Fortis Healthcare - 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 | 0.00 | 99.00% | 0.00 | 720PCR: -- | 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 | 740PCR: -- | 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 | 760PCR: -- | 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 | 770PCR: -- | 1.50 | 6.26% | 0.00 | 0.78 | 30.27% | -0.057 | 0.002 | -0.175 | 0.232 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 780PCR: -- | 1.35 | 6.14% | 0.17 | 15.50 | 26.61% | -0.057 | 0.002 | -0.153 | 0.232 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 790PCR: -- | 1.95 | 8.21% | 0.09 | 16.28 | 25.88% | -0.079 | 0.003 | -0.191 | 0.297 | Login To Trade |
0.607 | -0.656 | 0.003 | 0.773 | 43.46% | 0.00 | 0.06 | 42.56% | 71.15 | 800PCR: 13.63 | 2.80 | 11.02% | 0.84 | 153.45 | 25.39% | -0.110 | 0.004 | -0.240 | 0.379 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 810PCR: -- | 3.95 | 14.30% | 1.52 | 112.38 | 24.78% | -0.149 | 0.005 | -0.288 | 0.468 | Login To Trade |
0.688 | -0.662 | 0.004 | 0.712 | 38.70% | 0.00 | 0.02 | 40.79% | 53.85 | 820PCR: 135.00 | 5.65 | 18.27% | 2.09 | 256.53 | 24.41% | -0.200 | 0.006 | -0.343 | 0.564 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 830PCR: -- | 7.80 | 22.55% | 1.42 | 160.43 | 23.93% | -0.261 | 0.007 | -0.390 | 0.654 | Login To Trade |
0.767 | -0.690 | 0.005 | 0.621 | 36.13% | 0.00 | 0.01 | 37.61% | 39.25 | 840PCR: 136.00 | 10.65 | 26.98% | 1.05 | 216.23 | 23.44% | -0.331 | 0.008 | -0.426 | 0.731 | Login To Trade |
0.785 | -0.458 | 0.008 | 0.588 | 23.44% | 148.03 | 0.92 | 37.00% | 23.60 | 850PCR: 3.87 | 14.05 | 31.45% | 3.57 | 470.43 | 22.83% | -0.411 | 0.009 | -0.445 | 0.784 | Login To Trade |
0.804 | -0.469 | 0.008 | 0.503 | 23.44% | 1,297.35 | 1.99 | 33.31% | 18.40 | 860PCR: 1.74 | 18.95 | 35.67% | 3.46 | 3,144.95 | 22.95% | -0.497 | 0.009 | -0.459 | 0.804 | Login To Trade |
0.788 | -0.460 | 0.008 | 0.420 | 23.44% | 461.13 | 1.58 | 29.22% | 14.00 | 870PCR: 0.61 | 21.60 | 39.89% | 0.96 | 61.23 | 19.17% | -0.602 | 0.010 | -0.371 | 0.778 | Login To Trade |
0.739 | -0.428 | 0.008 | 0.340 | 23.32% | 840.10 | 2.93 | 24.84% | 10.55 | 880PCR: 0.31 | 29.15 | 43.00% | 0.91 | 43.40 | 20.51% | -0.683 | 0.009 | -0.366 | 0.718 | Login To Trade |
0.674 | -0.405 | 0.007 | 0.276 | 24.17% | 327.05 | 2.44 | 20.89% | 8.05 | 890PCR: 0.40 | 36.25 | 45.64% | 0.97 | 13.18 | 20.02% | -0.767 | 0.008 | -0.307 | 0.617 | Login To Trade |
0.592 | -0.359 | 0.006 | 0.217 | 24.41% | 554.90 | 5.69 | 16.99% | 5.90 | 900PCR: 0.49 | 44.10 | 47.64% | 2.78 | 30.23 | 19.41% | -0.841 | 0.006 | -0.236 | 0.489 | Login To Trade |
0.509 | -0.316 | 0.005 | 0.170 | 24.90% | 306.13 | 2.88 | 13.62% | 4.45 | 910PCR: 0.27 | 52.55 | 49.11% | 0.79 | 22.48 | 18.55% | -0.903 | 0.005 | -0.159 | 0.345 | Login To Trade |
0.440 | -0.283 | 0.004 | 0.136 | 25.88% | 263.50 | 6.06 | 11.09% | 3.55 | 920PCR: 0.21 | 62.45 | 49.49% | 1.29 | 11.63 | 20.75% | -0.916 | 0.004 | -0.160 | 0.309 | Login To Trade |
0.384 | -0.259 | 0.004 | 0.112 | 27.10% | 101.53 | 7.10 | 9.21% | 2.90 | 930PCR: 0.19 | 75.15 | 48.63% | 1.38 | 0.78 | 30.27% | -0.860 | 0.004 | -0.338 | 0.449 | Login To Trade |
0.325 | -0.225 | 0.003 | 0.089 | 27.83% | 89.13 | 4.30 | 7.39% | 2.25 | 940PCR: 0.18 | 74.40 | 99.00% | 0.79 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.269 | -0.190 | 0.002 | 0.069 | 28.32% | 73.63 | 6.54 | 5.77% | 1.75 | 950PCR: 0.18 | 84.10 | 99.00% | 1.20 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.240 | -0.178 | 0.002 | 0.060 | 29.79% | 142.60 | 5.85 | 4.99% | 1.50 | 960PCR: 0.05 | 48.75 | 99.00% | 0.30 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.208 | -0.159 | 0.002 | 0.050 | 30.76% | 44.18 | 1.84 | 4.13% | 1.25 | 970PCR: 0.06 | 52.75 | 99.00% | 0.12 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.171 | -0.133 | 0.001 | 0.039 | 31.25% | 8.53 | 1.43 | 3.24% | 1.00 | 980PCR: 0.69 | 112.10 | 99.00% | 0.99 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.149 | -0.119 | 0.001 | 0.033 | 32.23% | 32.55 | 1.24 | 2.71% | 0.85 | 990PCR: 0.04 | 53.00 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.130 | -0.107 | 0.001 | 0.028 | 33.20% | 125.55 | 11.01 | 2.29% | 0.75 | 1,000PCR: 0.12 | 139.30 | 99.00% | 1.33 | 6.20 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.127 | -0.111 | 0.001 | 0.027 | 35.16% | 3.10 | 0.33 | 2.21% | 0.75 | 1,010PCR: 0.05 | 87.75 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.113 | -0.101 | 0.001 | 0.024 | 36.13% | 13.95 | 1.40 | 1.90% | 0.60 | 1,020PCR: 0.01 | 98.25 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.100 | -0.093 | 0.001 | 0.021 | 37.11% | 2.33 | 0.14 | 1.64% | 0.60 | 1,030PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.101 | -0.098 | 0.001 | 0.021 | 39.06% | 0.00 | 0.27 | 1.63% | 0.55 | 1,040PCR: 0.20 | 84.50 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.081 | -0.079 | 0.001 | 0.016 | 39.06% | 0.00 | 0.57 | 1.26% | 0.45 | 1,050PCR: 0.07 | 126.40 | 99.00% | 0.04 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.082 | -0.084 | 0.001 | 0.016 | 41.02% | 19.38 | 2.61 | 1.27% | 0.50 | 1,060PCR: 0.02 | 103.25 | 99.00% | 0.05 | 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 | 1,080PCR: -- | 80.60 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.514 | -1.230 | 0.001 | 0.172 | 96.19% | 0.00 | 0.02 | 10.82% | 16.15 | 1,090PCR: 1.50 | 88.05 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.455 | -1.049 | 0.001 | 0.143 | 92.77% | 0.00 | 0.04 | 9.06% | 12.45 | 1,110PCR: 0.60 | 179.35 | 99.00% | 0.02 | 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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