RVNL
Rail Vikas Nigam Limited
Historical option data for RVNL
21 Sep 2025 04:16 PM IST
| RVNL 30SEP2025 370 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.42
Vega: 0.25
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 | 6.4 | -0.3 | 33.99 | 3,886 | -51 | 1,859 | |||||||||
| 14 Sept | 338.10 | 2.3 | 0.8 | 37.02 | 725 | 153 | 551 | |||||||||
| 17 Aug | 324.10 | 27.8 | 0 | 9.17 | 0 | 0 | 0 | |||||||||
For Rail Vikas Nigam Limited - strike price 370 expiring on 30SEP2025
Delta for 370 CE is 0.42
Historical price for 370 CE is as follows
On 21 Sept RVNL was trading at 363.45. The strike last trading price was 6.4, which was -0.3 lower than the previous day. The implied volatity was 33.99, the open interest changed by -51 which decreased total open position to 1859
On 14 Sept RVNL was trading at 338.10. The strike last trading price was 2.3, which was 0.8 higher than the previous day. The implied volatity was 37.02, the open interest changed by 153 which increased total open position to 551
On 17 Aug RVNL was trading at 324.10. The strike last trading price was 27.8, which was 0 lower than the previous day. The implied volatity was 9.17, the open interest changed by 0 which decreased total open position to 0
| RVNL 30SEP2025 370 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.25
Theta: -0.38
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 363.45 | 12.6 | -1.6 | 39.28 | 363 | 64 | 224 |
| 14 Sept | 338.10 | 35.55 | -7.65 | 53.02 | 13 | 6 | 62 |
| 17 Aug | 324.10 | 45.9 | 0 | - | 0 | 0 | 0 |
For Rail Vikas Nigam Limited - strike price 370 expiring on 30SEP2025
Delta for 370 PE is -0.56
Historical price for 370 PE is as follows
On 21 Sept RVNL was trading at 363.45. The strike last trading price was 12.6, which was -1.6 lower than the previous day. The implied volatity was 39.28, the open interest changed by 64 which increased total open position to 224
On 14 Sept RVNL was trading at 338.10. The strike last trading price was 35.55, which was -7.65 lower than the previous day. The implied volatity was 53.02, the open interest changed by 6 which increased total open position to 62
On 17 Aug RVNL was trading at 324.10. The strike last trading price was 45.9, 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
