5.8 lower than the previous day. The implied volatity was 23.10, the open interest changed by 54 which increased total open position to 376
On 28 Nov FORTIS was trading at 919.10. The strike last trading price was 25.9, which was -2.95 lower than the previous day. The implied volatity was 20.01, the open interest changed by 147 which increased total open position to 328
On 27 Nov FORTIS was trading at 922.10. The strike last trading price was 28, which was -7.7 lower than the previous day. The implied volatity was 20.72, the open interest changed by 68 which increased total open position to 179
On 26 Nov FORTIS was trading at 932.90. The strike last trading price was 35.65, which was 5.5 higher than the previous day. The implied volatity was 20.90, the open interest changed by -17 which decreased total open position to 111
On 25 Nov FORTIS was trading at 920.40. The strike last trading price was 29.8, which was -2.55 lower than the previous day. The implied volatity was 22.76, the open interest changed by 19 which increased total open position to 126
On 24 Nov FORTIS was trading at 922.20. The strike last trading price was 28.1, which was -5.7 lower than the previous day. The implied volatity was 22.20, the open interest changed by 35 which increased total open position to 105
On 21 Nov FORTIS was trading at 921.00. The strike last trading price was 33.05, which was -7.95 lower than the previous day. The implied volatity was 21.90, the open interest changed by 19 which increased total open position to 69
On 20 Nov FORTIS was trading at 935.40. The strike last trading price was 41, which was 5.15 higher than the previous day. The implied volatity was 20.74, the open interest changed by 0 which decreased total open position to 49
On 19 Nov FORTIS was trading at 922.90. The strike last trading price was 35.5, which was -3.65 lower than the previous day. The implied volatity was 22.67, the open interest changed by 29 which increased total open position to 48
On 18 Nov FORTIS was trading at 928.10. The strike last trading price was 39.15, which was -64.55 lower than the previous day. The implied volatity was 23.24, the open interest changed by 18 which increased total open position to 18
On 17 Nov FORTIS was trading at 944.10. The strike last trading price was 103.7, 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 14 Nov FORTIS was trading at 937.70. The strike last trading price was 103.7, 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 13 Nov FORTIS was trading at 953.00. The strike last trading price was 103.7, 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 12 Nov FORTIS was trading at 969.40. The strike last trading price was 103.7, 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 10 Nov FORTIS was trading at 992.70. The strike last trading price was 103.7, 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 3 Oct FORTIS was trading at 980.40. The strike last trading price was 0, 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 920 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 0.80
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 888.55 | 37.55 | -0.5 | 21.30 | 11 | 0 | 182 |
| 4 Dec | 888.55 | 38.05 | 5.45 | 23.34 | 10 | -1 | 183 |
| 3 Dec | 898.25 | 32.2 | 9.05 | 23.37 | 57 | 2 | 187 |
| 2 Dec | 915.75 | 22.8 | -5.6 | 24.04 | 130 | -1 | 185 |
| 1 Dec | 904.85 | 28.3 | 6.25 | 23.73 | 160 | 8 | 185 |
| 28 Nov | 919.10 | 21.75 | 1.55 | 23.63 | 306 | 56 | 180 |
| 27 Nov | 922.10 | 20.45 | 3.15 | 22.78 | 225 | 10 | 127 |
| 26 Nov | 932.90 | 17.05 | -5.45 | 23.48 | 133 | 27 | 117 |
| 25 Nov | 920.40 | 22.45 | -3.55 | 23.14 | 86 | 36 | 90 |
| 24 Nov | 922.20 | 25 | -1.3 | 24.06 | 53 | 12 | 53 |
| 21 Nov | 921.00 | 26.1 | 3.2 | 26.85 | 35 | 11 | 40 |
| 20 Nov | 935.40 | 23.45 | -5.25 | 28.98 | 42 | 11 | 27 |
| 19 Nov | 922.90 | 28.15 | -0.85 | 28.42 | 17 | 5 | 15 |
| 18 Nov | 928.10 | 29 | 1.9 | 30.24 | 11 | 6 | 9 |
| 17 Nov | 944.10 | 27.1 | -12.85 | - | 0 | 3 | 0 |
| 14 Nov | 937.70 | 27.1 | -12.85 | 30.66 | 3 | 0 | 0 |
| 13 Nov | 953.00 | 39.95 | 0 | 3.56 | 0 | 0 | 0 |
| 12 Nov | 969.40 | 39.95 | 0 | 4.88 | 0 | 0 | 0 |
| 10 Nov | 992.70 | 39.95 | 0 | 6.54 | 0 | 0 | 0 |
| 3 Oct | 980.40 | 0 | 0 | 4.90 | 0 | 0 | 0 |
For Fortis Healthcare Ltd - strike price 920 expiring on 30DEC2025
Delta for 920 PE is -0.71
Historical price for 920 PE is as follows
On 5 Dec FORTIS was trading at 888.55. The strike last trading price was 37.55, which was -0.5 lower than the previous day. The implied volatity was 21.30, the open interest changed by 0 which decreased total open position to 182
On 4 Dec FORTIS was trading at 888.55. The strike last trading price was 38.05, which was 5.45 higher than the previous day. The implied volatity was 23.34, the open interest changed by -1 which decreased total open position to 183
On 3 Dec FORTIS was trading at 898.25. The strike last trading price was 32.2, which was 9.05 higher than the previous day. The implied volatity was 23.37, the open interest changed by 2 which increased total open position to 187
On 2 Dec FORTIS was trading at 915.75. The strike last trading price was 22.8, which was -5.6 lower than the previous day. The implied volatity was 24.04, the open interest changed by -1 which decreased total open position to 185
On 1 Dec FORTIS was trading at 904.85. The strike last trading price was 28.3, which was 6.25 higher than the previous day. The implied volatity was 23.73, the open interest changed by 8 which increased total open position to 185
On 28 Nov FORTIS was trading at 919.10. The strike last trading price was 21.75, which was 1.55 higher than the previous day. The implied volatity was 23.63, the open interest changed by 56 which increased total open position to 180
On 27 Nov FORTIS was trading at 922.10. The strike last trading price was 20.45, which was 3.15 higher than the previous day. The implied volatity was 22.78, the open interest changed by 10 which increased total open position to 127
On 26 Nov FORTIS was trading at 932.90. The strike last trading price was 17.05, which was -5.45 lower than the previous day. The implied volatity was 23.48, the open interest changed by 27 which increased total open position to 117
On 25 Nov FORTIS was trading at 920.40. The strike last trading price was 22.45, which was -3.55 lower than the previous day. The implied volatity was 23.14, the open interest changed by 36 which increased total open position to 90
On 24 Nov FORTIS was trading at 922.20. The strike last trading price was 25, which was -1.3 lower than the previous day. The implied volatity was 24.06, the open interest changed by 12 which increased total open position to 53
On 21 Nov FORTIS was trading at 921.00. The strike last trading price was 26.1, which was 3.2 higher than the previous day. The implied volatity was 26.85, the open interest changed by 11 which increased total open position to 40
On 20 Nov FORTIS was trading at 935.40. The strike last trading price was 23.45, which was -5.25 lower than the previous day. The implied volatity was 28.98, the open interest changed by 11 which increased total open position to 27
On 19 Nov FORTIS was trading at 922.90. The strike last trading price was 28.15, which was -0.85 lower than the previous day. The implied volatity was 28.42, the open interest changed by 5 which increased total open position to 15
On 18 Nov FORTIS was trading at 928.10. The strike last trading price was 29, which was 1.9 higher than the previous day. The implied volatity was 30.24, the open interest changed by 6 which increased total open position to 9
On 17 Nov FORTIS was trading at 944.10. The strike last trading price was 27.1, which was -12.85 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 14 Nov FORTIS was trading at 937.70. The strike last trading price was 27.1, which was -12.85 lower than the previous day. The implied volatity was 30.66, the open interest changed by 0 which decreased total open position to 0
On 13 Nov FORTIS was trading at 953.00. The strike last trading price was 39.95, which was 0 lower than the previous day. The implied volatity was 3.56, the open interest changed by 0 which decreased total open position to 0
On 12 Nov FORTIS was trading at 969.40. The strike last trading price was 39.95, which was 0 lower than the previous day. The implied volatity was 4.88, the open interest changed by 0 which decreased total open position to 0
On 10 Nov FORTIS was trading at 992.70. The strike last trading price was 39.95, which was 0 lower than the previous day. The implied volatity was 6.54, the open interest changed by 0 which decreased total open position to 0
On 3 Oct FORTIS was trading at 980.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.90, the open interest changed by 0 which decreased total open position to 0































































































































































































































