Dr. Reddy's Laboratories - Statistics
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Dr. Reddy's Laboratories Futures
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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 | 0.02 | 99.00% | 234.40 | 1,040PCR: 0.00 | 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 | 1,060PCR: -- | 0.05 | 0.37% | 0.09 | 1.25 | 31.25% | -0.003 | 0.000 | -0.023 | 0.026 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 197.15 | 1,080PCR: 1.33 | 1.05 | 2.90% | 0.03 | 0.00 | 39.55% | -0.024 | 0.001 | -0.178 | 0.162 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.88 | 0.02 | 99.00% | 180.10 | 1,100PCR: 125.67 | 0.15 | 0.63% | 2.36 | 15.63 | 27.34% | -0.005 | 0.000 | -0.033 | 0.043 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,120PCR: -- | 0.10 | 0.50% | 1.04 | 6.25 | 23.44% | -0.004 | 0.000 | -0.024 | 0.036 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,130PCR: -- | 0.30 | 1.44% | 0.09 | 0.00 | 25.39% | -0.013 | 0.001 | -0.065 | 0.093 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,140PCR: -- | 0.20 | 0.97% | 3.84 | 8.75 | 22.46% | -0.009 | 0.000 | -0.041 | 0.066 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 94.00 | 1,150PCR: 24.50 | 0.45 | 1.91% | 0.31 | 3.13 | 23.44% | -0.017 | 0.001 | -0.079 | 0.120 | Login To Trade |
0.321 | -0.252 | 0.001 | 0.944 | 28.32% | 0.00 | 0.01 | 47.76% | 121.40 | 1,160PCR: 240.00 | 0.35 | 1.86% | 1.50 | 10.00 | 21.48% | -0.017 | 0.001 | -0.071 | 0.119 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,170PCR: -- | 0.55 | 2.54% | 2.05 | 10.00 | 21.00% | -0.023 | 0.001 | -0.092 | 0.157 | Login To Trade |
0.441 | -0.341 | 0.002 | 0.916 | 27.83% | 0.00 | 0.04 | 47.21% | 105.40 | 1,180PCR: 45.17 | 0.65 | 3.14% | 1.69 | 36.88 | 20.02% | -0.029 | 0.001 | -0.105 | 0.190 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 69.20 | 1,190PCR: 13.00 | 0.90 | 4.29% | 0.41 | 15.00 | 19.53% | -0.041 | 0.002 | -0.135 | 0.248 | Login To Trade |
0.101 | -0.038 | 0.001 | 0.986 | 13.67% | 10.00 | 0.55 | 49.19% | 82.50 | 1,200PCR: 4.59 | 1.15 | 5.34% | 2.53 | 166.88 | 18.55% | -0.051 | 0.002 | -0.155 | 0.301 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,210PCR: -- | 1.55 | 6.96% | 0.63 | 23.13 | 17.82% | -0.069 | 0.003 | -0.186 | 0.377 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.37 | 99.00% | 40.25 | 1,220PCR: 5.64 | 2.15 | 9.02% | 2.08 | 181.25 | 17.09% | -0.091 | 0.003 | -0.222 | 0.468 | Login To Trade |
0.342 | -0.116 | 0.004 | 0.939 | 12.21% | 3.13 | 0.33 | 48.43% | 53.20 | 1,230PCR: 2.62 | 2.95 | 11.98% | 0.87 | 78.13 | 16.60% | -0.126 | 0.004 | -0.271 | 0.588 | Login To Trade |
0.645 | -0.258 | 0.005 | 0.857 | 14.40% | 21.25 | 0.64 | 46.36% | 45.40 | 1,240PCR: 2.84 | 4.30 | 15.66% | 1.83 | 205.00 | 16.24% | -0.172 | 0.005 | -0.327 | 0.725 | Login To Trade |
0.820 | -0.331 | 0.007 | 0.790 | 14.53% | 68.75 | 1.26 | 44.56% | 37.30 | 1,250PCR: 2.02 | 5.75 | 19.36% | 2.54 | 230.63 | 15.38% | -0.222 | 0.007 | -0.362 | 0.849 | Login To Trade |
0.968 | -0.386 | 0.008 | 0.715 | 14.34% | 185.00 | 1.49 | 42.21% | 29.70 | 1,260PCR: 1.46 | 8.00 | 24.18% | 2.19 | 265.00 | 15.01% | -0.294 | 0.008 | -0.409 | 0.980 | Login To Trade |
1.075 | -0.408 | 0.010 | 0.630 | 13.67% | 1,009.38 | 4.69 | 39.22% | 22.50 | 1,270PCR: 0.68 | 11.05 | 28.99% | 3.20 | 316.88 | 14.53% | -0.376 | 0.009 | -0.436 | 1.081 | Login To Trade |
1.133 | -0.438 | 0.010 | 0.529 | 13.92% | 853.75 | 8.84 | 35.08% | 16.95 | 1,280PCR: 0.25 | 15.25 | 33.91% | 2.20 | 196.25 | 14.40% | -0.471 | 0.010 | -0.453 | 1.133 | Login To Trade |
1.118 | -0.426 | 0.010 | 0.428 | 13.73% | 367.50 | 2.62 | 30.23% | 12.00 | 1,290PCR: 0.37 | 20.40 | 38.23% | 0.98 | 58.13 | 14.65% | -0.567 | 0.009 | -0.456 | 1.120 | Login To Trade |
1.031 | -0.388 | 0.009 | 0.330 | 13.55% | 1,406.25 | 22.49 | 24.80% | 8.25 | 1,300PCR: 0.05 | 27.70 | 41.52% | 1.08 | 37.50 | 15.26% | -0.651 | 0.009 | -0.447 | 1.054 | Login To Trade |
0.896 | -0.340 | 0.008 | 0.245 | 13.67% | 345.00 | 1.83 | 19.54% | 5.65 | 1,310PCR: 0.08 | 37.90 | 43.10% | 0.14 | 0.00 | 18.49% | -0.691 | 0.007 | -0.515 | 1.003 | Login To Trade |
0.743 | -0.287 | 0.007 | 0.178 | 13.92% | 238.13 | 3.36 | 14.80% | 3.75 | 1,320PCR: 0.01 | 46.75 | 44.59% | 0.04 | 0.00 | 20.14% | -0.734 | 0.006 | -0.523 | 0.934 | Login To Trade |
0.589 | -0.232 | 0.005 | 0.126 | 14.16% | 101.25 | 0.93 | 10.83% | 2.45 | 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 |
0.436 | -0.172 | 0.004 | 0.083 | 14.16% | 103.13 | 3.36 | 7.32% | 1.55 | 1,340PCR: 0.08 | 63.40 | 47.12% | 0.26 | 0.00 | 21.00% | -0.821 | 0.004 | -0.434 | 0.744 | Login To Trade |
0.347 | -0.144 | 0.003 | 0.062 | 14.89% | 1,282.50 | 3.34 | 5.50% | 1.15 | 1,350PCR: 0.01 | 104.05 | 43.18% | 0.02 | 0.00 | 55.48% | -0.639 | 0.002 | -1.643 | 1.066 | Login To Trade |
0.253 | -0.106 | 0.002 | 0.042 | 15.14% | 52.50 | 3.26 | 3.73% | 0.75 | 1,360PCR: 0.00 | 99.70 | 44.96% | 0.01 | 0.00 | 44.31% | -0.708 | 0.003 | -1.203 | 0.977 | Login To Trade |
0.169 | -0.071 | 0.001 | 0.025 | 15.14% | 2.50 | 0.69 | 2.31% | 0.40 | 1,370PCR: 0.03 | 97.70 | 47.26% | 0.02 | 0.00 | 33.33% | -0.804 | 0.003 | -0.729 | 0.787 | Login To Trade |
0.143 | -0.066 | 0.001 | 0.021 | 16.60% | 12.50 | 5.15 | 1.88% | 0.40 | 1,380PCR: 0.00 | 129.60 | 45.41% | 0.02 | 0.00 | 57.62% | -0.701 | 0.002 | -1.578 | 0.986 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,390PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.137 | -0.073 | 0.001 | 0.020 | 19.04% | 47.50 | 2.08 | 1.77% | 0.40 | 1,400PCR: 0.02 | 113.55 | 99.00% | 0.04 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.075 | -0.041 | 0.001 | 0.010 | 19.53% | 0.00 | 0.30 | 0.87% | 0.20 | 1,420PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.072 | -0.045 | 0.000 | 0.009 | 22.46% | 0.00 | 0.30 | 0.82% | 0.20 | 1,440PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.069 | -0.047 | 0.000 | 0.009 | 24.41% | 15.63 | 0.15 | 0.77% | 0.20 | 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 |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,480PCR: -- | 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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