[--[65.84.65.76]--]

RVNL

Rail Vikas Nigam Limited
308.9 -3.50 (-1.12%)
L: 307.85 H: 312.4

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Historical option data for RVNL

05 Dec 2025 02:48 PM IST
RVNL 30-DEC-2025 315 CE
Delta: 0.41
Vega: 0.31
Theta: -0.16
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 308.80 4.6 -1.65 19.65 1,274 161 661
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
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 0.41

Historical price for 315 CE is as follows

On 5 Dec RVNL was trading at 308.80. The strike last trading price was 4.6, which was -1.65 lower than the previous day. The implied volatity was 19.65, the open interest changed by 161 which increased total open position to 661


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: -0.53
Vega: 0.32
Theta: -0.20
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 308.80 14.7 -1.4 38.90 62 14 258
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 -0.53

Historical price for 315 PE is as follows

On 5 Dec RVNL was trading at 308.80. The strike last trading price was 14.7, which was -1.4 lower than the previous day. The implied volatity was 38.90, the open interest changed by 14 which increased total open position to 258


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