RVNL
Rail Vikas Nigam Limited
Historical option data for RVNL
08 Apr 2026 10:15 AM IST
| RVNL 28-Apr-2026 (20d) 265 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.67
Vega: 0.23
Theta: -0.25
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Apr | 272.71 | 14.26 | 4.45 | 35.5 | 119 | -41 | 301 | |||||||||
| 7 Apr | 261.26 | 10 | -0.72 | 43.66 | 566 | -20 | 345 | |||||||||
| 6 Apr | 261.55 | 10.81 | 2.39 | 42.94 | 762 | 22 | 372 | |||||||||
| 2 Apr | 260.66 | 8.33 | -0.92 | 33.87 | 385 | 59 | 351 | |||||||||
| 1 Apr | 262.61 | 9.16 | 3.21 | 28.54 | 724 | 12 | 290 | |||||||||
| 30 Mar | 249.65 | 6.15 | -0.55 | 39.79 | 376 | -47 | 277 | |||||||||
| 27 Mar | 264.05 | 7 | -1.35 | 20.24 | 411 | 154 | 324 | |||||||||
| 25 Mar | 268.85 | 8.9 | 2.45 | 14.5 | 322 | 145 | 170 | |||||||||
| 24 Mar | 258.45 | 6.45 | -0.35 | 25.68 | 29 | 2 | 24 | |||||||||
| 23 Mar | 250.25 | 6.8 | -3.45 | 37.58 | 16 | 1 | 21 | |||||||||
| 20 Mar | 264.55 | 10.25 | 0.75 | 26.83 | 19 | 6 | 18 | |||||||||
| 19 Mar | 262.35 | 10.1 | -2.4 | 26.35 | 15 | 9 | 12 | |||||||||
| 18 Mar | 275.10 | 12.5 | -5.5 | - | 0 | 1 | 0 | |||||||||
| 17 Mar | 267.80 | 12.5 | -5.5 | 24.77 | 2 | 1 | 3 | |||||||||
| 16 Mar | 266.70 | 18 | -2 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 271.25 | 18 | -2 | - | 0 | -1 | 0 | |||||||||
| 12 Mar | 279.60 | 18 | -2 | 15.7 | 1 | -1 | 0 | |||||||||
| 11 Mar | 277.20 | 20 | -3 | 28.1 | 1 | 0 | 4 | |||||||||
| 10 Mar | 283.60 | 23 | 7.65 | - | 0 | 0 | 4 | |||||||||
| 9 Mar | 276.20 | 23 | 7.65 | - | 0 | 0 | 4 | |||||||||
| 6 Mar | 286.00 | 23 | 7.65 | - | 1 | 0 | 5 | |||||||||
| 5 Mar | 279.25 | 15.35 | -50.05 | 12.14 | 5 | 1 | 1 | |||||||||
| 4 Mar | 282.05 | 65.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 299.45 | 65.4 | 0 | - | 0 | 0 | 0 | |||||||||
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| 27 Feb | 316.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 318.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 317.60 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Rail Vikas Nigam Limited - strike price 265 expiring on 28APR2026
Delta for 265 CE is 0.67
Historical price for 265 CE is as follows
On 8 Apr RVNL was trading at 272.71. The strike last trading price was 14.26, which was 4.45 higher than the previous day. The implied volatity was 35.5, the open interest changed by -41 which decreased total open position to 301
On 7 Apr RVNL was trading at 261.26. The strike last trading price was 10, which was -0.72 lower than the previous day. The implied volatity was 43.66, the open interest changed by -20 which decreased total open position to 345
On 6 Apr RVNL was trading at 261.55. The strike last trading price was 10.81, which was 2.39 higher than the previous day. The implied volatity was 42.94, the open interest changed by 22 which increased total open position to 372
On 2 Apr RVNL was trading at 260.66. The strike last trading price was 8.33, which was -0.92 lower than the previous day. The implied volatity was 33.87, the open interest changed by 59 which increased total open position to 351
On 1 Apr RVNL was trading at 262.61. The strike last trading price was 9.16, which was 3.21 higher than the previous day. The implied volatity was 28.54, the open interest changed by 12 which increased total open position to 290
On 30 Mar RVNL was trading at 249.65. The strike last trading price was 6.15, which was -0.55 lower than the previous day. The implied volatity was 39.79, the open interest changed by -47 which decreased total open position to 277
On 27 Mar RVNL was trading at 264.05. The strike last trading price was 7, which was -1.35 lower than the previous day. The implied volatity was 20.24, the open interest changed by 154 which increased total open position to 324
On 25 Mar RVNL was trading at 268.85. The strike last trading price was 8.9, which was 2.45 higher than the previous day. The implied volatity was 14.5, the open interest changed by 145 which increased total open position to 170
On 24 Mar RVNL was trading at 258.45. The strike last trading price was 6.45, which was -0.35 lower than the previous day. The implied volatity was 25.68, the open interest changed by 2 which increased total open position to 24
On 23 Mar RVNL was trading at 250.25. The strike last trading price was 6.8, which was -3.45 lower than the previous day. The implied volatity was 37.58, the open interest changed by 1 which increased total open position to 21
On 20 Mar RVNL was trading at 264.55. The strike last trading price was 10.25, which was 0.75 higher than the previous day. The implied volatity was 26.83, the open interest changed by 6 which increased total open position to 18
On 19 Mar RVNL was trading at 262.35. The strike last trading price was 10.1, which was -2.4 lower than the previous day. The implied volatity was 26.35, the open interest changed by 9 which increased total open position to 12
On 18 Mar RVNL was trading at 275.10. The strike last trading price was 12.5, which was -5.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 17 Mar RVNL was trading at 267.80. The strike last trading price was 12.5, which was -5.5 lower than the previous day. The implied volatity was 24.77, the open interest changed by 1 which increased total open position to 3
On 16 Mar RVNL was trading at 266.70. The strike last trading price was 18, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar RVNL was trading at 271.25. The strike last trading price was 18, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 12 Mar RVNL was trading at 279.60. The strike last trading price was 18, which was -2 lower than the previous day. The implied volatity was 15.7, the open interest changed by -1 which decreased total open position to 0
On 11 Mar RVNL was trading at 277.20. The strike last trading price was 20, which was -3 lower than the previous day. The implied volatity was 28.1, the open interest changed by 0 which decreased total open position to 4
On 10 Mar RVNL was trading at 283.60. The strike last trading price was 23, which was 7.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Mar RVNL was trading at 276.20. The strike last trading price was 23, which was 7.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 6 Mar RVNL was trading at 286.00. The strike last trading price was 23, which was 7.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 5 Mar RVNL was trading at 279.25. The strike last trading price was 15.35, which was -50.05 lower than the previous day. The implied volatity was 12.14, the open interest changed by 1 which increased total open position to 1
On 4 Mar RVNL was trading at 282.05. The strike last trading price was 65.4, 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 Mar RVNL was trading at 299.45. The strike last trading price was 65.4, 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 Feb RVNL was trading at 316.35. 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 26 Feb RVNL was trading at 318.30. 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 25 Feb RVNL was trading at 317.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| RVNL 28-Apr-2026 (20d) 265 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.37
Vega: 0.24
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Apr | 272.71 | 8.95 | -6.54 | 51.78 | 28 | 1 | 86 |
| 7 Apr | 261.26 | 15.49 | -0.35 | 57.69 | 20 | 8 | 83 |
| 6 Apr | 261.55 | 15.69 | -5.24 | 59.94 | 37 | 20 | 74 |
| 2 Apr | 260.66 | 21.42 | 3.27 | 72.68 | 11 | 0 | 55 |
| 1 Apr | 262.61 | 17.72 | -12.18 | 65.21 | 114 | 31 | 55 |
| 30 Mar | 249.65 | 29.9 | -2.95 | 79.49 | 10 | 6 | 24 |
| 27 Mar | 264.05 | 33.15 | 27.45 | 109.21 | 37 | 17 | 17 |
| 25 Mar | 268.85 | 5.7 | 0 | 2.82 | 0 | 0 | 0 |
| 24 Mar | 258.45 | 5.7 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 250.25 | 5.7 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 264.55 | 5.7 | 0 | 0.8 | 0 | 0 | 0 |
| 19 Mar | 262.35 | 5.7 | 0 | 0.73 | 0 | 0 | 0 |
| 18 Mar | 275.10 | 5.7 | 0 | 4.37 | 0 | 0 | 0 |
| 17 Mar | 267.80 | 5.7 | 0 | 2.21 | 0 | 0 | 0 |
| 16 Mar | 266.70 | 5.7 | 0 | 1.84 | 0 | 0 | 0 |
| 13 Mar | 271.25 | 5.7 | 0 | 2.98 | 0 | 0 | 0 |
| 12 Mar | 279.60 | 5.7 | 0 | 5.53 | 0 | 0 | 0 |
| 11 Mar | 277.20 | 5.7 | 0 | 4.59 | 0 | 0 | 0 |
| 10 Mar | 283.60 | 5.7 | 0 | 6.81 | 0 | 0 | 0 |
| 9 Mar | 276.20 | 5.7 | 0 | 4.88 | 0 | 0 | 0 |
| 6 Mar | 286.00 | 5.7 | 0 | 6.85 | 0 | 0 | 0 |
| 5 Mar | 279.25 | 5.7 | 0 | 4.96 | 0 | 0 | 0 |
| 4 Mar | 282.05 | 5.7 | 0 | 5.45 | 0 | 0 | 0 |
| 2 Mar | 299.45 | 5.7 | 0 | 9.8 | 0 | 0 | 0 |
| 27 Feb | 316.35 | 0 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 318.30 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 317.60 | 0 | 0 | 0 | 0 | 0 | 0 |
For Rail Vikas Nigam Limited - strike price 265 expiring on 28APR2026
Delta for 265 PE is -0.37
Historical price for 265 PE is as follows
On 8 Apr RVNL was trading at 272.71. The strike last trading price was 8.95, which was -6.54 lower than the previous day. The implied volatity was 51.78, the open interest changed by 1 which increased total open position to 86
On 7 Apr RVNL was trading at 261.26. The strike last trading price was 15.49, which was -0.35 lower than the previous day. The implied volatity was 57.69, the open interest changed by 8 which increased total open position to 83
On 6 Apr RVNL was trading at 261.55. The strike last trading price was 15.69, which was -5.24 lower than the previous day. The implied volatity was 59.94, the open interest changed by 20 which increased total open position to 74
On 2 Apr RVNL was trading at 260.66. The strike last trading price was 21.42, which was 3.27 higher than the previous day. The implied volatity was 72.68, the open interest changed by 0 which decreased total open position to 55
On 1 Apr RVNL was trading at 262.61. The strike last trading price was 17.72, which was -12.18 lower than the previous day. The implied volatity was 65.21, the open interest changed by 31 which increased total open position to 55
On 30 Mar RVNL was trading at 249.65. The strike last trading price was 29.9, which was -2.95 lower than the previous day. The implied volatity was 79.49, the open interest changed by 6 which increased total open position to 24
On 27 Mar RVNL was trading at 264.05. The strike last trading price was 33.15, which was 27.45 higher than the previous day. The implied volatity was 109.21, the open interest changed by 17 which increased total open position to 17
On 25 Mar RVNL was trading at 268.85. The strike last trading price was 5.7, which was 0 lower than the previous day. The implied volatity was 2.82, the open interest changed by 0 which decreased total open position to 0
On 24 Mar RVNL was trading at 258.45. The strike last trading price was 5.7, 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 Mar RVNL was trading at 250.25. The strike last trading price was 5.7, 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 Mar RVNL was trading at 264.55. The strike last trading price was 5.7, which was 0 lower than the previous day. The implied volatity was 0.8, the open interest changed by 0 which decreased total open position to 0
On 19 Mar RVNL was trading at 262.35. The strike last trading price was 5.7, which was 0 lower than the previous day. The implied volatity was 0.73, the open interest changed by 0 which decreased total open position to 0
On 18 Mar RVNL was trading at 275.10. The strike last trading price was 5.7, which was 0 lower than the previous day. The implied volatity was 4.37, the open interest changed by 0 which decreased total open position to 0
On 17 Mar RVNL was trading at 267.80. The strike last trading price was 5.7, which was 0 lower than the previous day. The implied volatity was 2.21, the open interest changed by 0 which decreased total open position to 0
On 16 Mar RVNL was trading at 266.70. The strike last trading price was 5.7, which was 0 lower than the previous day. The implied volatity was 1.84, the open interest changed by 0 which decreased total open position to 0
On 13 Mar RVNL was trading at 271.25. The strike last trading price was 5.7, which was 0 lower than the previous day. The implied volatity was 2.98, the open interest changed by 0 which decreased total open position to 0
On 12 Mar RVNL was trading at 279.60. The strike last trading price was 5.7, which was 0 lower than the previous day. The implied volatity was 5.53, the open interest changed by 0 which decreased total open position to 0
On 11 Mar RVNL was trading at 277.20. The strike last trading price was 5.7, which was 0 lower than the previous day. The implied volatity was 4.59, the open interest changed by 0 which decreased total open position to 0
On 10 Mar RVNL was trading at 283.60. The strike last trading price was 5.7, which was 0 lower than the previous day. The implied volatity was 6.81, the open interest changed by 0 which decreased total open position to 0
On 9 Mar RVNL was trading at 276.20. The strike last trading price was 5.7, which was 0 lower than the previous day. The implied volatity was 4.88, the open interest changed by 0 which decreased total open position to 0
On 6 Mar RVNL was trading at 286.00. The strike last trading price was 5.7, which was 0 lower than the previous day. The implied volatity was 6.85, the open interest changed by 0 which decreased total open position to 0
On 5 Mar RVNL was trading at 279.25. The strike last trading price was 5.7, which was 0 lower than the previous day. The implied volatity was 4.96, the open interest changed by 0 which decreased total open position to 0
On 4 Mar RVNL was trading at 282.05. The strike last trading price was 5.7, which was 0 lower than the previous day. The implied volatity was 5.45, the open interest changed by 0 which decreased total open position to 0
On 2 Mar RVNL was trading at 299.45. The strike last trading price was 5.7, which was 0 lower than the previous day. The implied volatity was 9.8, the open interest changed by 0 which decreased total open position to 0
On 27 Feb RVNL was trading at 316.35. 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 26 Feb RVNL was trading at 318.30. 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 25 Feb RVNL was trading at 317.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
