FORTIS
Fortis Healthcare Ltd
Historical option data for FORTIS
15 Dec 2025 04:13 PM IST
| FORTIS 30-DEC-2025 930 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.12
Vega: 0.36
Theta: -0.32
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 869.80 | 2.6 | -1.05 | 24.63 | 358 | -55 | 1,119 | |||||||||
| 12 Dec | 874.05 | 3.55 | 0.6 | 24.16 | 408 | -30 | 1,169 | |||||||||
| 11 Dec | 855.85 | 3.2 | 0.45 | 26.68 | 730 | 286 | 1,197 | |||||||||
| 10 Dec | 852.95 | 2.65 | -1.4 | 26.39 | 167 | -2 | 913 | |||||||||
| 9 Dec | 863.85 | 4.15 | 0.55 | 25.89 | 466 | 146 | 914 | |||||||||
| 8 Dec | 860.80 | 3.65 | -3.85 | 25.67 | 1,101 | 193 | 772 | |||||||||
| 5 Dec | 888.55 | 7.6 | -2.25 | 22.95 | 364 | 18 | 665 | |||||||||
| 4 Dec | 888.55 | 9.7 | -2.4 | 24.45 | 496 | 95 | 648 | |||||||||
| 3 Dec | 898.25 | 12.3 | -6.5 | 23.50 | 476 | 27 | 553 | |||||||||
| 2 Dec | 915.75 | 19.35 | 3.65 | 22.28 | 588 | 9 | 521 | |||||||||
| 1 Dec | 904.85 | 15.7 | -5.3 | 22.85 | 688 | 50 | 515 | |||||||||
|
|
||||||||||||||||
| 28 Nov | 919.10 | 21.05 | -2.85 | 20.21 | 1,017 | 57 | 466 | |||||||||
| 27 Nov | 922.10 | 23 | -6.55 | 20.87 | 637 | 88 | 409 | |||||||||
| 26 Nov | 932.90 | 29.2 | 4.15 | 20.41 | 563 | 40 | 322 | |||||||||
| 25 Nov | 920.40 | 25.3 | -2.2 | 23.19 | 315 | 24 | 271 | |||||||||
| 24 Nov | 922.20 | 22.6 | -6 | 21.61 | 484 | 147 | 252 | |||||||||
| 21 Nov | 921.00 | 29 | -5.9 | 22.92 | 169 | 35 | 104 | |||||||||
| 20 Nov | 935.40 | 36 | 4.55 | 21.72 | 186 | 42 | 64 | |||||||||
| 19 Nov | 922.90 | 31.45 | -3.55 | 23.70 | 40 | 16 | 21 | |||||||||
| 18 Nov | 928.10 | 35 | -116.75 | 24.35 | 6 | 2 | 2 | |||||||||
| 17 Nov | 944.10 | 151.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 937.70 | 151.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 953.00 | 151.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 969.40 | 151.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 992.70 | 151.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Fortis Healthcare Ltd - strike price 930 expiring on 30DEC2025
Delta for 930 CE is 0.12
Historical price for 930 CE is as follows
On 15 Dec FORTIS was trading at 869.80. The strike last trading price was 2.6, which was -1.05 lower than the previous day. The implied volatity was 24.63, the open interest changed by -55 which decreased total open position to 1119
On 12 Dec FORTIS was trading at 874.05. The strike last trading price was 3.55, which was 0.6 higher than the previous day. The implied volatity was 24.16, the open interest changed by -30 which decreased total open position to 1169
On 11 Dec FORTIS was trading at 855.85. The strike last trading price was 3.2, which was 0.45 higher than the previous day. The implied volatity was 26.68, the open interest changed by 286 which increased total open position to 1197
On 10 Dec FORTIS was trading at 852.95. The strike last trading price was 2.65, which was -1.4 lower than the previous day. The implied volatity was 26.39, the open interest changed by -2 which decreased total open position to 913
On 9 Dec FORTIS was trading at 863.85. The strike last trading price was 4.15, which was 0.55 higher than the previous day. The implied volatity was 25.89, the open interest changed by 146 which increased total open position to 914
On 8 Dec FORTIS was trading at 860.80. The strike last trading price was 3.65, which was -3.85 lower than the previous day. The implied volatity was 25.67, the open interest changed by 193 which increased total open position to 772
On 5 Dec FORTIS was trading at 888.55. The strike last trading price was 7.6, which was -2.25 lower than the previous day. The implied volatity was 22.95, the open interest changed by 18 which increased total open position to 665
On 4 Dec FORTIS was trading at 888.55. The strike last trading price was 9.7, which was -2.4 lower than the previous day. The implied volatity was 24.45, the open interest changed by 95 which increased total open position to 648
On 3 Dec FORTIS was trading at 898.25. The strike last trading price was 12.3, which was -6.5 lower than the previous day. The implied volatity was 23.50, the open interest changed by 27 which increased total open position to 553
On 2 Dec FORTIS was trading at 915.75. The strike last trading price was 19.35, which was 3.65 higher than the previous day. The implied volatity was 22.28, the open interest changed by 9 which increased total open position to 521
On 1 Dec FORTIS was trading at 904.85. The strike last trading price was 15.7, which was -5.3 lower than the previous day. The implied volatity was 22.85, the open interest changed by 50 which increased total open position to 515
On 28 Nov FORTIS was trading at 919.10. The strike last trading price was 21.05, which was -2.85 lower than the previous day. The implied volatity was 20.21, the open interest changed by 57 which increased total open position to 466
On 27 Nov FORTIS was trading at 922.10. The strike last trading price was 23, which was -6.55 lower than the previous day. The implied volatity was 20.87, the open interest changed by 88 which increased total open position to 409
On 26 Nov FORTIS was trading at 932.90. The strike last trading price was 29.2, which was 4.15 higher than the previous day. The implied volatity was 20.41, the open interest changed by 40 which increased total open position to 322
On 25 Nov FORTIS was trading at 920.40. The strike last trading price was 25.3, which was -2.2 lower than the previous day. The implied volatity was 23.19, the open interest changed by 24 which increased total open position to 271
On 24 Nov FORTIS was trading at 922.20. The strike last trading price was 22.6, which was -6 lower than the previous day. The implied volatity was 21.61, the open interest changed by 147 which increased total open position to 252
On 21 Nov FORTIS was trading at 921.00. The strike last trading price was 29, which was -5.9 lower than the previous day. The implied volatity was 22.92, the open interest changed by 35 which increased total open position to 104
On 20 Nov FORTIS was trading at 935.40. The strike last trading price was 36, which was 4.55 higher than the previous day. The implied volatity was 21.72, the open interest changed by 42 which increased total open position to 64
On 19 Nov FORTIS was trading at 922.90. The strike last trading price was 31.45, which was -3.55 lower than the previous day. The implied volatity was 23.70, the open interest changed by 16 which increased total open position to 21
On 18 Nov FORTIS was trading at 928.10. The strike last trading price was 35, which was -116.75 lower than the previous day. The implied volatity was 24.35, the open interest changed by 2 which increased total open position to 2
On 17 Nov FORTIS was trading at 944.10. The strike last trading price was 151.75, 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 151.75, 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 151.75, 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 151.75, 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 151.75, 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 930 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.80
Vega: 0.50
Theta: -0.34
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 869.80 | 59.55 | 2.1 | 33.30 | 9 | -1 | 190 |
| 12 Dec | 874.05 | 57.45 | -15.15 | 29.81 | 4 | -1 | 191 |
| 11 Dec | 855.85 | 72.6 | -2.4 | 36.02 | 30 | 15 | 192 |
| 10 Dec | 852.95 | 75 | 9.8 | 32.08 | 5 | 0 | 178 |
| 9 Dec | 863.85 | 65.4 | -5.35 | 30.63 | 16 | -4 | 178 |
| 8 Dec | 860.80 | 70.75 | 25.9 | 32.62 | 20 | -3 | 182 |
| 5 Dec | 888.55 | 44.85 | -1.45 | 20.98 | 19 | -4 | 192 |
| 4 Dec | 888.55 | 46 | 6.15 | 24.33 | 17 | -2 | 195 |
| 3 Dec | 898.25 | 39.25 | 10.75 | 23.96 | 18 | 1 | 195 |
| 2 Dec | 915.75 | 27.95 | -6.6 | 23.97 | 38 | 5 | 196 |
| 1 Dec | 904.85 | 34.5 | 7.55 | 24.03 | 77 | -8 | 190 |
| 28 Nov | 919.10 | 26.9 | 1.85 | 23.86 | 91 | -2 | 199 |
| 27 Nov | 922.10 | 25.25 | 3.6 | 22.79 | 126 | 3 | 203 |
| 26 Nov | 932.90 | 21.2 | -6.15 | 23.50 | 202 | 0 | 201 |
| 25 Nov | 920.40 | 27.15 | -3.7 | 22.94 | 89 | 20 | 204 |
| 24 Nov | 922.20 | 31 | -0.05 | 24.86 | 192 | 77 | 185 |
| 21 Nov | 921.00 | 30.85 | 3.35 | 26.86 | 77 | 18 | 109 |
| 20 Nov | 935.40 | 27 | -7 | 28.44 | 57 | 18 | 90 |
| 19 Nov | 922.90 | 34 | -1.4 | 29.34 | 40 | 25 | 71 |
| 18 Nov | 928.10 | 34.85 | 8.85 | 31.27 | 44 | 34 | 47 |
| 17 Nov | 944.10 | 26 | -5.5 | 29.85 | 10 | 6 | 10 |
| 14 Nov | 937.70 | 31.5 | 16.5 | 30.82 | 4 | 3 | 3 |
| 13 Nov | 953.00 | 15 | 0 | 2.86 | 0 | 0 | 0 |
| 12 Nov | 969.40 | 15 | 0 | 4.09 | 0 | 0 | 0 |
| 10 Nov | 992.70 | 15 | 0 | 5.76 | 0 | 0 | 0 |
For Fortis Healthcare Ltd - strike price 930 expiring on 30DEC2025
Delta for 930 PE is -0.80
Historical price for 930 PE is as follows
On 15 Dec FORTIS was trading at 869.80. The strike last trading price was 59.55, which was 2.1 higher than the previous day. The implied volatity was 33.30, the open interest changed by -1 which decreased total open position to 190
On 12 Dec FORTIS was trading at 874.05. The strike last trading price was 57.45, which was -15.15 lower than the previous day. The implied volatity was 29.81, the open interest changed by -1 which decreased total open position to 191
On 11 Dec FORTIS was trading at 855.85. The strike last trading price was 72.6, which was -2.4 lower than the previous day. The implied volatity was 36.02, the open interest changed by 15 which increased total open position to 192
On 10 Dec FORTIS was trading at 852.95. The strike last trading price was 75, which was 9.8 higher than the previous day. The implied volatity was 32.08, the open interest changed by 0 which decreased total open position to 178
On 9 Dec FORTIS was trading at 863.85. The strike last trading price was 65.4, which was -5.35 lower than the previous day. The implied volatity was 30.63, the open interest changed by -4 which decreased total open position to 178
On 8 Dec FORTIS was trading at 860.80. The strike last trading price was 70.75, which was 25.9 higher than the previous day. The implied volatity was 32.62, the open interest changed by -3 which decreased total open position to 182
On 5 Dec FORTIS was trading at 888.55. The strike last trading price was 44.85, which was -1.45 lower than the previous day. The implied volatity was 20.98, the open interest changed by -4 which decreased total open position to 192
On 4 Dec FORTIS was trading at 888.55. The strike last trading price was 46, which was 6.15 higher than the previous day. The implied volatity was 24.33, the open interest changed by -2 which decreased total open position to 195
On 3 Dec FORTIS was trading at 898.25. The strike last trading price was 39.25, which was 10.75 higher than the previous day. The implied volatity was 23.96, the open interest changed by 1 which increased total open position to 195
On 2 Dec FORTIS was trading at 915.75. The strike last trading price was 27.95, which was -6.6 lower than the previous day. The implied volatity was 23.97, the open interest changed by 5 which increased total open position to 196
On 1 Dec FORTIS was trading at 904.85. The strike last trading price was 34.5, which was 7.55 higher than the previous day. The implied volatity was 24.03, the open interest changed by -8 which decreased total open position to 190
On 28 Nov FORTIS was trading at 919.10. The strike last trading price was 26.9, which was 1.85 higher than the previous day. The implied volatity was 23.86, the open interest changed by -2 which decreased total open position to 199
On 27 Nov FORTIS was trading at 922.10. The strike last trading price was 25.25, which was 3.6 higher than the previous day. The implied volatity was 22.79, the open interest changed by 3 which increased total open position to 203
On 26 Nov FORTIS was trading at 932.90. The strike last trading price was 21.2, which was -6.15 lower than the previous day. The implied volatity was 23.50, the open interest changed by 0 which decreased total open position to 201
On 25 Nov FORTIS was trading at 920.40. The strike last trading price was 27.15, which was -3.7 lower than the previous day. The implied volatity was 22.94, the open interest changed by 20 which increased total open position to 204
On 24 Nov FORTIS was trading at 922.20. The strike last trading price was 31, which was -0.05 lower than the previous day. The implied volatity was 24.86, the open interest changed by 77 which increased total open position to 185
On 21 Nov FORTIS was trading at 921.00. The strike last trading price was 30.85, which was 3.35 higher than the previous day. The implied volatity was 26.86, the open interest changed by 18 which increased total open position to 109
On 20 Nov FORTIS was trading at 935.40. The strike last trading price was 27, which was -7 lower than the previous day. The implied volatity was 28.44, the open interest changed by 18 which increased total open position to 90
On 19 Nov FORTIS was trading at 922.90. The strike last trading price was 34, which was -1.4 lower than the previous day. The implied volatity was 29.34, the open interest changed by 25 which increased total open position to 71
On 18 Nov FORTIS was trading at 928.10. The strike last trading price was 34.85, which was 8.85 higher than the previous day. The implied volatity was 31.27, the open interest changed by 34 which increased total open position to 47
On 17 Nov FORTIS was trading at 944.10. The strike last trading price was 26, which was -5.5 lower than the previous day. The implied volatity was 29.85, the open interest changed by 6 which increased total open position to 10
On 14 Nov FORTIS was trading at 937.70. The strike last trading price was 31.5, which was 16.5 higher than the previous day. The implied volatity was 30.82, the open interest changed by 3 which increased total open position to 3
On 13 Nov FORTIS was trading at 953.00. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was 2.86, 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 15, which was 0 lower than the previous day. The implied volatity was 4.09, 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 15, which was 0 lower than the previous day. The implied volatity was 5.76, the open interest changed by 0 which decreased total open position to 0































































































































































































































