RVNL

Rail Vikas Nigam Limited

338.3 +8.10 (2.45%)

L: 328 H: 341.9

Back to Option Chain

Historical option data for RVNL
14 Jan 2026 04:13 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

RVNL 27-JAN-2026 345 CE
Delta: 0.43 Vega: 0.25 Theta: -0.41 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
14 Jan	338.30	7.5 ₹ 11,437.5	3.05 4651.25	38.53	3,166 48,28,150	-143 -2,18,075	693 10,56,825
13 Jan	330.20	4.5 ₹ 6,862.5	-2.25 -3431.25	38.11	1,399 21,33,475	330 5,03,250	836 12,74,900
12 Jan	331.65	7.1 ₹ 10,827.5	-0.95 -1448.75	41.22	1,867 28,47,175	201 3,06,525	507 7,73,175
9 Jan	332.20	8.4 ₹ 12,810	-3.65 -5566.25	42.39	1,327 20,23,675	71 1,08,275	310 4,72,750
8 Jan	342.55	11.9 ₹ 18,147.5	-10.75 -16393.75	40.57	567 8,64,675	107 1,63,175	239 3,64,475
7 Jan	357.40	22.65 ₹ 34,541.25	2.2 3355.00	44.25	30 45,750	-2 -3,050	132 2,01,300
6 Jan	358.30	20.45 ₹ 31,186.25	-1.2 -1830.00	36.01	31 47,275	23 35,075	133 2,02,825
5 Jan	361.00	21.65 ₹ 33,016.25	-6.45 -9836.25	29.62	12 18,300	-3 -4,575	110 1,67,750
2 Jan	365.85	28 ₹ 42,700	4.1 6252.50	37.54	26 39,650	1 1,525	114 1,73,850
1 Jan	361.50	23.9 ₹ 36,447.5	3.35 5108.75	30.81	37 56,425	11 16,775	113 1,72,325
31 Dec	357.25	21 ₹ 32,025	-3.95 -6023.75	32.27	34 51,850	3 4,575	102 1,55,550
30 Dec	360.35	24.45 ₹ 37,286.25	2.45 3736.25	35.81	22 33,550	2 3,050	99 1,50,975
29 Dec	367.60	22 ₹ 33,550	-16.75 -25543.75	-	60 91,500	2 3,050	97 1,47,925
26 Dec	387.95	38.35 ₹ 58,483.75	26.65 40641.25	-	493 7,51,825	-174 -2,65,350	95 1,44,875
24 Dec	345.70	11.5 ₹ 17,537.5	0.2 305.00	23.89	711 10,84,275	99 1,50,975	267 4,07,175
23 Dec	341.85	11.1 ₹ 16,927.5	-10.2 -15555.00	25.2	680 10,37,000	168 2,56,200	168 2,56,200
22 Dec	332.50	21.3 ₹ 32,482.5	0 0.00	2.77	0 0	0 0	0 0
19 Dec	319.15	21.3 ₹ 32,482.5	0 0.00	6.04	0 0	0 0	0 0
18 Dec	305.95	21.3 ₹ 32,482.5	0 0.00	9.33	0 0	0 0	0 0
17 Dec	307.25	21.3 ₹ 32,482.5	0 0.00	8.95	0 0	0 0	0 0
16 Dec	309.40	21.3 ₹ 32,482.5	0 0.00	8.39	0 0	0 0	0 0

15 Dec	313.15	21.3 ₹ 32,482.5	0 0.00	7.18	0 0	0 0	0 0
12 Dec	313.90	21.3 ₹ 32,482.5	0 0.00	6.73	0 0	0 0	0 0
11 Dec	311.90	21.3 ₹ 32,482.5	0 0.00	7.14	0 0	0 0	0 0
10 Dec	308.90	21.3 ₹ 32,482.5	0 0.00	7.69	0 0	0 0	0 0
9 Dec	312.70	21.3 ₹ 32,482.5	0 0.00	6.8	0 0	0 0	0 0
8 Dec	307.15	21.3 ₹ 32,482.5	0 0.00	7.84	0 0	0 0	0 0
5 Dec	310.85	21.3 ₹ 32,482.5	0 0.00	6.82	0 0	0 0	0 0
4 Dec	312.40	21.3 ₹ 32,482.5	0 0.00	6.52	0 0	0 0	0 0
3 Dec	311.65	21.3 ₹ 32,482.5	0 0.00	-	0 0	0 0	0 0
2 Dec	317.90	21.3 ₹ 32,482.5	0 0.00	5.11	0 0	0 0	0 0
1 Dec	321.65	21.3 ₹ 32,482.5	0 0.00	4.4	0 0	0 0	0 0
28 Nov	324.10	21.3 ₹ 32,482.5	0 0.00	3.45	0 0	0 0	0 0
27 Nov	324.55	21.3 ₹ 32,482.5	0 0.00	3.28	0 0	0 0	0 0
26 Nov	323.60	21.3 ₹ 32,482.5	0 0.00	3.59	0 0	0 0	0 0

For Rail Vikas Nigam Limited - strike price 345 expiring on 27JAN2026

Delta for 345 CE is 0.43

Historical price for 345 CE is as follows

On 14 Jan RVNL was trading at 338.30. The strike last trading price was 7.5, which was 3.05 higher than the previous day. The implied volatity was 38.53, the open interest changed by -143 which decreased total open position to 693

On 13 Jan RVNL was trading at 330.20. The strike last trading price was 4.5, which was -2.25 lower than the previous day. The implied volatity was 38.11, the open interest changed by 330 which increased total open position to 836

On 12 Jan RVNL was trading at 331.65. The strike last trading price was 7.1, which was -0.95 lower than the previous day. The implied volatity was 41.22, the open interest changed by 201 which increased total open position to 507

On 9 Jan RVNL was trading at 332.20. The strike last trading price was 8.4, which was -3.65 lower than the previous day. The implied volatity was 42.39, the open interest changed by 71 which increased total open position to 310

On 8 Jan RVNL was trading at 342.55. The strike last trading price was 11.9, which was -10.75 lower than the previous day. The implied volatity was 40.57, the open interest changed by 107 which increased total open position to 239

On 7 Jan RVNL was trading at 357.40. The strike last trading price was 22.65, which was 2.2 higher than the previous day. The implied volatity was 44.25, the open interest changed by -2 which decreased total open position to 132

On 6 Jan RVNL was trading at 358.30. The strike last trading price was 20.45, which was -1.2 lower than the previous day. The implied volatity was 36.01, the open interest changed by 23 which increased total open position to 133

On 5 Jan RVNL was trading at 361.00. The strike last trading price was 21.65, which was -6.45 lower than the previous day. The implied volatity was 29.62, the open interest changed by -3 which decreased total open position to 110

On 2 Jan RVNL was trading at 365.85. The strike last trading price was 28, which was 4.1 higher than the previous day. The implied volatity was 37.54, the open interest changed by 1 which increased total open position to 114

On 1 Jan RVNL was trading at 361.50. The strike last trading price was 23.9, which was 3.35 higher than the previous day. The implied volatity was 30.81, the open interest changed by 11 which increased total open position to 113

On 31 Dec RVNL was trading at 357.25. The strike last trading price was 21, which was -3.95 lower than the previous day. The implied volatity was 32.27, the open interest changed by 3 which increased total open position to 102

On 30 Dec RVNL was trading at 360.35. The strike last trading price was 24.45, which was 2.45 higher than the previous day. The implied volatity was 35.81, the open interest changed by 2 which increased total open position to 99

On 29 Dec RVNL was trading at 367.60. The strike last trading price was 22, which was -16.75 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 97

On 26 Dec RVNL was trading at 387.95. The strike last trading price was 38.35, which was 26.65 higher than the previous day. The implied volatity was -, the open interest changed by -174 which decreased total open position to 95

On 24 Dec RVNL was trading at 345.70. The strike last trading price was 11.5, which was 0.2 higher than the previous day. The implied volatity was 23.89, the open interest changed by 99 which increased total open position to 267

On 23 Dec RVNL was trading at 341.85. The strike last trading price was 11.1, which was -10.2 lower than the previous day. The implied volatity was 25.2, the open interest changed by 168 which increased total open position to 168

On 22 Dec RVNL was trading at 332.50. The strike last trading price was 21.3, which was 0 lower than the previous day. The implied volatity was 2.77, 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 21.3, which was 0 lower than the previous day. The implied volatity was 6.04, 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 21.3, which was 0 lower than the previous day. The implied volatity was 9.33, 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 21.3, which was 0 lower than the previous day. The implied volatity was 8.95, 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 21.3, which was 0 lower than the previous day. The implied volatity was 8.39, 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 21.3, which was 0 lower than the previous day. The implied volatity was 7.18, 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 21.3, which was 0 lower than the previous day. The implied volatity was 6.73, 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 21.3, which was 0 lower than the previous day. The implied volatity was 7.14, 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 21.3, which was 0 lower than the previous day. The implied volatity was 7.69, 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 21.3, which was 0 lower than the previous day. The implied volatity was 6.8, 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 21.3, which was 0 lower than the previous day. The implied volatity was 7.84, 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 21.3, which was 0 lower than the previous day. The implied volatity was 6.82, 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 21.3, which was 0 lower than the previous day. The implied volatity was 6.52, 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 21.3, 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 21.3, which was 0 lower than the previous day. The implied volatity was 5.11, 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 21.3, which was 0 lower than the previous day. The implied volatity was 4.4, 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 21.3, which was 0 lower than the previous day. The implied volatity was 3.45, 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 21.3, which was 0 lower than the previous day. The implied volatity was 3.28, 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 21.3, which was 0 lower than the previous day. The implied volatity was 3.59, the open interest changed by 0 which decreased total open position to 0

RVNL 27JAN2026 345 PE
Delta: -0.54 Vega: 0.25 Theta: -0.44 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
14 Jan	338.30	15.85 ₹ 24,171.25	-9.1 -13877.50	50.91	49 74,725	-15 -22,875	320 4,88,000
13 Jan	330.20	24.95 ₹ 38,048.75	4.6 7015.00	64.53	31 47,275	-5 -7,625	335 5,10,875
12 Jan	331.65	20.1 ₹ 30,652.5	-0.95 -1448.75	53.89	65 99,125	-17 -25,925	343 5,23,075
9 Jan	332.20	20.25 ₹ 30,881.25	3.4 5185.00	49.52	332 5,06,300	-31 -47,275	361 5,50,525
8 Jan	342.55	17.4 ₹ 26,535	8.3 12657.50	53.4	710 10,82,750	40 61,000	392 5,97,800
7 Jan	357.40	9.15 ₹ 13,953.75	-0.65 -991.25	46.51	112 1,70,800	28 42,700	352 5,36,800
6 Jan	358.30	10.3 ₹ 15,707.5	1 1525.00	49.06	159 2,42,475	36 54,900	326 4,97,150
5 Jan	361.00	9.4 ₹ 14,335	1.35 2058.75	49.08	132 2,01,300	10 15,250	287 4,37,675
2 Jan	365.85	8.05 ₹ 12,276.25	-3.15 -4803.75	46.09	138 2,10,450	6 9,150	276 4,20,900
1 Jan	361.50	10.5 ₹ 16,012.5	-3.15 -4803.75	49.86	135 2,05,875	-1 -1,525	270 4,11,750
31 Dec	357.25	13.25 ₹ 20,206.25	0.95 1448.75	52.09	184 2,80,600	4 6,100	271 4,13,275
30 Dec	360.35	12.15 ₹ 18,528.75	-2 -3050.00	50.89	196 2,98,900	4 6,100	268 4,08,700
29 Dec	367.60	14.2 ₹ 21,655	8.3 12657.50	61.74	500 7,62,500	218 3,32,450	266 4,05,650
26 Dec	387.95	6.25 ₹ 9,531.25	-11.5 -17537.50	50.74	325 4,95,625	-59 -89,975	47 71,675
24 Dec	345.70	18.5 ₹ 28,212.5	0.3 457.50	47.69	65 99,125	28 42,700	105 1,60,125
23 Dec	341.85	18.2 ₹ 27,755	-7.3 -11132.50	44.14	96 1,46,400	75 1,14,375	76 1,15,900
22 Dec	332.50	25.5 ₹ 38,887.5	-14.3 -21807.50	48.36	1 1,525	0 0	0 0
19 Dec	319.15	39.8 ₹ 60,695	0 0.00	-	0 0	0 0	0 0
18 Dec	305.95	39.8 ₹ 60,695	0 0.00	-	0 0	0 0	0 0
17 Dec	307.25	39.8 ₹ 60,695	0 0.00	-	0 0	0 0	0 0
16 Dec	309.40	39.8 ₹ 60,695	0 0.00	-	0 0	0 0	0 0
15 Dec	313.15	39.8 ₹ 60,695	0 0.00	-	0 0	0 0	0 0
12 Dec	313.90	39.8 ₹ 60,695	0 0.00	-	0 0	0 0	0 0
11 Dec	311.90	39.8 ₹ 60,695	0 0.00	-	0 0	0 0	0 0
10 Dec	308.90	39.8 ₹ 60,695	0 0.00	-	0 0	0 0	0 0
9 Dec	312.70	39.8 ₹ 60,695	0 0.00	-	0 0	0 0	0 0
8 Dec	307.15	39.8 ₹ 60,695	0 0.00	-	0 0	0 0	0 0
5 Dec	310.85	39.8 ₹ 60,695	0 0.00	-	0 0	0 0	0 0
4 Dec	312.40	39.8 ₹ 60,695	0 0.00	-	0 0	0 0	0 0
3 Dec	311.65	39.8 ₹ 60,695	0 0.00	-	0 0	0 0	0 0
2 Dec	317.90	39.8 ₹ 60,695	0 0.00	-	0 0	0 0	0 0
1 Dec	321.65	39.8 ₹ 60,695	0 0.00	-	0 0	0 0	0 0
28 Nov	324.10	39.8 ₹ 60,695	0 0.00	-	0 0	0 0	0 0
27 Nov	324.55	39.8 ₹ 60,695	0 0.00	-	0 0	0 0	0 0
26 Nov	323.60	39.8 ₹ 60,695	0 0.00	-	0 0	0 0	0 0

For Rail Vikas Nigam Limited - strike price 345 expiring on 27JAN2026

Delta for 345 PE is -0.54

Historical price for 345 PE is as follows

On 14 Jan RVNL was trading at 338.30. The strike last trading price was 15.85, which was -9.1 lower than the previous day. The implied volatity was 50.91, the open interest changed by -15 which decreased total open position to 320

On 13 Jan RVNL was trading at 330.20. The strike last trading price was 24.95, which was 4.6 higher than the previous day. The implied volatity was 64.53, the open interest changed by -5 which decreased total open position to 335

On 12 Jan RVNL was trading at 331.65. The strike last trading price was 20.1, which was -0.95 lower than the previous day. The implied volatity was 53.89, the open interest changed by -17 which decreased total open position to 343

On 9 Jan RVNL was trading at 332.20. The strike last trading price was 20.25, which was 3.4 higher than the previous day. The implied volatity was 49.52, the open interest changed by -31 which decreased total open position to 361

On 8 Jan RVNL was trading at 342.55. The strike last trading price was 17.4, which was 8.3 higher than the previous day. The implied volatity was 53.4, the open interest changed by 40 which increased total open position to 392

On 7 Jan RVNL was trading at 357.40. The strike last trading price was 9.15, which was -0.65 lower than the previous day. The implied volatity was 46.51, the open interest changed by 28 which increased total open position to 352

On 6 Jan RVNL was trading at 358.30. The strike last trading price was 10.3, which was 1 higher than the previous day. The implied volatity was 49.06, the open interest changed by 36 which increased total open position to 326

On 5 Jan RVNL was trading at 361.00. The strike last trading price was 9.4, which was 1.35 higher than the previous day. The implied volatity was 49.08, the open interest changed by 10 which increased total open position to 287

On 2 Jan RVNL was trading at 365.85. The strike last trading price was 8.05, which was -3.15 lower than the previous day. The implied volatity was 46.09, the open interest changed by 6 which increased total open position to 276

On 1 Jan RVNL was trading at 361.50. The strike last trading price was 10.5, which was -3.15 lower than the previous day. The implied volatity was 49.86, the open interest changed by -1 which decreased total open position to 270

On 31 Dec RVNL was trading at 357.25. The strike last trading price was 13.25, which was 0.95 higher than the previous day. The implied volatity was 52.09, the open interest changed by 4 which increased total open position to 271

On 30 Dec RVNL was trading at 360.35. The strike last trading price was 12.15, which was -2 lower than the previous day. The implied volatity was 50.89, the open interest changed by 4 which increased total open position to 268

On 29 Dec RVNL was trading at 367.60. The strike last trading price was 14.2, which was 8.3 higher than the previous day. The implied volatity was 61.74, the open interest changed by 218 which increased total open position to 266

On 26 Dec RVNL was trading at 387.95. The strike last trading price was 6.25, which was -11.5 lower than the previous day. The implied volatity was 50.74, the open interest changed by -59 which decreased total open position to 47

On 24 Dec RVNL was trading at 345.70. The strike last trading price was 18.5, which was 0.3 higher than the previous day. The implied volatity was 47.69, the open interest changed by 28 which increased total open position to 105

On 23 Dec RVNL was trading at 341.85. The strike last trading price was 18.2, which was -7.3 lower than the previous day. The implied volatity was 44.14, the open interest changed by 75 which increased total open position to 76

On 22 Dec RVNL was trading at 332.50. The strike last trading price was 25.5, which was -14.3 lower than the previous day. The implied volatity was 48.36, 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 39.8, 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 39.8, 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 39.8, 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 39.8, 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 39.8, 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 39.8, 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 39.8, 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 39.8, 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 39.8, 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 39.8, 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 39.8, 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 39.8, 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 39.8, 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 39.8, 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 39.8, 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 39.8, 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 39.8, 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 39.8, 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

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