RVNL
Rail Vikas Nigam Limited
Historical option data for RVNL
17 Aug 2025 12:59 AM IST
| RVNL 30SEP2025 320 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 0.44
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 324.10 | 16.2 | -3.1 | 24.93 | 10 | 5 | 15 | |||||||||
For Rail Vikas Nigam Limited - strike price 320 expiring on 30SEP2025
Delta for 320 CE is 0.63
Historical price for 320 CE is as follows
On 17 Aug RVNL was trading at 324.10. The strike last trading price was 16.2, which was -3.1 lower than the previous day. The implied volatity was 24.93, the open interest changed by 5 which increased total open position to 15
| RVNL 30SEP2025 320 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.40
Vega: 0.45
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 324.10 | 16.4 | 0.5 | 44.80 | 4 | 1 | 5 |
For Rail Vikas Nigam Limited - strike price 320 expiring on 30SEP2025
Delta for 320 PE is -0.40
Historical price for 320 PE is as follows
On 17 Aug RVNL was trading at 324.10. The strike last trading price was 16.4, which was 0.5 higher than the previous day. The implied volatity was 44.80, the open interest changed by 1 which increased total open position to 5
