RVNL
Rail Vikas Nigam Limited
Historical option data for RVNL
21 Sep 2025 04:16 PM IST
| RVNL 30SEP2025 320 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 363.45 | 44.15 | 0.5 | - | 30 | -15 | 337 | |||||||||
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| 14 Sept | 338.10 | 20.8 | 5.25 | 22.05 | 232 | -82 | 557 | |||||||||
| 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 -
Historical price for 320 CE is as follows
On 21 Sept RVNL was trading at 363.45. The strike last trading price was 44.15, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 337
On 14 Sept RVNL was trading at 338.10. The strike last trading price was 20.8, which was 5.25 higher than the previous day. The implied volatity was 22.05, the open interest changed by -82 which decreased total open position to 557
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: -0.06
Vega: 0.07
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 363.45 | 0.75 | -0.3 | 48.90 | 490 | -153 | 1,460 |
| 14 Sept | 338.10 | 3.85 | -3 | 38.15 | 838 | 133 | 1,005 |
| 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 -0.06
Historical price for 320 PE is as follows
On 21 Sept RVNL was trading at 363.45. The strike last trading price was 0.75, which was -0.3 lower than the previous day. The implied volatity was 48.90, the open interest changed by -153 which decreased total open position to 1460
On 14 Sept RVNL was trading at 338.10. The strike last trading price was 3.85, which was -3 lower than the previous day. The implied volatity was 38.15, the open interest changed by 133 which increased total open position to 1005
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
