Zomato - Statistics
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Zomato 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% | 2.43 | 0.00 | 99.00% | 46.00 | 250PCR: -- | 0.25 | 3.19% | 5.80 | 196.43 | 35.16% | -0.026 | 0.002 | -0.033 | 0.049 | Login To Trade |
0.200 | -0.226 | 0.005 | 0.832 | 58.59% | 0.00 | 0.10 | 43.10% | 43.00 | 260PCR: 123.25 | 0.50 | 5.08% | 11.96 | 334.65 | 31.25% | -0.045 | 0.004 | -0.045 | 0.075 | Login To Trade |
0.022 | -0.008 | 0.002 | 0.990 | 19.53% | 2.43 | 0.05 | 48.70% | 33.60 | 265PCR: 59.00 | 0.65 | 6.49% | 2.86 | 278.88 | 29.30% | -0.059 | 0.005 | -0.053 | 0.094 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 9.70 | 0.07 | 99.00% | 27.80 | 270PCR: 382.67 | 0.95 | 9.07% | 27.84 | 999.10 | 28.32% | -0.086 | 0.007 | -0.068 | 0.125 | Login To Trade |
0.147 | -0.072 | 0.009 | 0.893 | 25.39% | 2.43 | 0.07 | 46.59% | 24.55 | 275PCR: 101.67 | 1.40 | 12.36% | 7.40 | 1,098.53 | 27.34% | -0.123 | 0.009 | -0.085 | 0.162 | Login To Trade |
0.190 | -0.089 | 0.012 | 0.845 | 24.41% | 550.48 | 7.15 | 45.44% | 20.10 | 280PCR: 5.24 | 2.05 | 16.39% | 37.49 | 4,767.55 | 26.37% | -0.172 | 0.012 | -0.103 | 0.203 | Login To Trade |
0.246 | -0.120 | 0.015 | 0.763 | 25.39% | 278.88 | 1.12 | 42.90% | 16.45 | 285PCR: 11.26 | 3.10 | 21.83% | 12.56 | 5,036.73 | 26.37% | -0.244 | 0.015 | -0.127 | 0.250 | Login To Trade |
0.286 | -0.140 | 0.018 | 0.677 | 25.39% | 1,792.08 | 9.89 | 40.14% | 12.90 | 290PCR: 3.63 | 4.35 | 26.69% | 35.91 | 9,222.28 | 25.15% | -0.321 | 0.018 | -0.138 | 0.285 | Login To Trade |
0.311 | -0.149 | 0.020 | 0.583 | 24.90% | 4,779.68 | 7.32 | 36.50% | 9.50 | 295PCR: 2.36 | 6.15 | 32.05% | 17.29 | 6,954.90 | 24.66% | -0.416 | 0.020 | -0.147 | 0.311 | Login To Trade |
0.318 | -0.151 | 0.020 | 0.483 | 24.66% | 11,281.10 | 64.17 | 32.03% | 7.05 | 300PCR: 0.72 | 8.55 | 36.91% | 46.17 | 5,582.35 | 24.41% | -0.518 | 0.021 | -0.149 | 0.318 | Login To Trade |
0.304 | -0.143 | 0.020 | 0.383 | 24.41% | 5,371.38 | 77.67 | 26.92% | 5.05 | 305PCR: 0.42 | 11.40 | 41.01% | 32.69 | 1,377.40 | 23.93% | -0.620 | 0.020 | -0.140 | 0.303 | Login To Trade |
0.274 | -0.128 | 0.018 | 0.292 | 24.41% | 7,854.58 | 126.61 | 21.62% | 3.45 | 310PCR: 0.35 | 14.80 | 44.35% | 43.84 | 535.93 | 23.93% | -0.712 | 0.018 | -0.125 | 0.272 | Login To Trade |
0.234 | -0.111 | 0.015 | 0.216 | 24.66% | 2,667.50 | 55.75 | 16.77% | 2.35 | 315PCR: 0.15 | 19.50 | 45.94% | 8.34 | 24.25 | 27.34% | -0.758 | 0.014 | -0.131 | 0.249 | Login To Trade |
0.190 | -0.091 | 0.012 | 0.155 | 24.90% | 5,890.33 | 64.02 | 12.46% | 1.55 | 320PCR: 0.47 | 23.05 | 48.20% | 30.09 | 50.93 | 24.90% | -0.845 | 0.012 | -0.091 | 0.190 | Login To Trade |
0.151 | -0.074 | 0.009 | 0.111 | 25.39% | 1,062.15 | 13.53 | 9.07% | 1.05 | 325PCR: 0.17 | 26.00 | 99.00% | 2.35 | 16.98 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.121 | -0.061 | 0.007 | 0.082 | 26.37% | 2,512.30 | 40.55 | 6.77% | 0.75 | 330PCR: 0.20 | 32.45 | 49.77% | 8.27 | 33.95 | 27.83% | -0.905 | 0.008 | -0.072 | 0.134 | Login To Trade |
0.088 | -0.044 | 0.005 | 0.054 | 26.37% | 475.30 | 8.73 | 4.50% | 0.50 | 335PCR: 0.06 | 32.70 | 99.00% | 0.49 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.069 | -0.036 | 0.004 | 0.040 | 27.34% | 727.50 | 22.29 | 3.33% | 0.35 | 340PCR: 0.21 | 40.40 | 99.00% | 4.78 | 9.70 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.048 | -0.025 | 0.003 | 0.026 | 27.34% | 620.80 | 9.72 | 2.12% | 0.25 | 345PCR: 0.01 | 36.10 | 99.00% | 0.07 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.043 | -0.024 | 0.002 | 0.023 | 29.30% | 868.15 | 28.71 | 1.87% | 0.25 | 350PCR: 0.26 | 50.50 | 99.00% | 7.35 | 24.25 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.040 | -0.024 | 0.002 | 0.021 | 31.25% | 80.03 | 1.89 | 1.66% | 0.15 | 355PCR: 0.03 | 50.50 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.028 | -0.017 | 0.001 | 0.013 | 31.25% | 46.08 | 8.71 | 1.08% | 0.15 | 360PCR: 0.11 | 55.90 | 99.00% | 0.92 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.025 | -0.017 | 0.001 | 0.012 | 35.16% | 4.85 | 7.23 | 0.95% | 0.15 | 370PCR: 0.00 | 65.00 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.025 | -0.018 | 0.001 | 0.012 | 39.06% | 130.95 | 4.20 | 0.89% | 0.10 | 380PCR: 0.26 | 76.75 | 99.00% | 1.09 | 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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