Type your comment> @juanhk said:
show options
LHOST 192.xxx.x.xxx yes The local listener hostname
set LHOST (IP de openvpn, tun0 )
El problema es que te carga automaticamente la ip de eth0 y tendria que cargar la de tun0
this you it helped me, the error was that I was configuring LHOST with my wlan0 ip instead of the ip that the vpn assigned me (in my case was tun1). Once i changed the parameter i was able to use the reverse_tcp without problem