RVNL
Rail Vikas Nigam Limited
Historical option data for RVNL
02 Apr 2026 04:13 PM IST
| RVNL 28-Apr-2026 (24d) 240 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.1
Theta: -0.1
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 260.66 | 20.56 | -2.32 | 21.41 | 113 | 26 | 297 | |||||||||
| 1 Apr | 262.61 | 22.63 | 7.43 | - | 142 | -22 | 266 | |||||||||
| 30 Mar | 249.65 | 16 | 0.8 | 32.08 | 208 | 116 | 288 | |||||||||
| 27 Mar | 264.05 | 15.5 | -2.8 | - | 120 | 51 | 172 | |||||||||
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| 25 Mar | 268.85 | 19 | 4.35 | 0.53 | 51 | 13 | 120 | |||||||||
| 24 Mar | 258.45 | 15 | 0.1 | - | 107 | 71 | 107 | |||||||||
| 23 Mar | 250.25 | 14.35 | -9.15 | 21.31 | 54 | 34 | 37 | |||||||||
| 20 Mar | 264.55 | 23.5 | -68.35 | - | 3 | 0 | 0 | |||||||||
| 19 Mar | 262.35 | 91.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 275.10 | 91.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 267.80 | 91.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Rail Vikas Nigam Limited - strike price 240 expiring on 28APR2026
Delta for 240 CE is 0.92
Historical price for 240 CE is as follows
On 2 Apr RVNL was trading at 260.66. The strike last trading price was 20.56, which was -2.32 lower than the previous day. The implied volatity was 21.41, the open interest changed by 26 which increased total open position to 297
On 1 Apr RVNL was trading at 262.61. The strike last trading price was 22.63, which was 7.43 higher than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 266
On 30 Mar RVNL was trading at 249.65. The strike last trading price was 16, which was 0.8 higher than the previous day. The implied volatity was 32.08, the open interest changed by 116 which increased total open position to 288
On 27 Mar RVNL was trading at 264.05. The strike last trading price was 15.5, which was -2.8 lower than the previous day. The implied volatity was -, the open interest changed by 51 which increased total open position to 172
On 25 Mar RVNL was trading at 268.85. The strike last trading price was 19, which was 4.35 higher than the previous day. The implied volatity was 0.53, the open interest changed by 13 which increased total open position to 120
On 24 Mar RVNL was trading at 258.45. The strike last trading price was 15, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 71 which increased total open position to 107
On 23 Mar RVNL was trading at 250.25. The strike last trading price was 14.35, which was -9.15 lower than the previous day. The implied volatity was 21.31, the open interest changed by 34 which increased total open position to 37
On 20 Mar RVNL was trading at 264.55. The strike last trading price was 23.5, which was -68.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar RVNL was trading at 262.35. The strike last trading price was 91.85, 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
On 18 Mar RVNL was trading at 275.10. The strike last trading price was 91.85, 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
On 17 Mar RVNL was trading at 267.80. The strike last trading price was 91.85, 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
| RVNL 28-Apr-2026 (24d) 240 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.28
Vega: 0.23
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 260.66 | 8.66 | 2.03 | 66.67 | 412 | -68 | 649 |
| 1 Apr | 262.61 | 6.61 | -7.09 | 61.21 | 533 | -71 | 718 |
| 30 Mar | 249.65 | 13.05 | -3.25 | 67.12 | 420 | 231 | 789 |
| 27 Mar | 264.05 | 16.5 | 2.55 | 93.57 | 230 | 133 | 535 |
| 25 Mar | 268.85 | 13.85 | -2.05 | 86.97 | 334 | 193 | 403 |
| 24 Mar | 258.45 | 15.8 | -2.2 | 81.3 | 133 | 51 | 204 |
| 23 Mar | 250.25 | 18 | 7.9 | 77.5 | 118 | 70 | 153 |
| 20 Mar | 264.55 | 10.05 | -1.6 | 63.58 | 142 | 73 | 83 |
| 19 Mar | 262.35 | 11.5 | 7.2 | 67.6 | 16 | 10 | 10 |
| 18 Mar | 275.10 | 4.3 | 0 | 12.6 | 0 | 0 | 0 |
| 17 Mar | 267.80 | 4.3 | 0 | 10.68 | 0 | 0 | 0 |
For Rail Vikas Nigam Limited - strike price 240 expiring on 28APR2026
Delta for 240 PE is -0.28
Historical price for 240 PE is as follows
On 2 Apr RVNL was trading at 260.66. The strike last trading price was 8.66, which was 2.03 higher than the previous day. The implied volatity was 66.67, the open interest changed by -68 which decreased total open position to 649
On 1 Apr RVNL was trading at 262.61. The strike last trading price was 6.61, which was -7.09 lower than the previous day. The implied volatity was 61.21, the open interest changed by -71 which decreased total open position to 718
On 30 Mar RVNL was trading at 249.65. The strike last trading price was 13.05, which was -3.25 lower than the previous day. The implied volatity was 67.12, the open interest changed by 231 which increased total open position to 789
On 27 Mar RVNL was trading at 264.05. The strike last trading price was 16.5, which was 2.55 higher than the previous day. The implied volatity was 93.57, the open interest changed by 133 which increased total open position to 535
On 25 Mar RVNL was trading at 268.85. The strike last trading price was 13.85, which was -2.05 lower than the previous day. The implied volatity was 86.97, the open interest changed by 193 which increased total open position to 403
On 24 Mar RVNL was trading at 258.45. The strike last trading price was 15.8, which was -2.2 lower than the previous day. The implied volatity was 81.3, the open interest changed by 51 which increased total open position to 204
On 23 Mar RVNL was trading at 250.25. The strike last trading price was 18, which was 7.9 higher than the previous day. The implied volatity was 77.5, the open interest changed by 70 which increased total open position to 153
On 20 Mar RVNL was trading at 264.55. The strike last trading price was 10.05, which was -1.6 lower than the previous day. The implied volatity was 63.58, the open interest changed by 73 which increased total open position to 83
On 19 Mar RVNL was trading at 262.35. The strike last trading price was 11.5, which was 7.2 higher than the previous day. The implied volatity was 67.6, the open interest changed by 10 which increased total open position to 10
On 18 Mar RVNL was trading at 275.10. The strike last trading price was 4.3, which was 0 lower than the previous day. The implied volatity was 12.6, the open interest changed by 0 which decreased total open position to 0
On 17 Mar RVNL was trading at 267.80. The strike last trading price was 4.3, which was 0 lower than the previous day. The implied volatity was 10.68, the open interest changed by 0 which decreased total open position to 0
