RVNL
Rail Vikas Nigam Limited
Historical option data for RVNL
05 Dec 2025 04:13 PM IST
| RVNL 30-DEC-2025 320 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.37
Vega: 0.31
Theta: -0.16
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 310.85 | 4.15 | -0.7 | 20.73 | 1,764 | 81 | 1,864 | |||||||||
| 4 Dec | 312.40 | 4.6 | -0.2 | 21.18 | 1,886 | 106 | 1,784 | |||||||||
| 3 Dec | 311.65 | 5 | -2.15 | 22.04 | 1,722 | 250 | 1,673 | |||||||||
| 2 Dec | 317.90 | 7.25 | -0.6 | 20.45 | 1,256 | 76 | 1,422 | |||||||||
| 1 Dec | 321.65 | 7.75 | -0.3 | 16.37 | 1,864 | -26 | 1,348 | |||||||||
| 28 Nov | 324.10 | 8.1 | -0.1 | 9.69 | 805 | -24 | 1,380 | |||||||||
| 27 Nov | 324.55 | 7.85 | -1.25 | 7.75 | 1,642 | 70 | 1,405 | |||||||||
| 26 Nov | 323.60 | 9 | 2.85 | 14.05 | 3,984 | -417 | 1,335 | |||||||||
| 25 Nov | 322.90 | 6.05 | -1.85 | - | 5,584 | 705 | 1,744 | |||||||||
| 24 Nov | 324.85 | 7.8 | 0.75 | - | 1,793 | 480 | 1,020 | |||||||||
| 21 Nov | 314.00 | 7.1 | -3.15 | 20.28 | 591 | 131 | 535 | |||||||||
| 20 Nov | 319.10 | 10.2 | -0.6 | 21.15 | 457 | 55 | 403 | |||||||||
| 19 Nov | 320.15 | 11 | -1.1 | 21.12 | 345 | 112 | 348 | |||||||||
| 18 Nov | 321.20 | 11.6 | -4.45 | 20.85 | 283 | 86 | 235 | |||||||||
| 17 Nov | 327.00 | 16.2 | 2.4 | 22.52 | 202 | -19 | 149 | |||||||||
| 14 Nov | 321.05 | 14 | 3.15 | 23.20 | 179 | 17 | 169 | |||||||||
| 13 Nov | 314.30 | 10.8 | -0.95 | 25.64 | 127 | 38 | 150 | |||||||||
| 12 Nov | 316.35 | 11.75 | -0.4 | 25.75 | 127 | 56 | 102 | |||||||||
| 11 Nov | 317.75 | 11.8 | 0.2 | 23.19 | 46 | 22 | 47 | |||||||||
| 10 Nov | 315.90 | 11.4 | -0.75 | 23.79 | 32 | 22 | 26 | |||||||||
| 7 Nov | 318.00 | 12.25 | -38.85 | 21.52 | 4 | 3 | 3 | |||||||||
| 6 Nov | 317.80 | 51.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 325.80 | 51.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 328.70 | 51.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 328.80 | 51.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 331.55 | 51.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 332.75 | 51.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 328.85 | 51.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 330.00 | 51.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 329.45 | 51.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Oct | 329.00 | 51.1 | 0 | - | 0 | 0 | 0 | |||||||||
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| 17 Oct | 331.65 | 51.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 336.05 | 51.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 333.05 | 51.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 344.40 | 51.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Oct | 346.55 | 51.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 354.85 | 51.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 346.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 347.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Rail Vikas Nigam Limited - strike price 320 expiring on 30DEC2025
Delta for 320 CE is 0.37
Historical price for 320 CE is as follows
On 5 Dec RVNL was trading at 310.85. The strike last trading price was 4.15, which was -0.7 lower than the previous day. The implied volatity was 20.73, the open interest changed by 81 which increased total open position to 1864
On 4 Dec RVNL was trading at 312.40. The strike last trading price was 4.6, which was -0.2 lower than the previous day. The implied volatity was 21.18, the open interest changed by 106 which increased total open position to 1784
On 3 Dec RVNL was trading at 311.65. The strike last trading price was 5, which was -2.15 lower than the previous day. The implied volatity was 22.04, the open interest changed by 250 which increased total open position to 1673
On 2 Dec RVNL was trading at 317.90. The strike last trading price was 7.25, which was -0.6 lower than the previous day. The implied volatity was 20.45, the open interest changed by 76 which increased total open position to 1422
On 1 Dec RVNL was trading at 321.65. The strike last trading price was 7.75, which was -0.3 lower than the previous day. The implied volatity was 16.37, the open interest changed by -26 which decreased total open position to 1348
On 28 Nov RVNL was trading at 324.10. The strike last trading price was 8.1, which was -0.1 lower than the previous day. The implied volatity was 9.69, the open interest changed by -24 which decreased total open position to 1380
On 27 Nov RVNL was trading at 324.55. The strike last trading price was 7.85, which was -1.25 lower than the previous day. The implied volatity was 7.75, the open interest changed by 70 which increased total open position to 1405
On 26 Nov RVNL was trading at 323.60. The strike last trading price was 9, which was 2.85 higher than the previous day. The implied volatity was 14.05, the open interest changed by -417 which decreased total open position to 1335
On 25 Nov RVNL was trading at 322.90. The strike last trading price was 6.05, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 705 which increased total open position to 1744
On 24 Nov RVNL was trading at 324.85. The strike last trading price was 7.8, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 480 which increased total open position to 1020
On 21 Nov RVNL was trading at 314.00. The strike last trading price was 7.1, which was -3.15 lower than the previous day. The implied volatity was 20.28, the open interest changed by 131 which increased total open position to 535
On 20 Nov RVNL was trading at 319.10. The strike last trading price was 10.2, which was -0.6 lower than the previous day. The implied volatity was 21.15, the open interest changed by 55 which increased total open position to 403
On 19 Nov RVNL was trading at 320.15. The strike last trading price was 11, which was -1.1 lower than the previous day. The implied volatity was 21.12, the open interest changed by 112 which increased total open position to 348
On 18 Nov RVNL was trading at 321.20. The strike last trading price was 11.6, which was -4.45 lower than the previous day. The implied volatity was 20.85, the open interest changed by 86 which increased total open position to 235
On 17 Nov RVNL was trading at 327.00. The strike last trading price was 16.2, which was 2.4 higher than the previous day. The implied volatity was 22.52, the open interest changed by -19 which decreased total open position to 149
On 14 Nov RVNL was trading at 321.05. The strike last trading price was 14, which was 3.15 higher than the previous day. The implied volatity was 23.20, the open interest changed by 17 which increased total open position to 169
On 13 Nov RVNL was trading at 314.30. The strike last trading price was 10.8, which was -0.95 lower than the previous day. The implied volatity was 25.64, the open interest changed by 38 which increased total open position to 150
On 12 Nov RVNL was trading at 316.35. The strike last trading price was 11.75, which was -0.4 lower than the previous day. The implied volatity was 25.75, the open interest changed by 56 which increased total open position to 102
On 11 Nov RVNL was trading at 317.75. The strike last trading price was 11.8, which was 0.2 higher than the previous day. The implied volatity was 23.19, the open interest changed by 22 which increased total open position to 47
On 10 Nov RVNL was trading at 315.90. The strike last trading price was 11.4, which was -0.75 lower than the previous day. The implied volatity was 23.79, the open interest changed by 22 which increased total open position to 26
On 7 Nov RVNL was trading at 318.00. The strike last trading price was 12.25, which was -38.85 lower than the previous day. The implied volatity was 21.52, the open interest changed by 3 which increased total open position to 3
On 6 Nov RVNL was trading at 317.80. The strike last trading price was 51.1, 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 51.1, 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 51.1, 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 51.1, 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 51.1, 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 51.1, 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 Oct RVNL was trading at 328.85. The strike last trading price was 51.1, 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 Oct RVNL was trading at 330.00. The strike last trading price was 51.1, 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 Oct RVNL was trading at 329.45. The strike last trading price was 51.1, 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 Oct RVNL was trading at 329.00. The strike last trading price was 51.1, 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 Oct RVNL was trading at 331.65. The strike last trading price was 51.1, 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 Oct RVNL was trading at 336.05. The strike last trading price was 51.1, 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 14 Oct RVNL was trading at 333.05. The strike last trading price was 51.1, 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 Oct RVNL was trading at 344.40. The strike last trading price was 51.1, 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 8 Oct RVNL was trading at 346.55. The strike last trading price was 51.1, 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 Oct RVNL was trading at 354.85. The strike last trading price was 51.1, 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 Oct RVNL was trading at 346.60. The strike last trading price was 0, 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 Oct RVNL was trading at 347.05. The strike last trading price was 0, 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 320 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 0.32
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 310.85 | 17.3 | -1.7 | 42.55 | 63 | 9 | 825 |
| 4 Dec | 312.40 | 19 | -0.8 | 47.68 | 154 | -13 | 817 |
| 3 Dec | 311.65 | 19.35 | 4.65 | 47.82 | 83 | -7 | 830 |
| 2 Dec | 317.90 | 14.2 | -0.15 | 40.69 | 139 | -4 | 837 |
| 1 Dec | 321.65 | 14.35 | -0.7 | 44.63 | 178 | 19 | 840 |
| 28 Nov | 324.10 | 15.1 | -0.6 | 48.47 | 148 | 42 | 820 |
| 27 Nov | 324.55 | 15.7 | 2.1 | 49.63 | 255 | 18 | 777 |
| 26 Nov | 323.60 | 13.7 | -7.9 | 42.46 | 484 | 54 | 757 |
| 25 Nov | 322.90 | 21.8 | 2.25 | 62.61 | 477 | 167 | 707 |
| 24 Nov | 324.85 | 20.8 | -0.05 | 64.80 | 265 | 187 | 531 |
| 21 Nov | 314.00 | 20.85 | 5.35 | 47.53 | 234 | 97 | 343 |
| 20 Nov | 319.10 | 15.4 | -1.3 | 39.67 | 172 | 54 | 246 |
| 19 Nov | 320.15 | 17.05 | 1 | 44.39 | 102 | 57 | 191 |
| 18 Nov | 321.20 | 16.4 | 3.9 | 43.41 | 79 | 58 | 133 |
| 17 Nov | 327.00 | 12.5 | -3.7 | 39.42 | 91 | 32 | 75 |
| 14 Nov | 321.05 | 15.8 | -5.25 | 41.69 | 59 | 23 | 42 |
| 13 Nov | 314.30 | 21.05 | 0.65 | 44.96 | 17 | 3 | 18 |
| 12 Nov | 316.35 | 20.4 | -1.9 | 44.68 | 13 | 4 | 12 |
| 11 Nov | 317.75 | 22.3 | 3.3 | - | 0 | 0 | 0 |
| 10 Nov | 315.90 | 22.3 | 3.3 | - | 0 | 0 | 0 |
| 7 Nov | 318.00 | 22.3 | 3.3 | - | 0 | 3 | 0 |
| 6 Nov | 317.80 | 22.3 | 3.3 | 48.23 | 4 | 2 | 7 |
| 4 Nov | 325.80 | 19 | 3.55 | 48.08 | 1 | 0 | 4 |
| 3 Nov | 328.70 | 15.45 | 0.9 | 42.80 | 2 | 0 | 3 |
| 31 Oct | 328.80 | 14.55 | -1.35 | - | 1 | 0 | 2 |
| 30 Oct | 331.55 | 15.8 | -2.35 | 43.90 | 3 | 1 | 2 |
| 29 Oct | 332.75 | 18.15 | -8.7 | 49.55 | 1 | 0 | 0 |
| 28 Oct | 328.85 | 26.85 | 0 | 3.00 | 0 | 0 | 0 |
| 27 Oct | 330.00 | 26.85 | 0 | 3.45 | 0 | 0 | 0 |
| 24 Oct | 329.45 | 26.85 | 0 | 3.40 | 0 | 0 | 0 |
| 20 Oct | 329.00 | 26.85 | 0 | 3.22 | 0 | 0 | 0 |
| 17 Oct | 331.65 | 26.85 | 0 | - | 0 | 0 | 0 |
| 16 Oct | 336.05 | 26.85 | 0 | 4.54 | 0 | 0 | 0 |
| 14 Oct | 333.05 | 26.85 | 0 | 3.87 | 0 | 0 | 0 |
| 9 Oct | 344.40 | 26.85 | 0 | - | 0 | 0 | 0 |
| 8 Oct | 346.55 | 26.85 | 0 | 6.37 | 0 | 0 | 0 |
| 7 Oct | 354.85 | 26.85 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 346.60 | 26.85 | 0 | 6.26 | 0 | 0 | 0 |
| 3 Oct | 347.05 | 26.85 | 0 | 5.97 | 0 | 0 | 0 |
For Rail Vikas Nigam Limited - strike price 320 expiring on 30DEC2025
Delta for 320 PE is -0.55
Historical price for 320 PE is as follows
On 5 Dec RVNL was trading at 310.85. The strike last trading price was 17.3, which was -1.7 lower than the previous day. The implied volatity was 42.55, the open interest changed by 9 which increased total open position to 825
On 4 Dec RVNL was trading at 312.40. The strike last trading price was 19, which was -0.8 lower than the previous day. The implied volatity was 47.68, the open interest changed by -13 which decreased total open position to 817
On 3 Dec RVNL was trading at 311.65. The strike last trading price was 19.35, which was 4.65 higher than the previous day. The implied volatity was 47.82, the open interest changed by -7 which decreased total open position to 830
On 2 Dec RVNL was trading at 317.90. The strike last trading price was 14.2, which was -0.15 lower than the previous day. The implied volatity was 40.69, the open interest changed by -4 which decreased total open position to 837
On 1 Dec RVNL was trading at 321.65. The strike last trading price was 14.35, which was -0.7 lower than the previous day. The implied volatity was 44.63, the open interest changed by 19 which increased total open position to 840
On 28 Nov RVNL was trading at 324.10. The strike last trading price was 15.1, which was -0.6 lower than the previous day. The implied volatity was 48.47, the open interest changed by 42 which increased total open position to 820
On 27 Nov RVNL was trading at 324.55. The strike last trading price was 15.7, which was 2.1 higher than the previous day. The implied volatity was 49.63, the open interest changed by 18 which increased total open position to 777
On 26 Nov RVNL was trading at 323.60. The strike last trading price was 13.7, which was -7.9 lower than the previous day. The implied volatity was 42.46, the open interest changed by 54 which increased total open position to 757
On 25 Nov RVNL was trading at 322.90. The strike last trading price was 21.8, which was 2.25 higher than the previous day. The implied volatity was 62.61, the open interest changed by 167 which increased total open position to 707
On 24 Nov RVNL was trading at 324.85. The strike last trading price was 20.8, which was -0.05 lower than the previous day. The implied volatity was 64.80, the open interest changed by 187 which increased total open position to 531
On 21 Nov RVNL was trading at 314.00. The strike last trading price was 20.85, which was 5.35 higher than the previous day. The implied volatity was 47.53, the open interest changed by 97 which increased total open position to 343
On 20 Nov RVNL was trading at 319.10. The strike last trading price was 15.4, which was -1.3 lower than the previous day. The implied volatity was 39.67, the open interest changed by 54 which increased total open position to 246
On 19 Nov RVNL was trading at 320.15. The strike last trading price was 17.05, which was 1 higher than the previous day. The implied volatity was 44.39, the open interest changed by 57 which increased total open position to 191
On 18 Nov RVNL was trading at 321.20. The strike last trading price was 16.4, which was 3.9 higher than the previous day. The implied volatity was 43.41, the open interest changed by 58 which increased total open position to 133
On 17 Nov RVNL was trading at 327.00. The strike last trading price was 12.5, which was -3.7 lower than the previous day. The implied volatity was 39.42, the open interest changed by 32 which increased total open position to 75
On 14 Nov RVNL was trading at 321.05. The strike last trading price was 15.8, which was -5.25 lower than the previous day. The implied volatity was 41.69, the open interest changed by 23 which increased total open position to 42
On 13 Nov RVNL was trading at 314.30. The strike last trading price was 21.05, which was 0.65 higher than the previous day. The implied volatity was 44.96, the open interest changed by 3 which increased total open position to 18
On 12 Nov RVNL was trading at 316.35. The strike last trading price was 20.4, which was -1.9 lower than the previous day. The implied volatity was 44.68, the open interest changed by 4 which increased total open position to 12
On 11 Nov RVNL was trading at 317.75. The strike last trading price was 22.3, which was 3.3 higher 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 22.3, which was 3.3 higher 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 22.3, which was 3.3 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 6 Nov RVNL was trading at 317.80. The strike last trading price was 22.3, which was 3.3 higher than the previous day. The implied volatity was 48.23, the open interest changed by 2 which increased total open position to 7
On 4 Nov RVNL was trading at 325.80. The strike last trading price was 19, which was 3.55 higher than the previous day. The implied volatity was 48.08, the open interest changed by 0 which decreased total open position to 4
On 3 Nov RVNL was trading at 328.70. The strike last trading price was 15.45, which was 0.9 higher than the previous day. The implied volatity was 42.80, the open interest changed by 0 which decreased total open position to 3
On 31 Oct RVNL was trading at 328.80. The strike last trading price was 14.55, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Oct RVNL was trading at 331.55. The strike last trading price was 15.8, which was -2.35 lower than the previous day. The implied volatity was 43.90, the open interest changed by 1 which increased total open position to 2
On 29 Oct RVNL was trading at 332.75. The strike last trading price was 18.15, which was -8.7 lower than the previous day. The implied volatity was 49.55, the open interest changed by 0 which decreased total open position to 0
On 28 Oct RVNL was trading at 328.85. The strike last trading price was 26.85, which was 0 lower than the previous day. The implied volatity was 3.00, the open interest changed by 0 which decreased total open position to 0
On 27 Oct RVNL was trading at 330.00. The strike last trading price was 26.85, which was 0 lower than the previous day. The implied volatity was 3.45, the open interest changed by 0 which decreased total open position to 0
On 24 Oct RVNL was trading at 329.45. The strike last trading price was 26.85, which was 0 lower than the previous day. The implied volatity was 3.40, the open interest changed by 0 which decreased total open position to 0
On 20 Oct RVNL was trading at 329.00. The strike last trading price was 26.85, which was 0 lower than the previous day. The implied volatity was 3.22, the open interest changed by 0 which decreased total open position to 0
On 17 Oct RVNL was trading at 331.65. The strike last trading price was 26.85, 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 16 Oct RVNL was trading at 336.05. The strike last trading price was 26.85, which was 0 lower than the previous day. The implied volatity was 4.54, the open interest changed by 0 which decreased total open position to 0
On 14 Oct RVNL was trading at 333.05. The strike last trading price was 26.85, which was 0 lower than the previous day. The implied volatity was 3.87, the open interest changed by 0 which decreased total open position to 0
On 9 Oct RVNL was trading at 344.40. The strike last trading price was 26.85, 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 8 Oct RVNL was trading at 346.55. The strike last trading price was 26.85, which was 0 lower than the previous day. The implied volatity was 6.37, the open interest changed by 0 which decreased total open position to 0
On 7 Oct RVNL was trading at 354.85. The strike last trading price was 26.85, 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 6 Oct RVNL was trading at 346.60. The strike last trading price was 26.85, which was 0 lower than the previous day. The implied volatity was 6.26, the open interest changed by 0 which decreased total open position to 0
On 3 Oct RVNL was trading at 347.05. The strike last trading price was 26.85, which was 0 lower than the previous day. The implied volatity was 5.97, the open interest changed by 0 which decreased total open position to 0































































































































































































































