RVNL
Rail Vikas Nigam Limited
Historical option data for RVNL
21 Sep 2025 04:16 PM IST
| RVNL 30SEP2025 360 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.61
Vega: 0.24
Theta: -0.42
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 363.45 | 11.05 | -0.05 | 33.00 | 3,044 | -189 | 1,050 | |||||||||
| 14 Sept | 338.10 | 3.7 | 1.3 | 35.19 | 2,280 | 95 | 1,361 | |||||||||
| 17 Aug | 324.10 | 5 | -1 | 32.54 | 9 | 7 | 10 | |||||||||
For Rail Vikas Nigam Limited - strike price 360 expiring on 30SEP2025
Delta for 360 CE is 0.61
Historical price for 360 CE is as follows
On 21 Sept RVNL was trading at 363.45. The strike last trading price was 11.05, which was -0.05 lower than the previous day. The implied volatity was 33.00, the open interest changed by -189 which decreased total open position to 1050
On 14 Sept RVNL was trading at 338.10. The strike last trading price was 3.7, which was 1.3 higher than the previous day. The implied volatity was 35.19, the open interest changed by 95 which increased total open position to 1361
On 17 Aug RVNL was trading at 324.10. The strike last trading price was 5, which was -1 lower than the previous day. The implied volatity was 32.54, the open interest changed by 7 which increased total open position to 10
| RVNL 30SEP2025 360 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.40
Vega: 0.24
Theta: -0.37
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 363.45 | 6.9 | -1.8 | 36.84 | 1,215 | 22 | 542 |
| 14 Sept | 338.10 | 26.15 | -8.05 | 45.62 | 29 | -1 | 65 |
| 17 Aug | 324.10 | 30.9 | 0 | - | 0 | 0 | 0 |
For Rail Vikas Nigam Limited - strike price 360 expiring on 30SEP2025
Delta for 360 PE is -0.40
Historical price for 360 PE is as follows
On 21 Sept RVNL was trading at 363.45. The strike last trading price was 6.9, which was -1.8 lower than the previous day. The implied volatity was 36.84, the open interest changed by 22 which increased total open position to 542
On 14 Sept RVNL was trading at 338.10. The strike last trading price was 26.15, which was -8.05 lower than the previous day. The implied volatity was 45.62, the open interest changed by -1 which decreased total open position to 65
On 17 Aug RVNL was trading at 324.10. The strike last trading price was 30.9, 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
