[--[65.84.65.76]--]

RVNL

Rail Vikas Nigam Limited
338.3 0.00 (0.00%)
L: 328 H: 341.9

Back to Option Chain


Historical option data for RVNL

14 Jan 2026 04:13 PM IST
RVNL 27-JAN-2026 335 CE
Delta: 0.6
Vega: 0.25
Theta: -0.39
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
14 Jan 338.30 11.6 4.15 35.69 2,869 -7 343
13 Jan 330.20 7.35 -3.1 35.84 1,539 110 353
12 Jan 331.65 10.8 -1.1 39.51 1,129 144 242
9 Jan 332.20 12.5 -4.4 42.08 457 73 104
8 Jan 342.55 16.7 -11.7 39.12 42 -3 30
7 Jan 357.40 28.4 -1.1 - 0 0 33
6 Jan 358.30 28.4 -1.1 39.12 6 1 33
5 Jan 361.00 29.5 -5.9 28.72 2 -1 31
2 Jan 365.85 35.35 7.55 36.13 12 0 31
1 Jan 361.50 27.8 -0.3 - 6 -1 31
31 Dec 357.25 28.1 -2.15 31.87 29 -2 31
30 Dec 360.35 30.25 2.2 30.42 17 -2 35
29 Dec 367.60 28.05 -18.45 - 48 -9 38
26 Dec 387.95 46.5 30.2 - 150 -51 47
24 Dec 345.70 15.8 0 18.88 95 -13 98
23 Dec 341.85 15.3 5.45 21.31 455 -48 111
22 Dec 332.50 9.75 4.9 22.79 419 99 159
19 Dec 319.15 4.85 0.8 23.09 72 42 59
18 Dec 305.95 4.05 -0.4 - 0 0 17
17 Dec 307.25 4.05 -0.4 29.96 6 1 18
16 Dec 309.40 4.45 -0.45 - 0 0 17
15 Dec 313.15 4.45 -0.45 - 1 0 17
12 Dec 313.90 4.9 -0.35 - 0 0 17
11 Dec 311.90 4.9 -0.35 26.34 5 3 18
10 Dec 308.90 5.25 0.75 28.96 10 1 7
9 Dec 312.70 4.5 -20.6 24.1 6 0 0
8 Dec 307.15 25.1 0 5.74 0 0 0
5 Dec 310.85 25.1 0 4.56 0 0 0
4 Dec 312.40 25.1 0 4.41 0 0 0
3 Dec 311.65 25.1 0 - 0 0 0
2 Dec 317.90 25.1 0 2.94 0 0 0
1 Dec 321.65 25.1 0 2.11 0 0 0
28 Nov 324.10 25.1 0 1.4 0 0 0
27 Nov 324.55 25.1 0 1.23 0 0 0
26 Nov 323.60 25.1 0 1.63 0 0 0


For Rail Vikas Nigam Limited - strike price 335 expiring on 27JAN2026

Delta for 335 CE is 0.6

Historical price for 335 CE is as follows

On 14 Jan RVNL was trading at 338.30. The strike last trading price was 11.6, which was 4.15 higher than the previous day. The implied volatity was 35.69, the open interest changed by -7 which decreased total open position to 343


On 13 Jan RVNL was trading at 330.20. The strike last trading price was 7.35, which was -3.1 lower than the previous day. The implied volatity was 35.84, the open interest changed by 110 which increased total open position to 353


On 12 Jan RVNL was trading at 331.65. The strike last trading price was 10.8, which was -1.1 lower than the previous day. The implied volatity was 39.51, the open interest changed by 144 which increased total open position to 242


On 9 Jan RVNL was trading at 332.20. The strike last trading price was 12.5, which was -4.4 lower than the previous day. The implied volatity was 42.08, the open interest changed by 73 which increased total open position to 104


On 8 Jan RVNL was trading at 342.55. The strike last trading price was 16.7, which was -11.7 lower than the previous day. The implied volatity was 39.12, the open interest changed by -3 which decreased total open position to 30


On 7 Jan RVNL was trading at 357.40. The strike last trading price was 28.4, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33


On 6 Jan RVNL was trading at 358.30. The strike last trading price was 28.4, which was -1.1 lower than the previous day. The implied volatity was 39.12, the open interest changed by 1 which increased total open position to 33


On 5 Jan RVNL was trading at 361.00. The strike last trading price was 29.5, which was -5.9 lower than the previous day. The implied volatity was 28.72, the open interest changed by -1 which decreased total open position to 31


On 2 Jan RVNL was trading at 365.85. The strike last trading price was 35.35, which was 7.55 higher than the previous day. The implied volatity was 36.13, the open interest changed by 0 which decreased total open position to 31


On 1 Jan RVNL was trading at 361.50. The strike last trading price was 27.8, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 31


On 31 Dec RVNL was trading at 357.25. The strike last trading price was 28.1, which was -2.15 lower than the previous day. The implied volatity was 31.87, the open interest changed by -2 which decreased total open position to 31


On 30 Dec RVNL was trading at 360.35. The strike last trading price was 30.25, which was 2.2 higher than the previous day. The implied volatity was 30.42, the open interest changed by -2 which decreased total open position to 35


On 29 Dec RVNL was trading at 367.60. The strike last trading price was 28.05, which was -18.45 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 38


On 26 Dec RVNL was trading at 387.95. The strike last trading price was 46.5, which was 30.2 higher than the previous day. The implied volatity was -, the open interest changed by -51 which decreased total open position to 47


On 24 Dec RVNL was trading at 345.70. The strike last trading price was 15.8, which was 0 lower than the previous day. The implied volatity was 18.88, the open interest changed by -13 which decreased total open position to 98


On 23 Dec RVNL was trading at 341.85. The strike last trading price was 15.3, which was 5.45 higher than the previous day. The implied volatity was 21.31, the open interest changed by -48 which decreased total open position to 111


On 22 Dec RVNL was trading at 332.50. The strike last trading price was 9.75, which was 4.9 higher than the previous day. The implied volatity was 22.79, the open interest changed by 99 which increased total open position to 159


On 19 Dec RVNL was trading at 319.15. The strike last trading price was 4.85, which was 0.8 higher than the previous day. The implied volatity was 23.09, the open interest changed by 42 which increased total open position to 59


On 18 Dec RVNL was trading at 305.95. The strike last trading price was 4.05, 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 17


On 17 Dec RVNL was trading at 307.25. The strike last trading price was 4.05, which was -0.4 lower than the previous day. The implied volatity was 29.96, the open interest changed by 1 which increased total open position to 18


On 16 Dec RVNL was trading at 309.40. The strike last trading price was 4.45, 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 17


On 15 Dec RVNL was trading at 313.15. The strike last trading price was 4.45, 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 17


On 12 Dec RVNL was trading at 313.90. The strike last trading price was 4.9, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 11 Dec RVNL was trading at 311.90. The strike last trading price was 4.9, which was -0.35 lower than the previous day. The implied volatity was 26.34, the open interest changed by 3 which increased total open position to 18


On 10 Dec RVNL was trading at 308.90. The strike last trading price was 5.25, which was 0.75 higher than the previous day. The implied volatity was 28.96, the open interest changed by 1 which increased total open position to 7


On 9 Dec RVNL was trading at 312.70. The strike last trading price was 4.5, which was -20.6 lower than the previous day. The implied volatity was 24.1, 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 25.1, which was 0 lower than the previous day. The implied volatity was 5.74, the open interest changed by 0 which decreased total open position to 0


On 5 Dec RVNL was trading at 310.85. The strike last trading price was 25.1, which was 0 lower than the previous day. The implied volatity was 4.56, the open interest changed by 0 which decreased total open position to 0


On 4 Dec RVNL was trading at 312.40. The strike last trading price was 25.1, which was 0 lower than the previous day. The implied volatity was 4.41, the open interest changed by 0 which decreased total open position to 0


On 3 Dec RVNL was trading at 311.65. The strike last trading price was 25.1, 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 Dec RVNL was trading at 317.90. The strike last trading price was 25.1, which was 0 lower than the previous day. The implied volatity was 2.94, the open interest changed by 0 which decreased total open position to 0


On 1 Dec RVNL was trading at 321.65. The strike last trading price was 25.1, which was 0 lower than the previous day. The implied volatity was 2.11, the open interest changed by 0 which decreased total open position to 0


On 28 Nov RVNL was trading at 324.10. The strike last trading price was 25.1, which was 0 lower than the previous day. The implied volatity was 1.4, the open interest changed by 0 which decreased total open position to 0


On 27 Nov RVNL was trading at 324.55. The strike last trading price was 25.1, which was 0 lower than the previous day. The implied volatity was 1.23, the open interest changed by 0 which decreased total open position to 0


On 26 Nov RVNL was trading at 323.60. The strike last trading price was 25.1, which was 0 lower than the previous day. The implied volatity was 1.63, the open interest changed by 0 which decreased total open position to 0


RVNL 27JAN2026 335 PE
Delta: -0.42
Vega: 0.25
Theta: -0.42
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
14 Jan 338.30 9.95 -4.7 48.12 874 44 252
13 Jan 330.20 14.85 0.65 48.87 77 -13 209
12 Jan 331.65 13.8 -1.05 51.65 214 -68 223
9 Jan 332.20 14.1 2 48.01 799 93 288
8 Jan 342.55 12.1 6.05 52.01 322 15 195
7 Jan 357.40 6 -0.55 46.87 61 17 180
6 Jan 358.30 7 1.25 49.4 141 24 164
5 Jan 361.00 5.7 0.3 46.92 96 -1 140
2 Jan 365.85 5.4 -2.05 46.5 102 -11 141
1 Jan 361.50 7.15 -2.45 49.37 121 6 151
31 Dec 357.25 9.4 0.6 51.58 121 36 144
30 Dec 360.35 8.8 -1.6 51.23 139 -11 108
29 Dec 367.60 10.55 6.5 61.09 349 57 119
26 Dec 387.95 4.35 -8.25 50.99 491 -8 62
24 Dec 345.70 12.75 -0.15 44.83 23 9 69
23 Dec 341.85 12.9 -20.8 42.72 121 60 60
22 Dec 332.50 33.7 0 0.2 0 0 0
19 Dec 319.15 33.7 0 - 0 0 0
18 Dec 305.95 33.7 0 - 0 0 0
17 Dec 307.25 33.7 0 - 0 0 0
16 Dec 309.40 33.7 0 - 0 0 0
15 Dec 313.15 33.7 0 - 0 0 0
12 Dec 313.90 33.7 0 - 0 0 0
11 Dec 311.90 33.7 0 - 0 0 0
10 Dec 308.90 33.7 0 - 0 0 0
9 Dec 312.70 33.7 0 - 0 0 0
8 Dec 307.15 33.7 0 - 0 0 0
5 Dec 310.85 33.7 0 - 0 0 0
4 Dec 312.40 33.7 0 - 0 0 0
3 Dec 311.65 33.7 0 - 0 0 0
2 Dec 317.90 33.7 0 - 0 0 0
1 Dec 321.65 33.7 0 - 0 0 0
28 Nov 324.10 33.7 0 - 0 0 0
27 Nov 324.55 33.7 0 - 0 0 0
26 Nov 323.60 33.7 0 - 0 0 0


For Rail Vikas Nigam Limited - strike price 335 expiring on 27JAN2026

Delta for 335 PE is -0.42

Historical price for 335 PE is as follows

On 14 Jan RVNL was trading at 338.30. The strike last trading price was 9.95, which was -4.7 lower than the previous day. The implied volatity was 48.12, the open interest changed by 44 which increased total open position to 252


On 13 Jan RVNL was trading at 330.20. The strike last trading price was 14.85, which was 0.65 higher than the previous day. The implied volatity was 48.87, the open interest changed by -13 which decreased total open position to 209


On 12 Jan RVNL was trading at 331.65. The strike last trading price was 13.8, which was -1.05 lower than the previous day. The implied volatity was 51.65, the open interest changed by -68 which decreased total open position to 223


On 9 Jan RVNL was trading at 332.20. The strike last trading price was 14.1, which was 2 higher than the previous day. The implied volatity was 48.01, the open interest changed by 93 which increased total open position to 288


On 8 Jan RVNL was trading at 342.55. The strike last trading price was 12.1, which was 6.05 higher than the previous day. The implied volatity was 52.01, the open interest changed by 15 which increased total open position to 195


On 7 Jan RVNL was trading at 357.40. The strike last trading price was 6, which was -0.55 lower than the previous day. The implied volatity was 46.87, the open interest changed by 17 which increased total open position to 180


On 6 Jan RVNL was trading at 358.30. The strike last trading price was 7, which was 1.25 higher than the previous day. The implied volatity was 49.4, the open interest changed by 24 which increased total open position to 164


On 5 Jan RVNL was trading at 361.00. The strike last trading price was 5.7, which was 0.3 higher than the previous day. The implied volatity was 46.92, the open interest changed by -1 which decreased total open position to 140


On 2 Jan RVNL was trading at 365.85. The strike last trading price was 5.4, which was -2.05 lower than the previous day. The implied volatity was 46.5, the open interest changed by -11 which decreased total open position to 141


On 1 Jan RVNL was trading at 361.50. The strike last trading price was 7.15, which was -2.45 lower than the previous day. The implied volatity was 49.37, the open interest changed by 6 which increased total open position to 151


On 31 Dec RVNL was trading at 357.25. The strike last trading price was 9.4, which was 0.6 higher than the previous day. The implied volatity was 51.58, the open interest changed by 36 which increased total open position to 144


On 30 Dec RVNL was trading at 360.35. The strike last trading price was 8.8, which was -1.6 lower than the previous day. The implied volatity was 51.23, the open interest changed by -11 which decreased total open position to 108


On 29 Dec RVNL was trading at 367.60. The strike last trading price was 10.55, which was 6.5 higher than the previous day. The implied volatity was 61.09, the open interest changed by 57 which increased total open position to 119


On 26 Dec RVNL was trading at 387.95. The strike last trading price was 4.35, which was -8.25 lower than the previous day. The implied volatity was 50.99, the open interest changed by -8 which decreased total open position to 62


On 24 Dec RVNL was trading at 345.70. The strike last trading price was 12.75, which was -0.15 lower than the previous day. The implied volatity was 44.83, the open interest changed by 9 which increased total open position to 69


On 23 Dec RVNL was trading at 341.85. The strike last trading price was 12.9, which was -20.8 lower than the previous day. The implied volatity was 42.72, the open interest changed by 60 which increased total open position to 60


On 22 Dec RVNL was trading at 332.50. The strike last trading price was 33.7, which was 0 lower than the previous day. The implied volatity was 0.2, the open interest changed by 0 which decreased total open position to 0


On 19 Dec RVNL was trading at 319.15. The strike last trading price was 33.7, 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 18 Dec RVNL was trading at 305.95. The strike last trading price was 33.7, 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 Dec RVNL was trading at 307.25. The strike last trading price was 33.7, 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 Dec RVNL was trading at 309.40. The strike last trading price was 33.7, 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 Dec RVNL was trading at 313.15. The strike last trading price was 33.7, 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 Dec RVNL was trading at 313.90. The strike last trading price was 33.7, 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 11 Dec RVNL was trading at 311.90. The strike last trading price was 33.7, 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 Dec RVNL was trading at 308.90. The strike last trading price was 33.7, 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 Dec RVNL was trading at 312.70. The strike last trading price was 33.7, 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 Dec RVNL was trading at 307.15. The strike last trading price was 33.7, 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 Dec RVNL was trading at 310.85. The strike last trading price was 33.7, 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 4 Dec RVNL was trading at 312.40. The strike last trading price was 33.7, 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 Dec RVNL was trading at 311.65. The strike last trading price was 33.7, 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 Dec RVNL was trading at 317.90. The strike last trading price was 33.7, 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 Dec RVNL was trading at 321.65. The strike last trading price was 33.7, 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 28 Nov RVNL was trading at 324.10. The strike last trading price was 33.7, 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 Nov RVNL was trading at 324.55. The strike last trading price was 33.7, 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 26 Nov RVNL was trading at 323.60. The strike last trading price was 33.7, 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