Dr. Reddy's Laboratories - Statistics
F&O Tools
Span Margin Calculator
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 0.00 | 99.00% | 0.00 | 1,000PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,010PCR: -- | 0.55 | 1.64% | 0.00 | 1.25 | 30.27% | -0.013 | 0.000 | -0.056 | 0.130 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,020PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,030PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,040PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,050PCR: -- | 2.00 | 4.70% | 0.01 | 0.00 | 31.25% | -0.040 | 0.001 | -0.147 | 0.330 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,060PCR: -- | 1.00 | 2.95% | 0.14 | 1.88 | 26.37% | -0.025 | 0.001 | -0.085 | 0.225 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,070PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,080PCR: -- | 0.95 | 3.16% | 0.08 | 0.00 | 23.44% | -0.028 | 0.001 | -0.081 | 0.243 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,090PCR: -- | 1.30 | 3.98% | 0.01 | 3.13 | 23.44% | -0.035 | 0.001 | -0.100 | 0.298 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,100PCR: -- | 1.80 | 5.12% | 2.38 | 56.88 | 23.44% | -0.046 | 0.001 | -0.124 | 0.371 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,110PCR: -- | 2.20 | 6.09% | 0.06 | 0.00 | 22.95% | -0.056 | 0.001 | -0.142 | 0.432 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,120PCR: -- | 2.65 | 7.23% | 0.29 | 21.88 | 22.46% | -0.068 | 0.002 | -0.161 | 0.501 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,130PCR: -- | 3.25 | 8.53% | 0.01 | 0.00 | 21.97% | -0.081 | 0.002 | -0.181 | 0.578 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,140PCR: -- | 3.65 | 9.71% | 0.45 | 45.63 | 21.12% | -0.094 | 0.002 | -0.195 | 0.645 | Login To Trade |
0.726 | -0.212 | 0.002 | 0.889 | 20.39% | 0.00 | 0.01 | 46.56% | 94.00 | 1,150PCR: 63.00 | 4.85 | 11.89% | 0.79 | 71.88 | 21.12% | -0.119 | 0.002 | -0.230 | 0.762 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,160PCR: -- | 5.85 | 13.69% | 0.94 | 59.38 | 20.51% | -0.141 | 0.003 | -0.251 | 0.857 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,170PCR: -- | 6.25 | 15.02% | 0.34 | 42.50 | 19.17% | -0.158 | 0.003 | -0.253 | 0.924 | Login To Trade |
1.138 | -0.351 | 0.004 | 0.780 | 21.61% | 1.88 | 0.02 | 43.52% | 70.50 | 1,180PCR: 32.00 | 8.80 | 18.47% | 0.60 | 63.75 | 19.78% | -0.201 | 0.004 | -0.305 | 1.079 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,190PCR: -- | 11.20 | 21.42% | 0.39 | 53.75 | 19.78% | -0.242 | 0.004 | -0.339 | 1.200 | Login To Trade |
1.283 | -0.340 | 0.005 | 0.724 | 18.55% | 110.00 | 0.70 | 41.97% | 52.15 | 1,200PCR: 4.17 | 13.80 | 24.30% | 2.92 | 240.00 | 19.59% | -0.285 | 0.004 | -0.365 | 1.304 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,210PCR: -- | 16.80 | 27.15% | 0.29 | 33.13 | 19.35% | -0.332 | 0.005 | -0.385 | 1.393 | Login To Trade |
1.479 | -0.474 | 0.004 | 0.605 | 22.46% | 5.00 | 0.05 | 37.29% | 44.90 | 1,220PCR: 14.75 | 20.00 | 29.94% | 0.74 | 114.38 | 18.92% | -0.381 | 0.005 | -0.395 | 1.463 | Login To Trade |
1.511 | -0.408 | 0.005 | 0.565 | 18.92% | 182.50 | 0.53 | 35.92% | 34.00 | 1,230PCR: 0.73 | 24.65 | 32.86% | 0.38 | 91.88 | 19.17% | -0.436 | 0.005 | -0.414 | 1.512 | Login To Trade |
1.531 | -0.423 | 0.005 | 0.510 | 19.35% | 1,335.63 | 1.70 | 33.49% | 29.60 | 1,240PCR: 0.89 | 29.80 | 35.49% | 1.51 | 423.75 | 19.35% | -0.490 | 0.005 | -0.423 | 1.531 | Login To Trade |
1.522 | -0.415 | 0.005 | 0.456 | 19.10% | 1,470.63 | 3.71 | 30.92% | 24.55 | 1,250PCR: 0.34 | 34.00 | 37.93% | 1.24 | 270.00 | 18.55% | -0.546 | 0.006 | -0.403 | 1.521 | Login To Trade |
1.487 | -0.408 | 0.005 | 0.404 | 19.23% | 562.50 | 1.88 | 28.27% | 20.60 | 1,260PCR: 0.07 | 40.10 | 40.15% | 0.13 | 11.88 | 18.68% | -0.599 | 0.005 | -0.396 | 1.484 | Login To Trade |
1.433 | -0.404 | 0.005 | 0.357 | 19.71% | 148.13 | 0.59 | 25.65% | 17.80 | 1,270PCR: 0.03 | 50.95 | 41.45% | 0.02 | 0.00 | 21.73% | -0.627 | 0.004 | -0.451 | 1.453 | Login To Trade |
1.349 | -0.373 | 0.005 | 0.307 | 19.35% | 303.13 | 1.16 | 22.74% | 14.20 | 1,280PCR: 0.16 | 49.10 | 44.94% | 0.19 | 8.13 | 15.26% | -0.743 | 0.005 | -0.270 | 1.237 | Login To Trade |
1.268 | -0.360 | 0.004 | 0.269 | 19.90% | 73.13 | 0.40 | 20.37% | 12.15 | 1,290PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.156 | -0.325 | 0.004 | 0.227 | 19.65% | 1,183.75 | 3.29 | 17.57% | 9.60 | 1,300PCR: 0.26 | 67.75 | 46.71% | 0.86 | 25.00 | 17.70% | -0.799 | 0.004 | -0.272 | 1.077 | Login To Trade |
1.089 | -0.323 | 0.004 | 0.204 | 20.75% | 41.25 | 0.36 | 15.98% | 8.85 | 1,310PCR: 0.25 | 75.45 | 47.92% | 0.09 | 4.38 | 17.09% | -0.845 | 0.004 | -0.223 | 0.914 | Login To Trade |
0.928 | -0.261 | 0.003 | 0.159 | 19.65% | 131.88 | 0.78 | 12.75% | 6.15 | 1,320PCR: 0.02 | 81.25 | 49.94% | 0.01 | 0.63 | 12.21% | -0.950 | 0.002 | -0.069 | 0.398 | Login To Trade |
0.877 | -0.262 | 0.003 | 0.146 | 20.87% | 12.50 | 0.08 | 11.75% | 5.80 | 1,330PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.745 | -0.217 | 0.003 | 0.115 | 20.39% | 170.63 | 0.98 | 9.43% | 4.30 | 1,340PCR: 0.03 | 101.20 | 50.21% | 0.03 | 0.00 | 14.16% | -0.960 | 0.002 | -0.067 | 0.330 | Login To Trade |
0.663 | -0.197 | 0.002 | 0.098 | 20.75% | 153.13 | 0.54 | 8.08% | 3.55 | 1,350PCR: 0.03 | 104.05 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.595 | -0.180 | 0.002 | 0.085 | 21.24% | 43.75 | 0.24 | 7.00% | 3.10 | 1,360PCR: 0.03 | 99.70 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.527 | -0.163 | 0.002 | 0.072 | 21.61% | 35.00 | 0.17 | 5.99% | 2.60 | 1,370PCR: 0.04 | 104.60 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.428 | -0.130 | 0.001 | 0.055 | 21.24% | 40.63 | 0.26 | 4.61% | 1.90 | 1,380PCR: 0.07 | 129.60 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.341 | -0.108 | 0.001 | 0.042 | 22.22% | 60.63 | 0.55 | 3.46% | 1.40 | 1,400PCR: 0.07 | 152.50 | 99.00% | 0.04 | 0.63 | 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 | 1,420PCR: -- | 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 | 1,440PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.131 | -0.044 | 0.000 | 0.013 | 23.44% | 0.00 | 0.01 | 1.09% | 0.45 | 1,460PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 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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