RVNL
Rail Vikas Nigam Limited
Historical option data for RVNL
21 Sep 2025 04:16 PM IST
| RVNL 30SEP2025 400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.10
Vega: 0.11
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 363.45 | 1.25 | -0.25 | 40.74 | 1,151 | 11 | 1,414 | |||||||||
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| 14 Sept | 338.10 | 0.7 | 0.25 | 43.75 | 166 | -16 | 290 | |||||||||
| 17 Aug | 324.10 | 1.4 | -0.3 | 36.53 | 8 | 5 | 28 | |||||||||
For Rail Vikas Nigam Limited - strike price 400 expiring on 30SEP2025
Delta for 400 CE is 0.10
Historical price for 400 CE is as follows
On 21 Sept RVNL was trading at 363.45. The strike last trading price was 1.25, which was -0.25 lower than the previous day. The implied volatity was 40.74, the open interest changed by 11 which increased total open position to 1414
On 14 Sept RVNL was trading at 338.10. The strike last trading price was 0.7, which was 0.25 higher than the previous day. The implied volatity was 43.75, the open interest changed by -16 which decreased total open position to 290
On 17 Aug RVNL was trading at 324.10. The strike last trading price was 1.4, which was -0.3 lower than the previous day. The implied volatity was 36.53, the open interest changed by 5 which increased total open position to 28
| RVNL 30SEP2025 400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 0.14
Theta: -0.19
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 363.45 | 36.7 | -2.1 | 45.92 | 45 | 12 | 137 |
| 14 Sept | 338.10 | 63.85 | -7.8 | 69.25 | 6 | 4 | 90 |
| 17 Aug | 324.10 | 80 | 0 | 0.00 | 0 | 0 | 0 |
For Rail Vikas Nigam Limited - strike price 400 expiring on 30SEP2025
Delta for 400 PE is -0.87
Historical price for 400 PE is as follows
On 21 Sept RVNL was trading at 363.45. The strike last trading price was 36.7, which was -2.1 lower than the previous day. The implied volatity was 45.92, the open interest changed by 12 which increased total open position to 137
On 14 Sept RVNL was trading at 338.10. The strike last trading price was 63.85, which was -7.8 lower than the previous day. The implied volatity was 69.25, the open interest changed by 4 which increased total open position to 90
On 17 Aug RVNL was trading at 324.10. The strike last trading price was 80, 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
