RVNL
Rail Vikas Nigam Limited
Historical option data for RVNL
21 Sep 2025 04:16 PM IST
| RVNL 30SEP2025 420 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.06
Theta: -0.14
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
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| 21 Sept | 363.45 | 0.55 | -0.1 | 46.86 | 335 | 11 | 525 | |||||||||
| 14 Sept | 338.10 | 0.25 | 0.05 | 45.43 | 7 | -1 | 35 | |||||||||
For Rail Vikas Nigam Limited - strike price 420 expiring on 30SEP2025
Delta for 420 CE is 0.05
Historical price for 420 CE is as follows
On 21 Sept RVNL was trading at 363.45. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 46.86, the open interest changed by 11 which increased total open position to 525
On 14 Sept RVNL was trading at 338.10. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 45.43, the open interest changed by -1 which decreased total open position to 35
| RVNL 30SEP2025 420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 363.45 | 57.55 | -0.3 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 338.10 | 90.5 | 0 | 0.00 | 0 | 0 | 0 |
For Rail Vikas Nigam Limited - strike price 420 expiring on 30SEP2025
Delta for 420 PE is 0.00
Historical price for 420 PE is as follows
On 21 Sept RVNL was trading at 363.45. The strike last trading price was 57.55, which was -0.3 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 14 Sept RVNL was trading at 338.10. The strike last trading price was 90.5, 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
