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Historical option data for RVNL

05 Jun 2026 04:10 PM IST
RVNL 30-Jun-2026 (24d) 250 CE
Delta: 0.32
Vega: 0
Theta: -0.19
Gamma: 0.01425
Date Close Ltp Change IV Volume OI Chg OI
5 Jun 235.61 4.96 -1.04 (-17.33%) 40.48 945 45 2,330
4 Jun 236.46 5.7 -1.3 (-18.57%) 41.39 1,334 142 2,286
3 Jun 239.02 6.59 -0.41 (-5.86%) 41.33 2,445 372 2,138
2 Jun 240.75 7.14 1.14 (19.00%) 38.48 2,265 150 1,762
1 Jun 241.56 6.34 -3.81 (-37.54%) 35.27 2,175 769 1,601
29 May 245.45 11 0 (0.00%) 34.89 2,472 104 836
27 May 252.30 11.6 -4.15 (-26.35%) 30.6 1,021 465 732
26 May 259.75 15.9 -7.95 (-33.33%) 28.59 295 153 267
25 May 272.45 23.6 1.6 (7.27%) 12.37 16 4 114
22 May 271.10 22 0.6 (2.80%) 50.44 28 14 110
21 May 270.75 21.5 1.35 (6.70%) 58.18 47 4 96
20 May 269.60 20.3 -0.75 (-3.56%) 57.16 86 73 90
19 May 271.55 21.25 -2.75 (-11.46%) 54.4 15 9 17
18 May 276.80 24.5 -5.5 (-18.33%) 56.79 11 5 7
15 May 283.00 29.6 -4.4 (-12.94%) 54.34 1 1 2
14 May 287.20 34 5.75 (20.35%) 57.11 2 1 1
13 May 285.00 0 -28.25 (-100.00%) 0 0 0 0
12 May 283.30 0 0 - 0 0 0
11 May 295.40 0 0 - 0 0 0
8 May 305.00 0 0 - 0 0 0
7 May 308.70 0 0 - 0 0 0
6 May 305.10 0 0 - 0 0 0
5 May 300.45 0 0 - 0 0 0
4 May 296.65 0 0 - 0 0 0
30 Apr 297.65 0 0 - 0 0 0
29 Apr 302.30 0 0 - 0 0 0
28 Apr 308.63 0 0 - 0 0 0
27 Apr 305.95 0 0 - 0 0 0
24 Apr 303.44 0 0 - 0 0 0
23 Apr 307.21 0 0 - 0 0 0
22 Apr 307.41 0 0 - 0 0 0
21 Apr 298.86 0 0 - 0 0 0
20 Apr 296.33 0 0 - 0 0 0
17 Apr 303.06 0 0 - 0 0 0
16 Apr 293.89 0 0 - 0 0 0
15 Apr 287.06 0 0 - 0 0 0
13 Apr 271.79 0 0 - 0 0 0
10 Apr 275.00 0 0 (0.00%) - 0 0 0
9 Apr 272.83 28.25 0 (0.00%) - 0 0 0
8 Apr 274.94 - - - 0 0 0
7 Apr 261.26 - - - 0 0 0
6 Apr 261.55 28.25 0 (0.00%) - 0 0 0
2 Apr 260.66 28.25 0 (0.00%) - 0 0 0


For Rail Vikas Nigam Limited - strike price 250 expiring on 30JUN2026

Delta for 250 CE is 0.32

Historical price for 250 CE is as follows

On 5 Jun RVNL was trading at 235.61. The strike last trading price was 4.96, which was -1.04 lower than the previous day. The implied volatity was 40.48, the open interest changed by 45 which increased total open position to 2330


On 4 Jun RVNL was trading at 236.46. The strike last trading price was 5.7, which was -1.3 lower than the previous day. The implied volatity was 41.39, the open interest changed by 142 which increased total open position to 2286


On 3 Jun RVNL was trading at 239.02. The strike last trading price was 6.59, which was -0.41 lower than the previous day. The implied volatity was 41.33, the open interest changed by 372 which increased total open position to 2138


On 2 Jun RVNL was trading at 240.75. The strike last trading price was 7.14, which was 1.14 higher than the previous day. The implied volatity was 38.48, the open interest changed by 150 which increased total open position to 1762


On 1 Jun RVNL was trading at 241.56. The strike last trading price was 6.34, which was -3.81 lower than the previous day. The implied volatity was 35.27, the open interest changed by 769 which increased total open position to 1601


On 29 May RVNL was trading at 245.45. The strike last trading price was 11, which was 0 lower than the previous day. The implied volatity was 34.89, the open interest changed by 104 which increased total open position to 836


On 27 May RVNL was trading at 252.30. The strike last trading price was 11.6, which was -4.15 lower than the previous day. The implied volatity was 30.6, the open interest changed by 465 which increased total open position to 732


On 26 May RVNL was trading at 259.75. The strike last trading price was 15.9, which was -7.95 lower than the previous day. The implied volatity was 28.59, the open interest changed by 153 which increased total open position to 267


On 25 May RVNL was trading at 272.45. The strike last trading price was 23.6, which was 1.6 higher than the previous day. The implied volatity was 12.37, the open interest changed by 4 which increased total open position to 114


On 22 May RVNL was trading at 271.10. The strike last trading price was 22, which was 0.6 higher than the previous day. The implied volatity was 50.44, the open interest changed by 14 which increased total open position to 110


On 21 May RVNL was trading at 270.75. The strike last trading price was 21.5, which was 1.35 higher than the previous day. The implied volatity was 58.18, the open interest changed by 4 which increased total open position to 96


On 20 May RVNL was trading at 269.60. The strike last trading price was 20.3, which was -0.75 lower than the previous day. The implied volatity was 57.16, the open interest changed by 73 which increased total open position to 90


On 19 May RVNL was trading at 271.55. The strike last trading price was 21.25, which was -2.75 lower than the previous day. The implied volatity was 54.4, the open interest changed by 9 which increased total open position to 17


On 18 May RVNL was trading at 276.80. The strike last trading price was 24.5, which was -5.5 lower than the previous day. The implied volatity was 56.79, the open interest changed by 5 which increased total open position to 7


On 15 May RVNL was trading at 283.00. The strike last trading price was 29.6, which was -4.4 lower than the previous day. The implied volatity was 54.34, the open interest changed by 1 which increased total open position to 2


On 14 May RVNL was trading at 287.20. The strike last trading price was 34, which was 5.75 higher than the previous day. The implied volatity was 57.11, the open interest changed by 1 which increased total open position to 1


On 13 May RVNL was trading at 285.00. The strike last trading price was 0, which was -28.25 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 RVNL was trading at 283.30. 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 May RVNL was trading at 295.40. 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 May RVNL was trading at 305.00. 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 7 May RVNL was trading at 308.70. 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 RVNL was trading at 305.10. 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 May RVNL was trading at 300.45. 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 May RVNL was trading at 296.65. 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 30 Apr RVNL was trading at 297.65. 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 29 Apr RVNL was trading at 302.30. 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 28 Apr RVNL was trading at 308.63. 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 27 Apr RVNL was trading at 305.95. 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 24 Apr RVNL was trading at 303.44. 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 23 Apr RVNL was trading at 307.21. 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 22 Apr RVNL was trading at 307.41. 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 21 Apr RVNL was trading at 298.86. 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 20 Apr RVNL was trading at 296.33. 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 17 Apr RVNL was trading at 303.06. 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 16 Apr RVNL was trading at 293.89. 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 Apr RVNL was trading at 287.06. 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 13 Apr RVNL was trading at 271.79. 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 Apr RVNL was trading at 275.00. 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 Apr RVNL was trading at 272.83. The strike last trading price was 28.25, 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 Apr RVNL was trading at 274.94. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Apr RVNL was trading at 261.26. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Apr RVNL was trading at 261.55. The strike last trading price was 28.25, 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 2 Apr RVNL was trading at 260.66. The strike last trading price was 28.25, 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 (24d) 250 PE
Delta: -0.71
Vega: 0
Theta: -0.12
Gamma: 0.01547
Date Close Ltp Change IV Volume OI Chg OI
5 Jun 235.61 17.5 0.58 (3.43%) 35.7 28 -6 718
4 Jun 236.46 16.82 1.25 (8.03%) 36.1 81 -20 725
3 Jun 239.02 15.51 1.72 (12.47%) 36.41 122 -32 745
2 Jun 240.75 13.64 -1.55 (-10.20%) 34.5 149 -15 780
1 Jun 241.56 15.45 3.9 (33.77%) 39.93 529 -130 794
29 May 245.45 8.95 -1.6 (-15.17%) 32.41 1,475 27 929
27 May 252.30 10.25 1.4 (15.82%) 39.33 1,452 127 903
26 May 259.75 8.6 0.2 (2.38%) 43.03 1,477 168 776
25 May 272.45 8.15 -0.05 (-0.61%) 53.84 481 213 607
22 May 271.10 8.05 -2.6 (-24.41%) 50.17 163 95 394
21 May 270.75 10.95 -0.15 (-1.35%) 58.29 154 25 299
20 May 269.60 11.2 1.2 (12.00%) 57.94 126 42 271
19 May 271.55 9.9 1.7 (20.73%) 54.04 161 88 227
18 May 276.80 8.1 0.4 (5.19%) 53.01 54 2 139
15 May 283.00 7.75 1 (14.81%) 54.88 19 2 137
14 May 287.20 6.75 -0.95 (-12.34%) 0 3 1 135
13 May 285.00 7.45 -0.05 (-0.67%) 0 53 -4 133
12 May 283.30 7.55 2.55 (51.00%) 0 29 7 139
11 May 295.40 5.25 1.85 (54.41%) 0 33 22 131
8 May 305.00 3.4 0.35 (11.48%) 49.31 6 -1 109
7 May 308.70 3.05 -0.55 (-15.28%) 48.38 114 -20 111
6 May 305.10 3.5 -1.45 (-29.29%) 48.16 43 1 131
5 May 300.45 4.95 -1.45 (-22.66%) 52.3 20 -7 130
4 May 296.65 6.4 0.23 (3.73%) 52.78 22 13 135
30 Apr 297.65 6.2 0.19 (3.16%) 52.22 16 2 124
29 Apr 302.30 6.01 1.02 (20.44%) 54.33 24 11 120
28 Apr 308.63 4.99 -2.51 (-33.47%) 52.96 14 -3 110
27 Apr 305.95 7.5 -2.51 (-25.07%) 59.5 12 2 113
24 Apr 303.44 10.01 1.12 (12.60%) 63.49 12 10 111
23 Apr 307.21 8.89 -0.01 (-0.11%) 62.43 16 11 99
22 Apr 307.41 8.9 -0.45 (-4.81%) 60.67 26 24 89
21 Apr 298.86 9.35 -1.15 (-10.95%) 59.22 8 6 64
20 Apr 296.33 10.5 0 (0.00%) 60.61 22 21 58
17 Apr 303.06 10.5 -2.07 (-16.47%) 62.8 28 24 36
16 Apr 293.89 11.5 -3.5 (-23.33%) 59.64 5 0 11
15 Apr 287.06 15 -5 (-25.00%) 63.69 8 6 10
13 Apr 271.79 20 2.9 (16.96%) 63.77 2 1 3
10 Apr 275.00 17.1 2.1 (14.00%) - 0 0 2
9 Apr 272.83 17.1 -7 (-29.05%) 59.87 2 1 1
8 Apr 274.94 - - - 0 0 0
7 Apr 261.26 - - - 0 0 0
6 Apr 261.55 24.1 0 (0.00%) - 0 0 0
2 Apr 260.66 24.1 0 (0.00%) 2.44 0 0 0


For Rail Vikas Nigam Limited - strike price 250 expiring on 30JUN2026

Delta for 250 PE is -0.71

Historical price for 250 PE is as follows

On 5 Jun RVNL was trading at 235.61. The strike last trading price was 17.5, which was 0.58 higher than the previous day. The implied volatity was 35.7, the open interest changed by -6 which decreased total open position to 718


On 4 Jun RVNL was trading at 236.46. The strike last trading price was 16.82, which was 1.25 higher than the previous day. The implied volatity was 36.1, the open interest changed by -20 which decreased total open position to 725


On 3 Jun RVNL was trading at 239.02. The strike last trading price was 15.51, which was 1.72 higher than the previous day. The implied volatity was 36.41, the open interest changed by -32 which decreased total open position to 745


On 2 Jun RVNL was trading at 240.75. The strike last trading price was 13.64, which was -1.55 lower than the previous day. The implied volatity was 34.5, the open interest changed by -15 which decreased total open position to 780


On 1 Jun RVNL was trading at 241.56. The strike last trading price was 15.45, which was 3.9 higher than the previous day. The implied volatity was 39.93, the open interest changed by -130 which decreased total open position to 794


On 29 May RVNL was trading at 245.45. The strike last trading price was 8.95, which was -1.6 lower than the previous day. The implied volatity was 32.41, the open interest changed by 27 which increased total open position to 929


On 27 May RVNL was trading at 252.30. The strike last trading price was 10.25, which was 1.4 higher than the previous day. The implied volatity was 39.33, the open interest changed by 127 which increased total open position to 903


On 26 May RVNL was trading at 259.75. The strike last trading price was 8.6, which was 0.2 higher than the previous day. The implied volatity was 43.03, the open interest changed by 168 which increased total open position to 776


On 25 May RVNL was trading at 272.45. The strike last trading price was 8.15, which was -0.05 lower than the previous day. The implied volatity was 53.84, the open interest changed by 213 which increased total open position to 607


On 22 May RVNL was trading at 271.10. The strike last trading price was 8.05, which was -2.6 lower than the previous day. The implied volatity was 50.17, the open interest changed by 95 which increased total open position to 394


On 21 May RVNL was trading at 270.75. The strike last trading price was 10.95, which was -0.15 lower than the previous day. The implied volatity was 58.29, the open interest changed by 25 which increased total open position to 299


On 20 May RVNL was trading at 269.60. The strike last trading price was 11.2, which was 1.2 higher than the previous day. The implied volatity was 57.94, the open interest changed by 42 which increased total open position to 271


On 19 May RVNL was trading at 271.55. The strike last trading price was 9.9, which was 1.7 higher than the previous day. The implied volatity was 54.04, the open interest changed by 88 which increased total open position to 227


On 18 May RVNL was trading at 276.80. The strike last trading price was 8.1, which was 0.4 higher than the previous day. The implied volatity was 53.01, the open interest changed by 2 which increased total open position to 139


On 15 May RVNL was trading at 283.00. The strike last trading price was 7.75, which was 1 higher than the previous day. The implied volatity was 54.88, the open interest changed by 2 which increased total open position to 137


On 14 May RVNL was trading at 287.20. The strike last trading price was 6.75, which was -0.95 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 135


On 13 May RVNL was trading at 285.00. The strike last trading price was 7.45, which was -0.05 lower than the previous day. The implied volatity was 0, the open interest changed by -4 which decreased total open position to 133


On 12 May RVNL was trading at 283.30. The strike last trading price was 7.55, which was 2.55 higher than the previous day. The implied volatity was 0, the open interest changed by 7 which increased total open position to 139


On 11 May RVNL was trading at 295.40. The strike last trading price was 5.25, which was 1.85 higher than the previous day. The implied volatity was 0, the open interest changed by 22 which increased total open position to 131


On 8 May RVNL was trading at 305.00. The strike last trading price was 3.4, which was 0.35 higher than the previous day. The implied volatity was 49.31, the open interest changed by -1 which decreased total open position to 109


On 7 May RVNL was trading at 308.70. The strike last trading price was 3.05, which was -0.55 lower than the previous day. The implied volatity was 48.38, the open interest changed by -20 which decreased total open position to 111


On 6 May RVNL was trading at 305.10. The strike last trading price was 3.5, which was -1.45 lower than the previous day. The implied volatity was 48.16, the open interest changed by 1 which increased total open position to 131


On 5 May RVNL was trading at 300.45. The strike last trading price was 4.95, which was -1.45 lower than the previous day. The implied volatity was 52.3, the open interest changed by -7 which decreased total open position to 130


On 4 May RVNL was trading at 296.65. The strike last trading price was 6.4, which was 0.23 higher than the previous day. The implied volatity was 52.78, the open interest changed by 13 which increased total open position to 135


On 30 Apr RVNL was trading at 297.65. The strike last trading price was 6.2, which was 0.19 higher than the previous day. The implied volatity was 52.22, the open interest changed by 2 which increased total open position to 124


On 29 Apr RVNL was trading at 302.30. The strike last trading price was 6.01, which was 1.02 higher than the previous day. The implied volatity was 54.33, the open interest changed by 11 which increased total open position to 120


On 28 Apr RVNL was trading at 308.63. The strike last trading price was 4.99, which was -2.51 lower than the previous day. The implied volatity was 52.96, the open interest changed by -3 which decreased total open position to 110


On 27 Apr RVNL was trading at 305.95. The strike last trading price was 7.5, which was -2.51 lower than the previous day. The implied volatity was 59.5, the open interest changed by 2 which increased total open position to 113


On 24 Apr RVNL was trading at 303.44. The strike last trading price was 10.01, which was 1.12 higher than the previous day. The implied volatity was 63.49, the open interest changed by 10 which increased total open position to 111


On 23 Apr RVNL was trading at 307.21. The strike last trading price was 8.89, which was -0.01 lower than the previous day. The implied volatity was 62.43, the open interest changed by 11 which increased total open position to 99


On 22 Apr RVNL was trading at 307.41. The strike last trading price was 8.9, which was -0.45 lower than the previous day. The implied volatity was 60.67, the open interest changed by 24 which increased total open position to 89


On 21 Apr RVNL was trading at 298.86. The strike last trading price was 9.35, which was -1.15 lower than the previous day. The implied volatity was 59.22, the open interest changed by 6 which increased total open position to 64


On 20 Apr RVNL was trading at 296.33. The strike last trading price was 10.5, which was 0 lower than the previous day. The implied volatity was 60.61, the open interest changed by 21 which increased total open position to 58


On 17 Apr RVNL was trading at 303.06. The strike last trading price was 10.5, which was -2.07 lower than the previous day. The implied volatity was 62.8, the open interest changed by 24 which increased total open position to 36


On 16 Apr RVNL was trading at 293.89. The strike last trading price was 11.5, which was -3.5 lower than the previous day. The implied volatity was 59.64, the open interest changed by 0 which decreased total open position to 11


On 15 Apr RVNL was trading at 287.06. The strike last trading price was 15, which was -5 lower than the previous day. The implied volatity was 63.69, the open interest changed by 6 which increased total open position to 10


On 13 Apr RVNL was trading at 271.79. The strike last trading price was 20, which was 2.9 higher than the previous day. The implied volatity was 63.77, the open interest changed by 1 which increased total open position to 3


On 10 Apr RVNL was trading at 275.00. The strike last trading price was 17.1, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 9 Apr RVNL was trading at 272.83. The strike last trading price was 17.1, which was -7 lower than the previous day. The implied volatity was 59.87, the open interest changed by 1 which increased total open position to 1


On 8 Apr RVNL was trading at 274.94. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Apr RVNL was trading at 261.26. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Apr RVNL was trading at 261.55. The strike last trading price was 24.1, 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 2 Apr RVNL was trading at 260.66. The strike last trading price was 24.1, which was 0 lower than the previous day. The implied volatity was 2.44, the open interest changed by 0 which decreased total open position to 0