[--[65.84.65.76]--]

RVNL

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

Back to Option Chain


Historical option data for RVNL

24 Dec 2025 04:13 PM IST
RVNL 30-DEC-2025 335 CE
Delta: 0.79
Vega: 0.13
Theta: -0.38
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 345.70 11.8 2.2 29.51 734 -55 166
23 Dec 341.85 9.55 5.15 22.49 9,994 -982 241
22 Dec 332.50 4.25 3.35 26.41 19,098 221 1,247
19 Dec 319.15 0.9 0.25 23.59 219 -26 1,025
18 Dec 305.95 0.65 -0.05 34.39 114 -67 1,061
17 Dec 307.25 0.65 -0.3 31.48 91 -40 1,128
16 Dec 309.40 0.9 -0.6 30.88 207 6 1,168
15 Dec 313.15 1.5 -0.2 29.57 120 -1 1,162
12 Dec 313.90 1.65 0.05 27.25 152 38 1,156
11 Dec 311.90 1.65 0.15 28.21 120 -11 1,118
10 Dec 308.90 1.45 -0.55 28.99 91 26 1,129
9 Dec 312.70 1.95 0.8 27.64 266 -17 1,104
8 Dec 307.15 1.1 -0.6 26.27 261 -38 1,121
5 Dec 310.85 1.6 -0.6 24.27 758 508 1,162
4 Dec 312.40 2 -0.15 25.22 202 -23 654
3 Dec 311.65 2.1 -1.2 25.29 489 308 677
2 Dec 317.90 3.25 -0.45 24.25 226 5 372
1 Dec 321.65 3.55 -0.4 21.76 388 34 365
28 Nov 324.10 4.1 0 19.72 248 -1 332
27 Nov 324.55 3.9 -0.7 18.01 869 116 333
26 Nov 323.60 4.45 1.25 20.36 401 -34 218
25 Nov 322.90 3.25 -1 16.72 365 83 252
24 Nov 324.85 4.2 0.4 13.85 226 76 169
21 Nov 314.00 3.85 -1.85 24.50 63 20 88
20 Nov 319.10 5.8 -0.45 25.30 38 9 67
19 Nov 320.15 6.3 -0.7 25.16 52 23 57
18 Nov 321.20 7 -2.9 25.86 26 12 34
17 Nov 327.00 9.9 2.65 26.26 32 20 21
14 Nov 321.05 7.25 -22 - 0 1 0
13 Nov 314.30 7.25 -22 30.19 1 0 0
12 Nov 316.35 29.25 0 3.82 0 0 0
11 Nov 317.75 29.25 0 3.24 0 0 0
10 Nov 315.90 29.25 0 3.60 0 0 0
7 Nov 318.00 29.25 0 2.78 0 0 0
6 Nov 317.80 29.25 0 3.08 0 0 0
4 Nov 325.80 29.25 0 1.03 0 0 0
3 Nov 328.70 29.25 0 0.24 0 0 0
31 Oct 328.80 29.25 0 - 0 0 0
30 Oct 331.55 29.25 0 - 0 0 0
29 Oct 332.75 29.25 0 - 0 0 0


For Rail Vikas Nigam Limited - strike price 335 expiring on 30DEC2025

Delta for 335 CE is 0.79

Historical price for 335 CE is as follows

On 24 Dec RVNL was trading at 345.70. The strike last trading price was 11.8, which was 2.2 higher than the previous day. The implied volatity was 29.51, the open interest changed by -55 which decreased total open position to 166


On 23 Dec RVNL was trading at 341.85. The strike last trading price was 9.55, which was 5.15 higher than the previous day. The implied volatity was 22.49, the open interest changed by -982 which decreased total open position to 241


On 22 Dec RVNL was trading at 332.50. The strike last trading price was 4.25, which was 3.35 higher than the previous day. The implied volatity was 26.41, the open interest changed by 221 which increased total open position to 1247


On 19 Dec RVNL was trading at 319.15. The strike last trading price was 0.9, which was 0.25 higher than the previous day. The implied volatity was 23.59, the open interest changed by -26 which decreased total open position to 1025


On 18 Dec RVNL was trading at 305.95. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 34.39, the open interest changed by -67 which decreased total open position to 1061


On 17 Dec RVNL was trading at 307.25. The strike last trading price was 0.65, which was -0.3 lower than the previous day. The implied volatity was 31.48, the open interest changed by -40 which decreased total open position to 1128


On 16 Dec RVNL was trading at 309.40. The strike last trading price was 0.9, which was -0.6 lower than the previous day. The implied volatity was 30.88, the open interest changed by 6 which increased total open position to 1168


On 15 Dec RVNL was trading at 313.15. The strike last trading price was 1.5, which was -0.2 lower than the previous day. The implied volatity was 29.57, the open interest changed by -1 which decreased total open position to 1162


On 12 Dec RVNL was trading at 313.90. The strike last trading price was 1.65, which was 0.05 higher than the previous day. The implied volatity was 27.25, the open interest changed by 38 which increased total open position to 1156


On 11 Dec RVNL was trading at 311.90. The strike last trading price was 1.65, which was 0.15 higher than the previous day. The implied volatity was 28.21, the open interest changed by -11 which decreased total open position to 1118


On 10 Dec RVNL was trading at 308.90. The strike last trading price was 1.45, which was -0.55 lower than the previous day. The implied volatity was 28.99, the open interest changed by 26 which increased total open position to 1129


On 9 Dec RVNL was trading at 312.70. The strike last trading price was 1.95, which was 0.8 higher than the previous day. The implied volatity was 27.64, the open interest changed by -17 which decreased total open position to 1104


On 8 Dec RVNL was trading at 307.15. The strike last trading price was 1.1, which was -0.6 lower than the previous day. The implied volatity was 26.27, the open interest changed by -38 which decreased total open position to 1121


On 5 Dec RVNL was trading at 310.85. The strike last trading price was 1.6, which was -0.6 lower than the previous day. The implied volatity was 24.27, the open interest changed by 508 which increased total open position to 1162


On 4 Dec RVNL was trading at 312.40. The strike last trading price was 2, which was -0.15 lower than the previous day. The implied volatity was 25.22, the open interest changed by -23 which decreased total open position to 654


On 3 Dec RVNL was trading at 311.65. The strike last trading price was 2.1, which was -1.2 lower than the previous day. The implied volatity was 25.29, the open interest changed by 308 which increased total open position to 677


On 2 Dec RVNL was trading at 317.90. The strike last trading price was 3.25, which was -0.45 lower than the previous day. The implied volatity was 24.25, the open interest changed by 5 which increased total open position to 372


On 1 Dec RVNL was trading at 321.65. The strike last trading price was 3.55, which was -0.4 lower than the previous day. The implied volatity was 21.76, the open interest changed by 34 which increased total open position to 365


On 28 Nov RVNL was trading at 324.10. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was 19.72, the open interest changed by -1 which decreased total open position to 332


On 27 Nov RVNL was trading at 324.55. The strike last trading price was 3.9, which was -0.7 lower than the previous day. The implied volatity was 18.01, the open interest changed by 116 which increased total open position to 333


On 26 Nov RVNL was trading at 323.60. The strike last trading price was 4.45, which was 1.25 higher than the previous day. The implied volatity was 20.36, the open interest changed by -34 which decreased total open position to 218


On 25 Nov RVNL was trading at 322.90. The strike last trading price was 3.25, which was -1 lower than the previous day. The implied volatity was 16.72, the open interest changed by 83 which increased total open position to 252


On 24 Nov RVNL was trading at 324.85. The strike last trading price was 4.2, which was 0.4 higher than the previous day. The implied volatity was 13.85, the open interest changed by 76 which increased total open position to 169


On 21 Nov RVNL was trading at 314.00. The strike last trading price was 3.85, which was -1.85 lower than the previous day. The implied volatity was 24.50, the open interest changed by 20 which increased total open position to 88


On 20 Nov RVNL was trading at 319.10. The strike last trading price was 5.8, which was -0.45 lower than the previous day. The implied volatity was 25.30, the open interest changed by 9 which increased total open position to 67


On 19 Nov RVNL was trading at 320.15. The strike last trading price was 6.3, which was -0.7 lower than the previous day. The implied volatity was 25.16, the open interest changed by 23 which increased total open position to 57


On 18 Nov RVNL was trading at 321.20. The strike last trading price was 7, which was -2.9 lower than the previous day. The implied volatity was 25.86, the open interest changed by 12 which increased total open position to 34


On 17 Nov RVNL was trading at 327.00. The strike last trading price was 9.9, which was 2.65 higher than the previous day. The implied volatity was 26.26, the open interest changed by 20 which increased total open position to 21


On 14 Nov RVNL was trading at 321.05. The strike last trading price was 7.25, which was -22 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 13 Nov RVNL was trading at 314.30. The strike last trading price was 7.25, which was -22 lower than the previous day. The implied volatity was 30.19, 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 29.25, which was 0 lower than the previous day. The implied volatity was 3.82, the open interest changed by 0 which decreased total open position to 0


On 11 Nov RVNL was trading at 317.75. The strike last trading price was 29.25, which was 0 lower than the previous day. The implied volatity was 3.24, 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 29.25, which was 0 lower than the previous day. The implied volatity was 3.60, the open interest changed by 0 which decreased total open position to 0


On 7 Nov RVNL was trading at 318.00. The strike last trading price was 29.25, which was 0 lower than the previous day. The implied volatity was 2.78, 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 29.25, which was 0 lower than the previous day. The implied volatity was 3.08, the open interest changed by 0 which decreased total open position to 0


On 4 Nov RVNL was trading at 325.80. The strike last trading price was 29.25, which was 0 lower than the previous day. The implied volatity was 1.03, 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 29.25, which was 0 lower than the previous day. The implied volatity was 0.24, 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 29.25, 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 29.25, 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 29 Oct RVNL was trading at 332.75. The strike last trading price was 29.25, 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 30DEC2025 335 PE
Delta: -0.19
Vega: 0.12
Theta: -0.26
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 345.70 1.35 -1.15 27.90 5,094 -85 687
23 Dec 341.85 2.5 -5.55 30.47 5,281 454 772
22 Dec 332.50 7.95 -19 35.03 1,048 277 314
19 Dec 319.15 26.95 0.85 - 0 0 37
18 Dec 305.95 26.95 0.85 - 0 0 37
17 Dec 307.25 26.95 0.85 - 0 0 37
16 Dec 309.40 26.95 0.85 38.50 4 0 37
15 Dec 313.15 26.1 -0.8 - 0 0 0
12 Dec 313.90 26.1 -0.8 49.71 2 0 39
11 Dec 311.90 26.85 -3.15 - 0 0 39
10 Dec 308.90 26.85 -3.15 - 0 0 39
9 Dec 312.70 26.85 -3.15 46.74 12 -1 39
8 Dec 307.15 30 -2.55 - 0 0 40
5 Dec 310.85 30 -2.55 51.93 4 -3 41
4 Dec 312.40 32.55 -0.15 60.36 4 1 44
3 Dec 311.65 32.7 5.95 59.51 5 2 43
2 Dec 317.90 26.75 6.15 51.42 1 0 41
1 Dec 321.65 20.6 -5.2 38.62 23 -1 41
28 Nov 324.10 25.8 -0.8 54.91 3 0 41
27 Nov 324.55 26.6 0.65 57.36 36 28 41
26 Nov 323.60 25.95 -8.5 53.32 7 -2 12
25 Nov 322.90 34.45 2.2 73.95 1 0 13
24 Nov 324.85 32.25 5.25 74.02 10 5 8
21 Nov 314.00 27 -4.9 - 0 0 0
20 Nov 319.10 27 -4.9 - 0 3 0
19 Nov 320.15 27 -4.9 48.30 3 2 2
18 Nov 321.20 31.9 0 - 0 0 0
17 Nov 327.00 31.9 0 - 0 0 0
14 Nov 321.05 31.9 0 - 0 0 0
13 Nov 314.30 31.9 0 - 0 0 0
12 Nov 316.35 31.9 0 - 0 0 0
11 Nov 317.75 31.9 0 - 0 0 0
10 Nov 315.90 31.9 0 - 0 0 0
7 Nov 318.00 31.9 0 - 0 0 0
6 Nov 317.80 31.9 0 - 0 0 0
4 Nov 325.80 31.9 0 - 0 0 0
3 Nov 328.70 31.9 0 - 0 0 0
31 Oct 328.80 31.9 0 - 0 0 0
30 Oct 331.55 31.9 0 0.47 0 0 0
29 Oct 332.75 31.9 0 0.95 0 0 0


For Rail Vikas Nigam Limited - strike price 335 expiring on 30DEC2025

Delta for 335 PE is -0.19

Historical price for 335 PE is as follows

On 24 Dec RVNL was trading at 345.70. The strike last trading price was 1.35, which was -1.15 lower than the previous day. The implied volatity was 27.90, the open interest changed by -85 which decreased total open position to 687


On 23 Dec RVNL was trading at 341.85. The strike last trading price was 2.5, which was -5.55 lower than the previous day. The implied volatity was 30.47, the open interest changed by 454 which increased total open position to 772


On 22 Dec RVNL was trading at 332.50. The strike last trading price was 7.95, which was -19 lower than the previous day. The implied volatity was 35.03, the open interest changed by 277 which increased total open position to 314


On 19 Dec RVNL was trading at 319.15. The strike last trading price was 26.95, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37


On 18 Dec RVNL was trading at 305.95. The strike last trading price was 26.95, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37


On 17 Dec RVNL was trading at 307.25. The strike last trading price was 26.95, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37


On 16 Dec RVNL was trading at 309.40. The strike last trading price was 26.95, which was 0.85 higher than the previous day. The implied volatity was 38.50, the open interest changed by 0 which decreased total open position to 37


On 15 Dec RVNL was trading at 313.15. The strike last trading price was 26.1, which was -0.8 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 26.1, which was -0.8 lower than the previous day. The implied volatity was 49.71, the open interest changed by 0 which decreased total open position to 39


On 11 Dec RVNL was trading at 311.90. The strike last trading price was 26.85, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39


On 10 Dec RVNL was trading at 308.90. The strike last trading price was 26.85, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39


On 9 Dec RVNL was trading at 312.70. The strike last trading price was 26.85, which was -3.15 lower than the previous day. The implied volatity was 46.74, the open interest changed by -1 which decreased total open position to 39


On 8 Dec RVNL was trading at 307.15. The strike last trading price was 30, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40


On 5 Dec RVNL was trading at 310.85. The strike last trading price was 30, which was -2.55 lower than the previous day. The implied volatity was 51.93, the open interest changed by -3 which decreased total open position to 41


On 4 Dec RVNL was trading at 312.40. The strike last trading price was 32.55, which was -0.15 lower than the previous day. The implied volatity was 60.36, the open interest changed by 1 which increased total open position to 44


On 3 Dec RVNL was trading at 311.65. The strike last trading price was 32.7, which was 5.95 higher than the previous day. The implied volatity was 59.51, the open interest changed by 2 which increased total open position to 43


On 2 Dec RVNL was trading at 317.90. The strike last trading price was 26.75, which was 6.15 higher than the previous day. The implied volatity was 51.42, the open interest changed by 0 which decreased total open position to 41


On 1 Dec RVNL was trading at 321.65. The strike last trading price was 20.6, which was -5.2 lower than the previous day. The implied volatity was 38.62, the open interest changed by -1 which decreased total open position to 41


On 28 Nov RVNL was trading at 324.10. The strike last trading price was 25.8, which was -0.8 lower than the previous day. The implied volatity was 54.91, the open interest changed by 0 which decreased total open position to 41


On 27 Nov RVNL was trading at 324.55. The strike last trading price was 26.6, which was 0.65 higher than the previous day. The implied volatity was 57.36, the open interest changed by 28 which increased total open position to 41


On 26 Nov RVNL was trading at 323.60. The strike last trading price was 25.95, which was -8.5 lower than the previous day. The implied volatity was 53.32, the open interest changed by -2 which decreased total open position to 12


On 25 Nov RVNL was trading at 322.90. The strike last trading price was 34.45, which was 2.2 higher than the previous day. The implied volatity was 73.95, the open interest changed by 0 which decreased total open position to 13


On 24 Nov RVNL was trading at 324.85. The strike last trading price was 32.25, which was 5.25 higher than the previous day. The implied volatity was 74.02, the open interest changed by 5 which increased total open position to 8


On 21 Nov RVNL was trading at 314.00. The strike last trading price was 27, which was -4.9 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 27, which was -4.9 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 19 Nov RVNL was trading at 320.15. The strike last trading price was 27, which was -4.9 lower than the previous day. The implied volatity was 48.30, the open interest changed by 2 which increased total open position to 2


On 18 Nov RVNL was trading at 321.20. The strike last trading price was 31.9, 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 Nov RVNL was trading at 327.00. The strike last trading price was 31.9, 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 14 Nov RVNL was trading at 321.05. The strike last trading price was 31.9, 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 13 Nov RVNL was trading at 314.30. The strike last trading price was 31.9, 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 31.9, 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 Nov RVNL was trading at 317.75. The strike last trading price was 31.9, 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 31.9, 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 7 Nov RVNL was trading at 318.00. The strike last trading price was 31.9, 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 31.9, 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 Nov RVNL was trading at 325.80. The strike last trading price was 31.9, 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 31.9, 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 31.9, 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 31.9, which was 0 lower than the previous day. The implied volatity was 0.47, the open interest changed by 0 which decreased total open position to 0


On 29 Oct RVNL was trading at 332.75. The strike last trading price was 31.9, which was 0 lower than the previous day. The implied volatity was 0.95, the open interest changed by 0 which decreased total open position to 0