Historical option data for RVNL
24 Jun 2026 04:10 PM IST
| RVNL 30-Jun-2026 (5d) 255 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.1
Vega: 0
Theta: -0.15
Gamma: 0.01584
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Jun | 239.94 | 0.49 | -0.46 (-48.42%) | 34.4 | 1,965 | -122 | 2,150 | |||||||||
| 23 Jun | 240.13 | 0.9 | -1.29 (-58.90%) | 39.4 | 1,961 | 412 | 2,278 | |||||||||
| 22 Jun | 246.19 | 2.07 | -0.23 (-10.00%) | 36.79 | 3,147 | 181 | 1,862 | |||||||||
| 19 Jun | 243.99 | 2.33 | -1.1 (-32.07%) | 34.88 | 1,158 | 103 | 1,682 | |||||||||
| 18 Jun | 247.58 | 3.23 | 0.18 (5.90%) | 34.03 | 3,896 | 74 | 1,580 | |||||||||
| 17 Jun | 245.14 | 3.08 | 0.83 (36.89%) | 35.05 | 991 | 187 | 1,506 | |||||||||
| 16 Jun | 241.14 | 2.26 | 0.05 (2.26%) | 36.16 | 766 | 349 | 1,319 | |||||||||
| 15 Jun | 239.70 | 2.24 | 0.54 (31.76%) | 36.26 | 1,093 | 213 | 969 | |||||||||
| 12 Jun | 233.26 | 1.72 | 0.71 (70.30%) | 37.47 | 600 | -13 | 757 | |||||||||
| 11 Jun | 222.19 | 1.08 | -0.6 (-35.71%) | 43.93 | 520 | 23 | 769 | |||||||||
| 10 Jun | 228.17 | 1.7 | -1.12 (-39.72%) | 42.11 | 230 | 33 | 745 | |||||||||
| 9 Jun | 233.89 | 2.76 | 0.76 (38.00%) | 41.1 | 708 | 82 | 709 | |||||||||
| 8 Jun | 228.23 | 2.39 | -1.61 (-40.25%) | 45.96 | 326 | -48 | 629 | |||||||||
| 5 Jun | 235.61 | 3.77 | -0.23 (-5.75%) | 40.94 | 235 | 14 | 687 | |||||||||
| 4 Jun | 236.46 | 4.37 | -0.63 (-12.60%) | 41.64 | 318 | 18 | 673 | |||||||||
| 3 Jun | 239.02 | 5.21 | 0.21 (4.20%) | 41.86 | 616 | 35 | 656 | |||||||||
| 2 Jun | 240.75 | 5.5 | 0.5 (10.00%) | 38.54 | 480 | 24 | 623 | |||||||||
| 1 Jun | 241.56 | 4.82 | -3.28 (-40.49%) | 35.5 | 689 | 163 | 599 | |||||||||
| 29 May | 245.45 | 9 | 0 (0.00%) | 35.89 | 1,643 | -79 | 437 | |||||||||
| 27 May | 252.30 | 9.35 | -3.6 (-27.80%) | 31.51 | 1,218 | 458 | 516 | |||||||||
| 26 May | 259.75 | 13.55 | -9.65 (-41.59%) | 31.56 | 89 | 56 | 58 | |||||||||
| 25 May | 272.45 | 23.2 | -38.91 (-62.65%) | 33.69 | 2 | 0 | 0 | |||||||||
| 22 May | 271.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Rail Vikas Nigam Limited - strike price 255 expiring on 30JUN2026
Delta for 255 CE is 0.1
Historical price for 255 CE is as follows
On 24 Jun RVNL was trading at 239.94. The strike last trading price was 0.49, which was -0.46 lower than the previous day. The implied volatity was 34.4, the open interest changed by -122 which decreased total open position to 2150
On 23 Jun RVNL was trading at 240.13. The strike last trading price was 0.9, which was -1.29 lower than the previous day. The implied volatity was 39.4, the open interest changed by 412 which increased total open position to 2278
On 22 Jun RVNL was trading at 246.19. The strike last trading price was 2.07, which was -0.23 lower than the previous day. The implied volatity was 36.79, the open interest changed by 181 which increased total open position to 1862
On 19 Jun RVNL was trading at 243.99. The strike last trading price was 2.33, which was -1.1 lower than the previous day. The implied volatity was 34.88, the open interest changed by 103 which increased total open position to 1682
On 18 Jun RVNL was trading at 247.58. The strike last trading price was 3.23, which was 0.18 higher than the previous day. The implied volatity was 34.03, the open interest changed by 74 which increased total open position to 1580
On 17 Jun RVNL was trading at 245.14. The strike last trading price was 3.08, which was 0.83 higher than the previous day. The implied volatity was 35.05, the open interest changed by 187 which increased total open position to 1506
On 16 Jun RVNL was trading at 241.14. The strike last trading price was 2.26, which was 0.05 higher than the previous day. The implied volatity was 36.16, the open interest changed by 349 which increased total open position to 1319
On 15 Jun RVNL was trading at 239.70. The strike last trading price was 2.24, which was 0.54 higher than the previous day. The implied volatity was 36.26, the open interest changed by 213 which increased total open position to 969
On 12 Jun RVNL was trading at 233.26. The strike last trading price was 1.72, which was 0.71 higher than the previous day. The implied volatity was 37.47, the open interest changed by -13 which decreased total open position to 757
On 11 Jun RVNL was trading at 222.19. The strike last trading price was 1.08, which was -0.6 lower than the previous day. The implied volatity was 43.93, the open interest changed by 23 which increased total open position to 769
On 10 Jun RVNL was trading at 228.17. The strike last trading price was 1.7, which was -1.12 lower than the previous day. The implied volatity was 42.11, the open interest changed by 33 which increased total open position to 745
On 9 Jun RVNL was trading at 233.89. The strike last trading price was 2.76, which was 0.76 higher than the previous day. The implied volatity was 41.1, the open interest changed by 82 which increased total open position to 709
On 8 Jun RVNL was trading at 228.23. The strike last trading price was 2.39, which was -1.61 lower than the previous day. The implied volatity was 45.96, the open interest changed by -48 which decreased total open position to 629
On 5 Jun RVNL was trading at 235.61. The strike last trading price was 3.77, which was -0.23 lower than the previous day. The implied volatity was 40.94, the open interest changed by 14 which increased total open position to 687
On 4 Jun RVNL was trading at 236.46. The strike last trading price was 4.37, which was -0.63 lower than the previous day. The implied volatity was 41.64, the open interest changed by 18 which increased total open position to 673
On 3 Jun RVNL was trading at 239.02. The strike last trading price was 5.21, which was 0.21 higher than the previous day. The implied volatity was 41.86, the open interest changed by 35 which increased total open position to 656
On 2 Jun RVNL was trading at 240.75. The strike last trading price was 5.5, which was 0.5 higher than the previous day. The implied volatity was 38.54, the open interest changed by 24 which increased total open position to 623
On 1 Jun RVNL was trading at 241.56. The strike last trading price was 4.82, which was -3.28 lower than the previous day. The implied volatity was 35.5, the open interest changed by 163 which increased total open position to 599
On 29 May RVNL was trading at 245.45. The strike last trading price was 9, which was 0 lower than the previous day. The implied volatity was 35.89, the open interest changed by -79 which decreased total open position to 437
On 27 May RVNL was trading at 252.30. The strike last trading price was 9.35, which was -3.6 lower than the previous day. The implied volatity was 31.51, the open interest changed by 458 which increased total open position to 516
On 26 May RVNL was trading at 259.75. The strike last trading price was 13.55, which was -9.65 lower than the previous day. The implied volatity was 31.56, the open interest changed by 56 which increased total open position to 58
On 25 May RVNL was trading at 272.45. The strike last trading price was 23.2, which was -38.91 lower than the previous day. The implied volatity was 33.69, 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 (5d) 255 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.97
Vega: 0
Theta: 0
Gamma: 0.008
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Jun | 239.94 | 16 | -1 (-5.88%) | 24.39 | 11 | -6 | 221 |
| 23 Jun | 240.13 | 17 | 5 (41.67%) | 48.43 | 11 | -4 | 227 |
| 22 Jun | 246.19 | 12 | -1 (-7.69%) | 39.81 | 137 | 17 | 229 |
| 19 Jun | 243.99 | 13 | 2 (18.18%) | 36.52 | 39 | -9 | 215 |
| 18 Jun | 247.58 | 11 | -1 (-8.33%) | 37.88 | 92 | -7 | 226 |
| 17 Jun | 245.14 | 12 | -4 (-25.00%) | 31.15 | 25 | -12 | 236 |
| 16 Jun | 241.14 | 15.55 | -1.45 (-8.53%) | 34.87 | 31 | -15 | 248 |
| 15 Jun | 239.70 | 17 | -4.63 (-21.41%) | 36.27 | 34 | -6 | 263 |
| 12 Jun | 233.26 | 21.6 | -6.4 (-22.86%) | 31.04 | 15 | -1 | 272 |
| 11 Jun | 222.19 | 28 | 28 (22.54%) | 43.61 | 8 | 0 | 273 |
| 10 Jun | 228.17 | 28 | 5.15 (22.54%) | 43.61 | 8 | -1 | 273 |
| 9 Jun | 233.89 | 22.85 | 1.88 (8.97%) | 35.83 | 8 | 2 | 272 |
| 8 Jun | 228.23 | 20.97 | 20.97 | - | 6 | 0 | 270 |
| 5 Jun | 235.61 | 21.5 | 2.47 (12.98%) | 35.99 | 6 | -2 | 270 |
| 4 Jun | 236.46 | 19.03 | 19.03 (1.85%) | 35.81 | 15 | 0 | 272 |
| 3 Jun | 239.02 | 19.25 | 0.35 (1.85%) | 35.81 | 15 | -3 | 272 |
| 2 Jun | 240.75 | 18.9 | 0.04 (0.21%) | 33.92 | 18 | -5 | 275 |
| 1 Jun | 241.56 | 19 | 4.3 (29.25%) | 41.38 | 146 | 43 | 282 |
| 29 May | 245.45 | 11.8 | -1.4 (-10.61%) | 34.06 | 240 | -11 | 241 |
| 27 May | 252.30 | 12.85 | 1.7 (15.25%) | 39.1 | 675 | 148 | 253 |
| 26 May | 259.75 | 10.8 | -0.8 (-6.90%) | 42.83 | 278 | 90 | 106 |
| 25 May | 272.45 | 11.6 | 0 (0.00%) | 56.69 | 16 | 0 | 16 |
| 22 May | 271.10 | 11.6 | 5.66 (95.29%) | 56.69 | 16 | 16 | 16 |
For Rail Vikas Nigam Limited - strike price 255 expiring on 30JUN2026
Delta for 255 PE is -0.97
Historical price for 255 PE is as follows
On 24 Jun RVNL was trading at 239.94. The strike last trading price was 16, which was -1 lower than the previous day. The implied volatity was 24.39, the open interest changed by -6 which decreased total open position to 221
On 23 Jun RVNL was trading at 240.13. The strike last trading price was 17, which was 5 higher than the previous day. The implied volatity was 48.43, the open interest changed by -4 which decreased total open position to 227
On 22 Jun RVNL was trading at 246.19. The strike last trading price was 12, which was -1 lower than the previous day. The implied volatity was 39.81, the open interest changed by 17 which increased total open position to 229
On 19 Jun RVNL was trading at 243.99. The strike last trading price was 13, which was 2 higher than the previous day. The implied volatity was 36.52, the open interest changed by -9 which decreased total open position to 215
On 18 Jun RVNL was trading at 247.58. The strike last trading price was 11, which was -1 lower than the previous day. The implied volatity was 37.88, the open interest changed by -7 which decreased total open position to 226
On 17 Jun RVNL was trading at 245.14. The strike last trading price was 12, which was -4 lower than the previous day. The implied volatity was 31.15, the open interest changed by -12 which decreased total open position to 236
On 16 Jun RVNL was trading at 241.14. The strike last trading price was 15.55, which was -1.45 lower than the previous day. The implied volatity was 34.87, the open interest changed by -15 which decreased total open position to 248
On 15 Jun RVNL was trading at 239.70. The strike last trading price was 17, which was -4.63 lower than the previous day. The implied volatity was 36.27, the open interest changed by -6 which decreased total open position to 263
On 12 Jun RVNL was trading at 233.26. The strike last trading price was 21.6, which was -6.4 lower than the previous day. The implied volatity was 31.04, the open interest changed by -1 which decreased total open position to 272
On 11 Jun RVNL was trading at 222.19. The strike last trading price was 28, which was 28 higher than the previous day. The implied volatity was 43.61, the open interest changed by 0 which decreased total open position to 273
On 10 Jun RVNL was trading at 228.17. The strike last trading price was 28, which was 5.15 higher than the previous day. The implied volatity was 43.61, the open interest changed by -1 which decreased total open position to 273
On 9 Jun RVNL was trading at 233.89. The strike last trading price was 22.85, which was 1.88 higher than the previous day. The implied volatity was 35.83, the open interest changed by 2 which increased total open position to 272
On 8 Jun RVNL was trading at 228.23. The strike last trading price was 20.97, which was 20.97 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 270
On 5 Jun RVNL was trading at 235.61. The strike last trading price was 21.5, which was 2.47 higher than the previous day. The implied volatity was 35.99, the open interest changed by -2 which decreased total open position to 270
On 4 Jun RVNL was trading at 236.46. The strike last trading price was 19.03, which was 19.03 higher than the previous day. The implied volatity was 35.81, the open interest changed by 0 which decreased total open position to 272
On 3 Jun RVNL was trading at 239.02. The strike last trading price was 19.25, which was 0.35 higher than the previous day. The implied volatity was 35.81, the open interest changed by -3 which decreased total open position to 272
On 2 Jun RVNL was trading at 240.75. The strike last trading price was 18.9, which was 0.04 higher than the previous day. The implied volatity was 33.92, the open interest changed by -5 which decreased total open position to 275
On 1 Jun RVNL was trading at 241.56. The strike last trading price was 19, which was 4.3 higher than the previous day. The implied volatity was 41.38, the open interest changed by 43 which increased total open position to 282
On 29 May RVNL was trading at 245.45. The strike last trading price was 11.8, which was -1.4 lower than the previous day. The implied volatity was 34.06, the open interest changed by -11 which decreased total open position to 241
On 27 May RVNL was trading at 252.30. The strike last trading price was 12.85, which was 1.7 higher than the previous day. The implied volatity was 39.1, the open interest changed by 148 which increased total open position to 253
On 26 May RVNL was trading at 259.75. The strike last trading price was 10.8, which was -0.8 lower than the previous day. The implied volatity was 42.83, the open interest changed by 90 which increased total open position to 106
On 25 May RVNL was trading at 272.45. The strike last trading price was 11.6, which was 0 lower than the previous day. The implied volatity was 56.69, the open interest changed by 0 which decreased total open position to 16
On 22 May RVNL was trading at 271.10. The strike last trading price was 11.6, which was 5.66 higher than the previous day. The implied volatity was 56.69, the open interest changed by 16 which increased total open position to 16
