Historical option data for RVNL
27 May 2026 04:10 PM IST
| RVNL 30-Jun-2026 (34d) 320 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0
Theta: -0.05
Gamma: 0.00277
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 May | 252.30 | 0.55 | -0.35 (-38.89%) | 42.55 | 510 | 32 | 437 | |||||||||
| 26 May | 259.75 | 0.95 | -1.55 (-62.00%) | 41.58 | 465 | 50 | 403 | |||||||||
| 25 May | 272.45 | 2.4 | 0.55 (29.73%) | 42.29 | 299 | 115 | 347 | |||||||||
| 22 May | 271.10 | 1.9 | -0.3 (-13.64%) | 38.85 | 122 | 15 | 232 | |||||||||
| 21 May | 270.75 | 2.2 | 0.1 (4.76%) | 40.88 | 126 | 10 | 217 | |||||||||
| 20 May | 269.60 | 2.1 | -0.1 (-4.55%) | 40.22 | 132 | 76 | 206 | |||||||||
| 19 May | 271.55 | 2.15 | -0.85 (-28.33%) | 39.07 | 63 | 2 | 130 | |||||||||
| 18 May | 276.80 | 2.75 | -1.25 (-31.25%) | 37.25 | 61 | 27 | 128 | |||||||||
| 15 May | 283.00 | 3.7 | -1.65 (-30.84%) | 35.53 | 29 | 13 | 99 | |||||||||
| 14 May | 287.20 | 5.35 | 0.25 (4.90%) | 37.98 | 9 | -1 | 86 | |||||||||
| 13 May | 285.00 | 5.1 | 0.3 (6.25%) | 0 | 17 | 2 | 86 | |||||||||
| 12 May | 283.30 | 4.95 | -3.05 (-38.13%) | 0 | 50 | 26 | 83 | |||||||||
| 11 May | 295.40 | 7.3 | -2.7 (-27.00%) | 0 | 49 | 21 | 57 | |||||||||
| 8 May | 305.00 | 10.35 | -0.05 (-0.48%) | 32.09 | 1 | 0 | 35 | |||||||||
| 7 May | 308.70 | 10.4 | 1.1 (11.83%) | 30.43 | 44 | -9 | 36 | |||||||||
| 6 May | 305.10 | 8.9 | 0.8 (9.88%) | 29.67 | 38 | -7 | 45 | |||||||||
| 5 May | 300.45 | 8.3 | 1.35 (19.42%) | 31.36 | 37 | 30 | 49 | |||||||||
| 4 May | 296.65 | 6.95 | -1.34 (-16.16%) | 32.14 | 8 | 5 | 19 | |||||||||
| 30 Apr | 297.65 | 8.29 | -1.91 (-18.73%) | 33.28 | 11 | 4 | 18 | |||||||||
| 29 Apr | 302.30 | 10.2 | -2.46 (-19.43%) | 32.82 | 13 | 6 | 14 | |||||||||
| 28 Apr | 308.63 | 12.66 | 7.66 (153.20%) | 31.57 | 9 | 2 | 7 | |||||||||
| 27 Apr | 305.95 | 5 | 0 (0.00%) | - | 0 | 0 | 5 | |||||||||
| 24 Apr | 303.44 | 5 | 0 (0.00%) | 17.47 | 0 | 0 | 5 | |||||||||
| 23 Apr | 307.21 | 5 | -5 (-50.00%) | 17.47 | 1 | 0 | 4 | |||||||||
| 22 Apr | 307.41 | 10 | 0 (0.00%) | - | 0 | 0 | 4 | |||||||||
| 21 Apr | 298.86 | 10 | 0 (0.00%) | - | 0 | 0 | 4 | |||||||||
| 20 Apr | 296.33 | 10 | 0 (0.00%) | - | 0 | 0 | 4 | |||||||||
| 17 Apr | 303.06 | 10 | 1.05 (11.73%) | 28.65 | 4 | 1 | 3 | |||||||||
| 16 Apr | 293.89 | 8.95 | 0 (0.00%) | 37.04 | 0 | 0 | 2 | |||||||||
| 15 Apr | 287.06 | 8.95 | 1.05 (13.29%) | 37.04 | 2 | 1 | 1 | |||||||||
| 10 Apr | 275.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 272.83 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Rail Vikas Nigam Limited - strike price 320 expiring on 30JUN2026
Delta for 320 CE is 0.04
Historical price for 320 CE is as follows
On 27 May RVNL was trading at 252.30. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 42.55, the open interest changed by 32 which increased total open position to 437
On 26 May RVNL was trading at 259.75. The strike last trading price was 0.95, which was -1.55 lower than the previous day. The implied volatity was 41.58, the open interest changed by 50 which increased total open position to 403
On 25 May RVNL was trading at 272.45. The strike last trading price was 2.4, which was 0.55 higher than the previous day. The implied volatity was 42.29, the open interest changed by 115 which increased total open position to 347
On 22 May RVNL was trading at 271.10. The strike last trading price was 1.9, which was -0.3 lower than the previous day. The implied volatity was 38.85, the open interest changed by 15 which increased total open position to 232
On 21 May RVNL was trading at 270.75. The strike last trading price was 2.2, which was 0.1 higher than the previous day. The implied volatity was 40.88, the open interest changed by 10 which increased total open position to 217
On 20 May RVNL was trading at 269.60. The strike last trading price was 2.1, which was -0.1 lower than the previous day. The implied volatity was 40.22, the open interest changed by 76 which increased total open position to 206
On 19 May RVNL was trading at 271.55. The strike last trading price was 2.15, which was -0.85 lower than the previous day. The implied volatity was 39.07, the open interest changed by 2 which increased total open position to 130
On 18 May RVNL was trading at 276.80. The strike last trading price was 2.75, which was -1.25 lower than the previous day. The implied volatity was 37.25, the open interest changed by 27 which increased total open position to 128
On 15 May RVNL was trading at 283.00. The strike last trading price was 3.7, which was -1.65 lower than the previous day. The implied volatity was 35.53, the open interest changed by 13 which increased total open position to 99
On 14 May RVNL was trading at 287.20. The strike last trading price was 5.35, which was 0.25 higher than the previous day. The implied volatity was 37.98, the open interest changed by -1 which decreased total open position to 86
On 13 May RVNL was trading at 285.00. The strike last trading price was 5.1, which was 0.3 higher than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 86
On 12 May RVNL was trading at 283.30. The strike last trading price was 4.95, which was -3.05 lower than the previous day. The implied volatity was 0, the open interest changed by 26 which increased total open position to 83
On 11 May RVNL was trading at 295.40. The strike last trading price was 7.3, which was -2.7 lower than the previous day. The implied volatity was 0, the open interest changed by 21 which increased total open position to 57
On 8 May RVNL was trading at 305.00. The strike last trading price was 10.35, which was -0.05 lower than the previous day. The implied volatity was 32.09, the open interest changed by 0 which decreased total open position to 35
On 7 May RVNL was trading at 308.70. The strike last trading price was 10.4, which was 1.1 higher than the previous day. The implied volatity was 30.43, the open interest changed by -9 which decreased total open position to 36
On 6 May RVNL was trading at 305.10. The strike last trading price was 8.9, which was 0.8 higher than the previous day. The implied volatity was 29.67, the open interest changed by -7 which decreased total open position to 45
On 5 May RVNL was trading at 300.45. The strike last trading price was 8.3, which was 1.35 higher than the previous day. The implied volatity was 31.36, the open interest changed by 30 which increased total open position to 49
On 4 May RVNL was trading at 296.65. The strike last trading price was 6.95, which was -1.34 lower than the previous day. The implied volatity was 32.14, the open interest changed by 5 which increased total open position to 19
On 30 Apr RVNL was trading at 297.65. The strike last trading price was 8.29, which was -1.91 lower than the previous day. The implied volatity was 33.28, the open interest changed by 4 which increased total open position to 18
On 29 Apr RVNL was trading at 302.30. The strike last trading price was 10.2, which was -2.46 lower than the previous day. The implied volatity was 32.82, the open interest changed by 6 which increased total open position to 14
On 28 Apr RVNL was trading at 308.63. The strike last trading price was 12.66, which was 7.66 higher than the previous day. The implied volatity was 31.57, the open interest changed by 2 which increased total open position to 7
On 27 Apr RVNL was trading at 305.95. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 24 Apr RVNL was trading at 303.44. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 17.47, the open interest changed by 0 which decreased total open position to 5
On 23 Apr RVNL was trading at 307.21. The strike last trading price was 5, which was -5 lower than the previous day. The implied volatity was 17.47, the open interest changed by 0 which decreased total open position to 4
On 22 Apr RVNL was trading at 307.41. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 21 Apr RVNL was trading at 298.86. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 Apr RVNL was trading at 296.33. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Apr RVNL was trading at 303.06. The strike last trading price was 10, which was 1.05 higher than the previous day. The implied volatity was 28.65, the open interest changed by 1 which increased total open position to 3
On 16 Apr RVNL was trading at 293.89. The strike last trading price was 8.95, which was 0 lower than the previous day. The implied volatity was 37.04, the open interest changed by 0 which decreased total open position to 2
On 15 Apr RVNL was trading at 287.06. The strike last trading price was 8.95, which was 1.05 higher than the previous day. The implied volatity was 37.04, the open interest changed by 1 which increased total open position to 1
On 10 Apr RVNL was trading at 275.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr RVNL was trading at 272.83. 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 30-Jun-2026 (34d) 320 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 0
Theta: -0.12
Gamma: 0.00495
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 May | 252.30 | 63 | 63 (11.55%) | 59.73 | 29 | 0 | 92 |
| 26 May | 259.75 | 62.8 | 6.5 (11.55%) | 59.73 | 29 | 26 | 92 |
| 25 May | 272.45 | 56.3 | -0.1 (-0.18%) | 76.63 | 17 | 0 | 49 |
| 22 May | 271.10 | 56.4 | -2.1 (-3.59%) | 70.23 | 8 | 7 | 48 |
| 21 May | 270.75 | 58.5 | -5.5 (-8.59%) | 75.63 | 12 | 10 | 40 |
| 20 May | 269.60 | 64 | 6.5 (11.30%) | 82.48 | 1 | 1 | 30 |
| 19 May | 271.55 | 57.5 | 6.9 (13.64%) | 76.29 | 5 | 5 | 29 |
| 18 May | 276.80 | 50.6 | 50.6 (0.00%) | - | 5 | 0 | 24 |
| 15 May | 283.00 | 50.6 | 0 (0.00%) | - | 0 | 0 | 24 |
| 14 May | 287.20 | 50.6 | 0 (0.00%) | 0 | 0 | 0 | 24 |
| 13 May | 285.00 | 50.6 | 2 (4.12%) | 0 | 5 | 5 | 24 |
| 12 May | 283.30 | 48.5 | 14 (40.58%) | 0 | 15 | 14 | 18 |
| 11 May | 295.40 | 34.5 | 0 (0.00%) | 0 | 0 | 0 | 4 |
| 8 May | 305.00 | 34.5 | 34.5 | - | 0 | 0 | 4 |
| 7 May | 308.70 | 34.5 | 34.5 (-15.85%) | 57.04 | 0 | 0 | 4 |
| 6 May | 305.10 | 34.5 | -6.5 (-15.85%) | 57.04 | 1 | 0 | 5 |
| 5 May | 300.45 | 41 | 41 (2.50%) | 62.29 | 0 | 0 | 5 |
| 4 May | 296.65 | 41 | 1 (2.50%) | 62.29 | 4 | 3 | 4 |
| 30 Apr | 297.65 | 40 | 40 (-44.83%) | 62.14 | 0 | 0 | 1 |
| 29 Apr | 302.30 | 40 | -32.5 (-44.83%) | 62.14 | 1 | 0 | 0 |
| 28 Apr | 308.63 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 305.95 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 303.44 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 307.21 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 307.41 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 298.86 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 296.33 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 303.06 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 293.89 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 287.06 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 275.00 | - | - | - | 0 | 0 | 0 |
| 9 Apr | 272.83 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Rail Vikas Nigam Limited - strike price 320 expiring on 30JUN2026
Delta for 320 PE is -0.84
Historical price for 320 PE is as follows
On 27 May RVNL was trading at 252.30. The strike last trading price was 63, which was 63 higher than the previous day. The implied volatity was 59.73, the open interest changed by 0 which decreased total open position to 92
On 26 May RVNL was trading at 259.75. The strike last trading price was 62.8, which was 6.5 higher than the previous day. The implied volatity was 59.73, the open interest changed by 26 which increased total open position to 92
On 25 May RVNL was trading at 272.45. The strike last trading price was 56.3, which was -0.1 lower than the previous day. The implied volatity was 76.63, the open interest changed by 0 which decreased total open position to 49
On 22 May RVNL was trading at 271.10. The strike last trading price was 56.4, which was -2.1 lower than the previous day. The implied volatity was 70.23, the open interest changed by 7 which increased total open position to 48
On 21 May RVNL was trading at 270.75. The strike last trading price was 58.5, which was -5.5 lower than the previous day. The implied volatity was 75.63, the open interest changed by 10 which increased total open position to 40
On 20 May RVNL was trading at 269.60. The strike last trading price was 64, which was 6.5 higher than the previous day. The implied volatity was 82.48, the open interest changed by 1 which increased total open position to 30
On 19 May RVNL was trading at 271.55. The strike last trading price was 57.5, which was 6.9 higher than the previous day. The implied volatity was 76.29, the open interest changed by 5 which increased total open position to 29
On 18 May RVNL was trading at 276.80. The strike last trading price was 50.6, which was 50.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 15 May RVNL was trading at 283.00. The strike last trading price was 50.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 14 May RVNL was trading at 287.20. The strike last trading price was 50.6, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 24
On 13 May RVNL was trading at 285.00. The strike last trading price was 50.6, which was 2 higher than the previous day. The implied volatity was 0, the open interest changed by 5 which increased total open position to 24
On 12 May RVNL was trading at 283.30. The strike last trading price was 48.5, which was 14 higher than the previous day. The implied volatity was 0, the open interest changed by 14 which increased total open position to 18
On 11 May RVNL was trading at 295.40. The strike last trading price was 34.5, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4
On 8 May RVNL was trading at 305.00. The strike last trading price was 34.5, which was 34.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 7 May RVNL was trading at 308.70. The strike last trading price was 34.5, which was 34.5 higher than the previous day. The implied volatity was 57.04, the open interest changed by 0 which decreased total open position to 4
On 6 May RVNL was trading at 305.10. The strike last trading price was 34.5, which was -6.5 lower than the previous day. The implied volatity was 57.04, the open interest changed by 0 which decreased total open position to 5
On 5 May RVNL was trading at 300.45. The strike last trading price was 41, which was 41 higher than the previous day. The implied volatity was 62.29, the open interest changed by 0 which decreased total open position to 5
On 4 May RVNL was trading at 296.65. The strike last trading price was 41, which was 1 higher than the previous day. The implied volatity was 62.29, the open interest changed by 3 which increased total open position to 4
On 30 Apr RVNL was trading at 297.65. The strike last trading price was 40, which was 40 higher than the previous day. The implied volatity was 62.14, the open interest changed by 0 which decreased total open position to 1
On 29 Apr RVNL was trading at 302.30. The strike last trading price was 40, which was -32.5 lower than the previous day. The implied volatity was 62.14, the open interest changed by 0 which decreased total open position to 0
On 28 Apr RVNL was trading at 308.63. 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 27 Apr RVNL was trading at 305.95. 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 24 Apr RVNL was trading at 303.44. 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 23 Apr RVNL was trading at 307.21. 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 22 Apr RVNL was trading at 307.41. 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 21 Apr RVNL was trading at 298.86. 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 20 Apr RVNL was trading at 296.33. 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 17 Apr RVNL was trading at 303.06. 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 16 Apr RVNL was trading at 293.89. 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 15 Apr RVNL was trading at 287.06. 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 10 Apr RVNL was trading at 275.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr RVNL was trading at 272.83. 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
