Historical option data for RVNL
27 May 2026 04:10 PM IST
| RVNL 30-Jun-2026 (33d) 265 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.36
Vega: 0
Theta: -0.15
Gamma: 0.01454
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 May | 252.30 | 5.95 | -2.7 (-31.21%) | 33.15 | 1,385 | 278 | 767 | |||||||||
| 26 May | 259.75 | 8.95 | -6.9 (-43.53%) | 32.64 | 1,570 | 449 | 494 | |||||||||
| 25 May | 272.45 | 15.95 | 2.1 (15.16%) | 31.91 | 77 | 16 | 45 | |||||||||
| 22 May | 271.10 | 13.85 | 1.2 (9.49%) | 26.25 | 13 | 8 | 28 | |||||||||
| 21 May | 270.75 | 12.65 | -0.35 (-2.69%) | 24.69 | 11 | 1 | 19 | |||||||||
| 20 May | 269.60 | 13 | -1.95 (-13.04%) | 26.53 | 30 | 13 | 17 | |||||||||
| 19 May | 271.55 | 14.95 | -7.05 (-32.05%) | 21.61 | 5 | 3 | 4 | |||||||||
| 18 May | 276.80 | 22.4 | 0.4 (1.82%) | - | 0 | 0 | 1 | |||||||||
| 15 May | 283.00 | 22.4 | -32.16 (-58.94%) | 23.97 | 1 | 1 | 1 | |||||||||
| 14 May | 287.20 | 0 | -54.56 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 285.00 | 0 | -54.56 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
For Rail Vikas Nigam Limited - strike price 265 expiring on 30JUN2026
Delta for 265 CE is 0.36
Historical price for 265 CE is as follows
On 27 May RVNL was trading at 252.30. The strike last trading price was 5.95, which was -2.7 lower than the previous day. The implied volatity was 33.15, the open interest changed by 278 which increased total open position to 767
On 26 May RVNL was trading at 259.75. The strike last trading price was 8.95, which was -6.9 lower than the previous day. The implied volatity was 32.64, the open interest changed by 449 which increased total open position to 494
On 25 May RVNL was trading at 272.45. The strike last trading price was 15.95, which was 2.1 higher than the previous day. The implied volatity was 31.91, the open interest changed by 16 which increased total open position to 45
On 22 May RVNL was trading at 271.10. The strike last trading price was 13.85, which was 1.2 higher than the previous day. The implied volatity was 26.25, the open interest changed by 8 which increased total open position to 28
On 21 May RVNL was trading at 270.75. The strike last trading price was 12.65, which was -0.35 lower than the previous day. The implied volatity was 24.69, the open interest changed by 1 which increased total open position to 19
On 20 May RVNL was trading at 269.60. The strike last trading price was 13, which was -1.95 lower than the previous day. The implied volatity was 26.53, the open interest changed by 13 which increased total open position to 17
On 19 May RVNL was trading at 271.55. The strike last trading price was 14.95, which was -7.05 lower than the previous day. The implied volatity was 21.61, the open interest changed by 3 which increased total open position to 4
On 18 May RVNL was trading at 276.80. The strike last trading price was 22.4, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May RVNL was trading at 283.00. The strike last trading price was 22.4, which was -32.16 lower than the previous day. The implied volatity was 23.97, the open interest changed by 1 which increased total open position to 1
On 14 May RVNL was trading at 287.20. The strike last trading price was 0, which was -54.56 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May RVNL was trading at 285.00. The strike last trading price was 0, which was -54.56 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| RVNL 30-Jun-2026 (33d) 265 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 0
Theta: -0.15
Gamma: 0.01227
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 May | 252.30 | 19.15 | 2.65 (16.06%) | 40.23 | 319 | 163 | 445 |
| 26 May | 259.75 | 15.95 | 0.95 (6.33%) | 43.21 | 714 | 238 | 283 |
| 25 May | 272.45 | 14.7 | -3.8 (-20.54%) | 56.15 | 46 | 24 | 43 |
| 22 May | 271.10 | 18.5 | 18.5 (0.00%) | 61.82 | 1 | 0 | 19 |
| 21 May | 270.75 | 18.5 | 0 (0.00%) | 61.82 | 1 | 0 | 19 |
| 20 May | 269.60 | 18.5 | 3.5 (23.33%) | 59.42 | 25 | 15 | 19 |
| 19 May | 271.55 | 15 | -1.55 (-9.37%) | 54.68 | 2 | 1 | 3 |
| 18 May | 276.80 | 16.55 | 8.26 (99.64%) | 61.51 | 3 | 2 | 2 |
| 15 May | 283.00 | 0 | -8.29 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 287.20 | 0 | -8.29 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 285.00 | 0 | -8.29 (-100.00%) | 0 | 0 | 0 | 0 |
For Rail Vikas Nigam Limited - strike price 265 expiring on 30JUN2026
Delta for 265 PE is -0.62
Historical price for 265 PE is as follows
On 27 May RVNL was trading at 252.30. The strike last trading price was 19.15, which was 2.65 higher than the previous day. The implied volatity was 40.23, the open interest changed by 163 which increased total open position to 445
On 26 May RVNL was trading at 259.75. The strike last trading price was 15.95, which was 0.95 higher than the previous day. The implied volatity was 43.21, the open interest changed by 238 which increased total open position to 283
On 25 May RVNL was trading at 272.45. The strike last trading price was 14.7, which was -3.8 lower than the previous day. The implied volatity was 56.15, the open interest changed by 24 which increased total open position to 43
On 22 May RVNL was trading at 271.10. The strike last trading price was 18.5, which was 18.5 higher than the previous day. The implied volatity was 61.82, the open interest changed by 0 which decreased total open position to 19
On 21 May RVNL was trading at 270.75. The strike last trading price was 18.5, which was 0 lower than the previous day. The implied volatity was 61.82, the open interest changed by 0 which decreased total open position to 19
On 20 May RVNL was trading at 269.60. The strike last trading price was 18.5, which was 3.5 higher than the previous day. The implied volatity was 59.42, the open interest changed by 15 which increased total open position to 19
On 19 May RVNL was trading at 271.55. The strike last trading price was 15, which was -1.55 lower than the previous day. The implied volatity was 54.68, the open interest changed by 1 which increased total open position to 3
On 18 May RVNL was trading at 276.80. The strike last trading price was 16.55, which was 8.26 higher than the previous day. The implied volatity was 61.51, the open interest changed by 2 which increased total open position to 2
On 15 May RVNL was trading at 283.00. The strike last trading price was 0, which was -8.29 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May RVNL was trading at 287.20. The strike last trading price was 0, which was -8.29 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May RVNL was trading at 285.00. The strike last trading price was 0, which was -8.29 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
