Historical option data for FORTIS
02 Jun 2026 12:31 PM IST
| FORTIS 30-Jun-2026 (28d) 950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.3
Vega: 0.01
Theta: -0.48
Gamma: 0.00497
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Jun | 906.00 | 13.15 | -7.6 (-36.63%) | 27.83 | 110 | -18 | 201 | |||||||||
| 1 Jun | 929.20 | 20 | -4.7 (-19.03%) | 27.68 | 175 | 19 | 219 | |||||||||
| 29 May | 928.45 | 25.35 | -15.4 (-37.79%) | 27.96 | 290 | 72 | 200 | |||||||||
| 27 May | 960.90 | 41.4 | -2.4 (-5.48%) | 28.66 | 121 | 6 | 129 | |||||||||
| 26 May | 966.60 | 42.4 | -7.6 (-15.20%) | 25.46 | 185 | 88 | 123 | |||||||||
| 25 May | 970.35 | 50 | 4 (8.70%) | 29.62 | 74 | -8 | 53 | |||||||||
| 22 May | 960.40 | 46.5 | -5.5 (-10.58%) | 30.9 | 62 | 37 | 60 | |||||||||
| 21 May | 967.30 | 51.55 | -8.45 (-14.08%) | 30.88 | 25 | 18 | 23 | |||||||||
| 20 May | 974.60 | 60.4 | 1.4 (2.37%) | 34.99 | 2 | 1 | 4 | |||||||||
| 19 May | 960.55 | 58.9 | -0.1 (-0.17%) | - | 3 | 0 | 3 | |||||||||
| 18 May | 962.15 | 58.9 | -0.1 (-0.17%) | - | 3 | 0 | 3 | |||||||||
| 15 May | 963.65 | 58.9 | 0 (0.00%) | - | 0 | 0 | 3 | |||||||||
| 14 May | 970.65 | 58.9 | 0 (0.00%) | 0 | 0 | 0 | 3 | |||||||||
| 13 May | 957.50 | 58.9 | 8.9 (17.80%) | 0 | 3 | 1 | 3 | |||||||||
| 12 May | 951.15 | 50 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 11 May | 974.15 | 50 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 8 May | 952.35 | 50 | 0 (0.00%) | 33.12 | 0 | 0 | 2 | |||||||||
| 7 May | 947.70 | 50 | -10.7 (-17.63%) | 33.12 | 2 | 0 | 0 | |||||||||
| 6 May | 956.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 949.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Fortis Healthcare Ltd - strike price 950 expiring on 30JUN2026
Delta for 950 CE is 0.3
Historical price for 950 CE is as follows
On 2 Jun FORTIS was trading at 906.00. The strike last trading price was 13.15, which was -7.6 lower than the previous day. The implied volatity was 27.83, the open interest changed by -18 which decreased total open position to 201
On 1 Jun FORTIS was trading at 929.20. The strike last trading price was 20, which was -4.7 lower than the previous day. The implied volatity was 27.68, the open interest changed by 19 which increased total open position to 219
On 29 May FORTIS was trading at 928.45. The strike last trading price was 25.35, which was -15.4 lower than the previous day. The implied volatity was 27.96, the open interest changed by 72 which increased total open position to 200
On 27 May FORTIS was trading at 960.90. The strike last trading price was 41.4, which was -2.4 lower than the previous day. The implied volatity was 28.66, the open interest changed by 6 which increased total open position to 129
On 26 May FORTIS was trading at 966.60. The strike last trading price was 42.4, which was -7.6 lower than the previous day. The implied volatity was 25.46, the open interest changed by 88 which increased total open position to 123
On 25 May FORTIS was trading at 970.35. The strike last trading price was 50, which was 4 higher than the previous day. The implied volatity was 29.62, the open interest changed by -8 which decreased total open position to 53
On 22 May FORTIS was trading at 960.40. The strike last trading price was 46.5, which was -5.5 lower than the previous day. The implied volatity was 30.9, the open interest changed by 37 which increased total open position to 60
On 21 May FORTIS was trading at 967.30. The strike last trading price was 51.55, which was -8.45 lower than the previous day. The implied volatity was 30.88, the open interest changed by 18 which increased total open position to 23
On 20 May FORTIS was trading at 974.60. The strike last trading price was 60.4, which was 1.4 higher than the previous day. The implied volatity was 34.99, the open interest changed by 1 which increased total open position to 4
On 19 May FORTIS was trading at 960.55. The strike last trading price was 58.9, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 May FORTIS was trading at 962.15. The strike last trading price was 58.9, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 May FORTIS was trading at 963.65. The strike last trading price was 58.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 14 May FORTIS was trading at 970.65. The strike last trading price was 58.9, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 13 May FORTIS was trading at 957.50. The strike last trading price was 58.9, which was 8.9 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 3
On 12 May FORTIS was trading at 951.15. The strike last trading price was 50, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 11 May FORTIS was trading at 974.15. The strike last trading price was 50, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 8 May FORTIS was trading at 952.35. The strike last trading price was 50, which was 0 lower than the previous day. The implied volatity was 33.12, the open interest changed by 0 which decreased total open position to 2
On 7 May FORTIS was trading at 947.70. The strike last trading price was 50, which was -10.7 lower than the previous day. The implied volatity was 33.12, the open interest changed by 0 which decreased total open position to 0
On 6 May FORTIS was trading at 956.90. 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
On 5 May FORTIS was trading at 949.55. 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 30-Jun-2026 (28d) 950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.76
Vega: 0.01
Theta: -0.21
Gamma: 0.00546
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Jun | 906.00 | 50.8 | 14 (38.04%) | 22.63 | 15 | -3 | 61 |
| 1 Jun | 929.20 | 38.3 | 3.05 (8.65%) | 25.1 | 95 | 17 | 64 |
| 29 May | 928.45 | 36.8 | 15.1 (69.59%) | 27.07 | 218 | -16 | 48 |
| 27 May | 960.90 | 21.6 | -0.35 (-1.59%) | 24.42 | 191 | 40 | 65 |
| 26 May | 966.60 | 21.2 | -1.1 (-4.93%) | 26.07 | 32 | 1 | 23 |
| 25 May | 970.35 | 22.25 | -6.7 (-23.14%) | 27.77 | 72 | -13 | 22 |
| 22 May | 960.40 | 28 | 0.95 (3.51%) | 28.62 | 69 | 24 | 35 |
| 21 May | 967.30 | 27.35 | 0.75 (2.82%) | 29.58 | 7 | 4 | 11 |
| 20 May | 974.60 | 26.6 | 26.6 (-46.48%) | 26.01 | 0 | 0 | 7 |
| 19 May | 960.55 | 26.6 | -23.1 (-46.48%) | 26.01 | 7 | 7 | 7 |
| 18 May | 962.15 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 963.65 | 0 | -49.7 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 970.65 | 0 | -49.7 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 957.50 | 0 | -49.7 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 951.15 | 0 | -49.7 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 974.15 | 0 | -49.7 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 952.35 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 947.70 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 956.90 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 949.55 | 0 | 0 | - | 0 | 0 | 0 |
For Fortis Healthcare Ltd - strike price 950 expiring on 30JUN2026
Delta for 950 PE is -0.76
Historical price for 950 PE is as follows
On 2 Jun FORTIS was trading at 906.00. The strike last trading price was 50.8, which was 14 higher than the previous day. The implied volatity was 22.63, the open interest changed by -3 which decreased total open position to 61
On 1 Jun FORTIS was trading at 929.20. The strike last trading price was 38.3, which was 3.05 higher than the previous day. The implied volatity was 25.1, the open interest changed by 17 which increased total open position to 64
On 29 May FORTIS was trading at 928.45. The strike last trading price was 36.8, which was 15.1 higher than the previous day. The implied volatity was 27.07, the open interest changed by -16 which decreased total open position to 48
On 27 May FORTIS was trading at 960.90. The strike last trading price was 21.6, which was -0.35 lower than the previous day. The implied volatity was 24.42, the open interest changed by 40 which increased total open position to 65
On 26 May FORTIS was trading at 966.60. The strike last trading price was 21.2, which was -1.1 lower than the previous day. The implied volatity was 26.07, the open interest changed by 1 which increased total open position to 23
On 25 May FORTIS was trading at 970.35. The strike last trading price was 22.25, which was -6.7 lower than the previous day. The implied volatity was 27.77, the open interest changed by -13 which decreased total open position to 22
On 22 May FORTIS was trading at 960.40. The strike last trading price was 28, which was 0.95 higher than the previous day. The implied volatity was 28.62, the open interest changed by 24 which increased total open position to 35
On 21 May FORTIS was trading at 967.30. The strike last trading price was 27.35, which was 0.75 higher than the previous day. The implied volatity was 29.58, the open interest changed by 4 which increased total open position to 11
On 20 May FORTIS was trading at 974.60. The strike last trading price was 26.6, which was 26.6 higher than the previous day. The implied volatity was 26.01, the open interest changed by 0 which decreased total open position to 7
On 19 May FORTIS was trading at 960.55. The strike last trading price was 26.6, which was -23.1 lower than the previous day. The implied volatity was 26.01, the open interest changed by 7 which increased total open position to 7
On 18 May FORTIS was trading at 962.15. 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
On 15 May FORTIS was trading at 963.65. The strike last trading price was 0, which was -49.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May FORTIS was trading at 970.65. The strike last trading price was 0, which was -49.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May FORTIS was trading at 957.50. The strike last trading price was 0, which was -49.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May FORTIS was trading at 951.15. The strike last trading price was 0, which was -49.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May FORTIS was trading at 974.15. The strike last trading price was 0, which was -49.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May FORTIS was trading at 952.35. 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
On 7 May FORTIS was trading at 947.70. 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
On 6 May FORTIS was trading at 956.90. 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
On 5 May FORTIS was trading at 949.55. 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
