Historical option data for RVNL
29 Jun 2026 10:49 AM IST
| RVNL 30-Jun-2026 245 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.16
Vega: 0
Theta: -0.49
Gamma: 0.04046
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 238.78 | 0.5 | -0.94 (-65.28%) | 38.9 | 1,674 | 47 | 942 | |||||||||
| 25 Jun | 240.85 | 1.41 | -0.33 (-18.97%) | 25.94 | 3,946 | -400 | 895 | |||||||||
| 24 Jun | 239.94 | 1.68 | -0.77 (-31.43%) | 28.07 | 2,699 | 177 | 1,298 | |||||||||
| 23 Jun | 240.13 | 2.29 | -3.41 (-59.82%) | 32.62 | 1,891 | 124 | 1,122 | |||||||||
| 22 Jun | 246.19 | 5.28 | 0.07 (1.34%) | 33.66 | 2,517 | 228 | 993 | |||||||||
| 19 Jun | 243.99 | 5.37 | -2 (-27.14%) | 32.04 | 1,139 | 83 | 765 | |||||||||
| 18 Jun | 247.58 | 7.02 | 0.32 (4.78%) | 31.38 | 2,528 | 44 | 685 | |||||||||
| 17 Jun | 245.14 | 6.71 | 1.79 (36.38%) | 33.06 | 2,168 | 4 | 641 | |||||||||
| 16 Jun | 241.14 | 4.81 | 0.28 (6.18%) | 33.68 | 895 | -152 | 635 | |||||||||
| 15 Jun | 239.70 | 4.6 | 1.11 (31.81%) | 33.87 | 2,704 | -20 | 787 | |||||||||
| 12 Jun | 233.26 | 3.52 | 1.69 (92.35%) | 35.68 | 1,141 | 313 | 808 | |||||||||
| 11 Jun | 222.19 | 1.95 | -1.11 (-36.27%) | 41.23 | 531 | 1 | 494 | |||||||||
| 10 Jun | 228.17 | 3.12 | -1.93 (-38.22%) | 40.12 | 460 | -7 | 491 | |||||||||
| 9 Jun | 233.89 | 5.09 | 1.09 (27.25%) | 39.93 | 726 | -5 | 499 | |||||||||
| 8 Jun | 228.23 | 4.04 | -1.96 (-32.67%) | 44.31 | 609 | -22 | 503 | |||||||||
| 5 Jun | 235.61 | 6.41 | -0.59 (-8.43%) | 39.94 | 595 | 99 | 551 | |||||||||
| 4 Jun | 236.46 | 7.35 | -1.65 (-18.33%) | 40.77 | 677 | 50 | 452 | |||||||||
| 3 Jun | 239.02 | 8.48 | -0.52 (-5.78%) | 41 | 627 | 27 | 403 | |||||||||
| 2 Jun | 240.75 | 9.1 | 1.1 (13.75%) | 38.5 | 589 | 2 | 375 | |||||||||
| 1 Jun | 241.56 | 8.06 | -4.64 (-36.54%) | 34.38 | 710 | 196 | 372 | |||||||||
| 29 May | 245.45 | 13.8 | -0.2 (-1.43%) | 34.01 | 394 | 80 | 175 | |||||||||
| 27 May | 252.30 | 14.4 | -12.1 (-45.66%) | 31.7 | 101 | 93 | 94 | |||||||||
| 26 May | 259.75 | 26.5 | 0 (0.00%) | 52.49 | 1 | 0 | 1 | |||||||||
| 25 May | 272.45 | 26.5 | -43.68 (-62.24%) | 52.49 | 1 | 0 | 0 | |||||||||
| 22 May | 271.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Rail Vikas Nigam Limited - strike price 245 expiring on 30JUN2026
Delta for 245 CE is 0.16
Historical price for 245 CE is as follows
On 29 Jun RVNL was trading at 238.78. The strike last trading price was 0.5, which was -0.94 lower than the previous day. The implied volatity was 38.9, the open interest changed by 47 which increased total open position to 942
On 25 Jun RVNL was trading at 240.85. The strike last trading price was 1.41, which was -0.33 lower than the previous day. The implied volatity was 25.94, the open interest changed by -400 which decreased total open position to 895
On 24 Jun RVNL was trading at 239.94. The strike last trading price was 1.68, which was -0.77 lower than the previous day. The implied volatity was 28.07, the open interest changed by 177 which increased total open position to 1298
On 23 Jun RVNL was trading at 240.13. The strike last trading price was 2.29, which was -3.41 lower than the previous day. The implied volatity was 32.62, the open interest changed by 124 which increased total open position to 1122
On 22 Jun RVNL was trading at 246.19. The strike last trading price was 5.28, which was 0.07 higher than the previous day. The implied volatity was 33.66, the open interest changed by 228 which increased total open position to 993
On 19 Jun RVNL was trading at 243.99. The strike last trading price was 5.37, which was -2 lower than the previous day. The implied volatity was 32.04, the open interest changed by 83 which increased total open position to 765
On 18 Jun RVNL was trading at 247.58. The strike last trading price was 7.02, which was 0.32 higher than the previous day. The implied volatity was 31.38, the open interest changed by 44 which increased total open position to 685
On 17 Jun RVNL was trading at 245.14. The strike last trading price was 6.71, which was 1.79 higher than the previous day. The implied volatity was 33.06, the open interest changed by 4 which increased total open position to 641
On 16 Jun RVNL was trading at 241.14. The strike last trading price was 4.81, which was 0.28 higher than the previous day. The implied volatity was 33.68, the open interest changed by -152 which decreased total open position to 635
On 15 Jun RVNL was trading at 239.70. The strike last trading price was 4.6, which was 1.11 higher than the previous day. The implied volatity was 33.87, the open interest changed by -20 which decreased total open position to 787
On 12 Jun RVNL was trading at 233.26. The strike last trading price was 3.52, which was 1.69 higher than the previous day. The implied volatity was 35.68, the open interest changed by 313 which increased total open position to 808
On 11 Jun RVNL was trading at 222.19. The strike last trading price was 1.95, which was -1.11 lower than the previous day. The implied volatity was 41.23, the open interest changed by 1 which increased total open position to 494
On 10 Jun RVNL was trading at 228.17. The strike last trading price was 3.12, which was -1.93 lower than the previous day. The implied volatity was 40.12, the open interest changed by -7 which decreased total open position to 491
On 9 Jun RVNL was trading at 233.89. The strike last trading price was 5.09, which was 1.09 higher than the previous day. The implied volatity was 39.93, the open interest changed by -5 which decreased total open position to 499
On 8 Jun RVNL was trading at 228.23. The strike last trading price was 4.04, which was -1.96 lower than the previous day. The implied volatity was 44.31, the open interest changed by -22 which decreased total open position to 503
On 5 Jun RVNL was trading at 235.61. The strike last trading price was 6.41, which was -0.59 lower than the previous day. The implied volatity was 39.94, the open interest changed by 99 which increased total open position to 551
On 4 Jun RVNL was trading at 236.46. The strike last trading price was 7.35, which was -1.65 lower than the previous day. The implied volatity was 40.77, the open interest changed by 50 which increased total open position to 452
On 3 Jun RVNL was trading at 239.02. The strike last trading price was 8.48, which was -0.52 lower than the previous day. The implied volatity was 41, the open interest changed by 27 which increased total open position to 403
On 2 Jun RVNL was trading at 240.75. The strike last trading price was 9.1, which was 1.1 higher than the previous day. The implied volatity was 38.5, the open interest changed by 2 which increased total open position to 375
On 1 Jun RVNL was trading at 241.56. The strike last trading price was 8.06, which was -4.64 lower than the previous day. The implied volatity was 34.38, the open interest changed by 196 which increased total open position to 372
On 29 May RVNL was trading at 245.45. The strike last trading price was 13.8, which was -0.2 lower than the previous day. The implied volatity was 34.01, the open interest changed by 80 which increased total open position to 175
On 27 May RVNL was trading at 252.30. The strike last trading price was 14.4, which was -12.1 lower than the previous day. The implied volatity was 31.7, the open interest changed by 93 which increased total open position to 94
On 26 May RVNL was trading at 259.75. The strike last trading price was 26.5, which was 0 lower than the previous day. The implied volatity was 52.49, the open interest changed by 0 which decreased total open position to 1
On 25 May RVNL was trading at 272.45. The strike last trading price was 26.5, which was -43.68 lower than the previous day. The implied volatity was 52.49, the open interest changed by 0 which decreased total open position to 0
On 22 May RVNL was trading at 271.10. 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
| RVNL 30-Jun-2026 245 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 0
Theta: -0.47
Gamma: 0.04006
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 238.78 | 6 | 1 (20.00%) | 38.56 | 107 | -23 | 360 |
| 25 Jun | 240.85 | 5 | -1 (-16.67%) | 23.91 | 1,060 | 84 | 384 |
| 24 Jun | 239.94 | 6 | -1 (-14.29%) | 26.74 | 308 | -54 | 298 |
| 23 Jun | 240.13 | 8 | 3 (60.00%) | 35.47 | 409 | -82 | 353 |
| 22 Jun | 246.19 | 5 | -1 (-16.67%) | 35 | 1,207 | 127 | 431 |
| 19 Jun | 243.99 | 6 | 1 (20.00%) | 31.53 | 504 | 9 | 305 |
| 18 Jun | 247.58 | 5 | 0 (0.00%) | 34.73 | 1,212 | -38 | 293 |
| 17 Jun | 245.14 | 5 | -3 (-37.50%) | 31.74 | 669 | 81 | 332 |
| 16 Jun | 241.14 | 8.24 | -0.76 (-8.44%) | 32.66 | 144 | -12 | 253 |
| 15 Jun | 239.70 | 9.44 | -4.53 (-32.43%) | 34.43 | 346 | 14 | 266 |
| 12 Jun | 233.26 | 13.43 | -10.34 (-43.50%) | 31.8 | 51 | -27 | 253 |
| 11 Jun | 222.19 | 23.44 | 3.91 (20.02%) | 35.69 | 32 | -8 | 281 |
| 10 Jun | 228.17 | 19.25 | 5.04 (35.47%) | 39.66 | 8 | 3 | 290 |
| 9 Jun | 233.89 | 14.21 | -5.18 (-26.71%) | 35.63 | 32 | 7 | 288 |
| 8 Jun | 228.23 | 20.28 | 6.28 (44.86%) | 41.92 | 113 | 32 | 280 |
| 5 Jun | 235.61 | 14 | 0.51 (3.78%) | 36.02 | 17 | 3 | 248 |
| 4 Jun | 236.46 | 13.56 | 1.26 (10.24%) | 36.62 | 101 | 14 | 245 |
| 3 Jun | 239.02 | 12.29 | 1.54 (14.33%) | 36.31 | 116 | 13 | 230 |
| 2 Jun | 240.75 | 10.75 | -1.25 (-10.42%) | 34.71 | 204 | 10 | 215 |
| 1 Jun | 241.56 | 12.32 | 3.07 (33.19%) | 39.49 | 439 | 36 | 206 |
| 29 May | 245.45 | 7.9 | -0.15 (-1.86%) | 37.9 | 636 | 68 | 170 |
| 27 May | 252.30 | 7.7 | 0.9 (13.24%) | 37.85 | 177 | 28 | 104 |
| 26 May | 259.75 | 6.65 | -0.15 (-2.21%) | 42.28 | 128 | 46 | 76 |
| 25 May | 272.45 | 6.3 | -1.95 (-23.64%) | 52.49 | 34 | 25 | 29 |
| 22 May | 271.10 | 8.25 | 4.14 (100.73%) | 57.06 | 4 | 4 | 4 |
For Rail Vikas Nigam Limited - strike price 245 expiring on 30JUN2026
Delta for 245 PE is -0.84
Historical price for 245 PE is as follows
On 29 Jun RVNL was trading at 238.78. The strike last trading price was 6, which was 1 higher than the previous day. The implied volatity was 38.56, the open interest changed by -23 which decreased total open position to 360
On 25 Jun RVNL was trading at 240.85. The strike last trading price was 5, which was -1 lower than the previous day. The implied volatity was 23.91, the open interest changed by 84 which increased total open position to 384
On 24 Jun RVNL was trading at 239.94. The strike last trading price was 6, which was -1 lower than the previous day. The implied volatity was 26.74, the open interest changed by -54 which decreased total open position to 298
On 23 Jun RVNL was trading at 240.13. The strike last trading price was 8, which was 3 higher than the previous day. The implied volatity was 35.47, the open interest changed by -82 which decreased total open position to 353
On 22 Jun RVNL was trading at 246.19. The strike last trading price was 5, which was -1 lower than the previous day. The implied volatity was 35, the open interest changed by 127 which increased total open position to 431
On 19 Jun RVNL was trading at 243.99. The strike last trading price was 6, which was 1 higher than the previous day. The implied volatity was 31.53, the open interest changed by 9 which increased total open position to 305
On 18 Jun RVNL was trading at 247.58. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 34.73, the open interest changed by -38 which decreased total open position to 293
On 17 Jun RVNL was trading at 245.14. The strike last trading price was 5, which was -3 lower than the previous day. The implied volatity was 31.74, the open interest changed by 81 which increased total open position to 332
On 16 Jun RVNL was trading at 241.14. The strike last trading price was 8.24, which was -0.76 lower than the previous day. The implied volatity was 32.66, the open interest changed by -12 which decreased total open position to 253
On 15 Jun RVNL was trading at 239.70. The strike last trading price was 9.44, which was -4.53 lower than the previous day. The implied volatity was 34.43, the open interest changed by 14 which increased total open position to 266
On 12 Jun RVNL was trading at 233.26. The strike last trading price was 13.43, which was -10.34 lower than the previous day. The implied volatity was 31.8, the open interest changed by -27 which decreased total open position to 253
On 11 Jun RVNL was trading at 222.19. The strike last trading price was 23.44, which was 3.91 higher than the previous day. The implied volatity was 35.69, the open interest changed by -8 which decreased total open position to 281
On 10 Jun RVNL was trading at 228.17. The strike last trading price was 19.25, which was 5.04 higher than the previous day. The implied volatity was 39.66, the open interest changed by 3 which increased total open position to 290
On 9 Jun RVNL was trading at 233.89. The strike last trading price was 14.21, which was -5.18 lower than the previous day. The implied volatity was 35.63, the open interest changed by 7 which increased total open position to 288
On 8 Jun RVNL was trading at 228.23. The strike last trading price was 20.28, which was 6.28 higher than the previous day. The implied volatity was 41.92, the open interest changed by 32 which increased total open position to 280
On 5 Jun RVNL was trading at 235.61. The strike last trading price was 14, which was 0.51 higher than the previous day. The implied volatity was 36.02, the open interest changed by 3 which increased total open position to 248
On 4 Jun RVNL was trading at 236.46. The strike last trading price was 13.56, which was 1.26 higher than the previous day. The implied volatity was 36.62, the open interest changed by 14 which increased total open position to 245
On 3 Jun RVNL was trading at 239.02. The strike last trading price was 12.29, which was 1.54 higher than the previous day. The implied volatity was 36.31, the open interest changed by 13 which increased total open position to 230
On 2 Jun RVNL was trading at 240.75. The strike last trading price was 10.75, which was -1.25 lower than the previous day. The implied volatity was 34.71, the open interest changed by 10 which increased total open position to 215
On 1 Jun RVNL was trading at 241.56. The strike last trading price was 12.32, which was 3.07 higher than the previous day. The implied volatity was 39.49, the open interest changed by 36 which increased total open position to 206
On 29 May RVNL was trading at 245.45. The strike last trading price was 7.9, which was -0.15 lower than the previous day. The implied volatity was 37.9, the open interest changed by 68 which increased total open position to 170
On 27 May RVNL was trading at 252.30. The strike last trading price was 7.7, which was 0.9 higher than the previous day. The implied volatity was 37.85, the open interest changed by 28 which increased total open position to 104
On 26 May RVNL was trading at 259.75. The strike last trading price was 6.65, which was -0.15 lower than the previous day. The implied volatity was 42.28, the open interest changed by 46 which increased total open position to 76
On 25 May RVNL was trading at 272.45. The strike last trading price was 6.3, which was -1.95 lower than the previous day. The implied volatity was 52.49, the open interest changed by 25 which increased total open position to 29
On 22 May RVNL was trading at 271.10. The strike last trading price was 8.25, which was 4.14 higher than the previous day. The implied volatity was 57.06, the open interest changed by 4 which increased total open position to 4
