RVNL
Rail Vikas Nigam Limited
Historical option data for RVNL
21 Sep 2025 04:16 PM IST
| RVNL 30SEP2025 390 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 0.16
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 363.45 | 2 | -0.35 | 37.58 | 855 | 14 | 535 | |||||||||
| 14 Sept | 338.10 | 1.05 | 0.55 | 41.88 | 65 | -1 | 131 | |||||||||
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| 17 Aug | 324.10 | 21.2 | 0 | 13.30 | 0 | 0 | 0 | |||||||||
For Rail Vikas Nigam Limited - strike price 390 expiring on 30SEP2025
Delta for 390 CE is 0.16
Historical price for 390 CE is as follows
On 21 Sept RVNL was trading at 363.45. The strike last trading price was 2, which was -0.35 lower than the previous day. The implied volatity was 37.58, the open interest changed by 14 which increased total open position to 535
On 14 Sept RVNL was trading at 338.10. The strike last trading price was 1.05, which was 0.55 higher than the previous day. The implied volatity was 41.88, the open interest changed by -1 which decreased total open position to 131
On 17 Aug RVNL was trading at 324.10. The strike last trading price was 21.2, which was 0 lower than the previous day. The implied volatity was 13.30, the open interest changed by 0 which decreased total open position to 0
| RVNL 30SEP2025 390 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.81
Vega: 0.17
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 363.45 | 27.4 | -2.3 | 41.09 | 62 | 17 | 53 |
| 14 Sept | 338.10 | 62.4 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 324.10 | 59.1 | 0 | - | 0 | 0 | 0 |
For Rail Vikas Nigam Limited - strike price 390 expiring on 30SEP2025
Delta for 390 PE is -0.81
Historical price for 390 PE is as follows
On 21 Sept RVNL was trading at 363.45. The strike last trading price was 27.4, which was -2.3 lower than the previous day. The implied volatity was 41.09, the open interest changed by 17 which increased total open position to 53
On 14 Sept RVNL was trading at 338.10. The strike last trading price was 62.4, 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
On 17 Aug RVNL was trading at 324.10. The strike last trading price was 59.1, 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
