RVNL
Rail Vikas Nigam Limited
Historical option data for RVNL
21 Sep 2025 04:16 PM IST
| RVNL 30SEP2025 340 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.89
Vega: 0.12
Theta: -0.27
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
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| 21 Sept | 363.45 | 26.25 | 1.15 | 34.68 | 136 | -14 | 562 | |||||||||
| 14 Sept | 338.10 | 8.85 | 2.4 | 29.41 | 7,482 | -530 | 2,295 | |||||||||
| 17 Aug | 324.10 | 9.1 | -1.8 | 29.37 | 19 | 0 | 20 | |||||||||
For Rail Vikas Nigam Limited - strike price 340 expiring on 30SEP2025
Delta for 340 CE is 0.89
Historical price for 340 CE is as follows
On 21 Sept RVNL was trading at 363.45. The strike last trading price was 26.25, which was 1.15 higher than the previous day. The implied volatity was 34.68, the open interest changed by -14 which decreased total open position to 562
On 14 Sept RVNL was trading at 338.10. The strike last trading price was 8.85, which was 2.4 higher than the previous day. The implied volatity was 29.41, the open interest changed by -530 which decreased total open position to 2295
On 17 Aug RVNL was trading at 324.10. The strike last trading price was 9.1, which was -1.8 lower than the previous day. The implied volatity was 29.37, the open interest changed by 0 which decreased total open position to 20
| RVNL 30SEP2025 340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 0.14
Theta: -0.24
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 363.45 | 1.85 | -0.8 | 39.41 | 761 | 3 | 879 |
| 14 Sept | 338.10 | 11.9 | -6 | 39.83 | 272 | 58 | 383 |
| 17 Aug | 324.10 | 23.2 | 0 | - | 0 | 0 | 0 |
For Rail Vikas Nigam Limited - strike price 340 expiring on 30SEP2025
Delta for 340 PE is -0.14
Historical price for 340 PE is as follows
On 21 Sept RVNL was trading at 363.45. The strike last trading price was 1.85, which was -0.8 lower than the previous day. The implied volatity was 39.41, the open interest changed by 3 which increased total open position to 879
On 14 Sept RVNL was trading at 338.10. The strike last trading price was 11.9, which was -6 lower than the previous day. The implied volatity was 39.83, the open interest changed by 58 which increased total open position to 383
On 17 Aug RVNL was trading at 324.10. The strike last trading price was 23.2, 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
