RVNL
Rail Vikas Nigam Limited
Historical option data for RVNL
21 Sep 2025 04:16 PM IST
| RVNL 30SEP2025 380 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 0.21
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 363.45 | 3.4 | -0.45 | 34.73 | 2,719 | 50 | 1,276 | |||||||||
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| 14 Sept | 338.10 | 1.6 | 0.65 | 39.95 | 2,000 | 491 | 789 | |||||||||
| 17 Aug | 324.10 | 3.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Rail Vikas Nigam Limited - strike price 380 expiring on 30SEP2025
Delta for 380 CE is 0.26
Historical price for 380 CE is as follows
On 21 Sept RVNL was trading at 363.45. The strike last trading price was 3.4, which was -0.45 lower than the previous day. The implied volatity was 34.73, the open interest changed by 50 which increased total open position to 1276
On 14 Sept RVNL was trading at 338.10. The strike last trading price was 1.6, which was 0.65 higher than the previous day. The implied volatity was 39.95, the open interest changed by 491 which increased total open position to 789
On 17 Aug RVNL was trading at 324.10. The strike last trading price was 3.45, 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
| RVNL 30SEP2025 380 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.72
Vega: 0.21
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 363.45 | 19 | -2.35 | 38.26 | 81 | 20 | 62 |
| 14 Sept | 338.10 | 49.2 | -3.3 | 76.89 | 8 | 3 | 33 |
| 17 Aug | 324.10 | 38.7 | 0 | 0.00 | 0 | 0 | 0 |
For Rail Vikas Nigam Limited - strike price 380 expiring on 30SEP2025
Delta for 380 PE is -0.72
Historical price for 380 PE is as follows
On 21 Sept RVNL was trading at 363.45. The strike last trading price was 19, which was -2.35 lower than the previous day. The implied volatity was 38.26, the open interest changed by 20 which increased total open position to 62
On 14 Sept RVNL was trading at 338.10. The strike last trading price was 49.2, which was -3.3 lower than the previous day. The implied volatity was 76.89, the open interest changed by 3 which increased total open position to 33
On 17 Aug RVNL was trading at 324.10. The strike last trading price was 38.7, 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
