Historical option data for FORTIS
26 May 2026 04:10 PM IST
| FORTIS 30-Jun-2026 (34d) 960 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.57
Vega: 0.01
Theta: -0.51
Gamma: 0.00479
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 966.60 | 38.3 | -5.7 (-12.95%) | 27.3 | 252 | 54 | 114 | |||||||||
| 25 May | 970.35 | 44.2 | 3.2 (7.80%) | 28.72 | 145 | 14 | 59 | |||||||||
| 22 May | 960.40 | 41.9 | -6.1 (-12.71%) | 30.29 | 102 | 46 | 47 | |||||||||
| 21 May | 967.30 | 48 | 0 (0.00%) | 27.69 | 1 | 0 | 1 | |||||||||
| 20 May | 974.60 | 48 | 34 (242.86%) | 27.69 | 1 | 1 | 1 | |||||||||
| 19 May | 960.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 962.15 | 0 | -13.6 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 963.65 | 0 | -13.6 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 970.65 | 0 | -13.6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 957.50 | 0 | -13.6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 951.15 | 0 | -13.6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 974.15 | 0 | -13.6 (-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 960 expiring on 30JUN2026
Delta for 960 CE is 0.57
Historical price for 960 CE is as follows
On 26 May FORTIS was trading at 966.60. The strike last trading price was 38.3, which was -5.7 lower than the previous day. The implied volatity was 27.3, the open interest changed by 54 which increased total open position to 114
On 25 May FORTIS was trading at 970.35. The strike last trading price was 44.2, which was 3.2 higher than the previous day. The implied volatity was 28.72, the open interest changed by 14 which increased total open position to 59
On 22 May FORTIS was trading at 960.40. The strike last trading price was 41.9, which was -6.1 lower than the previous day. The implied volatity was 30.29, the open interest changed by 46 which increased total open position to 47
On 21 May FORTIS was trading at 967.30. The strike last trading price was 48, which was 0 lower than the previous day. The implied volatity was 27.69, the open interest changed by 0 which decreased total open position to 1
On 20 May FORTIS was trading at 974.60. The strike last trading price was 48, which was 34 higher than the previous day. The implied volatity was 27.69, the open interest changed by 1 which increased total open position to 1
On 19 May FORTIS was trading at 960.55. 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
On 18 May FORTIS was trading at 962.15. The strike last trading price was 0, which was -13.6 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 -13.6 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 -13.6 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 -13.6 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 -13.6 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 -13.6 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
| FORTIS 30-Jun-2026 (34d) 960 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 0.01
Theta: -0.36
Gamma: 0.0049
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 966.60 | 26.6 | 1 (3.91%) | 26.66 | 135 | 16 | 75 |
| 25 May | 970.35 | 25.5 | -7.8 (-23.42%) | 27.5 | 195 | 33 | 60 |
| 22 May | 960.40 | 33.15 | 2 (6.42%) | 28.32 | 38 | 27 | 28 |
| 21 May | 967.30 | 31.15 | 31.15 (0.00%) | - | 0 | 0 | 1 |
| 20 May | 974.60 | 31.15 | 0 (0.00%) | 25.91 | 0 | 0 | 1 |
| 19 May | 960.55 | 31.15 | -130.25 (-80.70%) | 25.91 | 1 | 1 | 1 |
| 18 May | 962.15 | 0 | -161.4 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 963.65 | 0 | -161.4 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 970.65 | 0 | -161.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 957.50 | 0 | -161.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 951.15 | 0 | -161.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 974.15 | 0 | -161.4 (-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 960 expiring on 30JUN2026
Delta for 960 PE is -0.43
Historical price for 960 PE is as follows
On 26 May FORTIS was trading at 966.60. The strike last trading price was 26.6, which was 1 higher than the previous day. The implied volatity was 26.66, the open interest changed by 16 which increased total open position to 75
On 25 May FORTIS was trading at 970.35. The strike last trading price was 25.5, which was -7.8 lower than the previous day. The implied volatity was 27.5, the open interest changed by 33 which increased total open position to 60
On 22 May FORTIS was trading at 960.40. The strike last trading price was 33.15, which was 2 higher than the previous day. The implied volatity was 28.32, the open interest changed by 27 which increased total open position to 28
On 21 May FORTIS was trading at 967.30. The strike last trading price was 31.15, which was 31.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 May FORTIS was trading at 974.60. The strike last trading price was 31.15, which was 0 lower than the previous day. The implied volatity was 25.91, the open interest changed by 0 which decreased total open position to 1
On 19 May FORTIS was trading at 960.55. The strike last trading price was 31.15, which was -130.25 lower than the previous day. The implied volatity was 25.91, the open interest changed by 1 which increased total open position to 1
On 18 May FORTIS was trading at 962.15. The strike last trading price was 0, which was -161.4 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 -161.4 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 -161.4 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 -161.4 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 -161.4 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 -161.4 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
