RVNL
Rail Vikas Nigam Limited
Historical option data for RVNL
11 Mar 2026 04:13 PM IST
| RVNL 30-MAR-2026 295 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.29
Vega: 0.22
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Mar | 277.20 | 4.6 | -2.55 | 42.4 | 528 | 60 | 529 | |||||||||
| 10 Mar | 283.60 | 7.2 | 2 | 40.47 | 690 | -96 | 470 | |||||||||
| 9 Mar | 276.20 | 5.35 | -1.6 | 41.89 | 919 | -71 | 568 | |||||||||
| 6 Mar | 286.00 | 6.95 | 1.75 | 34.44 | 5,794 | 368 | 644 | |||||||||
| 5 Mar | 279.25 | 5.6 | -0.05 | 34.76 | 996 | -2 | 279 | |||||||||
| 4 Mar | 282.05 | 5.75 | -1.7 | 35.72 | 565 | 42 | 276 | |||||||||
| 2 Mar | 299.45 | 7.65 | -3.65 | 7.44 | 472 | 88 | 229 | |||||||||
| 27 Feb | 316.35 | 10.85 | -0.6 | - | 67 | 33 | 140 | |||||||||
| 26 Feb | 318.30 | 11.55 | 0.45 | - | 84 | 72 | 108 | |||||||||
| 25 Feb | 317.60 | 10.35 | -2.25 | - | 2 | 1 | 36 | |||||||||
| 24 Feb | 321.65 | 12.6 | 0.9 | - | 23 | 17 | 35 | |||||||||
| 23 Feb | 319.20 | 11.7 | -1.15 | - | 13 | 6 | 18 | |||||||||
| 20 Feb | 312.10 | 13 | 1.85 | - | 21 | 6 | 12 | |||||||||
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| 19 Feb | 306.85 | 11.15 | -1.95 | - | 4 | 1 | 5 | |||||||||
| 18 Feb | 309.65 | 13.5 | -11.5 | - | 14 | 4 | 5 | |||||||||
| 17 Feb | 308.75 | 25 | -20.9 | - | 0 | 0 | 1 | |||||||||
| 16 Feb | 309.65 | 25 | -20.9 | - | 0 | 0 | 1 | |||||||||
| 13 Feb | 308.95 | 25 | -20.9 | - | 0 | 0 | 1 | |||||||||
| 12 Feb | 313.70 | 25 | -20.9 | - | 0 | 0 | 1 | |||||||||
| 11 Feb | 316.55 | 25 | -20.9 | - | 0 | 0 | 1 | |||||||||
| 10 Feb | 319.45 | 25 | -20.9 | - | 0 | 0 | 1 | |||||||||
| 9 Feb | 317.25 | 25 | -20.9 | - | 0 | 0 | 1 | |||||||||
| 6 Feb | 314.10 | 25 | -20.9 | - | 0 | 0 | 1 | |||||||||
| 5 Feb | 316.60 | 25 | -20.9 | - | 0 | 0 | 1 | |||||||||
| 4 Feb | 321.00 | 25 | -20.9 | - | 2 | 1 | 1 | |||||||||
| 3 Feb | 324.65 | 45.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 322.80 | 45.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 326.55 | 45.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 343.40 | 45.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 341.45 | 45.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 342.50 | 45.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Rail Vikas Nigam Limited - strike price 295 expiring on 30MAR2026
Delta for 295 CE is 0.29
Historical price for 295 CE is as follows
On 11 Mar RVNL was trading at 277.20. The strike last trading price was 4.6, which was -2.55 lower than the previous day. The implied volatity was 42.4, the open interest changed by 60 which increased total open position to 529
On 10 Mar RVNL was trading at 283.60. The strike last trading price was 7.2, which was 2 higher than the previous day. The implied volatity was 40.47, the open interest changed by -96 which decreased total open position to 470
On 9 Mar RVNL was trading at 276.20. The strike last trading price was 5.35, which was -1.6 lower than the previous day. The implied volatity was 41.89, the open interest changed by -71 which decreased total open position to 568
On 6 Mar RVNL was trading at 286.00. The strike last trading price was 6.95, which was 1.75 higher than the previous day. The implied volatity was 34.44, the open interest changed by 368 which increased total open position to 644
On 5 Mar RVNL was trading at 279.25. The strike last trading price was 5.6, which was -0.05 lower than the previous day. The implied volatity was 34.76, the open interest changed by -2 which decreased total open position to 279
On 4 Mar RVNL was trading at 282.05. The strike last trading price was 5.75, which was -1.7 lower than the previous day. The implied volatity was 35.72, the open interest changed by 42 which increased total open position to 276
On 2 Mar RVNL was trading at 299.45. The strike last trading price was 7.65, which was -3.65 lower than the previous day. The implied volatity was 7.44, the open interest changed by 88 which increased total open position to 229
On 27 Feb RVNL was trading at 316.35. The strike last trading price was 10.85, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 140
On 26 Feb RVNL was trading at 318.30. The strike last trading price was 11.55, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 72 which increased total open position to 108
On 25 Feb RVNL was trading at 317.60. The strike last trading price was 10.35, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 36
On 24 Feb RVNL was trading at 321.65. The strike last trading price was 12.6, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 35
On 23 Feb RVNL was trading at 319.20. The strike last trading price was 11.7, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 18
On 20 Feb RVNL was trading at 312.10. The strike last trading price was 13, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 12
On 19 Feb RVNL was trading at 306.85. The strike last trading price was 11.15, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5
On 18 Feb RVNL was trading at 309.65. The strike last trading price was 13.5, which was -11.5 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 5
On 17 Feb RVNL was trading at 308.75. The strike last trading price was 25, which was -20.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Feb RVNL was trading at 309.65. The strike last trading price was 25, which was -20.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Feb RVNL was trading at 308.95. The strike last trading price was 25, which was -20.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Feb RVNL was trading at 313.70. The strike last trading price was 25, which was -20.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Feb RVNL was trading at 316.55. The strike last trading price was 25, which was -20.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Feb RVNL was trading at 319.45. The strike last trading price was 25, which was -20.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Feb RVNL was trading at 317.25. The strike last trading price was 25, which was -20.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Feb RVNL was trading at 314.10. The strike last trading price was 25, which was -20.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Feb RVNL was trading at 316.60. The strike last trading price was 25, which was -20.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Feb RVNL was trading at 321.00. The strike last trading price was 25, which was -20.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 3 Feb RVNL was trading at 324.65. The strike last trading price was 45.9, 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 Feb RVNL was trading at 322.80. The strike last trading price was 45.9, 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 1 Feb RVNL was trading at 326.55. The strike last trading price was 45.9, 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 30 Jan RVNL was trading at 343.40. The strike last trading price was 45.9, 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 29 Jan RVNL was trading at 341.45. The strike last trading price was 45.9, 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 28 Jan RVNL was trading at 342.50. The strike last trading price was 45.9, 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 30MAR2026 295 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 0.24
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Mar | 277.20 | 25.6 | 5.25 | 61.18 | 18 | -1 | 242 |
| 10 Mar | 283.60 | 20.35 | -7.6 | 58.35 | 82 | -46 | 244 |
| 9 Mar | 276.20 | 27.95 | 4.35 | 70.63 | 7 | 2 | 290 |
| 6 Mar | 286.00 | 23 | -1.6 | 64.66 | 532 | 76 | 289 |
| 5 Mar | 279.25 | 24.6 | -5.4 | 60.65 | 6 | -4 | 214 |
| 4 Mar | 282.05 | 28 | 4.25 | 69.35 | 73 | -6 | 217 |
| 2 Mar | 299.45 | 23.15 | 7.4 | 81.53 | 163 | 7 | 221 |
| 27 Feb | 316.35 | 15.9 | -0.9 | 72.83 | 72 | 44 | 214 |
| 26 Feb | 318.30 | 16.75 | -3.8 | 76.98 | 122 | 72 | 171 |
| 25 Feb | 317.60 | 20.4 | 1.8 | 84.37 | 93 | 73 | 99 |
| 24 Feb | 321.65 | 18.6 | -4 | 83.3 | 19 | 11 | 24 |
| 23 Feb | 319.20 | 22.6 | 1.4 | 92.55 | 5 | 4 | 12 |
| 20 Feb | 312.10 | 22.85 | -9.4 | 81.95 | 13 | 5 | 7 |
| 19 Feb | 306.85 | 32 | 18.05 | - | 0 | 0 | 2 |
| 18 Feb | 309.65 | 32 | 18.05 | - | 0 | 0 | 2 |
| 17 Feb | 308.75 | 32 | 18.05 | - | 0 | 0 | 2 |
| 16 Feb | 309.65 | 32 | 18.05 | - | 0 | 0 | 2 |
| 13 Feb | 308.95 | 32 | 18.05 | - | 0 | 0 | 2 |
| 12 Feb | 313.70 | 32 | 18.05 | - | 0 | 0 | 2 |
| 11 Feb | 316.55 | 32 | 18.05 | - | 0 | 0 | 2 |
| 10 Feb | 319.45 | 32 | 18.05 | - | 0 | 0 | 2 |
| 9 Feb | 317.25 | 32 | 18.05 | - | 0 | 0 | 2 |
| 6 Feb | 314.10 | 32 | 18.05 | - | 0 | 0 | 2 |
| 5 Feb | 316.60 | 32 | 18.05 | - | 0 | 0 | 2 |
| 4 Feb | 321.00 | 32 | 18.05 | - | 0 | 0 | 2 |
| 3 Feb | 324.65 | 32 | 18.05 | - | 0 | 0 | 2 |
| 2 Feb | 322.80 | 32 | 18.05 | 98.85 | 4 | 2 | 2 |
| 1 Feb | 326.55 | 13.95 | 0 | 8.46 | 0 | 0 | 0 |
| 30 Jan | 343.40 | 13.95 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 341.45 | 13.95 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 342.50 | 13.95 | 0 | 11.21 | 0 | 0 | 0 |
For Rail Vikas Nigam Limited - strike price 295 expiring on 30MAR2026
Delta for 295 PE is -0.64
Historical price for 295 PE is as follows
On 11 Mar RVNL was trading at 277.20. The strike last trading price was 25.6, which was 5.25 higher than the previous day. The implied volatity was 61.18, the open interest changed by -1 which decreased total open position to 242
On 10 Mar RVNL was trading at 283.60. The strike last trading price was 20.35, which was -7.6 lower than the previous day. The implied volatity was 58.35, the open interest changed by -46 which decreased total open position to 244
On 9 Mar RVNL was trading at 276.20. The strike last trading price was 27.95, which was 4.35 higher than the previous day. The implied volatity was 70.63, the open interest changed by 2 which increased total open position to 290
On 6 Mar RVNL was trading at 286.00. The strike last trading price was 23, which was -1.6 lower than the previous day. The implied volatity was 64.66, the open interest changed by 76 which increased total open position to 289
On 5 Mar RVNL was trading at 279.25. The strike last trading price was 24.6, which was -5.4 lower than the previous day. The implied volatity was 60.65, the open interest changed by -4 which decreased total open position to 214
On 4 Mar RVNL was trading at 282.05. The strike last trading price was 28, which was 4.25 higher than the previous day. The implied volatity was 69.35, the open interest changed by -6 which decreased total open position to 217
On 2 Mar RVNL was trading at 299.45. The strike last trading price was 23.15, which was 7.4 higher than the previous day. The implied volatity was 81.53, the open interest changed by 7 which increased total open position to 221
On 27 Feb RVNL was trading at 316.35. The strike last trading price was 15.9, which was -0.9 lower than the previous day. The implied volatity was 72.83, the open interest changed by 44 which increased total open position to 214
On 26 Feb RVNL was trading at 318.30. The strike last trading price was 16.75, which was -3.8 lower than the previous day. The implied volatity was 76.98, the open interest changed by 72 which increased total open position to 171
On 25 Feb RVNL was trading at 317.60. The strike last trading price was 20.4, which was 1.8 higher than the previous day. The implied volatity was 84.37, the open interest changed by 73 which increased total open position to 99
On 24 Feb RVNL was trading at 321.65. The strike last trading price was 18.6, which was -4 lower than the previous day. The implied volatity was 83.3, the open interest changed by 11 which increased total open position to 24
On 23 Feb RVNL was trading at 319.20. The strike last trading price was 22.6, which was 1.4 higher than the previous day. The implied volatity was 92.55, the open interest changed by 4 which increased total open position to 12
On 20 Feb RVNL was trading at 312.10. The strike last trading price was 22.85, which was -9.4 lower than the previous day. The implied volatity was 81.95, the open interest changed by 5 which increased total open position to 7
On 19 Feb RVNL was trading at 306.85. The strike last trading price was 32, which was 18.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Feb RVNL was trading at 309.65. The strike last trading price was 32, which was 18.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Feb RVNL was trading at 308.75. The strike last trading price was 32, which was 18.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Feb RVNL was trading at 309.65. The strike last trading price was 32, which was 18.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Feb RVNL was trading at 308.95. The strike last trading price was 32, which was 18.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Feb RVNL was trading at 313.70. The strike last trading price was 32, which was 18.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Feb RVNL was trading at 316.55. The strike last trading price was 32, which was 18.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Feb RVNL was trading at 319.45. The strike last trading price was 32, which was 18.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Feb RVNL was trading at 317.25. The strike last trading price was 32, which was 18.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Feb RVNL was trading at 314.10. The strike last trading price was 32, which was 18.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Feb RVNL was trading at 316.60. The strike last trading price was 32, which was 18.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Feb RVNL was trading at 321.00. The strike last trading price was 32, which was 18.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Feb RVNL was trading at 324.65. The strike last trading price was 32, which was 18.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Feb RVNL was trading at 322.80. The strike last trading price was 32, which was 18.05 higher than the previous day. The implied volatity was 98.85, the open interest changed by 2 which increased total open position to 2
On 1 Feb RVNL was trading at 326.55. The strike last trading price was 13.95, which was 0 lower than the previous day. The implied volatity was 8.46, the open interest changed by 0 which decreased total open position to 0
On 30 Jan RVNL was trading at 343.40. The strike last trading price was 13.95, 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 29 Jan RVNL was trading at 341.45. The strike last trading price was 13.95, 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 28 Jan RVNL was trading at 342.50. The strike last trading price was 13.95, which was 0 lower than the previous day. The implied volatity was 11.21, the open interest changed by 0 which decreased total open position to 0
