RVNL
Rail Vikas Nigam Limited
Historical option data for RVNL
21 Sep 2025 04:16 PM IST
| RVNL 28OCT2025 350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.80
Vega: 0.33
Theta: -0.15
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 363.45 | 20.3 | 0.6 | 18.84 | 48 | -13 | 212 | |||||||||
| 14 Sept | 338.10 | 9.5 | 2.05 | 26.41 | 108 | 27 | 75 | |||||||||
For Rail Vikas Nigam Limited - strike price 350 expiring on 28OCT2025
Delta for 350 CE is 0.80
Historical price for 350 CE is as follows
On 21 Sept RVNL was trading at 363.45. The strike last trading price was 20.3, which was 0.6 higher than the previous day. The implied volatity was 18.84, the open interest changed by -13 which decreased total open position to 212
On 14 Sept RVNL was trading at 338.10. The strike last trading price was 9.5, which was 2.05 higher than the previous day. The implied volatity was 26.41, the open interest changed by 27 which increased total open position to 75
| RVNL 28OCT2025 350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 0.44
Theta: -0.22
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 363.45 | 13.9 | -0.25 | 46.73 | 55 | 4 | 146 |
| 14 Sept | 338.10 | 33 | 0 | 0.00 | 0 | 0 | 0 |
For Rail Vikas Nigam Limited - strike price 350 expiring on 28OCT2025
Delta for 350 PE is -0.34
Historical price for 350 PE is as follows
On 21 Sept RVNL was trading at 363.45. The strike last trading price was 13.9, which was -0.25 lower than the previous day. The implied volatity was 46.73, the open interest changed by 4 which increased total open position to 146
On 14 Sept RVNL was trading at 338.10. The strike last trading price was 33, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
