[--[65.84.65.76]--]

RVNL

Rail Vikas Nigam Limited
309.4 -3.75 (-1.20%)
L: 308 H: 312.6

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Historical option data for RVNL

16 Dec 2025 04:13 PM IST
RVNL 30-DEC-2025 370 CE
Delta: 0.02
Vega: 0.03
Theta: -0.04
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 309.40 0.15 -0.15 42.02 36 -10 142
15 Dec 313.15 0.3 0 41.76 9 0 152
12 Dec 313.90 0.3 0 37.55 3 0 152
11 Dec 311.90 0.3 0.05 37.55 4 0 153
10 Dec 308.90 0.25 -0.15 37.73 14 4 153
9 Dec 312.70 0.4 0.1 36.84 8 1 149
8 Dec 307.15 0.3 0.05 37.52 23 -13 148
5 Dec 310.85 0.25 -0.15 31.79 6 0 163
4 Dec 312.40 0.4 0.1 33.35 8 -2 163
3 Dec 311.65 0.3 -0.3 31.26 38 -12 170
2 Dec 317.90 0.6 0.05 31.76 36 3 190
1 Dec 321.65 0.55 -0.05 28.63 56 -26 186
28 Nov 324.10 0.6 -0.3 25.94 46 -12 214
27 Nov 324.55 0.8 -0.2 27.03 173 66 225
26 Nov 323.60 0.95 0 28.33 135 102 159
25 Nov 322.90 0.95 -0.15 27.90 60 16 57
24 Nov 324.85 1.2 -0.5 26.13 48 30 41
21 Nov 314.00 1.7 0.25 - 0 4 0
20 Nov 319.10 1.7 0.25 32.30 6 3 10
19 Nov 320.15 1.45 -1.5 29.84 8 4 5
18 Nov 321.20 2.95 -26.35 - 0 1 0
17 Nov 327.00 2.95 -26.35 31.62 3 1 1
14 Nov 321.05 29.3 0 9.76 0 0 0
13 Nov 314.30 29.3 0 11.19 0 0 0
12 Nov 316.35 29.3 0 10.86 0 0 0
11 Nov 317.75 29.3 0 10.34 0 0 0
29 Oct 332.75 29.3 0 6.28 0 0 0
17 Oct 331.65 29.3 0 5.81 0 0 0
16 Oct 336.05 29.3 0 4.87 0 0 0
14 Oct 333.05 29.3 0 5.60 0 0 0
9 Oct 344.40 29.3 0 3.09 0 0 0
8 Oct 346.55 29.3 0 2.58 0 0 0
7 Oct 354.85 29.3 0 1.15 0 0 0
6 Oct 346.60 29.3 0 - 0 0 0
3 Oct 347.05 29.3 0 2.49 0 0 0


For Rail Vikas Nigam Limited - strike price 370 expiring on 30DEC2025

Delta for 370 CE is 0.02

Historical price for 370 CE is as follows

On 16 Dec RVNL was trading at 309.40. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 42.02, the open interest changed by -10 which decreased total open position to 142


On 15 Dec RVNL was trading at 313.15. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 41.76, the open interest changed by 0 which decreased total open position to 152


On 12 Dec RVNL was trading at 313.90. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 37.55, the open interest changed by 0 which decreased total open position to 152


On 11 Dec RVNL was trading at 311.90. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 37.55, the open interest changed by 0 which decreased total open position to 153


On 10 Dec RVNL was trading at 308.90. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 37.73, the open interest changed by 4 which increased total open position to 153


On 9 Dec RVNL was trading at 312.70. The strike last trading price was 0.4, which was 0.1 higher than the previous day. The implied volatity was 36.84, the open interest changed by 1 which increased total open position to 149


On 8 Dec RVNL was trading at 307.15. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 37.52, the open interest changed by -13 which decreased total open position to 148


On 5 Dec RVNL was trading at 310.85. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 31.79, the open interest changed by 0 which decreased total open position to 163


On 4 Dec RVNL was trading at 312.40. The strike last trading price was 0.4, which was 0.1 higher than the previous day. The implied volatity was 33.35, the open interest changed by -2 which decreased total open position to 163


On 3 Dec RVNL was trading at 311.65. The strike last trading price was 0.3, which was -0.3 lower than the previous day. The implied volatity was 31.26, the open interest changed by -12 which decreased total open position to 170


On 2 Dec RVNL was trading at 317.90. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 31.76, the open interest changed by 3 which increased total open position to 190


On 1 Dec RVNL was trading at 321.65. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 28.63, the open interest changed by -26 which decreased total open position to 186


On 28 Nov RVNL was trading at 324.10. The strike last trading price was 0.6, which was -0.3 lower than the previous day. The implied volatity was 25.94, the open interest changed by -12 which decreased total open position to 214


On 27 Nov RVNL was trading at 324.55. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 27.03, the open interest changed by 66 which increased total open position to 225


On 26 Nov RVNL was trading at 323.60. The strike last trading price was 0.95, which was 0 lower than the previous day. The implied volatity was 28.33, the open interest changed by 102 which increased total open position to 159


On 25 Nov RVNL was trading at 322.90. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 27.90, the open interest changed by 16 which increased total open position to 57


On 24 Nov RVNL was trading at 324.85. The strike last trading price was 1.2, which was -0.5 lower than the previous day. The implied volatity was 26.13, the open interest changed by 30 which increased total open position to 41


On 21 Nov RVNL was trading at 314.00. The strike last trading price was 1.7, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 20 Nov RVNL was trading at 319.10. The strike last trading price was 1.7, which was 0.25 higher than the previous day. The implied volatity was 32.30, the open interest changed by 3 which increased total open position to 10


On 19 Nov RVNL was trading at 320.15. The strike last trading price was 1.45, which was -1.5 lower than the previous day. The implied volatity was 29.84, the open interest changed by 4 which increased total open position to 5


On 18 Nov RVNL was trading at 321.20. The strike last trading price was 2.95, which was -26.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 17 Nov RVNL was trading at 327.00. The strike last trading price was 2.95, which was -26.35 lower than the previous day. The implied volatity was 31.62, the open interest changed by 1 which increased total open position to 1


On 14 Nov RVNL was trading at 321.05. The strike last trading price was 29.3, which was 0 lower than the previous day. The implied volatity was 9.76, 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 29.3, which was 0 lower than the previous day. The implied volatity was 11.19, 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 29.3, which was 0 lower than the previous day. The implied volatity was 10.86, 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 29.3, which was 0 lower than the previous day. The implied volatity was 10.34, 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 29.3, which was 0 lower than the previous day. The implied volatity was 6.28, the open interest changed by 0 which decreased total open position to 0


On 17 Oct RVNL was trading at 331.65. The strike last trading price was 29.3, which was 0 lower than the previous day. The implied volatity was 5.81, the open interest changed by 0 which decreased total open position to 0


On 16 Oct RVNL was trading at 336.05. The strike last trading price was 29.3, which was 0 lower than the previous day. The implied volatity was 4.87, the open interest changed by 0 which decreased total open position to 0


On 14 Oct RVNL was trading at 333.05. The strike last trading price was 29.3, which was 0 lower than the previous day. The implied volatity was 5.60, the open interest changed by 0 which decreased total open position to 0


On 9 Oct RVNL was trading at 344.40. The strike last trading price was 29.3, which was 0 lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0


On 8 Oct RVNL was trading at 346.55. The strike last trading price was 29.3, which was 0 lower than the previous day. The implied volatity was 2.58, the open interest changed by 0 which decreased total open position to 0


On 7 Oct RVNL was trading at 354.85. The strike last trading price was 29.3, which was 0 lower than the previous day. The implied volatity was 1.15, the open interest changed by 0 which decreased total open position to 0


On 6 Oct RVNL was trading at 346.60. The strike last trading price was 29.3, 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 3 Oct RVNL was trading at 347.05. The strike last trading price was 29.3, which was 0 lower than the previous day. The implied volatity was 2.49, the open interest changed by 0 which decreased total open position to 0


RVNL 30DEC2025 370 PE
Delta: -0.91
Vega: 0.10
Theta: -0.15
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 309.40 61.6 5.2 65.73 8 1 49
15 Dec 313.15 56.5 -4.05 - 0 0 0
12 Dec 313.90 56.5 -4.05 57.02 4 -1 48
11 Dec 311.90 60.55 -2.95 - 0 0 49
10 Dec 308.90 60.55 -2.95 - 0 0 49
9 Dec 312.70 60.55 -2.95 71.67 17 -1 49
8 Dec 307.15 63.5 -0.2 - 0 0 50
5 Dec 310.85 63.5 -0.2 73.65 7 -2 51
4 Dec 312.40 63.7 6.7 - 0 0 0
3 Dec 311.65 63.7 6.7 73.96 4 0 53
2 Dec 317.90 57 -2.05 - 0 4 0
1 Dec 321.65 57 -2.05 72.83 5 3 52
28 Nov 324.10 59.05 3 - 0 0 0
27 Nov 324.55 59.05 3 81.39 5 1 50
26 Nov 323.60 56.05 -9.6 69.99 1 0 50
25 Nov 322.90 65.65 4.05 94.94 7 1 50
24 Nov 324.85 61.6 -1.9 91.70 15 8 49
21 Nov 314.00 63.5 8 69.51 3 1 39
20 Nov 319.10 55.5 -2.05 56.44 4 1 37
19 Nov 320.15 57.55 5.55 63.91 24 21 33
18 Nov 321.20 52 3 49.99 1 0 11
17 Nov 327.00 49 -6.3 52.98 4 3 10
14 Nov 321.05 55.3 -3.7 59.47 2 1 6
13 Nov 314.30 59 -4 54.33 1 0 4
12 Nov 316.35 63 8.75 - 0 0 0
11 Nov 317.75 63 8.75 - 0 0 0
29 Oct 332.75 54.25 0 - 0 0 0
17 Oct 331.65 54.25 0 - 0 0 0
16 Oct 336.05 54.25 0 - 0 0 0
14 Oct 333.05 54.25 0 - 0 0 0
9 Oct 344.40 54.25 0 - 0 0 0
8 Oct 346.55 54.25 0 - 0 0 0
7 Oct 354.85 54.25 0 - 0 0 0
6 Oct 346.60 0 0 - 0 0 0
3 Oct 347.05 0 0 - 0 0 0


For Rail Vikas Nigam Limited - strike price 370 expiring on 30DEC2025

Delta for 370 PE is -0.91

Historical price for 370 PE is as follows

On 16 Dec RVNL was trading at 309.40. The strike last trading price was 61.6, which was 5.2 higher than the previous day. The implied volatity was 65.73, the open interest changed by 1 which increased total open position to 49


On 15 Dec RVNL was trading at 313.15. The strike last trading price was 56.5, which was -4.05 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 56.5, which was -4.05 lower than the previous day. The implied volatity was 57.02, the open interest changed by -1 which decreased total open position to 48


On 11 Dec RVNL was trading at 311.90. The strike last trading price was 60.55, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49


On 10 Dec RVNL was trading at 308.90. The strike last trading price was 60.55, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49


On 9 Dec RVNL was trading at 312.70. The strike last trading price was 60.55, which was -2.95 lower than the previous day. The implied volatity was 71.67, the open interest changed by -1 which decreased total open position to 49


On 8 Dec RVNL was trading at 307.15. The strike last trading price was 63.5, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50


On 5 Dec RVNL was trading at 310.85. The strike last trading price was 63.5, which was -0.2 lower than the previous day. The implied volatity was 73.65, the open interest changed by -2 which decreased total open position to 51


On 4 Dec RVNL was trading at 312.40. The strike last trading price was 63.7, which was 6.7 higher 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 63.7, which was 6.7 higher than the previous day. The implied volatity was 73.96, the open interest changed by 0 which decreased total open position to 53


On 2 Dec RVNL was trading at 317.90. The strike last trading price was 57, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 1 Dec RVNL was trading at 321.65. The strike last trading price was 57, which was -2.05 lower than the previous day. The implied volatity was 72.83, the open interest changed by 3 which increased total open position to 52


On 28 Nov RVNL was trading at 324.10. The strike last trading price was 59.05, which was 3 higher 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 59.05, which was 3 higher than the previous day. The implied volatity was 81.39, the open interest changed by 1 which increased total open position to 50


On 26 Nov RVNL was trading at 323.60. The strike last trading price was 56.05, which was -9.6 lower than the previous day. The implied volatity was 69.99, the open interest changed by 0 which decreased total open position to 50


On 25 Nov RVNL was trading at 322.90. The strike last trading price was 65.65, which was 4.05 higher than the previous day. The implied volatity was 94.94, the open interest changed by 1 which increased total open position to 50


On 24 Nov RVNL was trading at 324.85. The strike last trading price was 61.6, which was -1.9 lower than the previous day. The implied volatity was 91.70, the open interest changed by 8 which increased total open position to 49


On 21 Nov RVNL was trading at 314.00. The strike last trading price was 63.5, which was 8 higher than the previous day. The implied volatity was 69.51, the open interest changed by 1 which increased total open position to 39


On 20 Nov RVNL was trading at 319.10. The strike last trading price was 55.5, which was -2.05 lower than the previous day. The implied volatity was 56.44, the open interest changed by 1 which increased total open position to 37


On 19 Nov RVNL was trading at 320.15. The strike last trading price was 57.55, which was 5.55 higher than the previous day. The implied volatity was 63.91, the open interest changed by 21 which increased total open position to 33


On 18 Nov RVNL was trading at 321.20. The strike last trading price was 52, which was 3 higher than the previous day. The implied volatity was 49.99, the open interest changed by 0 which decreased total open position to 11


On 17 Nov RVNL was trading at 327.00. The strike last trading price was 49, which was -6.3 lower than the previous day. The implied volatity was 52.98, the open interest changed by 3 which increased total open position to 10


On 14 Nov RVNL was trading at 321.05. The strike last trading price was 55.3, which was -3.7 lower than the previous day. The implied volatity was 59.47, the open interest changed by 1 which increased total open position to 6


On 13 Nov RVNL was trading at 314.30. The strike last trading price was 59, which was -4 lower than the previous day. The implied volatity was 54.33, the open interest changed by 0 which decreased total open position to 4


On 12 Nov RVNL was trading at 316.35. The strike last trading price was 63, which was 8.75 higher 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 63, which was 8.75 higher 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 54.25, 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 17 Oct RVNL was trading at 331.65. The strike last trading price was 54.25, 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 16 Oct RVNL was trading at 336.05. The strike last trading price was 54.25, 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 14 Oct RVNL was trading at 333.05. The strike last trading price was 54.25, 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 9 Oct RVNL was trading at 344.40. The strike last trading price was 54.25, 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 8 Oct RVNL was trading at 346.55. The strike last trading price was 54.25, 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 7 Oct RVNL was trading at 354.85. The strike last trading price was 54.25, 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 6 Oct RVNL was trading at 346.60. The strike last trading price was 0, 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 Oct RVNL was trading at 347.05. The strike last trading price was 0, 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