[--[65.84.65.76]--]

RVNL

Rail Vikas Nigam Limited
310.85 -1.55 (-0.50%)
L: 307.85 H: 312.4

Back to Option Chain


Historical option data for RVNL

05 Dec 2025 04:13 PM IST
RVNL 30-DEC-2025 320 CE
Delta: 0.37
Vega: 0.31
Theta: -0.16
Gamma: 0.02
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
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
Delta: -0.55
Vega: 0.32
Theta: -0.22
Gamma: 0.01
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