[--[65.84.65.76]--]

RVNL

Rail Vikas Nigam Limited
345.7 +3.85 (1.13%)
L: 338 H: 349.4

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Historical option data for RVNL

24 Dec 2025 04:13 PM IST
RVNL 27-JAN-2026 330 CE
Delta: 0.90
Vega: 0.18
Theta: -0.12
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 345.70 18.4 -0.05 13.44 230 -23 442
23 Dec 341.85 18.45 6.75 20.09 1,193 -293 459
22 Dec 332.50 11.8 5.9 21.28 2,249 125 742
19 Dec 319.15 6.05 2.35 22.01 398 -22 617
18 Dec 305.95 3.6 -0.5 26.87 145 27 637
17 Dec 307.25 4.1 -0.9 26.80 151 30 601
16 Dec 309.40 5 -1.25 27.38 64 20 570
15 Dec 313.15 6.25 -0.25 26.22 80 11 551
12 Dec 313.90 6.45 0.5 25.38 93 -9 539
11 Dec 311.90 5.8 0.45 24.96 165 -29 549
10 Dec 308.90 5.3 -1.15 26.06 103 39 577
9 Dec 312.70 6.5 2.1 25.41 232 -18 547
8 Dec 307.15 4.4 -1.25 23.77 171 70 566
5 Dec 310.85 5.45 -0.45 22.62 442 200 505
4 Dec 312.40 6.05 0.9 23.34 350 231 297
3 Dec 311.65 5.15 -1.65 21.17 14 2 66
2 Dec 317.90 7 0.05 20.38 14 8 63
1 Dec 321.65 6.8 -0.5 16.95 24 2 55
28 Nov 324.10 7.3 -0.05 14.41 14 11 52
27 Nov 324.55 7.35 -0.6 14.11 43 17 40
26 Nov 323.60 7.8 1.8 15.93 37 7 23
25 Nov 322.90 6 -2 12.41 5 2 15
24 Nov 324.85 8 -3.45 10.91 13 8 12
21 Nov 314.00 11.45 -0.45 - 0 0 0
20 Nov 319.10 11.45 -0.45 - 0 1 0
19 Nov 320.15 11.45 -0.45 23.61 1 0 3
18 Nov 321.20 11.9 0.35 - 0 0 0
17 Nov 327.00 11.9 0.35 - 0 1 0
14 Nov 321.05 11.9 0.35 21.70 1 0 2
13 Nov 314.30 11.55 -26.7 - 0 2 0
12 Nov 316.35 11.55 -26.7 25.74 2 0 0
10 Nov 315.90 38.25 0 1.50 0 0 0
6 Nov 317.80 38.25 0 - 0 0 0
3 Nov 328.70 38.25 0 - 0 0 0
31 Oct 328.80 38.25 0 - 0 0 0
30 Oct 331.55 38.25 0 - 0 0 0


For Rail Vikas Nigam Limited - strike price 330 expiring on 27JAN2026

Delta for 330 CE is 0.90

Historical price for 330 CE is as follows

On 24 Dec RVNL was trading at 345.70. The strike last trading price was 18.4, which was -0.05 lower than the previous day. The implied volatity was 13.44, the open interest changed by -23 which decreased total open position to 442


On 23 Dec RVNL was trading at 341.85. The strike last trading price was 18.45, which was 6.75 higher than the previous day. The implied volatity was 20.09, the open interest changed by -293 which decreased total open position to 459


On 22 Dec RVNL was trading at 332.50. The strike last trading price was 11.8, which was 5.9 higher than the previous day. The implied volatity was 21.28, the open interest changed by 125 which increased total open position to 742


On 19 Dec RVNL was trading at 319.15. The strike last trading price was 6.05, which was 2.35 higher than the previous day. The implied volatity was 22.01, the open interest changed by -22 which decreased total open position to 617


On 18 Dec RVNL was trading at 305.95. The strike last trading price was 3.6, which was -0.5 lower than the previous day. The implied volatity was 26.87, the open interest changed by 27 which increased total open position to 637


On 17 Dec RVNL was trading at 307.25. The strike last trading price was 4.1, which was -0.9 lower than the previous day. The implied volatity was 26.80, the open interest changed by 30 which increased total open position to 601


On 16 Dec RVNL was trading at 309.40. The strike last trading price was 5, which was -1.25 lower than the previous day. The implied volatity was 27.38, the open interest changed by 20 which increased total open position to 570


On 15 Dec RVNL was trading at 313.15. The strike last trading price was 6.25, which was -0.25 lower than the previous day. The implied volatity was 26.22, the open interest changed by 11 which increased total open position to 551


On 12 Dec RVNL was trading at 313.90. The strike last trading price was 6.45, which was 0.5 higher than the previous day. The implied volatity was 25.38, the open interest changed by -9 which decreased total open position to 539


On 11 Dec RVNL was trading at 311.90. The strike last trading price was 5.8, which was 0.45 higher than the previous day. The implied volatity was 24.96, the open interest changed by -29 which decreased total open position to 549


On 10 Dec RVNL was trading at 308.90. The strike last trading price was 5.3, which was -1.15 lower than the previous day. The implied volatity was 26.06, the open interest changed by 39 which increased total open position to 577


On 9 Dec RVNL was trading at 312.70. The strike last trading price was 6.5, which was 2.1 higher than the previous day. The implied volatity was 25.41, the open interest changed by -18 which decreased total open position to 547


On 8 Dec RVNL was trading at 307.15. The strike last trading price was 4.4, which was -1.25 lower than the previous day. The implied volatity was 23.77, the open interest changed by 70 which increased total open position to 566


On 5 Dec RVNL was trading at 310.85. The strike last trading price was 5.45, which was -0.45 lower than the previous day. The implied volatity was 22.62, the open interest changed by 200 which increased total open position to 505


On 4 Dec RVNL was trading at 312.40. The strike last trading price was 6.05, which was 0.9 higher than the previous day. The implied volatity was 23.34, the open interest changed by 231 which increased total open position to 297


On 3 Dec RVNL was trading at 311.65. The strike last trading price was 5.15, which was -1.65 lower than the previous day. The implied volatity was 21.17, the open interest changed by 2 which increased total open position to 66


On 2 Dec RVNL was trading at 317.90. The strike last trading price was 7, which was 0.05 higher than the previous day. The implied volatity was 20.38, the open interest changed by 8 which increased total open position to 63


On 1 Dec RVNL was trading at 321.65. The strike last trading price was 6.8, which was -0.5 lower than the previous day. The implied volatity was 16.95, the open interest changed by 2 which increased total open position to 55


On 28 Nov RVNL was trading at 324.10. The strike last trading price was 7.3, which was -0.05 lower than the previous day. The implied volatity was 14.41, the open interest changed by 11 which increased total open position to 52


On 27 Nov RVNL was trading at 324.55. The strike last trading price was 7.35, which was -0.6 lower than the previous day. The implied volatity was 14.11, the open interest changed by 17 which increased total open position to 40


On 26 Nov RVNL was trading at 323.60. The strike last trading price was 7.8, which was 1.8 higher than the previous day. The implied volatity was 15.93, the open interest changed by 7 which increased total open position to 23


On 25 Nov RVNL was trading at 322.90. The strike last trading price was 6, which was -2 lower than the previous day. The implied volatity was 12.41, the open interest changed by 2 which increased total open position to 15


On 24 Nov RVNL was trading at 324.85. The strike last trading price was 8, which was -3.45 lower than the previous day. The implied volatity was 10.91, the open interest changed by 8 which increased total open position to 12


On 21 Nov RVNL was trading at 314.00. The strike last trading price was 11.45, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov RVNL was trading at 319.10. The strike last trading price was 11.45, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 19 Nov RVNL was trading at 320.15. The strike last trading price was 11.45, which was -0.45 lower than the previous day. The implied volatity was 23.61, the open interest changed by 0 which decreased total open position to 3


On 18 Nov RVNL was trading at 321.20. The strike last trading price was 11.9, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov RVNL was trading at 327.00. The strike last trading price was 11.9, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 14 Nov RVNL was trading at 321.05. The strike last trading price was 11.9, which was 0.35 higher than the previous day. The implied volatity was 21.70, the open interest changed by 0 which decreased total open position to 2


On 13 Nov RVNL was trading at 314.30. The strike last trading price was 11.55, which was -26.7 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 12 Nov RVNL was trading at 316.35. The strike last trading price was 11.55, which was -26.7 lower than the previous day. The implied volatity was 25.74, 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 38.25, which was 0 lower than the previous day. The implied volatity was 1.50, 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 38.25, 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 38.25, 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 38.25, 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 38.25, 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 27JAN2026 330 PE
Delta: -0.32
Vega: 0.38
Theta: -0.21
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 345.70 10.55 0.15 44.21 514 90 390
23 Dec 341.85 10.45 -4.75 41.61 369 89 299
22 Dec 332.50 15.25 -9.25 43.30 274 187 209
19 Dec 319.15 24.2 -7.35 48.32 5 3 21
18 Dec 305.95 31.55 2.05 - 0 0 18
17 Dec 307.25 31.55 2.05 47.76 1 0 17
16 Dec 309.40 29.5 -4.95 45.36 1 0 16
15 Dec 313.15 34.45 -0.05 - 0 0 0
12 Dec 313.90 34.45 -0.05 - 0 0 16
11 Dec 311.90 34.45 -0.05 - 0 0 16
10 Dec 308.90 34.45 -0.05 - 0 0 16
9 Dec 312.70 34.45 -0.05 - 0 0 0
8 Dec 307.15 34.45 -0.05 - 0 0 16
5 Dec 310.85 34.45 -0.05 - 0 1 0
4 Dec 312.40 34.45 -0.05 56.22 1 0 15
3 Dec 311.65 34.5 8.4 55.54 2 0 17
2 Dec 317.90 26.1 -3.8 - 0 4 0
1 Dec 321.65 26.1 -3.8 47.37 4 0 13
28 Nov 324.10 29.9 -0.25 56.09 4 3 12
27 Nov 324.55 30.15 -6.85 56.76 1 0 9
26 Nov 323.60 37 3.1 - 0 6 0
25 Nov 322.90 37 3.1 67.93 7 1 4
24 Nov 324.85 33.9 7.4 - 2 0 3
21 Nov 314.00 26.5 -7.9 - 0 0 0
20 Nov 319.10 26.5 -7.9 - 0 0 0
19 Nov 320.15 26.5 -7.9 - 0 0 0
18 Nov 321.20 26.5 -7.9 - 0 0 0
17 Nov 327.00 26.5 -7.9 - 0 3 0
14 Nov 321.05 26.5 -7.9 - 3 0 0
13 Nov 314.30 34.4 0 - 0 0 0
12 Nov 316.35 34.4 0 - 0 0 0
10 Nov 315.90 34.4 0 - 0 0 0
6 Nov 317.80 34.4 0 - 0 0 0
3 Nov 328.70 34.4 0 - 0 0 0
31 Oct 328.80 34.4 0 - 0 0 0
30 Oct 331.55 34.4 0 1.74 0 0 0


For Rail Vikas Nigam Limited - strike price 330 expiring on 27JAN2026

Delta for 330 PE is -0.32

Historical price for 330 PE is as follows

On 24 Dec RVNL was trading at 345.70. The strike last trading price was 10.55, which was 0.15 higher than the previous day. The implied volatity was 44.21, the open interest changed by 90 which increased total open position to 390


On 23 Dec RVNL was trading at 341.85. The strike last trading price was 10.45, which was -4.75 lower than the previous day. The implied volatity was 41.61, the open interest changed by 89 which increased total open position to 299


On 22 Dec RVNL was trading at 332.50. The strike last trading price was 15.25, which was -9.25 lower than the previous day. The implied volatity was 43.30, the open interest changed by 187 which increased total open position to 209


On 19 Dec RVNL was trading at 319.15. The strike last trading price was 24.2, which was -7.35 lower than the previous day. The implied volatity was 48.32, the open interest changed by 3 which increased total open position to 21


On 18 Dec RVNL was trading at 305.95. The strike last trading price was 31.55, which was 2.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18


On 17 Dec RVNL was trading at 307.25. The strike last trading price was 31.55, which was 2.05 higher than the previous day. The implied volatity was 47.76, the open interest changed by 0 which decreased total open position to 17


On 16 Dec RVNL was trading at 309.40. The strike last trading price was 29.5, which was -4.95 lower than the previous day. The implied volatity was 45.36, the open interest changed by 0 which decreased total open position to 16


On 15 Dec RVNL was trading at 313.15. The strike last trading price was 34.45, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec RVNL was trading at 313.90. The strike last trading price was 34.45, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16


On 11 Dec RVNL was trading at 311.90. The strike last trading price was 34.45, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16


On 10 Dec RVNL was trading at 308.90. The strike last trading price was 34.45, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16


On 9 Dec RVNL was trading at 312.70. The strike last trading price was 34.45, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec RVNL was trading at 307.15. The strike last trading price was 34.45, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16


On 5 Dec RVNL was trading at 310.85. The strike last trading price was 34.45, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 4 Dec RVNL was trading at 312.40. The strike last trading price was 34.45, which was -0.05 lower than the previous day. The implied volatity was 56.22, the open interest changed by 0 which decreased total open position to 15


On 3 Dec RVNL was trading at 311.65. The strike last trading price was 34.5, which was 8.4 higher than the previous day. The implied volatity was 55.54, the open interest changed by 0 which decreased total open position to 17


On 2 Dec RVNL was trading at 317.90. The strike last trading price was 26.1, which was -3.8 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 1 Dec RVNL was trading at 321.65. The strike last trading price was 26.1, which was -3.8 lower than the previous day. The implied volatity was 47.37, the open interest changed by 0 which decreased total open position to 13


On 28 Nov RVNL was trading at 324.10. The strike last trading price was 29.9, which was -0.25 lower than the previous day. The implied volatity was 56.09, the open interest changed by 3 which increased total open position to 12


On 27 Nov RVNL was trading at 324.55. The strike last trading price was 30.15, which was -6.85 lower than the previous day. The implied volatity was 56.76, the open interest changed by 0 which decreased total open position to 9


On 26 Nov RVNL was trading at 323.60. The strike last trading price was 37, which was 3.1 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0


On 25 Nov RVNL was trading at 322.90. The strike last trading price was 37, which was 3.1 higher than the previous day. The implied volatity was 67.93, the open interest changed by 1 which increased total open position to 4


On 24 Nov RVNL was trading at 324.85. The strike last trading price was 33.9, which was 7.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 21 Nov RVNL was trading at 314.00. The strike last trading price was 26.5, which was -7.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov RVNL was trading at 319.10. The strike last trading price was 26.5, which was -7.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Nov RVNL was trading at 320.15. The strike last trading price was 26.5, which was -7.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov RVNL was trading at 321.20. The strike last trading price was 26.5, which was -7.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov RVNL was trading at 327.00. The strike last trading price was 26.5, which was -7.9 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 14 Nov RVNL was trading at 321.05. The strike last trading price was 26.5, which was -7.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov RVNL was trading at 314.30. The strike last trading price was 34.4, 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 12 Nov RVNL was trading at 316.35. The strike last trading price was 34.4, 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 34.4, 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 34.4, 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 34.4, 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 34.4, 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 34.4, which was 0 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0