RVNL
Rail Vikas Nigam Limited
Historical option data for RVNL
21 Sep 2025 04:16 PM IST
| RVNL 30SEP2025 310 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 363.45 | 50.6 | -0.35 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 338.10 | 28.55 | 6.45 | - | 76 | -22 | 216 | |||||||||
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| 17 Aug | 324.10 | 57.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Rail Vikas Nigam Limited - strike price 310 expiring on 30SEP2025
Delta for 310 CE is 0.00
Historical price for 310 CE is as follows
On 21 Sept RVNL was trading at 363.45. The strike last trading price was 50.6, which was -0.35 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept RVNL was trading at 338.10. The strike last trading price was 28.55, which was 6.45 higher than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 216
On 17 Aug RVNL was trading at 324.10. The strike last trading price was 57.8, 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
| RVNL 30SEP2025 310 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.04
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 363.45 | 0.4 | -0.25 | 51.58 | 124 | -55 | 282 |
| 14 Sept | 338.10 | 1.95 | -1.8 | 38.44 | 428 | 47 | 564 |
| 17 Aug | 324.10 | 11.15 | 0.25 | 42.28 | 12 | 9 | 13 |
For Rail Vikas Nigam Limited - strike price 310 expiring on 30SEP2025
Delta for 310 PE is -0.03
Historical price for 310 PE is as follows
On 21 Sept RVNL was trading at 363.45. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 51.58, the open interest changed by -55 which decreased total open position to 282
On 14 Sept RVNL was trading at 338.10. The strike last trading price was 1.95, which was -1.8 lower than the previous day. The implied volatity was 38.44, the open interest changed by 47 which increased total open position to 564
On 17 Aug RVNL was trading at 324.10. The strike last trading price was 11.15, which was 0.25 higher than the previous day. The implied volatity was 42.28, the open interest changed by 9 which increased total open position to 13
