RVNL
Rail Vikas Nigam Limited
Historical option data for RVNL
21 Sep 2025 04:16 PM IST
| RVNL 30SEP2025 330 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 1.00
Vega: 0.00
Theta: -0.09
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
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| 21 Sept | 363.45 | 35 | 1.05 | 20.28 | 69 | -23 | 360 | |||||||||
| 14 Sept | 338.10 | 13.85 | 3.65 | 26.55 | 2,451 | -368 | 928 | |||||||||
| 17 Aug | 324.10 | 12.05 | -3.5 | 26.98 | 15 | 3 | 9 | |||||||||
For Rail Vikas Nigam Limited - strike price 330 expiring on 30SEP2025
Delta for 330 CE is 1.00
Historical price for 330 CE is as follows
On 21 Sept RVNL was trading at 363.45. The strike last trading price was 35, which was 1.05 higher than the previous day. The implied volatity was 20.28, the open interest changed by -23 which decreased total open position to 360
On 14 Sept RVNL was trading at 338.10. The strike last trading price was 13.85, which was 3.65 higher than the previous day. The implied volatity was 26.55, the open interest changed by -368 which decreased total open position to 928
On 17 Aug RVNL was trading at 324.10. The strike last trading price was 12.05, which was -3.5 lower than the previous day. The implied volatity was 26.98, the open interest changed by 3 which increased total open position to 9
| RVNL 30SEP2025 330 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 0.10
Theta: -0.19
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 363.45 | 1.1 | -0.5 | 43.55 | 507 | -23 | 673 |
| 14 Sept | 338.10 | 7.15 | -4.3 | 38.86 | 647 | 118 | 813 |
| 17 Aug | 324.10 | 22 | 0.7 | 46.19 | 6 | 6 | 3 |
For Rail Vikas Nigam Limited - strike price 330 expiring on 30SEP2025
Delta for 330 PE is -0.08
Historical price for 330 PE is as follows
On 21 Sept RVNL was trading at 363.45. The strike last trading price was 1.1, which was -0.5 lower than the previous day. The implied volatity was 43.55, the open interest changed by -23 which decreased total open position to 673
On 14 Sept RVNL was trading at 338.10. The strike last trading price was 7.15, which was -4.3 lower than the previous day. The implied volatity was 38.86, the open interest changed by 118 which increased total open position to 813
On 17 Aug RVNL was trading at 324.10. The strike last trading price was 22, which was 0.7 higher than the previous day. The implied volatity was 46.19, the open interest changed by 6 which increased total open position to 3
