RVNL
Rail Vikas Nigam Limited
Historical option data for RVNL
21 Sep 2025 04:16 PM IST
| RVNL 30SEP2025 350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.78
Vega: 0.19
Theta: -0.36
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
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| 21 Sept | 363.45 | 17.8 | 0.4 | 33.05 | 639 | -64 | 1,683 | |||||||||
| 14 Sept | 338.10 | 5.75 | 1.8 | 32.61 | 3,052 | -328 | 903 | |||||||||
| 17 Aug | 324.10 | 36 | 0 | 5.13 | 0 | 0 | 0 | |||||||||
For Rail Vikas Nigam Limited - strike price 350 expiring on 30SEP2025
Delta for 350 CE is 0.78
Historical price for 350 CE is as follows
On 21 Sept RVNL was trading at 363.45. The strike last trading price was 17.8, which was 0.4 higher than the previous day. The implied volatity was 33.05, the open interest changed by -64 which decreased total open position to 1683
On 14 Sept RVNL was trading at 338.10. The strike last trading price was 5.75, which was 1.8 higher than the previous day. The implied volatity was 32.61, the open interest changed by -328 which decreased total open position to 903
On 17 Aug RVNL was trading at 324.10. The strike last trading price was 36, which was 0 lower than the previous day. The implied volatity was 5.13, the open interest changed by 0 which decreased total open position to 0
| RVNL 30SEP2025 350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.25
Vega: 0.20
Theta: -0.33
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 363.45 | 3.8 | -1.15 | 38.44 | 1,104 | -40 | 1,053 |
| 14 Sept | 338.10 | 18.95 | -6.15 | 44.20 | 58 | -1 | 72 |
| 17 Aug | 324.10 | 34.3 | 0 | - | 0 | 0 | 0 |
For Rail Vikas Nigam Limited - strike price 350 expiring on 30SEP2025
Delta for 350 PE is -0.25
Historical price for 350 PE is as follows
On 21 Sept RVNL was trading at 363.45. The strike last trading price was 3.8, which was -1.15 lower than the previous day. The implied volatity was 38.44, the open interest changed by -40 which decreased total open position to 1053
On 14 Sept RVNL was trading at 338.10. The strike last trading price was 18.95, which was -6.15 lower than the previous day. The implied volatity was 44.20, the open interest changed by -1 which decreased total open position to 72
On 17 Aug RVNL was trading at 324.10. The strike last trading price was 34.3, 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
