[--[65.84.65.76]--]

RVNL

Rail Vikas Nigam Limited
313.9 +2.00 (0.64%)
L: 311.05 H: 315.15

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Historical option data for RVNL

12 Dec 2025 04:13 PM IST
RVNL 30-DEC-2025 330 CE
Delta: 0.22
Vega: 0.21
Theta: -0.17
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 313.90 2.25 -0.05 25.85 975 12 2,622
11 Dec 311.90 2.25 0.25 26.84 1,316 -122 2,646
10 Dec 308.90 2 -0.65 28.18 821 159 2,765
9 Dec 312.70 2.65 1.15 26.55 2,070 -273 2,710
8 Dec 307.15 1.45 -0.85 24.73 1,375 139 2,977
5 Dec 310.85 2.35 -0.45 23.82 2,377 213 2,839
4 Dec 312.40 2.7 -0.2 24.32 1,880 206 2,625
3 Dec 311.65 3 -1.35 25.01 1,549 362 2,419
2 Dec 317.90 4.45 -0.4 23.73 977 17 2,071
1 Dec 321.65 4.7 -0.45 20.59 1,989 -167 2,053
28 Nov 324.10 5.05 -0.2 16.77 1,127 -3 2,225
27 Nov 324.55 5.15 -0.6 16.44 4,228 714 2,224
26 Nov 323.60 5.65 1.65 18.79 3,363 -119 1,504
25 Nov 322.90 4 -1.35 14.25 3,108 350 1,625
24 Nov 324.85 5.3 0.6 10.87 1,438 518 1,210
21 Nov 314.00 4.75 -2.1 23.35 332 93 689
20 Nov 319.10 7 -0.5 24.08 360 2 595
19 Nov 320.15 7.6 -0.85 24.00 254 76 591
18 Nov 321.20 8.25 -3.4 24.19 382 165 512
17 Nov 327.00 11.75 2.05 25.30 611 78 347
14 Nov 321.05 10 2.2 25.39 217 81 268
13 Nov 314.30 7.75 -0.3 27.63 100 45 186
12 Nov 316.35 8.1 -1.1 26.79 122 19 140
11 Nov 317.75 9.2 0.7 27.07 51 18 121
10 Nov 315.90 8.5 -0.25 26.59 37 14 102
7 Nov 318.00 8.7 0.85 23.65 17 2 88
6 Nov 317.80 7.9 -2.6 22.96 32 19 85
4 Nov 325.80 10.55 -2.45 19.72 28 11 66
3 Nov 328.70 13 1.4 21.17 24 0 56
31 Oct 328.80 11.45 -3.1 - 26 15 56
30 Oct 331.55 14.55 -2.45 20.49 25 10 40
29 Oct 332.75 16.85 3.45 22.38 17 2 31
28 Oct 328.85 13.4 -1 21.14 5 4 28
27 Oct 330.00 14.4 -0.6 20.96 8 4 23
24 Oct 329.45 15 -0.15 21.48 3 1 17
23 Oct 329.95 16 -2.75 22.23 15 14 15
20 Oct 329.00 45.95 0 - 0 0 0
17 Oct 331.65 45.95 0 - 0 0 0
16 Oct 336.05 45.95 0 - 0 0 0
14 Oct 333.05 45.95 0 - 0 0 0
9 Oct 344.40 45.95 0 - 0 0 0
8 Oct 346.55 45.95 0 - 0 0 0
7 Oct 354.85 45.95 0 - 0 0 0
6 Oct 346.60 45.95 0 - 0 0 0
3 Oct 347.05 45.95 0 - 0 0 0


For Rail Vikas Nigam Limited - strike price 330 expiring on 30DEC2025

Delta for 330 CE is 0.22

Historical price for 330 CE is as follows

On 12 Dec RVNL was trading at 313.90. The strike last trading price was 2.25, which was -0.05 lower than the previous day. The implied volatity was 25.85, the open interest changed by 12 which increased total open position to 2622


On 11 Dec RVNL was trading at 311.90. The strike last trading price was 2.25, which was 0.25 higher than the previous day. The implied volatity was 26.84, the open interest changed by -122 which decreased total open position to 2646


On 10 Dec RVNL was trading at 308.90. The strike last trading price was 2, which was -0.65 lower than the previous day. The implied volatity was 28.18, the open interest changed by 159 which increased total open position to 2765


On 9 Dec RVNL was trading at 312.70. The strike last trading price was 2.65, which was 1.15 higher than the previous day. The implied volatity was 26.55, the open interest changed by -273 which decreased total open position to 2710


On 8 Dec RVNL was trading at 307.15. The strike last trading price was 1.45, which was -0.85 lower than the previous day. The implied volatity was 24.73, the open interest changed by 139 which increased total open position to 2977


On 5 Dec RVNL was trading at 310.85. The strike last trading price was 2.35, which was -0.45 lower than the previous day. The implied volatity was 23.82, the open interest changed by 213 which increased total open position to 2839


On 4 Dec RVNL was trading at 312.40. The strike last trading price was 2.7, which was -0.2 lower than the previous day. The implied volatity was 24.32, the open interest changed by 206 which increased total open position to 2625


On 3 Dec RVNL was trading at 311.65. The strike last trading price was 3, which was -1.35 lower than the previous day. The implied volatity was 25.01, the open interest changed by 362 which increased total open position to 2419


On 2 Dec RVNL was trading at 317.90. The strike last trading price was 4.45, which was -0.4 lower than the previous day. The implied volatity was 23.73, the open interest changed by 17 which increased total open position to 2071


On 1 Dec RVNL was trading at 321.65. The strike last trading price was 4.7, which was -0.45 lower than the previous day. The implied volatity was 20.59, the open interest changed by -167 which decreased total open position to 2053


On 28 Nov RVNL was trading at 324.10. The strike last trading price was 5.05, which was -0.2 lower than the previous day. The implied volatity was 16.77, the open interest changed by -3 which decreased total open position to 2225


On 27 Nov RVNL was trading at 324.55. The strike last trading price was 5.15, which was -0.6 lower than the previous day. The implied volatity was 16.44, the open interest changed by 714 which increased total open position to 2224


On 26 Nov RVNL was trading at 323.60. The strike last trading price was 5.65, which was 1.65 higher than the previous day. The implied volatity was 18.79, the open interest changed by -119 which decreased total open position to 1504


On 25 Nov RVNL was trading at 322.90. The strike last trading price was 4, which was -1.35 lower than the previous day. The implied volatity was 14.25, the open interest changed by 350 which increased total open position to 1625


On 24 Nov RVNL was trading at 324.85. The strike last trading price was 5.3, which was 0.6 higher than the previous day. The implied volatity was 10.87, the open interest changed by 518 which increased total open position to 1210


On 21 Nov RVNL was trading at 314.00. The strike last trading price was 4.75, which was -2.1 lower than the previous day. The implied volatity was 23.35, the open interest changed by 93 which increased total open position to 689


On 20 Nov RVNL was trading at 319.10. The strike last trading price was 7, which was -0.5 lower than the previous day. The implied volatity was 24.08, the open interest changed by 2 which increased total open position to 595


On 19 Nov RVNL was trading at 320.15. The strike last trading price was 7.6, which was -0.85 lower than the previous day. The implied volatity was 24.00, the open interest changed by 76 which increased total open position to 591


On 18 Nov RVNL was trading at 321.20. The strike last trading price was 8.25, which was -3.4 lower than the previous day. The implied volatity was 24.19, the open interest changed by 165 which increased total open position to 512


On 17 Nov RVNL was trading at 327.00. The strike last trading price was 11.75, which was 2.05 higher than the previous day. The implied volatity was 25.30, the open interest changed by 78 which increased total open position to 347


On 14 Nov RVNL was trading at 321.05. The strike last trading price was 10, which was 2.2 higher than the previous day. The implied volatity was 25.39, the open interest changed by 81 which increased total open position to 268


On 13 Nov RVNL was trading at 314.30. The strike last trading price was 7.75, which was -0.3 lower than the previous day. The implied volatity was 27.63, the open interest changed by 45 which increased total open position to 186


On 12 Nov RVNL was trading at 316.35. The strike last trading price was 8.1, which was -1.1 lower than the previous day. The implied volatity was 26.79, the open interest changed by 19 which increased total open position to 140


On 11 Nov RVNL was trading at 317.75. The strike last trading price was 9.2, which was 0.7 higher than the previous day. The implied volatity was 27.07, the open interest changed by 18 which increased total open position to 121


On 10 Nov RVNL was trading at 315.90. The strike last trading price was 8.5, which was -0.25 lower than the previous day. The implied volatity was 26.59, the open interest changed by 14 which increased total open position to 102


On 7 Nov RVNL was trading at 318.00. The strike last trading price was 8.7, which was 0.85 higher than the previous day. The implied volatity was 23.65, the open interest changed by 2 which increased total open position to 88


On 6 Nov RVNL was trading at 317.80. The strike last trading price was 7.9, which was -2.6 lower than the previous day. The implied volatity was 22.96, the open interest changed by 19 which increased total open position to 85


On 4 Nov RVNL was trading at 325.80. The strike last trading price was 10.55, which was -2.45 lower than the previous day. The implied volatity was 19.72, the open interest changed by 11 which increased total open position to 66


On 3 Nov RVNL was trading at 328.70. The strike last trading price was 13, which was 1.4 higher than the previous day. The implied volatity was 21.17, the open interest changed by 0 which decreased total open position to 56


On 31 Oct RVNL was trading at 328.80. The strike last trading price was 11.45, which was -3.1 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 56


On 30 Oct RVNL was trading at 331.55. The strike last trading price was 14.55, which was -2.45 lower than the previous day. The implied volatity was 20.49, the open interest changed by 10 which increased total open position to 40


On 29 Oct RVNL was trading at 332.75. The strike last trading price was 16.85, which was 3.45 higher than the previous day. The implied volatity was 22.38, the open interest changed by 2 which increased total open position to 31


On 28 Oct RVNL was trading at 328.85. The strike last trading price was 13.4, which was -1 lower than the previous day. The implied volatity was 21.14, the open interest changed by 4 which increased total open position to 28


On 27 Oct RVNL was trading at 330.00. The strike last trading price was 14.4, which was -0.6 lower than the previous day. The implied volatity was 20.96, the open interest changed by 4 which increased total open position to 23


On 24 Oct RVNL was trading at 329.45. The strike last trading price was 15, which was -0.15 lower than the previous day. The implied volatity was 21.48, the open interest changed by 1 which increased total open position to 17


On 23 Oct RVNL was trading at 329.95. The strike last trading price was 16, which was -2.75 lower than the previous day. The implied volatity was 22.23, the open interest changed by 14 which increased total open position to 15


On 20 Oct RVNL was trading at 329.00. The strike last trading price was 45.95, 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 45.95, 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 45.95, 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 45.95, 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 45.95, 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 45.95, 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 45.95, 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 45.95, 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 45.95, 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 330 PE
Delta: -0.72
Vega: 0.23
Theta: -0.15
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 313.90 18.4 -6.25 32.92 12 -2 300
11 Dec 311.90 24.65 1.95 - 0 0 302
10 Dec 308.90 24.65 1.95 42.30 12 6 302
9 Dec 312.70 22.55 -13.1 43.96 42 -13 293
8 Dec 307.15 35.1 9.8 75.82 39 20 306
5 Dec 310.85 25.3 -1.55 47.81 20 11 285
4 Dec 312.40 26.85 -0.65 52.75 35 15 273
3 Dec 311.65 27.5 6.5 53.75 17 0 259
2 Dec 317.90 21 -0.65 43.87 5 0 260
1 Dec 321.65 21.65 -0.3 50.04 87 0 261
28 Nov 324.10 22.25 -0.6 53.89 46 26 262
27 Nov 324.55 22.65 2.5 54.48 102 30 236
26 Nov 323.60 20.45 -9.25 46.64 67 -12 205
25 Nov 322.90 29.5 2.85 68.72 67 30 217
24 Nov 324.85 27.65 -0.45 69.43 65 28 187
21 Nov 314.00 28.1 6 51.00 25 7 157
20 Nov 319.10 22.05 -0.75 42.59 82 19 152
19 Nov 320.15 22.8 1.8 45.37 51 40 137
18 Nov 321.20 21 3 41.93 28 20 96
17 Nov 327.00 18 -4.8 41.25 78 45 76
14 Nov 321.05 22.75 -4.05 45.73 15 4 31
13 Nov 314.30 26.8 -0.65 45.41 3 1 25
12 Nov 316.35 27.45 -1.55 47.81 11 10 25
11 Nov 317.75 29 7 - 0 0 0
10 Nov 315.90 29 7 - 0 0 0
7 Nov 318.00 29 7 52.69 2 0 15
6 Nov 317.80 22 -2.25 - 0 1 0
4 Nov 325.80 22 -2.25 44.31 2 1 15
3 Nov 328.70 24.25 2.25 - 0 6 0
31 Oct 328.80 24.25 2.25 - 12 4 12
30 Oct 331.55 22 0.8 47.11 1 0 7
29 Oct 332.75 21.2 -0.8 46.79 2 1 6
28 Oct 328.85 22 -9.55 - 0 5 0
27 Oct 330.00 22 -9.55 45.18 5 0 0
24 Oct 329.45 31.55 0 1.32 0 0 0
23 Oct 329.95 31.55 0 1.42 0 0 0
20 Oct 329.00 31.55 0 1.33 0 0 0
17 Oct 331.65 31.55 0 - 0 0 0
16 Oct 336.05 31.55 0 2.58 0 0 0
14 Oct 333.05 31.55 0 1.94 0 0 0
9 Oct 344.40 31.55 0 - 0 0 0
8 Oct 346.55 31.55 0 4.59 0 0 0
7 Oct 354.85 31.55 0 - 0 0 0
6 Oct 346.60 0 0 - 0 0 0
3 Oct 347.05 0 0 4.51 0 0 0


For Rail Vikas Nigam Limited - strike price 330 expiring on 30DEC2025

Delta for 330 PE is -0.72

Historical price for 330 PE is as follows

On 12 Dec RVNL was trading at 313.90. The strike last trading price was 18.4, which was -6.25 lower than the previous day. The implied volatity was 32.92, the open interest changed by -2 which decreased total open position to 300


On 11 Dec RVNL was trading at 311.90. The strike last trading price was 24.65, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 302


On 10 Dec RVNL was trading at 308.90. The strike last trading price was 24.65, which was 1.95 higher than the previous day. The implied volatity was 42.30, the open interest changed by 6 which increased total open position to 302


On 9 Dec RVNL was trading at 312.70. The strike last trading price was 22.55, which was -13.1 lower than the previous day. The implied volatity was 43.96, the open interest changed by -13 which decreased total open position to 293


On 8 Dec RVNL was trading at 307.15. The strike last trading price was 35.1, which was 9.8 higher than the previous day. The implied volatity was 75.82, the open interest changed by 20 which increased total open position to 306


On 5 Dec RVNL was trading at 310.85. The strike last trading price was 25.3, which was -1.55 lower than the previous day. The implied volatity was 47.81, the open interest changed by 11 which increased total open position to 285


On 4 Dec RVNL was trading at 312.40. The strike last trading price was 26.85, which was -0.65 lower than the previous day. The implied volatity was 52.75, the open interest changed by 15 which increased total open position to 273


On 3 Dec RVNL was trading at 311.65. The strike last trading price was 27.5, which was 6.5 higher than the previous day. The implied volatity was 53.75, the open interest changed by 0 which decreased total open position to 259


On 2 Dec RVNL was trading at 317.90. The strike last trading price was 21, which was -0.65 lower than the previous day. The implied volatity was 43.87, the open interest changed by 0 which decreased total open position to 260


On 1 Dec RVNL was trading at 321.65. The strike last trading price was 21.65, which was -0.3 lower than the previous day. The implied volatity was 50.04, the open interest changed by 0 which decreased total open position to 261


On 28 Nov RVNL was trading at 324.10. The strike last trading price was 22.25, which was -0.6 lower than the previous day. The implied volatity was 53.89, the open interest changed by 26 which increased total open position to 262


On 27 Nov RVNL was trading at 324.55. The strike last trading price was 22.65, which was 2.5 higher than the previous day. The implied volatity was 54.48, the open interest changed by 30 which increased total open position to 236


On 26 Nov RVNL was trading at 323.60. The strike last trading price was 20.45, which was -9.25 lower than the previous day. The implied volatity was 46.64, the open interest changed by -12 which decreased total open position to 205


On 25 Nov RVNL was trading at 322.90. The strike last trading price was 29.5, which was 2.85 higher than the previous day. The implied volatity was 68.72, the open interest changed by 30 which increased total open position to 217


On 24 Nov RVNL was trading at 324.85. The strike last trading price was 27.65, which was -0.45 lower than the previous day. The implied volatity was 69.43, the open interest changed by 28 which increased total open position to 187


On 21 Nov RVNL was trading at 314.00. The strike last trading price was 28.1, which was 6 higher than the previous day. The implied volatity was 51.00, the open interest changed by 7 which increased total open position to 157


On 20 Nov RVNL was trading at 319.10. The strike last trading price was 22.05, which was -0.75 lower than the previous day. The implied volatity was 42.59, the open interest changed by 19 which increased total open position to 152


On 19 Nov RVNL was trading at 320.15. The strike last trading price was 22.8, which was 1.8 higher than the previous day. The implied volatity was 45.37, the open interest changed by 40 which increased total open position to 137


On 18 Nov RVNL was trading at 321.20. The strike last trading price was 21, which was 3 higher than the previous day. The implied volatity was 41.93, the open interest changed by 20 which increased total open position to 96


On 17 Nov RVNL was trading at 327.00. The strike last trading price was 18, which was -4.8 lower than the previous day. The implied volatity was 41.25, the open interest changed by 45 which increased total open position to 76


On 14 Nov RVNL was trading at 321.05. The strike last trading price was 22.75, which was -4.05 lower than the previous day. The implied volatity was 45.73, the open interest changed by 4 which increased total open position to 31


On 13 Nov RVNL was trading at 314.30. The strike last trading price was 26.8, which was -0.65 lower than the previous day. The implied volatity was 45.41, the open interest changed by 1 which increased total open position to 25


On 12 Nov RVNL was trading at 316.35. The strike last trading price was 27.45, which was -1.55 lower than the previous day. The implied volatity was 47.81, the open interest changed by 10 which increased total open position to 25


On 11 Nov RVNL was trading at 317.75. The strike last trading price was 29, which was 7 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 29, which was 7 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 29, which was 7 higher than the previous day. The implied volatity was 52.69, the open interest changed by 0 which decreased total open position to 15


On 6 Nov RVNL was trading at 317.80. The strike last trading price was 22, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 4 Nov RVNL was trading at 325.80. The strike last trading price was 22, which was -2.25 lower than the previous day. The implied volatity was 44.31, the open interest changed by 1 which increased total open position to 15


On 3 Nov RVNL was trading at 328.70. The strike last trading price was 24.25, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0


On 31 Oct RVNL was trading at 328.80. The strike last trading price was 24.25, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 12


On 30 Oct RVNL was trading at 331.55. The strike last trading price was 22, which was 0.8 higher than the previous day. The implied volatity was 47.11, the open interest changed by 0 which decreased total open position to 7


On 29 Oct RVNL was trading at 332.75. The strike last trading price was 21.2, which was -0.8 lower than the previous day. The implied volatity was 46.79, the open interest changed by 1 which increased total open position to 6


On 28 Oct RVNL was trading at 328.85. The strike last trading price was 22, which was -9.55 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 27 Oct RVNL was trading at 330.00. The strike last trading price was 22, which was -9.55 lower than the previous day. The implied volatity was 45.18, 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 31.55, which was 0 lower than the previous day. The implied volatity was 1.32, the open interest changed by 0 which decreased total open position to 0


On 23 Oct RVNL was trading at 329.95. The strike last trading price was 31.55, which was 0 lower than the previous day. The implied volatity was 1.42, 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 31.55, which was 0 lower than the previous day. The implied volatity was 1.33, 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 31.55, 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 31.55, which was 0 lower than the previous day. The implied volatity was 2.58, 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 31.55, which was 0 lower than the previous day. The implied volatity was 1.94, 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 31.55, 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 31.55, which was 0 lower than the previous day. The implied volatity was 4.59, 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 31.55, 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 4.51, the open interest changed by 0 which decreased total open position to 0