RVNL
Rail Vikas Nigam Limited
Historical option data for RVNL
05 Dec 2025 03:33 PM IST
| RVNL 30-DEC-2025 315 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 0.32
Theta: -0.16
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 310.85 | 5.7 | -0.55 | 19.34 | 1,458 | 123 | 623 | |||||||||
| 4 Dec | 312.40 | 6.15 | -0.05 | 19.47 | 1,379 | 12 | 501 | |||||||||
| 3 Dec | 311.65 | 6.4 | -2.8 | 20.02 | 718 | 157 | 491 | |||||||||
| 2 Dec | 317.90 | 9.4 | -0.35 | 18.76 | 309 | -14 | 349 | |||||||||
| 1 Dec | 321.65 | 9.55 | -0.55 | 11.19 | 321 | -15 | 365 | |||||||||
| 28 Nov | 324.10 | 10 | -0.05 | - | 382 | 33 | 377 | |||||||||
| 27 Nov | 324.55 | 9.95 | -1.35 | - | 464 | 15 | 345 | |||||||||
| 26 Nov | 323.60 | 11.2 | 3.7 | 7.67 | 1,022 | -170 | 332 | |||||||||
| 25 Nov | 322.90 | 7.5 | -2 | - | 1,731 | 142 | 503 | |||||||||
| 24 Nov | 324.85 | 9.45 | 0.75 | - | 621 | 170 | 359 | |||||||||
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| 21 Nov | 314.00 | 8.65 | -3.5 | 18.18 | 184 | 102 | 188 | |||||||||
| 20 Nov | 319.10 | 12.2 | -0.75 | 18.98 | 66 | -9 | 85 | |||||||||
| 19 Nov | 320.15 | 13.25 | -0.75 | 19.33 | 90 | 46 | 94 | |||||||||
| 18 Nov | 321.20 | 14.35 | -4.85 | 20.03 | 32 | 18 | 46 | |||||||||
| 17 Nov | 327.00 | 19.2 | 2.65 | 21.90 | 27 | -5 | 27 | |||||||||
| 14 Nov | 321.05 | 16.55 | 4.1 | 21.98 | 52 | 13 | 31 | |||||||||
| 13 Nov | 314.30 | 12.45 | -0.55 | 23.86 | 20 | 2 | 19 | |||||||||
| 12 Nov | 316.35 | 13 | -26 | 22.85 | 21 | 11 | 11 | |||||||||
| 11 Nov | 317.75 | 39 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 315.90 | 39 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 318.00 | 39 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 317.80 | 39 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 325.80 | 39 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 328.70 | 39 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 328.80 | 39 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 331.55 | 39 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 332.75 | 39 | 0 | - | 0 | 0 | 0 | |||||||||
For Rail Vikas Nigam Limited - strike price 315 expiring on 30DEC2025
Delta for 315 CE is 0.48
Historical price for 315 CE is as follows
On 5 Dec RVNL was trading at 310.85. The strike last trading price was 5.7, which was -0.55 lower than the previous day. The implied volatity was 19.34, the open interest changed by 123 which increased total open position to 623
On 4 Dec RVNL was trading at 312.40. The strike last trading price was 6.15, which was -0.05 lower than the previous day. The implied volatity was 19.47, the open interest changed by 12 which increased total open position to 501
On 3 Dec RVNL was trading at 311.65. The strike last trading price was 6.4, which was -2.8 lower than the previous day. The implied volatity was 20.02, the open interest changed by 157 which increased total open position to 491
On 2 Dec RVNL was trading at 317.90. The strike last trading price was 9.4, which was -0.35 lower than the previous day. The implied volatity was 18.76, the open interest changed by -14 which decreased total open position to 349
On 1 Dec RVNL was trading at 321.65. The strike last trading price was 9.55, which was -0.55 lower than the previous day. The implied volatity was 11.19, the open interest changed by -15 which decreased total open position to 365
On 28 Nov RVNL was trading at 324.10. The strike last trading price was 10, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 377
On 27 Nov RVNL was trading at 324.55. The strike last trading price was 9.95, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 345
On 26 Nov RVNL was trading at 323.60. The strike last trading price was 11.2, which was 3.7 higher than the previous day. The implied volatity was 7.67, the open interest changed by -170 which decreased total open position to 332
On 25 Nov RVNL was trading at 322.90. The strike last trading price was 7.5, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 142 which increased total open position to 503
On 24 Nov RVNL was trading at 324.85. The strike last trading price was 9.45, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 170 which increased total open position to 359
On 21 Nov RVNL was trading at 314.00. The strike last trading price was 8.65, which was -3.5 lower than the previous day. The implied volatity was 18.18, the open interest changed by 102 which increased total open position to 188
On 20 Nov RVNL was trading at 319.10. The strike last trading price was 12.2, which was -0.75 lower than the previous day. The implied volatity was 18.98, the open interest changed by -9 which decreased total open position to 85
On 19 Nov RVNL was trading at 320.15. The strike last trading price was 13.25, which was -0.75 lower than the previous day. The implied volatity was 19.33, the open interest changed by 46 which increased total open position to 94
On 18 Nov RVNL was trading at 321.20. The strike last trading price was 14.35, which was -4.85 lower than the previous day. The implied volatity was 20.03, the open interest changed by 18 which increased total open position to 46
On 17 Nov RVNL was trading at 327.00. The strike last trading price was 19.2, which was 2.65 higher than the previous day. The implied volatity was 21.90, the open interest changed by -5 which decreased total open position to 27
On 14 Nov RVNL was trading at 321.05. The strike last trading price was 16.55, which was 4.1 higher than the previous day. The implied volatity was 21.98, the open interest changed by 13 which increased total open position to 31
On 13 Nov RVNL was trading at 314.30. The strike last trading price was 12.45, which was -0.55 lower than the previous day. The implied volatity was 23.86, the open interest changed by 2 which increased total open position to 19
On 12 Nov RVNL was trading at 316.35. The strike last trading price was 13, which was -26 lower than the previous day. The implied volatity was 22.85, the open interest changed by 11 which increased total open position to 11
On 11 Nov RVNL was trading at 317.75. The strike last trading price was 39, 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 Nov RVNL was trading at 315.90. The strike last trading price was 39, 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 7 Nov RVNL was trading at 318.00. The strike last trading price was 39, 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 Nov RVNL was trading at 317.80. The strike last trading price was 39, 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 Nov RVNL was trading at 325.80. The strike last trading price was 39, 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 3 Nov RVNL was trading at 328.70. The strike last trading price was 39, 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 31 Oct RVNL was trading at 328.80. The strike last trading price was 39, 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 Oct RVNL was trading at 331.55. The strike last trading price was 39, 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 Oct RVNL was trading at 332.75. The strike last trading price was 39, 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 30DEC2025 315 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 0.33
Theta: -0.21
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 310.85 | 13.6 | -2.5 | 39.79 | 69 | 12 | 256 |
| 4 Dec | 312.40 | 16.1 | -0.15 | 47.42 | 142 | -10 | 245 |
| 3 Dec | 311.65 | 16.05 | 4.6 | 46.24 | 96 | -11 | 255 |
| 2 Dec | 317.90 | 10.95 | -0.4 | 38.35 | 138 | -8 | 270 |
| 1 Dec | 321.65 | 11.3 | -0.7 | 42.56 | 152 | -5 | 279 |
| 28 Nov | 324.10 | 11.95 | -0.8 | 45.27 | 41 | -4 | 283 |
| 27 Nov | 324.55 | 12.65 | 1.75 | 47.39 | 219 | 52 | 285 |
| 26 Nov | 323.60 | 10.75 | -7.3 | 40.44 | 173 | 24 | 234 |
| 25 Nov | 322.90 | 18.3 | 2.15 | 59.73 | 390 | 47 | 211 |
| 24 Nov | 324.85 | 17.3 | -0.1 | 61.58 | 92 | 48 | 163 |
| 21 Nov | 314.00 | 17.5 | 4.8 | 45.76 | 114 | 27 | 113 |
| 20 Nov | 319.10 | 12.4 | -1.85 | 38.12 | 35 | 22 | 87 |
| 19 Nov | 320.15 | 13.45 | 0.2 | 41.39 | 62 | 22 | 65 |
| 18 Nov | 321.20 | 13.25 | 2.65 | 41.44 | 35 | 0 | 39 |
| 17 Nov | 327.00 | 10.6 | -3.45 | 39.48 | 53 | 29 | 39 |
| 14 Nov | 321.05 | 13.15 | -5.25 | 40.76 | 17 | 4 | 10 |
| 13 Nov | 314.30 | 18.4 | -0.15 | 44.83 | 3 | 2 | 5 |
| 12 Nov | 316.35 | 18.55 | 0.55 | 46.19 | 5 | 2 | 3 |
| 11 Nov | 317.75 | 18 | -3.85 | - | 0 | 1 | 0 |
| 10 Nov | 315.90 | 18 | -3.85 | 44.66 | 1 | 0 | 0 |
| 7 Nov | 318.00 | 21.85 | 0 | 2.18 | 0 | 0 | 0 |
| 6 Nov | 317.80 | 21.85 | 0 | 1.82 | 0 | 0 | 0 |
| 4 Nov | 325.80 | 21.85 | 0 | 4.01 | 0 | 0 | 0 |
| 3 Nov | 328.70 | 21.85 | 0 | 4.44 | 0 | 0 | 0 |
| 31 Oct | 328.80 | 21.85 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 331.55 | 21.85 | 0 | 4.86 | 0 | 0 | 0 |
| 29 Oct | 332.75 | 21.85 | 0 | 5.26 | 0 | 0 | 0 |
For Rail Vikas Nigam Limited - strike price 315 expiring on 30DEC2025
Delta for 315 PE is -0.49
Historical price for 315 PE is as follows
On 5 Dec RVNL was trading at 310.85. The strike last trading price was 13.6, which was -2.5 lower than the previous day. The implied volatity was 39.79, the open interest changed by 12 which increased total open position to 256
On 4 Dec RVNL was trading at 312.40. The strike last trading price was 16.1, which was -0.15 lower than the previous day. The implied volatity was 47.42, the open interest changed by -10 which decreased total open position to 245
On 3 Dec RVNL was trading at 311.65. The strike last trading price was 16.05, which was 4.6 higher than the previous day. The implied volatity was 46.24, the open interest changed by -11 which decreased total open position to 255
On 2 Dec RVNL was trading at 317.90. The strike last trading price was 10.95, which was -0.4 lower than the previous day. The implied volatity was 38.35, the open interest changed by -8 which decreased total open position to 270
On 1 Dec RVNL was trading at 321.65. The strike last trading price was 11.3, which was -0.7 lower than the previous day. The implied volatity was 42.56, the open interest changed by -5 which decreased total open position to 279
On 28 Nov RVNL was trading at 324.10. The strike last trading price was 11.95, which was -0.8 lower than the previous day. The implied volatity was 45.27, the open interest changed by -4 which decreased total open position to 283
On 27 Nov RVNL was trading at 324.55. The strike last trading price was 12.65, which was 1.75 higher than the previous day. The implied volatity was 47.39, the open interest changed by 52 which increased total open position to 285
On 26 Nov RVNL was trading at 323.60. The strike last trading price was 10.75, which was -7.3 lower than the previous day. The implied volatity was 40.44, the open interest changed by 24 which increased total open position to 234
On 25 Nov RVNL was trading at 322.90. The strike last trading price was 18.3, which was 2.15 higher than the previous day. The implied volatity was 59.73, the open interest changed by 47 which increased total open position to 211
On 24 Nov RVNL was trading at 324.85. The strike last trading price was 17.3, which was -0.1 lower than the previous day. The implied volatity was 61.58, the open interest changed by 48 which increased total open position to 163
On 21 Nov RVNL was trading at 314.00. The strike last trading price was 17.5, which was 4.8 higher than the previous day. The implied volatity was 45.76, the open interest changed by 27 which increased total open position to 113
On 20 Nov RVNL was trading at 319.10. The strike last trading price was 12.4, which was -1.85 lower than the previous day. The implied volatity was 38.12, the open interest changed by 22 which increased total open position to 87
On 19 Nov RVNL was trading at 320.15. The strike last trading price was 13.45, which was 0.2 higher than the previous day. The implied volatity was 41.39, the open interest changed by 22 which increased total open position to 65
On 18 Nov RVNL was trading at 321.20. The strike last trading price was 13.25, which was 2.65 higher than the previous day. The implied volatity was 41.44, the open interest changed by 0 which decreased total open position to 39
On 17 Nov RVNL was trading at 327.00. The strike last trading price was 10.6, which was -3.45 lower than the previous day. The implied volatity was 39.48, the open interest changed by 29 which increased total open position to 39
On 14 Nov RVNL was trading at 321.05. The strike last trading price was 13.15, which was -5.25 lower than the previous day. The implied volatity was 40.76, the open interest changed by 4 which increased total open position to 10
On 13 Nov RVNL was trading at 314.30. The strike last trading price was 18.4, which was -0.15 lower than the previous day. The implied volatity was 44.83, the open interest changed by 2 which increased total open position to 5
On 12 Nov RVNL was trading at 316.35. The strike last trading price was 18.55, which was 0.55 higher than the previous day. The implied volatity was 46.19, the open interest changed by 2 which increased total open position to 3
On 11 Nov RVNL was trading at 317.75. The strike last trading price was 18, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 10 Nov RVNL was trading at 315.90. The strike last trading price was 18, which was -3.85 lower than the previous day. The implied volatity was 44.66, the open interest changed by 0 which decreased total open position to 0
On 7 Nov RVNL was trading at 318.00. The strike last trading price was 21.85, which was 0 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
On 6 Nov RVNL was trading at 317.80. The strike last trading price was 21.85, which was 0 lower than the previous day. The implied volatity was 1.82, the open interest changed by 0 which decreased total open position to 0
On 4 Nov RVNL was trading at 325.80. The strike last trading price was 21.85, which was 0 lower than the previous day. The implied volatity was 4.01, the open interest changed by 0 which decreased total open position to 0
On 3 Nov RVNL was trading at 328.70. The strike last trading price was 21.85, which was 0 lower than the previous day. The implied volatity was 4.44, the open interest changed by 0 which decreased total open position to 0
On 31 Oct RVNL was trading at 328.80. The strike last trading price was 21.85, 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 30 Oct RVNL was trading at 331.55. The strike last trading price was 21.85, which was 0 lower than the previous day. The implied volatity was 4.86, the open interest changed by 0 which decreased total open position to 0
On 29 Oct RVNL was trading at 332.75. The strike last trading price was 21.85, which was 0 lower than the previous day. The implied volatity was 5.26, the open interest changed by 0 which decreased total open position to 0































































































































































































































