RVNL
Rail Vikas Nigam Limited
Historical option data for RVNL
24 Dec 2025 04:13 PM IST
| RVNL 27-JAN-2026 330 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.90
Vega: 0.18
Theta: -0.12
Gamma: 0.01
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| 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 | |||||||||
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| 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
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| 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































































































































































































































