RVNL
Rail Vikas Nigam Limited
Historical option data for RVNL
20 Feb 2026 04:14 PM IST
| RVNL 24-FEB-2026 335 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.05
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 312.10 | 0.55 | 0.05 | 47.52 | 1,949 | 66 | 806 | |||||||||
| 19 Feb | 306.85 | 0.4 | -0.55 | 47.76 | 1,135 | -129 | 743 | |||||||||
| 18 Feb | 309.65 | 0.85 | -0.1 | 47.33 | 1,056 | -98 | 854 | |||||||||
| 17 Feb | 308.75 | 0.95 | -0.4 | 44.96 | 492 | -70 | 960 | |||||||||
| 16 Feb | 309.65 | 1.35 | 0.2 | 44.95 | 768 | -12 | 1,035 | |||||||||
| 13 Feb | 308.95 | 1.05 | -0.6 | 36.11 | 1,447 | -324 | 1,049 | |||||||||
| 12 Feb | 313.70 | 1.6 | -0.4 | 33.37 | 786 | 125 | 1,371 | |||||||||
| 11 Feb | 316.55 | 2 | -0.55 | 31.71 | 676 | 41 | 1,246 | |||||||||
| 10 Feb | 319.45 | 2.5 | -1.45 | 29.59 | 1,200 | 80 | 1,204 | |||||||||
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| 9 Feb | 317.25 | 3.9 | 0.35 | 38.33 | 1,542 | 134 | 1,125 | |||||||||
| 6 Feb | 314.10 | 3.6 | -2.35 | 37.69 | 1,858 | 147 | 990 | |||||||||
| 5 Feb | 316.60 | 5.85 | -3.2 | 42.11 | 770 | 83 | 838 | |||||||||
| 4 Feb | 321.00 | 8.8 | 2.15 | 46.04 | 1,037 | -207 | 756 | |||||||||
| 3 Feb | 324.65 | 6.6 | 1.3 | 33.22 | 1,171 | 77 | 963 | |||||||||
| 2 Feb | 322.80 | 5.9 | 0.75 | 29.67 | 927 | 56 | 910 | |||||||||
| 1 Feb | 326.55 | 5.3 | -9.1 | 23.91 | 1,813 | 56 | 853 | |||||||||
| 30 Jan | 343.40 | 13.7 | -1.5 | 18.61 | 2,003 | 101 | 804 | |||||||||
| 29 Jan | 341.45 | 14.8 | -5.9 | 29.92 | 3,151 | 462 | 709 | |||||||||
| 28 Jan | 342.50 | 21.6 | 9.15 | 41.11 | 2,108 | -97 | 246 | |||||||||
| 27 Jan | 323.90 | 13.25 | 1.8 | 44.88 | 378 | 82 | 343 | |||||||||
| 23 Jan | 325.15 | 11.65 | -0.85 | 38.47 | 337 | 32 | 263 | |||||||||
| 22 Jan | 329.00 | 12.75 | 3.45 | 34.32 | 126 | 44 | 230 | |||||||||
| 21 Jan | 317.10 | 9.55 | -0.5 | 38.94 | 56 | 3 | 186 | |||||||||
| 20 Jan | 320.30 | 9.75 | -5.45 | 36.02 | 132 | 2 | 182 | |||||||||
| 19 Jan | 331.30 | 14.5 | -2.25 | 35.98 | 160 | 79 | 179 | |||||||||
| 16 Jan | 335.15 | 16.5 | -1.55 | 34.12 | 88 | 62 | 99 | |||||||||
| 14 Jan | 338.30 | 18.05 | 1.95 | 31.52 | 61 | 28 | 38 | |||||||||
| 13 Jan | 330.20 | 16.1 | -0.95 | 37.82 | 5 | 0 | 9 | |||||||||
| 12 Jan | 331.65 | 17.05 | 0 | 34.77 | 3 | 1 | 9 | |||||||||
| 9 Jan | 332.20 | 17.05 | -12.1 | 33.32 | 7 | 4 | 5 | |||||||||
| 8 Jan | 342.55 | 29.15 | -16.7 | 48.49 | 1 | 0 | 0 | |||||||||
| 7 Jan | 357.40 | 45.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 358.30 | 45.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 361.00 | 45.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 365.85 | 45.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 361.50 | 45.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 357.25 | 45.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Rail Vikas Nigam Limited - strike price 335 expiring on 24FEB2026
Delta for 335 CE is 0.08
Historical price for 335 CE is as follows
On 20 Feb RVNL was trading at 312.10. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 47.52, the open interest changed by 66 which increased total open position to 806
On 19 Feb RVNL was trading at 306.85. The strike last trading price was 0.4, which was -0.55 lower than the previous day. The implied volatity was 47.76, the open interest changed by -129 which decreased total open position to 743
On 18 Feb RVNL was trading at 309.65. The strike last trading price was 0.85, which was -0.1 lower than the previous day. The implied volatity was 47.33, the open interest changed by -98 which decreased total open position to 854
On 17 Feb RVNL was trading at 308.75. The strike last trading price was 0.95, which was -0.4 lower than the previous day. The implied volatity was 44.96, the open interest changed by -70 which decreased total open position to 960
On 16 Feb RVNL was trading at 309.65. The strike last trading price was 1.35, which was 0.2 higher than the previous day. The implied volatity was 44.95, the open interest changed by -12 which decreased total open position to 1035
On 13 Feb RVNL was trading at 308.95. The strike last trading price was 1.05, which was -0.6 lower than the previous day. The implied volatity was 36.11, the open interest changed by -324 which decreased total open position to 1049
On 12 Feb RVNL was trading at 313.70. The strike last trading price was 1.6, which was -0.4 lower than the previous day. The implied volatity was 33.37, the open interest changed by 125 which increased total open position to 1371
On 11 Feb RVNL was trading at 316.55. The strike last trading price was 2, which was -0.55 lower than the previous day. The implied volatity was 31.71, the open interest changed by 41 which increased total open position to 1246
On 10 Feb RVNL was trading at 319.45. The strike last trading price was 2.5, which was -1.45 lower than the previous day. The implied volatity was 29.59, the open interest changed by 80 which increased total open position to 1204
On 9 Feb RVNL was trading at 317.25. The strike last trading price was 3.9, which was 0.35 higher than the previous day. The implied volatity was 38.33, the open interest changed by 134 which increased total open position to 1125
On 6 Feb RVNL was trading at 314.10. The strike last trading price was 3.6, which was -2.35 lower than the previous day. The implied volatity was 37.69, the open interest changed by 147 which increased total open position to 990
On 5 Feb RVNL was trading at 316.60. The strike last trading price was 5.85, which was -3.2 lower than the previous day. The implied volatity was 42.11, the open interest changed by 83 which increased total open position to 838
On 4 Feb RVNL was trading at 321.00. The strike last trading price was 8.8, which was 2.15 higher than the previous day. The implied volatity was 46.04, the open interest changed by -207 which decreased total open position to 756
On 3 Feb RVNL was trading at 324.65. The strike last trading price was 6.6, which was 1.3 higher than the previous day. The implied volatity was 33.22, the open interest changed by 77 which increased total open position to 963
On 2 Feb RVNL was trading at 322.80. The strike last trading price was 5.9, which was 0.75 higher than the previous day. The implied volatity was 29.67, the open interest changed by 56 which increased total open position to 910
On 1 Feb RVNL was trading at 326.55. The strike last trading price was 5.3, which was -9.1 lower than the previous day. The implied volatity was 23.91, the open interest changed by 56 which increased total open position to 853
On 30 Jan RVNL was trading at 343.40. The strike last trading price was 13.7, which was -1.5 lower than the previous day. The implied volatity was 18.61, the open interest changed by 101 which increased total open position to 804
On 29 Jan RVNL was trading at 341.45. The strike last trading price was 14.8, which was -5.9 lower than the previous day. The implied volatity was 29.92, the open interest changed by 462 which increased total open position to 709
On 28 Jan RVNL was trading at 342.50. The strike last trading price was 21.6, which was 9.15 higher than the previous day. The implied volatity was 41.11, the open interest changed by -97 which decreased total open position to 246
On 27 Jan RVNL was trading at 323.90. The strike last trading price was 13.25, which was 1.8 higher than the previous day. The implied volatity was 44.88, the open interest changed by 82 which increased total open position to 343
On 23 Jan RVNL was trading at 325.15. The strike last trading price was 11.65, which was -0.85 lower than the previous day. The implied volatity was 38.47, the open interest changed by 32 which increased total open position to 263
On 22 Jan RVNL was trading at 329.00. The strike last trading price was 12.75, which was 3.45 higher than the previous day. The implied volatity was 34.32, the open interest changed by 44 which increased total open position to 230
On 21 Jan RVNL was trading at 317.10. The strike last trading price was 9.55, which was -0.5 lower than the previous day. The implied volatity was 38.94, the open interest changed by 3 which increased total open position to 186
On 20 Jan RVNL was trading at 320.30. The strike last trading price was 9.75, which was -5.45 lower than the previous day. The implied volatity was 36.02, the open interest changed by 2 which increased total open position to 182
On 19 Jan RVNL was trading at 331.30. The strike last trading price was 14.5, which was -2.25 lower than the previous day. The implied volatity was 35.98, the open interest changed by 79 which increased total open position to 179
On 16 Jan RVNL was trading at 335.15. The strike last trading price was 16.5, which was -1.55 lower than the previous day. The implied volatity was 34.12, the open interest changed by 62 which increased total open position to 99
On 14 Jan RVNL was trading at 338.30. The strike last trading price was 18.05, which was 1.95 higher than the previous day. The implied volatity was 31.52, the open interest changed by 28 which increased total open position to 38
On 13 Jan RVNL was trading at 330.20. The strike last trading price was 16.1, which was -0.95 lower than the previous day. The implied volatity was 37.82, the open interest changed by 0 which decreased total open position to 9
On 12 Jan RVNL was trading at 331.65. The strike last trading price was 17.05, which was 0 lower than the previous day. The implied volatity was 34.77, the open interest changed by 1 which increased total open position to 9
On 9 Jan RVNL was trading at 332.20. The strike last trading price was 17.05, which was -12.1 lower than the previous day. The implied volatity was 33.32, the open interest changed by 4 which increased total open position to 5
On 8 Jan RVNL was trading at 342.55. The strike last trading price was 29.15, which was -16.7 lower than the previous day. The implied volatity was 48.49, the open interest changed by 0 which decreased total open position to 0
On 7 Jan RVNL was trading at 357.40. The strike last trading price was 45.85, 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 Jan RVNL was trading at 358.30. The strike last trading price was 45.85, 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 5 Jan RVNL was trading at 361.00. The strike last trading price was 45.85, 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 2 Jan RVNL was trading at 365.85. The strike last trading price was 45.85, 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 1 Jan RVNL was trading at 361.50. The strike last trading price was 45.85, 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 31 Dec RVNL was trading at 357.25. The strike last trading price was 45.85, 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
| RVNL 24FEB2026 335 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.98
Vega: 0.01
Theta: 0.03
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 312.10 | 23.05 | -12.45 | 32.11 | 137 | -48 | 102 |
| 19 Feb | 306.85 | 35.5 | -6.95 | 116.34 | 3 | 0 | 151 |
| 18 Feb | 309.65 | 42.45 | -3.2 | 168.77 | 5 | 0 | 154 |
| 17 Feb | 308.75 | 45.65 | 4.05 | 175.91 | 3 | -2 | 154 |
| 16 Feb | 309.65 | 41.5 | -3.85 | 145.23 | 37 | 2 | 157 |
| 13 Feb | 308.95 | 45.35 | 6.35 | 141.99 | 1 | 0 | 154 |
| 12 Feb | 313.70 | 39 | 0.05 | - | 0 | 0 | 154 |
| 11 Feb | 316.55 | 39 | 0.05 | 121.08 | 36 | -24 | 155 |
| 10 Feb | 319.45 | 38.95 | -0.85 | 123.3 | 43 | -33 | 180 |
| 9 Feb | 317.25 | 39.8 | 2.5 | - | 0 | 0 | 213 |
| 6 Feb | 314.10 | 39.8 | 2.5 | 100.31 | 11 | -4 | 214 |
| 5 Feb | 316.60 | 37.35 | 7.6 | 95.7 | 11 | -4 | 220 |
| 4 Feb | 321.00 | 30.2 | -7.7 | 77.44 | 72 | -32 | 227 |
| 3 Feb | 324.65 | 37.8 | -8.3 | 105.85 | 39 | -18 | 260 |
| 2 Feb | 322.80 | 46.1 | -15.1 | 130.13 | 18 | -9 | 278 |
| 1 Feb | 326.55 | 63.35 | 28.2 | 184.3 | 198 | -21 | 286 |
| 30 Jan | 343.40 | 37.45 | 3.35 | 121.84 | 124 | 19 | 312 |
| 29 Jan | 341.45 | 35 | 15.15 | 108.11 | 558 | 55 | 295 |
| 28 Jan | 342.50 | 19 | -12.05 | 66.48 | 269 | 124 | 240 |
| 27 Jan | 323.90 | 30.8 | -9.3 | 75.49 | 33 | 16 | 116 |
| 23 Jan | 325.15 | 40.55 | 5.85 | 95.41 | 97 | 46 | 99 |
| 22 Jan | 329.00 | 34.45 | 2.4 | 84.7 | 42 | 41 | 52 |
| 21 Jan | 317.10 | 32.05 | 2.05 | - | 0 | 0 | 11 |
| 20 Jan | 320.30 | 32.05 | 2.05 | 65.33 | 6 | 0 | 5 |
| 19 Jan | 331.30 | 30 | 4 | - | 0 | 0 | 5 |
| 16 Jan | 335.15 | 30 | 4 | - | 0 | 0 | 5 |
| 14 Jan | 338.30 | 30 | 4 | - | 0 | 0 | 5 |
| 13 Jan | 330.20 | 30 | 4 | - | 0 | 0 | 0 |
| 12 Jan | 331.65 | 30 | 4 | 68.82 | 2 | 0 | 3 |
| 9 Jan | 332.20 | 26 | 9 | 58.19 | 2 | 1 | 2 |
| 8 Jan | 342.55 | 17 | -0.4 | - | 0 | 0 | 1 |
| 7 Jan | 357.40 | 17 | -0.4 | - | 0 | 0 | 1 |
| 6 Jan | 358.30 | 17 | -0.4 | 56.32 | 1 | 0 | 0 |
| 5 Jan | 361.00 | 17.4 | 0 | 6.97 | 0 | 0 | 0 |
| 2 Jan | 365.85 | 17.4 | 0 | 7.71 | 0 | 0 | 0 |
| 1 Jan | 361.50 | 17.4 | 0 | 7 | 0 | 0 | 0 |
| 31 Dec | 357.25 | 17.4 | 0 | 6 | 0 | 0 | 0 |
For Rail Vikas Nigam Limited - strike price 335 expiring on 24FEB2026
Delta for 335 PE is -0.98
Historical price for 335 PE is as follows
On 20 Feb RVNL was trading at 312.10. The strike last trading price was 23.05, which was -12.45 lower than the previous day. The implied volatity was 32.11, the open interest changed by -48 which decreased total open position to 102
On 19 Feb RVNL was trading at 306.85. The strike last trading price was 35.5, which was -6.95 lower than the previous day. The implied volatity was 116.34, the open interest changed by 0 which decreased total open position to 151
On 18 Feb RVNL was trading at 309.65. The strike last trading price was 42.45, which was -3.2 lower than the previous day. The implied volatity was 168.77, the open interest changed by 0 which decreased total open position to 154
On 17 Feb RVNL was trading at 308.75. The strike last trading price was 45.65, which was 4.05 higher than the previous day. The implied volatity was 175.91, the open interest changed by -2 which decreased total open position to 154
On 16 Feb RVNL was trading at 309.65. The strike last trading price was 41.5, which was -3.85 lower than the previous day. The implied volatity was 145.23, the open interest changed by 2 which increased total open position to 157
On 13 Feb RVNL was trading at 308.95. The strike last trading price was 45.35, which was 6.35 higher than the previous day. The implied volatity was 141.99, the open interest changed by 0 which decreased total open position to 154
On 12 Feb RVNL was trading at 313.70. The strike last trading price was 39, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 154
On 11 Feb RVNL was trading at 316.55. The strike last trading price was 39, which was 0.05 higher than the previous day. The implied volatity was 121.08, the open interest changed by -24 which decreased total open position to 155
On 10 Feb RVNL was trading at 319.45. The strike last trading price was 38.95, which was -0.85 lower than the previous day. The implied volatity was 123.3, the open interest changed by -33 which decreased total open position to 180
On 9 Feb RVNL was trading at 317.25. The strike last trading price was 39.8, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 213
On 6 Feb RVNL was trading at 314.10. The strike last trading price was 39.8, which was 2.5 higher than the previous day. The implied volatity was 100.31, the open interest changed by -4 which decreased total open position to 214
On 5 Feb RVNL was trading at 316.60. The strike last trading price was 37.35, which was 7.6 higher than the previous day. The implied volatity was 95.7, the open interest changed by -4 which decreased total open position to 220
On 4 Feb RVNL was trading at 321.00. The strike last trading price was 30.2, which was -7.7 lower than the previous day. The implied volatity was 77.44, the open interest changed by -32 which decreased total open position to 227
On 3 Feb RVNL was trading at 324.65. The strike last trading price was 37.8, which was -8.3 lower than the previous day. The implied volatity was 105.85, the open interest changed by -18 which decreased total open position to 260
On 2 Feb RVNL was trading at 322.80. The strike last trading price was 46.1, which was -15.1 lower than the previous day. The implied volatity was 130.13, the open interest changed by -9 which decreased total open position to 278
On 1 Feb RVNL was trading at 326.55. The strike last trading price was 63.35, which was 28.2 higher than the previous day. The implied volatity was 184.3, the open interest changed by -21 which decreased total open position to 286
On 30 Jan RVNL was trading at 343.40. The strike last trading price was 37.45, which was 3.35 higher than the previous day. The implied volatity was 121.84, the open interest changed by 19 which increased total open position to 312
On 29 Jan RVNL was trading at 341.45. The strike last trading price was 35, which was 15.15 higher than the previous day. The implied volatity was 108.11, the open interest changed by 55 which increased total open position to 295
On 28 Jan RVNL was trading at 342.50. The strike last trading price was 19, which was -12.05 lower than the previous day. The implied volatity was 66.48, the open interest changed by 124 which increased total open position to 240
On 27 Jan RVNL was trading at 323.90. The strike last trading price was 30.8, which was -9.3 lower than the previous day. The implied volatity was 75.49, the open interest changed by 16 which increased total open position to 116
On 23 Jan RVNL was trading at 325.15. The strike last trading price was 40.55, which was 5.85 higher than the previous day. The implied volatity was 95.41, the open interest changed by 46 which increased total open position to 99
On 22 Jan RVNL was trading at 329.00. The strike last trading price was 34.45, which was 2.4 higher than the previous day. The implied volatity was 84.7, the open interest changed by 41 which increased total open position to 52
On 21 Jan RVNL was trading at 317.10. The strike last trading price was 32.05, 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 11
On 20 Jan RVNL was trading at 320.30. The strike last trading price was 32.05, which was 2.05 higher than the previous day. The implied volatity was 65.33, the open interest changed by 0 which decreased total open position to 5
On 19 Jan RVNL was trading at 331.30. The strike last trading price was 30, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 16 Jan RVNL was trading at 335.15. The strike last trading price was 30, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 14 Jan RVNL was trading at 338.30. The strike last trading price was 30, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 13 Jan RVNL was trading at 330.20. The strike last trading price was 30, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jan RVNL was trading at 331.65. The strike last trading price was 30, which was 4 higher than the previous day. The implied volatity was 68.82, the open interest changed by 0 which decreased total open position to 3
On 9 Jan RVNL was trading at 332.20. The strike last trading price was 26, which was 9 higher than the previous day. The implied volatity was 58.19, the open interest changed by 1 which increased total open position to 2
On 8 Jan RVNL was trading at 342.55. The strike last trading price was 17, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 Jan RVNL was trading at 357.40. The strike last trading price was 17, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Jan RVNL was trading at 358.30. The strike last trading price was 17, which was -0.4 lower than the previous day. The implied volatity was 56.32, the open interest changed by 0 which decreased total open position to 0
On 5 Jan RVNL was trading at 361.00. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 6.97, the open interest changed by 0 which decreased total open position to 0
On 2 Jan RVNL was trading at 365.85. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 7.71, the open interest changed by 0 which decreased total open position to 0
On 1 Jan RVNL was trading at 361.50. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 7, the open interest changed by 0 which decreased total open position to 0
On 31 Dec RVNL was trading at 357.25. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 6, the open interest changed by 0 which decreased total open position to 0
