Historical option data for FORTIS
29 Jun 2026 10:49 AM IST
| FORTIS 28-Jul-2026 (27d) 960 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.53
Vega: 0.01
Theta: -0.59
Gamma: 0.00501
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 957.40 | 32.55 | 1.55 (5.00%) | 29.2 | 39 | 6 | 27 | |||||||||
| 25 Jun | 954.80 | 30 | -12 (-28.57%) | 26.79 | 39 | 3 | 20 | |||||||||
| 24 Jun | 975.40 | 42.25 | 2.25 (5.63%) | 27.95 | 3 | -1 | 17 | |||||||||
| 23 Jun | 972.10 | 40.35 | -4.65 (-10.33%) | 25.93 | 39 | 3 | 19 | |||||||||
| 22 Jun | 975.85 | 43.9 | 3.9 (9.75%) | 26.9 | 24 | 7 | 17 | |||||||||
| 19 Jun | 962.95 | 39.85 | 0.85 (2.18%) | 28.74 | 7 | 5 | 9 | |||||||||
| 18 Jun | 958.75 | 38.75 | 5.75 (17.42%) | 28.23 | 7 | 3 | 4 | |||||||||
| 17 Jun | 949.65 | 33 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 16 Jun | 969.10 | 33 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 15 Jun | 980.15 | 33 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 12 Jun | 990.35 | 33 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 11 Jun | 989.00 | 33 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 10 Jun | 989.00 | 33 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 9 Jun | 989.75 | 33 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 8 Jun | 989.10 | 33 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 5 Jun | 968.65 | 33 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 4 Jun | 940.65 | 33 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 3 Jun | 930.25 | 33 | 0 (0.00%) | 28.29 | 1 | 0 | 1 | |||||||||
For Fortis Healthcare Ltd - strike price 960 expiring on 28JUL2026
Delta for 960 CE is 0.53
Historical price for 960 CE is as follows
On 29 Jun FORTIS was trading at 957.40. The strike last trading price was 32.55, which was 1.55 higher than the previous day. The implied volatity was 29.2, the open interest changed by 6 which increased total open position to 27
On 25 Jun FORTIS was trading at 954.80. The strike last trading price was 30, which was -12 lower than the previous day. The implied volatity was 26.79, the open interest changed by 3 which increased total open position to 20
On 24 Jun FORTIS was trading at 975.40. The strike last trading price was 42.25, which was 2.25 higher than the previous day. The implied volatity was 27.95, the open interest changed by -1 which decreased total open position to 17
On 23 Jun FORTIS was trading at 972.10. The strike last trading price was 40.35, which was -4.65 lower than the previous day. The implied volatity was 25.93, the open interest changed by 3 which increased total open position to 19
On 22 Jun FORTIS was trading at 975.85. The strike last trading price was 43.9, which was 3.9 higher than the previous day. The implied volatity was 26.9, the open interest changed by 7 which increased total open position to 17
On 19 Jun FORTIS was trading at 962.95. The strike last trading price was 39.85, which was 0.85 higher than the previous day. The implied volatity was 28.74, the open interest changed by 5 which increased total open position to 9
On 18 Jun FORTIS was trading at 958.75. The strike last trading price was 38.75, which was 5.75 higher than the previous day. The implied volatity was 28.23, the open interest changed by 3 which increased total open position to 4
On 17 Jun FORTIS was trading at 949.65. The strike last trading price was 33, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Jun FORTIS was trading at 969.10. The strike last trading price was 33, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Jun FORTIS was trading at 980.15. The strike last trading price was 33, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Jun FORTIS was trading at 990.35. The strike last trading price was 33, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Jun FORTIS was trading at 989.00. The strike last trading price was 33, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Jun FORTIS was trading at 989.00. The strike last trading price was 33, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Jun FORTIS was trading at 989.75. The strike last trading price was 33, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Jun FORTIS was trading at 989.10. The strike last trading price was 33, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jun FORTIS was trading at 968.65. The strike last trading price was 33, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Jun FORTIS was trading at 940.65. The strike last trading price was 33, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Jun FORTIS was trading at 930.25. The strike last trading price was 33, which was 0 lower than the previous day. The implied volatity was 28.29, the open interest changed by 0 which decreased total open position to 1
| FORTIS 28-Jul-2026 (27d) 960 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.01
Theta: -0.41
Gamma: 0.00541
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 957.40 | 27.65 | -3.85 (-12.22%) | 26.95 | 10 | 2 | 58 |
| 25 Jun | 954.80 | 31.5 | 11.4 (56.72%) | 26.67 | 31 | 13 | 56 |
| 24 Jun | 975.40 | 20 | -3.05 (-13.23%) | 24.6 | 4 | 2 | 43 |
| 23 Jun | 972.10 | 23.05 | 0.85 (3.83%) | 24.77 | 42 | 30 | 41 |
| 22 Jun | 975.85 | 22 | -3 (-12.00%) | 26.23 | 10 | 8 | 10 |
| 19 Jun | 962.95 | 25 | 25 | - | 2 | 0 | 2 |
| 18 Jun | 958.75 | 25 | 25 | - | 2 | 0 | 2 |
| 17 Jun | 949.65 | 25 | 25 | - | 2 | 0 | 2 |
| 16 Jun | 969.10 | 25 | 25 (-60.72%) | 27.45 | 2 | 0 | 2 |
| 15 Jun | 980.15 | 25 | -38.65 (-60.72%) | 27.45 | 2 | 2 | 2 |
| 12 Jun | 990.35 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 989.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 989.00 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 989.75 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 989.10 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 968.65 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 940.65 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 930.25 | 0 | 0 | - | 0 | 0 | 0 |
For Fortis Healthcare Ltd - strike price 960 expiring on 28JUL2026
Delta for 960 PE is -0.47
Historical price for 960 PE is as follows
On 29 Jun FORTIS was trading at 957.40. The strike last trading price was 27.65, which was -3.85 lower than the previous day. The implied volatity was 26.95, the open interest changed by 2 which increased total open position to 58
On 25 Jun FORTIS was trading at 954.80. The strike last trading price was 31.5, which was 11.4 higher than the previous day. The implied volatity was 26.67, the open interest changed by 13 which increased total open position to 56
On 24 Jun FORTIS was trading at 975.40. The strike last trading price was 20, which was -3.05 lower than the previous day. The implied volatity was 24.6, the open interest changed by 2 which increased total open position to 43
On 23 Jun FORTIS was trading at 972.10. The strike last trading price was 23.05, which was 0.85 higher than the previous day. The implied volatity was 24.77, the open interest changed by 30 which increased total open position to 41
On 22 Jun FORTIS was trading at 975.85. The strike last trading price was 22, which was -3 lower than the previous day. The implied volatity was 26.23, the open interest changed by 8 which increased total open position to 10
On 19 Jun FORTIS was trading at 962.95. The strike last trading price was 25, which was 25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Jun FORTIS was trading at 958.75. The strike last trading price was 25, which was 25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Jun FORTIS was trading at 949.65. The strike last trading price was 25, which was 25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Jun FORTIS was trading at 969.10. The strike last trading price was 25, which was 25 higher than the previous day. The implied volatity was 27.45, the open interest changed by 0 which decreased total open position to 2
On 15 Jun FORTIS was trading at 980.15. The strike last trading price was 25, which was -38.65 lower than the previous day. The implied volatity was 27.45, the open interest changed by 2 which increased total open position to 2
On 12 Jun FORTIS was trading at 990.35. 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 11 Jun FORTIS was trading at 989.00. 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 10 Jun FORTIS was trading at 989.00. 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 9 Jun FORTIS was trading at 989.75. 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 8 Jun FORTIS was trading at 989.10. 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 Jun FORTIS was trading at 968.65. 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 4 Jun FORTIS was trading at 940.65. 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 3 Jun FORTIS was trading at 930.25. 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
