RVNL
Rail Vikas Nigam Limited
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































































































































































































































