Cummins India - Statistics
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Span Margin Calculator
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
| Call | Put | ||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Vega | Theta | Gamma | Delta | Imp Vol | Vol (k) | OI (lakhs) | PoP | LTP | Strike | LTP | PoP | OI (lakhs) | Vol (k) | Imp Vol | Delta | Gamma | Theta | Vega | |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.06 | 99.00% | 850.00 | 3,700PCR: 2.23 | 0.35 | 0.36% | 0.13 | 1.00 | 36.13% | -0.003 | 0.000 | -0.089 | 0.089 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.00 | 0.01 | 99.00% | 804.35 | 3,800PCR: 53.25 | 0.75 | 0.76% | 0.43 | 0.00 | 35.64% | -0.006 | 0.000 | -0.176 | 0.178 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,900PCR: -- | 1.45 | 1.43% | 0.11 | 1.80 | 33.69% | -0.012 | 0.000 | -0.298 | 0.319 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.20 | 0.04 | 99.00% | 601.00 | 4,000PCR: 8.38 | 1.65 | 1.78% | 0.35 | 1.40 | 29.79% | -0.015 | 0.000 | -0.326 | 0.394 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 350.00 | 4,050PCR: 33.00 | 2.80 | 2.76% | 0.07 | 1.00 | 29.79% | -0.024 | 0.000 | -0.482 | 0.582 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 496.15 | 4,100PCR: 16.75 | 3.00 | 3.02% | 0.27 | 3.00 | 27.59% | -0.027 | 0.000 | -0.489 | 0.638 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 278.60 | 4,150PCR: 11.77 | 3.85 | 3.91% | 0.31 | 20.80 | 26.37% | -0.036 | 0.000 | -0.587 | 0.801 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.17 | 99.00% | 368.15 | 4,200PCR: 5.25 | 5.50 | 5.27% | 0.89 | 22.60 | 25.51% | -0.049 | 0.000 | -0.737 | 1.040 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 333.45 | 4,250PCR: 10.71 | 7.15 | 6.76% | 0.15 | 6.40 | 24.23% | -0.065 | 0.001 | -0.870 | 1.293 | Login To Trade |
1.977 | -1.443 | 0.001 | 0.886 | 26.28% | 1.60 | 0.27 | 46.57% | 320.35 | 4,300PCR: 2.37 | 10.70 | 9.35% | 0.64 | 56.00 | 23.62% | -0.093 | 0.001 | -1.113 | 1.697 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.22 | 99.00% | 220.10 | 4,350PCR: 1.67 | 14.85 | 12.28% | 0.37 | 44.20 | 22.77% | -0.126 | 0.001 | -1.341 | 2.121 | Login To Trade |
2.616 | -1.623 | 0.001 | 0.827 | 22.34% | 37.20 | 0.55 | 45.25% | 226.65 | 4,400PCR: 1.73 | 20.95 | 15.80% | 0.95 | 161.60 | 21.85% | -0.170 | 0.001 | -1.571 | 2.588 | Login To Trade |
3.238 | -2.116 | 0.001 | 0.752 | 23.53% | 9.80 | 0.24 | 42.97% | 191.10 | 4,450PCR: 1.54 | 29.80 | 20.24% | 0.37 | 45.60 | 21.30% | -0.230 | 0.001 | -1.837 | 3.105 | Login To Trade |
3.528 | -1.950 | 0.002 | 0.705 | 19.90% | 315.00 | 0.76 | 41.61% | 142.65 | 4,500PCR: 1.23 | 41.00 | 25.03% | 0.94 | 309.60 | 20.81% | -0.303 | 0.002 | -2.063 | 3.568 | Login To Trade |
3.899 | -2.059 | 0.002 | 0.618 | 19.01% | 244.80 | 0.69 | 38.49% | 109.00 | 4,550PCR: 0.79 | 59.15 | 30.09% | 0.54 | 134.00 | 20.55% | -0.389 | 0.002 | -2.239 | 3.921 | Login To Trade |
4.075 | -2.194 | 0.002 | 0.516 | 19.38% | 400.80 | 1.21 | 34.18% | 81.00 | 4,600PCR: 0.67 | 81.05 | 34.85% | 0.81 | 54.80 | 20.36% | -0.483 | 0.002 | -2.304 | 4.075 | Login To Trade |
3.992 | -2.169 | 0.002 | 0.418 | 19.56% | 105.60 | 0.25 | 29.38% | 59.20 | 4,650PCR: 0.03 | 108.80 | 38.99% | 0.01 | 2.20 | 20.43% | -0.578 | 0.002 | -2.270 | 4.000 | Login To Trade |
3.672 | -1.976 | 0.002 | 0.323 | 19.38% | 177.00 | 0.83 | 24.12% | 40.80 | 4,700PCR: 0.23 | 139.00 | 42.49% | 0.19 | 4.60 | 19.93% | -0.672 | 0.002 | -2.045 | 3.695 | Login To Trade |
3.251 | -1.810 | 0.002 | 0.250 | 20.05% | 19.00 | 0.20 | 19.50% | 29.35 | 4,750PCR: 0.01 | 204.80 | 43.11% | 0.00 | 0.00 | 28.50% | -0.677 | 0.001 | -2.906 | 3.671 | Login To Trade |
2.629 | -1.438 | 0.001 | 0.174 | 19.68% | 83.80 | 1.28 | 14.26% | 18.50 | 4,800PCR: 0.00 | 237.30 | 45.18% | 0.01 | 0.00 | 27.44% | -0.742 | 0.001 | -2.517 | 3.302 | Login To Trade |
2.123 | -1.191 | 0.001 | 0.127 | 20.20% | 20.60 | 0.15 | 10.63% | 12.80 | 4,850PCR: 0.01 | 291.00 | 45.84% | 0.00 | 0.00 | 32.01% | -0.756 | 0.001 | -2.849 | 3.205 | Login To Trade |
1.702 | -0.990 | 0.001 | 0.093 | 20.94% | 38.20 | 0.74 | 7.95% | 8.30 | 4,900PCR: 0.00 | 317.50 | 47.96% | 0.00 | 0.00 | 27.13% | -0.842 | 0.001 | -1.864 | 2.473 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 4,950PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.985 | -0.596 | 0.000 | 0.046 | 21.79% | 27.40 | 0.72 | 3.99% | 4.15 | 5,000PCR: 0.01 | 411.25 | 49.19% | 0.01 | 0.00 | 29.79% | -0.887 | 0.001 | -1.621 | 1.960 | Login To Trade |
0.469 | -0.286 | 0.000 | 0.019 | 21.97% | 0.20 | 0.00 | 1.64% | 1.50 | 5,100PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 5,200PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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