Historical option data for FORTIS
08 Jun 2026 11:33 AM IST
| FORTIS 30-Jun-2026 (22d) 970 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.68
Vega: 0.01
Theta: -0.69
Gamma: 0.00451
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 1000.30 | 50.45 | 22.4 (79.86%) | 32 | 599 | -82 | 124 | |||||||||
| 5 Jun | 968.65 | 26.75 | 10.25 (62.12%) | 26.47 | 679 | 9 | 205 | |||||||||
| 4 Jun | 940.65 | 17.35 | 1.75 (11.22%) | 27.06 | 124 | -1 | 198 | |||||||||
| 3 Jun | 930.25 | 15.55 | 0.15 (0.97%) | 29.18 | 161 | -5 | 199 | |||||||||
| 2 Jun | 929.40 | 15.5 | 2 (14.81%) | 28.15 | 261 | -50 | 205 | |||||||||
| 1 Jun | 929.20 | 12.6 | -4.7 (-27.17%) | 26.94 | 170 | 43 | 255 | |||||||||
| 29 May | 928.45 | 17.3 | -12.45 (-41.85%) | 27.35 | 287 | 24 | 211 | |||||||||
| 27 May | 960.90 | 30.9 | -2.95 (-8.71%) | 27.49 | 383 | 16 | 187 | |||||||||
| 26 May | 966.60 | 35.75 | -2.25 (-5.92%) | 28.92 | 156 | 20 | 170 | |||||||||
| 25 May | 970.35 | 39.45 | 3.45 (9.58%) | 29.29 | 326 | 57 | 149 | |||||||||
| 22 May | 960.40 | 36.7 | -5.3 (-12.62%) | 30.4 | 96 | 44 | 93 | |||||||||
| 21 May | 967.30 | 42 | -5 (-10.64%) | 31.43 | 63 | 40 | 51 | |||||||||
| 20 May | 974.60 | 47.5 | 1.5 (3.26%) | 31.66 | 15 | 6 | 10 | |||||||||
| 19 May | 960.55 | 45.85 | 0.85 (1.89%) | 31.38 | 5 | 3 | 4 | |||||||||
| 18 May | 962.15 | 45 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 15 May | 963.65 | 45 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 14 May | 970.65 | 45 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 13 May | 957.50 | 45 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 12 May | 951.15 | 45 | -6.3 (-12.28%) | 36.18 | 1 | 1 | 1 | |||||||||
| 11 May | 974.15 | 0 | -51.3 (-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 970 expiring on 30JUN2026
Delta for 970 CE is 0.68
Historical price for 970 CE is as follows
On 8 Jun FORTIS was trading at 1000.30. The strike last trading price was 50.45, which was 22.4 higher than the previous day. The implied volatity was 32, the open interest changed by -82 which decreased total open position to 124
On 5 Jun FORTIS was trading at 968.65. The strike last trading price was 26.75, which was 10.25 higher than the previous day. The implied volatity was 26.47, the open interest changed by 9 which increased total open position to 205
On 4 Jun FORTIS was trading at 940.65. The strike last trading price was 17.35, which was 1.75 higher than the previous day. The implied volatity was 27.06, the open interest changed by -1 which decreased total open position to 198
On 3 Jun FORTIS was trading at 930.25. The strike last trading price was 15.55, which was 0.15 higher than the previous day. The implied volatity was 29.18, the open interest changed by -5 which decreased total open position to 199
On 2 Jun FORTIS was trading at 929.40. The strike last trading price was 15.5, which was 2 higher than the previous day. The implied volatity was 28.15, the open interest changed by -50 which decreased total open position to 205
On 1 Jun FORTIS was trading at 929.20. The strike last trading price was 12.6, which was -4.7 lower than the previous day. The implied volatity was 26.94, the open interest changed by 43 which increased total open position to 255
On 29 May FORTIS was trading at 928.45. The strike last trading price was 17.3, which was -12.45 lower than the previous day. The implied volatity was 27.35, the open interest changed by 24 which increased total open position to 211
On 27 May FORTIS was trading at 960.90. The strike last trading price was 30.9, which was -2.95 lower than the previous day. The implied volatity was 27.49, the open interest changed by 16 which increased total open position to 187
On 26 May FORTIS was trading at 966.60. The strike last trading price was 35.75, which was -2.25 lower than the previous day. The implied volatity was 28.92, the open interest changed by 20 which increased total open position to 170
On 25 May FORTIS was trading at 970.35. The strike last trading price was 39.45, which was 3.45 higher than the previous day. The implied volatity was 29.29, the open interest changed by 57 which increased total open position to 149
On 22 May FORTIS was trading at 960.40. The strike last trading price was 36.7, which was -5.3 lower than the previous day. The implied volatity was 30.4, the open interest changed by 44 which increased total open position to 93
On 21 May FORTIS was trading at 967.30. The strike last trading price was 42, which was -5 lower than the previous day. The implied volatity was 31.43, the open interest changed by 40 which increased total open position to 51
On 20 May FORTIS was trading at 974.60. The strike last trading price was 47.5, which was 1.5 higher than the previous day. The implied volatity was 31.66, the open interest changed by 6 which increased total open position to 10
On 19 May FORTIS was trading at 960.55. The strike last trading price was 45.85, which was 0.85 higher than the previous day. The implied volatity was 31.38, the open interest changed by 3 which increased total open position to 4
On 18 May FORTIS was trading at 962.15. The strike last trading price was 45, 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 May FORTIS was trading at 963.65. The strike last trading price was 45, 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 14 May FORTIS was trading at 970.65. The strike last trading price was 45, 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 1
On 13 May FORTIS was trading at 957.50. The strike last trading price was 45, 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 1
On 12 May FORTIS was trading at 951.15. The strike last trading price was 45, which was -6.3 lower than the previous day. The implied volatity was 36.18, the open interest changed by 1 which increased total open position to 1
On 11 May FORTIS was trading at 974.15. The strike last trading price was 0, which was -51.3 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 (22d) 970 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.31
Vega: 0.01
Theta: -0.49
Gamma: 0.00474
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 1000.30 | 15.6 | -8.35 (-34.86%) | 30.07 | 287 | 17 | 107 |
| 5 Jun | 968.65 | 25.65 | -12.6 (-32.94%) | 25.14 | 149 | 5 | 89 |
| 4 Jun | 940.65 | 38 | -7.55 (-16.58%) | 23.69 | 14 | 3 | 86 |
| 3 Jun | 930.25 | 45.55 | 45.55 (-1.07%) | 22.39 | 6 | 0 | 83 |
| 2 Jun | 929.40 | 46.2 | -0.5 (-1.07%) | 22.39 | 6 | -2 | 84 |
| 1 Jun | 929.20 | 46.7 | 0.25 (0.54%) | 24.31 | 9 | -3 | 88 |
| 29 May | 928.45 | 49.35 | 18.45 (59.71%) | 19.81 | 128 | -6 | 95 |
| 27 May | 960.90 | 30.65 | -0.3 (-0.97%) | 23.88 | 270 | 28 | 105 |
| 26 May | 966.60 | 30.05 | 0 (0.00%) | 25.9 | 94 | 19 | 78 |
| 25 May | 970.35 | 29.35 | -9.3 (-24.06%) | 26.87 | 97 | 13 | 58 |
| 22 May | 960.40 | 38.9 | 4.4 (12.75%) | 29.63 | 56 | 44 | 45 |
| 21 May | 967.30 | 34.5 | 34.5 | - | 0 | 0 | 1 |
| 20 May | 974.60 | 34.5 | 34.5 (-42.60%) | 24.55 | 0 | 0 | 1 |
| 19 May | 960.55 | 34.5 | -25.6 (-42.60%) | 24.55 | 1 | 1 | 1 |
| 18 May | 962.15 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 963.65 | 0 | -60.1 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 970.65 | 0 | -60.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 957.50 | 0 | -60.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 951.15 | 0 | -60.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 974.15 | 0 | -60.1 (-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 970 expiring on 30JUN2026
Delta for 970 PE is -0.31
Historical price for 970 PE is as follows
On 8 Jun FORTIS was trading at 1000.30. The strike last trading price was 15.6, which was -8.35 lower than the previous day. The implied volatity was 30.07, the open interest changed by 17 which increased total open position to 107
On 5 Jun FORTIS was trading at 968.65. The strike last trading price was 25.65, which was -12.6 lower than the previous day. The implied volatity was 25.14, the open interest changed by 5 which increased total open position to 89
On 4 Jun FORTIS was trading at 940.65. The strike last trading price was 38, which was -7.55 lower than the previous day. The implied volatity was 23.69, the open interest changed by 3 which increased total open position to 86
On 3 Jun FORTIS was trading at 930.25. The strike last trading price was 45.55, which was 45.55 higher than the previous day. The implied volatity was 22.39, the open interest changed by 0 which decreased total open position to 83
On 2 Jun FORTIS was trading at 929.40. The strike last trading price was 46.2, which was -0.5 lower than the previous day. The implied volatity was 22.39, the open interest changed by -2 which decreased total open position to 84
On 1 Jun FORTIS was trading at 929.20. The strike last trading price was 46.7, which was 0.25 higher than the previous day. The implied volatity was 24.31, the open interest changed by -3 which decreased total open position to 88
On 29 May FORTIS was trading at 928.45. The strike last trading price was 49.35, which was 18.45 higher than the previous day. The implied volatity was 19.81, the open interest changed by -6 which decreased total open position to 95
On 27 May FORTIS was trading at 960.90. The strike last trading price was 30.65, which was -0.3 lower than the previous day. The implied volatity was 23.88, the open interest changed by 28 which increased total open position to 105
On 26 May FORTIS was trading at 966.60. The strike last trading price was 30.05, which was 0 lower than the previous day. The implied volatity was 25.9, the open interest changed by 19 which increased total open position to 78
On 25 May FORTIS was trading at 970.35. The strike last trading price was 29.35, which was -9.3 lower than the previous day. The implied volatity was 26.87, the open interest changed by 13 which increased total open position to 58
On 22 May FORTIS was trading at 960.40. The strike last trading price was 38.9, which was 4.4 higher than the previous day. The implied volatity was 29.63, the open interest changed by 44 which increased total open position to 45
On 21 May FORTIS was trading at 967.30. The strike last trading price was 34.5, which was 34.5 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 34.5, which was 34.5 higher than the previous day. The implied volatity was 24.55, 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 34.5, which was -25.6 lower than the previous day. The implied volatity was 24.55, 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 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 -60.1 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 -60.1 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 -60.1 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 -60.1 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 -60.1 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
