RVNL
Rail Vikas Nigam Limited
Historical option data for RVNL
29 Apr 2026 10:11 AM IST
| RVNL 26-May-2026 (27d) 300 CE | ||||||||||||||||
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Delta: 0.62
Vega: 0
Theta: -0.23
Gamma: 0.0126
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 306.46 | 16.18 | -2.539999999999999 | 35.82 | 127 | 10 | 777 | |||||||||
| 28 Apr | 308.63 | 18.53 | 3.1700000000000017 | 37.33 | 696 | -48 | 767 | |||||||||
| 27 Apr | 305.95 | 15.7 | 3.969999999999999 | 33.6 | 780 | -41 | 812 | |||||||||
| 24 Apr | 303.44 | 11.58 | -2.4800000000000004 | 24.6 | 904 | -38 | 848 | |||||||||
| 23 Apr | 307.21 | 14 | -2.0799999999999983 | 25.2 | 527 | 133 | 886 | |||||||||
| 22 Apr | 307.41 | 16.25 | 4.199999999999999 | 29.75 | 658 | 90 | 737 | |||||||||
| 21 Apr | 298.86 | 11.56 | 0.5400000000000009 | 30.81 | 354 | 68 | 646 | |||||||||
| 20 Apr | 296.33 | 10.85 | -2.1500000000000004 | 33.06 | 541 | 115 | 581 | |||||||||
| 17 Apr | 303.06 | 13 | 2.8000000000000007 | 26.91 | 1,023 | -27 | 466 | |||||||||
| 16 Apr | 293.89 | 10.2 | 1.4799999999999986 | 31.16 | 760 | 140 | 493 | |||||||||
| 15 Apr | 287.06 | 8.7 | 3.329999999999999 | 34.79 | 460 | 93 | 353 | |||||||||
| 13 Apr | 271.79 | 5.3 | -1.1100000000000003 | 37.33 | 160 | 50 | 262 | |||||||||
| 10 Apr | 275.00 | 6.61 | 0.8000000000000007 | 37.77 | 195 | 56 | 211 | |||||||||
| 9 Apr | 272.83 | 5.88 | -0.38 | 36.06 | 64 | 26 | 153 | |||||||||
| 8 Apr | 274.94 | 6.21 | 1.66 | 34.25 | 73 | 42 | 128 | |||||||||
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| 7 Apr | 261.26 | 4.8 | 0.01 | 41 | 60 | -8 | 86 | |||||||||
| 6 Apr | 261.55 | 4.3 | -0.35 | 37.82 | 56 | 30 | 94 | |||||||||
| 2 Apr | 260.66 | 4.5 | 0.1 | 38.33 | 83 | 17 | 62 | |||||||||
| 1 Apr | 262.61 | 4.4 | 1.05 | 35.08 | 37 | 26 | 43 | |||||||||
| 30 Mar | 249.65 | 4 | 0 | 43.08 | 6 | 0 | 17 | |||||||||
| 27 Mar | 264.05 | 4 | 0.3 | 32.23 | 6 | 1 | 12 | |||||||||
| 25 Mar | 268.85 | 3.7 | -43.15 | 27.18 | 12 | 1 | 1 | |||||||||
| 24 Mar | 258.45 | 46.85 | 0 | 9.48 | 0 | 0 | 0 | |||||||||
| 23 Mar | 250.25 | 46.85 | 0 | 10.78 | 0 | 0 | 0 | |||||||||
| 20 Mar | 264.55 | 46.85 | 0 | 6.71 | 0 | 0 | 0 | |||||||||
| 19 Mar | 262.35 | 46.85 | 0 | 7.48 | 0 | 0 | 0 | |||||||||
| 18 Mar | 275.10 | 46.85 | 0 | 4.8 | 0 | 0 | 0 | |||||||||
| 17 Mar | 267.80 | 46.85 | 0 | 6.3 | 0 | 0 | 0 | |||||||||
| 16 Mar | 266.70 | 46.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 271.25 | 46.85 | 0 | 5.38 | 0 | 0 | 0 | |||||||||
| 12 Mar | 279.60 | 46.85 | 0 | 3.48 | 0 | 0 | 0 | |||||||||
| 11 Mar | 277.20 | 46.85 | 0 | 3.57 | 0 | 0 | 0 | |||||||||
| 10 Mar | 283.60 | 46.85 | 0 | 2.17 | 0 | 0 | 0 | |||||||||
| 9 Mar | 276.20 | 46.85 | 0 | 4.14 | 0 | 0 | 0 | |||||||||
| 6 Mar | 286.00 | 46.85 | 0 | 0.4 | 0 | 0 | 0 | |||||||||
| 5 Mar | 279.25 | 46.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 282.05 | 46.85 | 0 | 1.51 | 0 | 0 | 0 | |||||||||
| 2 Mar | 299.45 | 46.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Rail Vikas Nigam Limited - strike price 300 expiring on 26MAY2026
Delta for 300 CE is 0.62
Historical price for 300 CE is as follows
On 29 Apr RVNL was trading at 306.46. The strike last trading price was 16.18, which was -2.539999999999999 lower than the previous day. The implied volatity was 35.82, the open interest changed by 10 which increased total open position to 777
On 28 Apr RVNL was trading at 308.63. The strike last trading price was 18.53, which was 3.1700000000000017 higher than the previous day. The implied volatity was 37.33, the open interest changed by -48 which decreased total open position to 767
On 27 Apr RVNL was trading at 305.95. The strike last trading price was 15.7, which was 3.969999999999999 higher than the previous day. The implied volatity was 33.6, the open interest changed by -41 which decreased total open position to 812
On 24 Apr RVNL was trading at 303.44. The strike last trading price was 11.58, which was -2.4800000000000004 lower than the previous day. The implied volatity was 24.6, the open interest changed by -38 which decreased total open position to 848
On 23 Apr RVNL was trading at 307.21. The strike last trading price was 14, which was -2.0799999999999983 lower than the previous day. The implied volatity was 25.2, the open interest changed by 133 which increased total open position to 886
On 22 Apr RVNL was trading at 307.41. The strike last trading price was 16.25, which was 4.199999999999999 higher than the previous day. The implied volatity was 29.75, the open interest changed by 90 which increased total open position to 737
On 21 Apr RVNL was trading at 298.86. The strike last trading price was 11.56, which was 0.5400000000000009 higher than the previous day. The implied volatity was 30.81, the open interest changed by 68 which increased total open position to 646
On 20 Apr RVNL was trading at 296.33. The strike last trading price was 10.85, which was -2.1500000000000004 lower than the previous day. The implied volatity was 33.06, the open interest changed by 115 which increased total open position to 581
On 17 Apr RVNL was trading at 303.06. The strike last trading price was 13, which was 2.8000000000000007 higher than the previous day. The implied volatity was 26.91, the open interest changed by -27 which decreased total open position to 466
On 16 Apr RVNL was trading at 293.89. The strike last trading price was 10.2, which was 1.4799999999999986 higher than the previous day. The implied volatity was 31.16, the open interest changed by 140 which increased total open position to 493
On 15 Apr RVNL was trading at 287.06. The strike last trading price was 8.7, which was 3.329999999999999 higher than the previous day. The implied volatity was 34.79, the open interest changed by 93 which increased total open position to 353
On 13 Apr RVNL was trading at 271.79. The strike last trading price was 5.3, which was -1.1100000000000003 lower than the previous day. The implied volatity was 37.33, the open interest changed by 50 which increased total open position to 262
On 10 Apr RVNL was trading at 275.00. The strike last trading price was 6.61, which was 0.8000000000000007 higher than the previous day. The implied volatity was 37.77, the open interest changed by 56 which increased total open position to 211
On 9 Apr RVNL was trading at 272.83. The strike last trading price was 5.88, which was -0.38 lower than the previous day. The implied volatity was 36.06, the open interest changed by 26 which increased total open position to 153
On 8 Apr RVNL was trading at 274.94. The strike last trading price was 6.21, which was 1.66 higher than the previous day. The implied volatity was 34.25, the open interest changed by 42 which increased total open position to 128
On 7 Apr RVNL was trading at 261.26. The strike last trading price was 4.8, which was 0.01 higher than the previous day. The implied volatity was 41, the open interest changed by -8 which decreased total open position to 86
On 6 Apr RVNL was trading at 261.55. The strike last trading price was 4.3, which was -0.35 lower than the previous day. The implied volatity was 37.82, the open interest changed by 30 which increased total open position to 94
On 2 Apr RVNL was trading at 260.66. The strike last trading price was 4.5, which was 0.1 higher than the previous day. The implied volatity was 38.33, the open interest changed by 17 which increased total open position to 62
On 1 Apr RVNL was trading at 262.61. The strike last trading price was 4.4, which was 1.05 higher than the previous day. The implied volatity was 35.08, the open interest changed by 26 which increased total open position to 43
On 30 Mar RVNL was trading at 249.65. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 43.08, the open interest changed by 0 which decreased total open position to 17
On 27 Mar RVNL was trading at 264.05. The strike last trading price was 4, which was 0.3 higher than the previous day. The implied volatity was 32.23, the open interest changed by 1 which increased total open position to 12
On 25 Mar RVNL was trading at 268.85. The strike last trading price was 3.7, which was -43.15 lower than the previous day. The implied volatity was 27.18, the open interest changed by 1 which increased total open position to 1
On 24 Mar RVNL was trading at 258.45. The strike last trading price was 46.85, which was 0 lower than the previous day. The implied volatity was 9.48, 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 46.85, which was 0 lower than the previous day. The implied volatity was 10.78, 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 46.85, which was 0 lower than the previous day. The implied volatity was 6.71, 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 46.85, which was 0 lower than the previous day. The implied volatity was 7.48, 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 46.85, which was 0 lower than the previous day. The implied volatity was 4.8, 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 46.85, which was 0 lower than the previous day. The implied volatity was 6.3, 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 46.85, 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 13 Mar RVNL was trading at 271.25. The strike last trading price was 46.85, which was 0 lower than the previous day. The implied volatity was 5.38, 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 46.85, which was 0 lower than the previous day. The implied volatity was 3.48, 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 46.85, which was 0 lower than the previous day. The implied volatity was 3.57, 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 46.85, which was 0 lower than the previous day. The implied volatity was 2.17, 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 46.85, which was 0 lower than the previous day. The implied volatity was 4.14, 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 46.85, which was 0 lower than the previous day. The implied volatity was 0.4, 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 46.85, 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 4 Mar RVNL was trading at 282.05. The strike last trading price was 46.85, which was 0 lower than the previous day. The implied volatity was 1.51, 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 46.85, 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 26-May-2026 (27d) 300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.4
Vega: 0
Theta: -0.29
Gamma: 0.00849
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 306.46 | 14.36 | 1.3899999999999988 | 54.17 | 76 | 16 | 425 |
| 28 Apr | 308.63 | 12.9 | -5.6899999999999995 | 52.28 | 330 | 4 | 408 |
| 27 Apr | 305.95 | 18.01 | -8.099999999999998 | 62.58 | 163 | 29 | 405 |
| 24 Apr | 303.44 | 26.11 | 1.4899999999999984 | 80.11 | 94 | 50 | 374 |
| 23 Apr | 307.21 | 24.8 | 2.780000000000001 | 79.16 | 176 | 36 | 324 |
| 22 Apr | 307.41 | 21.91 | -4.899999999999999 | 70.98 | 140 | 68 | 286 |
| 21 Apr | 298.86 | 26.95 | -3.289999999999999 | 73.06 | 31 | 20 | 217 |
| 20 Apr | 296.33 | 30.94 | 3.870000000000001 | 78.46 | 59 | -1 | 198 |
| 17 Apr | 303.06 | 26.87 | -2.9899999999999984 | 74.07 | 185 | 68 | 200 |
| 16 Apr | 293.89 | 29.88 | -5.290000000000003 | 70.68 | 62 | 29 | 129 |
| 15 Apr | 287.06 | 35.5 | -9.549999999999997 | 75.05 | 62 | 34 | 98 |
| 13 Apr | 271.79 | 45 | 1 | 77.53 | 29 | 8 | 65 |
| 10 Apr | 275.00 | 44 | -0.3299999999999983 | 76.63 | 15 | 9 | 56 |
| 9 Apr | 272.83 | 44.33 | 2.33 | 77.22 | 15 | 8 | 47 |
| 8 Apr | 274.94 | 42 | -13.45 | 74.47 | 26 | 24 | 38 |
| 7 Apr | 261.26 | 55.45 | 7.45 | 87.79 | 9 | 8 | 13 |
| 6 Apr | 261.55 | 48 | 27.75 | 69.35 | 5 | 4 | 4 |
| 2 Apr | 260.66 | 20.25 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 262.61 | 20.25 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 249.65 | 20.25 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 264.05 | 20.25 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 268.85 | 20.25 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 258.45 | 20.25 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 250.25 | 20.25 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 264.55 | 20.25 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 262.35 | 20.25 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 275.10 | 20.25 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 267.80 | 20.25 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 266.70 | 20.25 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 271.25 | 20.25 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 279.60 | 20.25 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 277.20 | 20.25 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 283.60 | 20.25 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 276.20 | 20.25 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 286.00 | 20.25 | 0 | 0.05 | 0 | 0 | 0 |
| 5 Mar | 279.25 | 20.25 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 282.05 | 20.25 | 0 | 1.36 | 0 | 0 | 0 |
| 2 Mar | 299.45 | 20.25 | 0 | 1.52 | 0 | 0 | 0 |
For Rail Vikas Nigam Limited - strike price 300 expiring on 26MAY2026
Delta for 300 PE is -0.4
Historical price for 300 PE is as follows
On 29 Apr RVNL was trading at 306.46. The strike last trading price was 14.36, which was 1.3899999999999988 higher than the previous day. The implied volatity was 54.17, the open interest changed by 16 which increased total open position to 425
On 28 Apr RVNL was trading at 308.63. The strike last trading price was 12.9, which was -5.6899999999999995 lower than the previous day. The implied volatity was 52.28, the open interest changed by 4 which increased total open position to 408
On 27 Apr RVNL was trading at 305.95. The strike last trading price was 18.01, which was -8.099999999999998 lower than the previous day. The implied volatity was 62.58, the open interest changed by 29 which increased total open position to 405
On 24 Apr RVNL was trading at 303.44. The strike last trading price was 26.11, which was 1.4899999999999984 higher than the previous day. The implied volatity was 80.11, the open interest changed by 50 which increased total open position to 374
On 23 Apr RVNL was trading at 307.21. The strike last trading price was 24.8, which was 2.780000000000001 higher than the previous day. The implied volatity was 79.16, the open interest changed by 36 which increased total open position to 324
On 22 Apr RVNL was trading at 307.41. The strike last trading price was 21.91, which was -4.899999999999999 lower than the previous day. The implied volatity was 70.98, the open interest changed by 68 which increased total open position to 286
On 21 Apr RVNL was trading at 298.86. The strike last trading price was 26.95, which was -3.289999999999999 lower than the previous day. The implied volatity was 73.06, the open interest changed by 20 which increased total open position to 217
On 20 Apr RVNL was trading at 296.33. The strike last trading price was 30.94, which was 3.870000000000001 higher than the previous day. The implied volatity was 78.46, the open interest changed by -1 which decreased total open position to 198
On 17 Apr RVNL was trading at 303.06. The strike last trading price was 26.87, which was -2.9899999999999984 lower than the previous day. The implied volatity was 74.07, the open interest changed by 68 which increased total open position to 200
On 16 Apr RVNL was trading at 293.89. The strike last trading price was 29.88, which was -5.290000000000003 lower than the previous day. The implied volatity was 70.68, the open interest changed by 29 which increased total open position to 129
On 15 Apr RVNL was trading at 287.06. The strike last trading price was 35.5, which was -9.549999999999997 lower than the previous day. The implied volatity was 75.05, the open interest changed by 34 which increased total open position to 98
On 13 Apr RVNL was trading at 271.79. The strike last trading price was 45, which was 1 higher than the previous day. The implied volatity was 77.53, the open interest changed by 8 which increased total open position to 65
On 10 Apr RVNL was trading at 275.00. The strike last trading price was 44, which was -0.3299999999999983 lower than the previous day. The implied volatity was 76.63, the open interest changed by 9 which increased total open position to 56
On 9 Apr RVNL was trading at 272.83. The strike last trading price was 44.33, which was 2.33 higher than the previous day. The implied volatity was 77.22, the open interest changed by 8 which increased total open position to 47
On 8 Apr RVNL was trading at 274.94. The strike last trading price was 42, which was -13.45 lower than the previous day. The implied volatity was 74.47, the open interest changed by 24 which increased total open position to 38
On 7 Apr RVNL was trading at 261.26. The strike last trading price was 55.45, which was 7.45 higher than the previous day. The implied volatity was 87.79, the open interest changed by 8 which increased total open position to 13
On 6 Apr RVNL was trading at 261.55. The strike last trading price was 48, which was 27.75 higher than the previous day. The implied volatity was 69.35, the open interest changed by 4 which increased total open position to 4
On 2 Apr RVNL was trading at 260.66. The strike last trading price was 20.25, 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 Apr RVNL was trading at 262.61. The strike last trading price was 20.25, 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 Mar RVNL was trading at 249.65. The strike last trading price was 20.25, 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 Mar RVNL was trading at 264.05. The strike last trading price was 20.25, 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 Mar RVNL was trading at 268.85. The strike last trading price was 20.25, 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 24 Mar RVNL was trading at 258.45. The strike last trading price was 20.25, 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 20.25, 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 20.25, 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 19 Mar RVNL was trading at 262.35. The strike last trading price was 20.25, 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 18 Mar RVNL was trading at 275.10. The strike last trading price was 20.25, 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 17 Mar RVNL was trading at 267.80. The strike last trading price was 20.25, 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 16 Mar RVNL was trading at 266.70. The strike last trading price was 20.25, 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 13 Mar RVNL was trading at 271.25. The strike last trading price was 20.25, 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 12 Mar RVNL was trading at 279.60. The strike last trading price was 20.25, 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 11 Mar RVNL was trading at 277.20. The strike last trading price was 20.25, 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 10 Mar RVNL was trading at 283.60. The strike last trading price was 20.25, 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 9 Mar RVNL was trading at 276.20. The strike last trading price was 20.25, 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 6 Mar RVNL was trading at 286.00. The strike last trading price was 20.25, which was 0 lower than the previous day. The implied volatity was 0.05, 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 20.25, 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 4 Mar RVNL was trading at 282.05. The strike last trading price was 20.25, which was 0 lower than the previous day. The implied volatity was 1.36, 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 20.25, which was 0 lower than the previous day. The implied volatity was 1.52, the open interest changed by 0 which decreased total open position to 0
