Historical option data for RVNL
22 Jun 2026 01:19 PM IST
| RVNL 28-Jul-2026 (36d) 250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.5
Vega: 0
Theta: -0.17
Gamma: 0.01393
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 247.03 | 10.6 | 1.6 (17.78%) | 36.72 | 325 | 61 | 854 | |||||||||
| 19 Jun | 243.99 | 9.6 | -1.4 (-12.73%) | 36.39 | 166 | 11 | 793 | |||||||||
| 18 Jun | 247.58 | 10.85 | -0.15 (-1.36%) | 35.26 | 318 | 69 | 778 | |||||||||
| 17 Jun | 245.14 | 10.75 | 1.75 (19.44%) | 36.66 | 383 | 64 | 738 | |||||||||
| 16 Jun | 241.14 | 8.8 | -0.2 (-2.22%) | 36.69 | 45 | 20 | 675 | |||||||||
| 15 Jun | 239.70 | 8.64 | 0.64 (8.00%) | 37.33 | 104 | -24 | 654 | |||||||||
| 12 Jun | 233.26 | 7.8 | 2.8 (56.00%) | 40.34 | 186 | 90 | 677 | |||||||||
| 11 Jun | 222.19 | 5.05 | -1.31 (-20.60%) | 42.89 | 88 | 25 | 586 | |||||||||
| 10 Jun | 228.17 | 6.35 | -1.65 (-20.63%) | 40.9 | 58 | 23 | 560 | |||||||||
| 9 Jun | 233.89 | 8.38 | 1.38 (19.71%) | 40.63 | 55 | -1 | 537 | |||||||||
| 8 Jun | 228.23 | 7 | -2 (-22.22%) | 43.18 | 45 | 26 | 538 | |||||||||
| 5 Jun | 235.61 | 8.81 | -1.19 (-11.90%) | 40.1 | 31 | 10 | 512 | |||||||||
| 4 Jun | 236.46 | 9.6 | -0.74 (-7.16%) | 38.71 | 42 | 11 | 502 | |||||||||
| 3 Jun | 239.02 | 10.45 | -0.46 (-4.22%) | 38.07 | 38 | 4 | 492 | |||||||||
| 2 Jun | 240.75 | 11.13 | 1.13 (11.30%) | 37.04 | 234 | 127 | 487 | |||||||||
| 1 Jun | 241.56 | 9.7 | -5.3 (-35.33%) | 33.13 | 294 | 246 | 360 | |||||||||
| 29 May | 245.45 | 15 | -2 (-11.76%) | 32.92 | 132 | 112 | 114 | |||||||||
| 27 May | 252.30 | 17 | 0 (0.00%) | 20.66 | 3 | 0 | 2 | |||||||||
| 26 May | 259.75 | 17 | -53 (-75.71%) | 20.66 | 3 | 2 | 2 | |||||||||
| 25 May | 272.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 May | 271.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 May | 270.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 May | 269.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Rail Vikas Nigam Limited - strike price 250 expiring on 28JUL2026
Delta for 250 CE is 0.5
Historical price for 250 CE is as follows
On 22 Jun RVNL was trading at 247.03. The strike last trading price was 10.6, which was 1.6 higher than the previous day. The implied volatity was 36.72, the open interest changed by 61 which increased total open position to 854
On 19 Jun RVNL was trading at 243.99. The strike last trading price was 9.6, which was -1.4 lower than the previous day. The implied volatity was 36.39, the open interest changed by 11 which increased total open position to 793
On 18 Jun RVNL was trading at 247.58. The strike last trading price was 10.85, which was -0.15 lower than the previous day. The implied volatity was 35.26, the open interest changed by 69 which increased total open position to 778
On 17 Jun RVNL was trading at 245.14. The strike last trading price was 10.75, which was 1.75 higher than the previous day. The implied volatity was 36.66, the open interest changed by 64 which increased total open position to 738
On 16 Jun RVNL was trading at 241.14. The strike last trading price was 8.8, which was -0.2 lower than the previous day. The implied volatity was 36.69, the open interest changed by 20 which increased total open position to 675
On 15 Jun RVNL was trading at 239.70. The strike last trading price was 8.64, which was 0.64 higher than the previous day. The implied volatity was 37.33, the open interest changed by -24 which decreased total open position to 654
On 12 Jun RVNL was trading at 233.26. The strike last trading price was 7.8, which was 2.8 higher than the previous day. The implied volatity was 40.34, the open interest changed by 90 which increased total open position to 677
On 11 Jun RVNL was trading at 222.19. The strike last trading price was 5.05, which was -1.31 lower than the previous day. The implied volatity was 42.89, the open interest changed by 25 which increased total open position to 586
On 10 Jun RVNL was trading at 228.17. The strike last trading price was 6.35, which was -1.65 lower than the previous day. The implied volatity was 40.9, the open interest changed by 23 which increased total open position to 560
On 9 Jun RVNL was trading at 233.89. The strike last trading price was 8.38, which was 1.38 higher than the previous day. The implied volatity was 40.63, the open interest changed by -1 which decreased total open position to 537
On 8 Jun RVNL was trading at 228.23. The strike last trading price was 7, which was -2 lower than the previous day. The implied volatity was 43.18, the open interest changed by 26 which increased total open position to 538
On 5 Jun RVNL was trading at 235.61. The strike last trading price was 8.81, which was -1.19 lower than the previous day. The implied volatity was 40.1, the open interest changed by 10 which increased total open position to 512
On 4 Jun RVNL was trading at 236.46. The strike last trading price was 9.6, which was -0.74 lower than the previous day. The implied volatity was 38.71, the open interest changed by 11 which increased total open position to 502
On 3 Jun RVNL was trading at 239.02. The strike last trading price was 10.45, which was -0.46 lower than the previous day. The implied volatity was 38.07, the open interest changed by 4 which increased total open position to 492
On 2 Jun RVNL was trading at 240.75. The strike last trading price was 11.13, which was 1.13 higher than the previous day. The implied volatity was 37.04, the open interest changed by 127 which increased total open position to 487
On 1 Jun RVNL was trading at 241.56. The strike last trading price was 9.7, which was -5.3 lower than the previous day. The implied volatity was 33.13, the open interest changed by 246 which increased total open position to 360
On 29 May RVNL was trading at 245.45. The strike last trading price was 15, which was -2 lower than the previous day. The implied volatity was 32.92, the open interest changed by 112 which increased total open position to 114
On 27 May RVNL was trading at 252.30. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 20.66, the open interest changed by 0 which decreased total open position to 2
On 26 May RVNL was trading at 259.75. The strike last trading price was 17, which was -53 lower than the previous day. The implied volatity was 20.66, the open interest changed by 2 which increased total open position to 2
On 25 May RVNL was trading at 272.45. 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 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
On 21 May RVNL was trading at 270.75. 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 20 May RVNL was trading at 269.60. 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 28-Jul-2026 (36d) 250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 0
Theta: -0.15
Gamma: 0.01274
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 247.03 | 13.09 | -2.4 (-15.49%) | 40.04 | 66 | 45 | 244 |
| 19 Jun | 243.99 | 14.92 | 1.16 (8.43%) | 38.6 | 44 | 37 | 197 |
| 18 Jun | 247.58 | 13.76 | 0.1 (0.73%) | 38.33 | 58 | 37 | 158 |
| 17 Jun | 245.14 | 13.5 | -2.85 (-17.43%) | 36.18 | 58 | 39 | 121 |
| 16 Jun | 241.14 | 16.35 | -0.15 (-0.91%) | 36.94 | 2 | 0 | 82 |
| 15 Jun | 239.70 | 16.5 | -5.22 (-24.03%) | 37.42 | 18 | 2 | 82 |
| 12 Jun | 233.26 | 21.53 | -3.47 (-13.88%) | 38.22 | 5 | 0 | 80 |
| 11 Jun | 222.19 | 25 | 25 (5.93%) | 41.23 | 11 | 0 | 80 |
| 10 Jun | 228.17 | 25 | 1.4 (5.93%) | 41.23 | 11 | -9 | 80 |
| 9 Jun | 233.89 | 23.6 | 0.48 (2.08%) | 40.66 | 16 | 5 | 91 |
| 8 Jun | 228.23 | 23.12 | 23.12 | - | 1 | 0 | 86 |
| 5 Jun | 235.61 | 23.12 | 3.24 (16.30%) | 41.45 | 1 | 0 | 86 |
| 4 Jun | 236.46 | 23.1 | 23.1 | - | 14 | 0 | 86 |
| 3 Jun | 239.02 | 23.1 | 23.1 (2.26%) | 39.82 | 14 | 0 | 86 |
| 2 Jun | 240.75 | 19.88 | 0.44 (2.26%) | 39.82 | 14 | -2 | 87 |
| 1 Jun | 241.56 | 19.44 | 2.64 (15.71%) | 44.18 | 38 | 21 | 79 |
| 29 May | 245.45 | 16 | 0.8 (5.26%) | 39.41 | 11 | 6 | 58 |
| 27 May | 252.30 | 15.2 | 1.8 (13.43%) | 43.29 | 14 | 4 | 52 |
| 26 May | 259.75 | 13.4 | -0.1 (-0.74%) | 44.37 | 28 | 18 | 49 |
| 25 May | 272.45 | 13.5 | 0.75 (5.88%) | 55.04 | 34 | 29 | 32 |
| 22 May | 271.10 | 12.75 | -2.75 (-17.74%) | 52.18 | 2 | 1 | 4 |
| 21 May | 270.75 | 15.5 | -0.5 (-3.13%) | 56.17 | 4 | 0 | 3 |
| 20 May | 269.60 | 15.5 | 2.15 (16.10%) | 56.17 | 4 | 1 | 2 |
For Rail Vikas Nigam Limited - strike price 250 expiring on 28JUL2026
Delta for 250 PE is -0.49
Historical price for 250 PE is as follows
On 22 Jun RVNL was trading at 247.03. The strike last trading price was 13.09, which was -2.4 lower than the previous day. The implied volatity was 40.04, the open interest changed by 45 which increased total open position to 244
On 19 Jun RVNL was trading at 243.99. The strike last trading price was 14.92, which was 1.16 higher than the previous day. The implied volatity was 38.6, the open interest changed by 37 which increased total open position to 197
On 18 Jun RVNL was trading at 247.58. The strike last trading price was 13.76, which was 0.1 higher than the previous day. The implied volatity was 38.33, the open interest changed by 37 which increased total open position to 158
On 17 Jun RVNL was trading at 245.14. The strike last trading price was 13.5, which was -2.85 lower than the previous day. The implied volatity was 36.18, the open interest changed by 39 which increased total open position to 121
On 16 Jun RVNL was trading at 241.14. The strike last trading price was 16.35, which was -0.15 lower than the previous day. The implied volatity was 36.94, the open interest changed by 0 which decreased total open position to 82
On 15 Jun RVNL was trading at 239.70. The strike last trading price was 16.5, which was -5.22 lower than the previous day. The implied volatity was 37.42, the open interest changed by 2 which increased total open position to 82
On 12 Jun RVNL was trading at 233.26. The strike last trading price was 21.53, which was -3.47 lower than the previous day. The implied volatity was 38.22, the open interest changed by 0 which decreased total open position to 80
On 11 Jun RVNL was trading at 222.19. The strike last trading price was 25, which was 25 higher than the previous day. The implied volatity was 41.23, the open interest changed by 0 which decreased total open position to 80
On 10 Jun RVNL was trading at 228.17. The strike last trading price was 25, which was 1.4 higher than the previous day. The implied volatity was 41.23, the open interest changed by -9 which decreased total open position to 80
On 9 Jun RVNL was trading at 233.89. The strike last trading price was 23.6, which was 0.48 higher than the previous day. The implied volatity was 40.66, the open interest changed by 5 which increased total open position to 91
On 8 Jun RVNL was trading at 228.23. The strike last trading price was 23.12, which was 23.12 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 86
On 5 Jun RVNL was trading at 235.61. The strike last trading price was 23.12, which was 3.24 higher than the previous day. The implied volatity was 41.45, the open interest changed by 0 which decreased total open position to 86
On 4 Jun RVNL was trading at 236.46. The strike last trading price was 23.1, which was 23.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 86
On 3 Jun RVNL was trading at 239.02. The strike last trading price was 23.1, which was 23.1 higher than the previous day. The implied volatity was 39.82, the open interest changed by 0 which decreased total open position to 86
On 2 Jun RVNL was trading at 240.75. The strike last trading price was 19.88, which was 0.44 higher than the previous day. The implied volatity was 39.82, the open interest changed by -2 which decreased total open position to 87
On 1 Jun RVNL was trading at 241.56. The strike last trading price was 19.44, which was 2.64 higher than the previous day. The implied volatity was 44.18, the open interest changed by 21 which increased total open position to 79
On 29 May RVNL was trading at 245.45. The strike last trading price was 16, which was 0.8 higher than the previous day. The implied volatity was 39.41, the open interest changed by 6 which increased total open position to 58
On 27 May RVNL was trading at 252.30. The strike last trading price was 15.2, which was 1.8 higher than the previous day. The implied volatity was 43.29, the open interest changed by 4 which increased total open position to 52
On 26 May RVNL was trading at 259.75. The strike last trading price was 13.4, which was -0.1 lower than the previous day. The implied volatity was 44.37, the open interest changed by 18 which increased total open position to 49
On 25 May RVNL was trading at 272.45. The strike last trading price was 13.5, which was 0.75 higher than the previous day. The implied volatity was 55.04, the open interest changed by 29 which increased total open position to 32
On 22 May RVNL was trading at 271.10. The strike last trading price was 12.75, which was -2.75 lower than the previous day. The implied volatity was 52.18, the open interest changed by 1 which increased total open position to 4
On 21 May RVNL was trading at 270.75. The strike last trading price was 15.5, which was -0.5 lower than the previous day. The implied volatity was 56.17, the open interest changed by 0 which decreased total open position to 3
On 20 May RVNL was trading at 269.60. The strike last trading price was 15.5, which was 2.15 higher than the previous day. The implied volatity was 56.17, the open interest changed by 1 which increased total open position to 2
