Historical option data for RVNL
03 Jun 2026 04:10 PM IST
| RVNL 30-Jun-2026 (27d) 255 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.31
Vega: 0
Theta: -0.19
Gamma: 0.01297
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 0.31
Historical price for 255 CE is as follows
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 (27d) 255 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.72
Vega: 0
Theta: -0.12
Gamma: 0.01433
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.72
Historical price for 255 PE is as follows
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
