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 | 780PCR: -- | 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 | 800PCR: -- | 0.10 | 0.55% | 0.00 | 4.65 | 50.78% | -0.005 | 0.000 | -0.075 | 0.015 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 2.33 | 0.02 | 99.00% | 111.70 | 820PCR: 0.00 | 0.10 | 0.59% | 0.00 | 2.33 | 42.97% | -0.005 | 0.000 | -0.069 | 0.016 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 2.33 | 0.02 | 99.00% | 99.70 | 830PCR: 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 | 840PCR: -- | 1.15 | 4.92% | 0.05 | 0.00 | 54.69% | -0.045 | 0.002 | -0.565 | 0.104 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 850PCR: -- | 0.10 | 0.64% | 0.04 | 0.78 | 31.25% | -0.006 | 0.001 | -0.056 | 0.018 | Login To Trade |
0.401 | -15.993 | 0.001 | 0.659 | 398.93% | 0.00 | 0.01 | 30.33% | 205.00 | 860PCR: 47.00 | 0.10 | 1.36% | 0.36 | 47.28 | 31.25% | -0.013 | 0.001 | -0.110 | 0.035 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 870PCR: -- | 0.20 | 2.13% | 0.24 | 33.33 | 29.30% | -0.020 | 0.002 | -0.154 | 0.053 | Login To Trade |
0.408 | -8.411 | 0.002 | 0.643 | 206.30% | 0.00 | 0.02 | 34.81% | 116.65 | 880PCR: 104.00 | 0.25 | 2.32% | 1.61 | 198.40 | 25.39% | -0.022 | 0.002 | -0.146 | 0.058 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.11 | 99.00% | 34.95 | 890PCR: 13.43 | 0.45 | 4.23% | 1.46 | 268.15 | 23.44% | -0.042 | 0.004 | -0.227 | 0.097 | Login To Trade |
0.117 | -0.228 | 0.005 | 0.948 | 19.53% | 141.83 | 0.89 | 48.70% | 34.25 | 900PCR: 3.12 | 0.80 | 7.72% | 2.78 | 602.95 | 21.97% | -0.079 | 0.006 | -0.353 | 0.161 | Login To Trade |
0.244 | -0.488 | 0.010 | 0.859 | 20.02% | 45.73 | 0.29 | 46.71% | 24.55 | 910PCR: 7.66 | 1.90 | 14.10% | 2.26 | 567.30 | 21.24% | -0.155 | 0.010 | -0.552 | 0.260 | Login To Trade |
0.374 | -0.821 | 0.014 | 0.710 | 21.97% | 281.33 | 0.81 | 42.24% | 17.65 | 920PCR: 2.22 | 4.00 | 23.08% | 1.81 | 727.73 | 21.00% | -0.281 | 0.015 | -0.773 | 0.368 | Login To Trade |
0.432 | -1.002 | 0.016 | 0.553 | 23.19% | 1,013.70 | 1.93 | 36.18% | 11.55 | 930PCR: 0.98 | 8.00 | 32.30% | 1.89 | 992.78 | 21.00% | -0.443 | 0.017 | -0.905 | 0.431 | Login To Trade |
0.421 | -0.997 | 0.015 | 0.398 | 23.68% | 2,604.78 | 4.18 | 28.75% | 7.20 | 940PCR: 0.35 | 14.35 | 39.56% | 1.48 | 182.90 | 23.44% | -0.604 | 0.015 | -0.986 | 0.421 | Login To Trade |
0.363 | -0.914 | 0.012 | 0.273 | 25.15% | 2,431.95 | 4.64 | 21.35% | 4.40 | 950PCR: 0.39 | 21.55 | 43.98% | 1.81 | 40.30 | 25.15% | -0.725 | 0.012 | -0.916 | 0.364 | Login To Trade |
0.293 | -0.767 | 0.009 | 0.187 | 26.12% | 1,116.00 | 5.46 | 15.41% | 2.90 | 960PCR: 0.24 | 29.45 | 46.30% | 1.33 | 41.08 | 27.34% | -0.802 | 0.009 | -0.832 | 0.304 | Login To Trade |
0.228 | -0.655 | 0.007 | 0.127 | 28.81% | 833.13 | 8.66 | 10.88% | 1.95 | 970PCR: 0.33 | 40.15 | 47.34% | 2.86 | 27.90 | 33.45% | -0.835 | 0.007 | -0.907 | 0.271 | Login To Trade |
0.166 | -0.485 | 0.005 | 0.082 | 29.30% | 671.15 | 4.81 | 7.20% | 1.20 | 980PCR: 0.43 | 48.70 | 48.29% | 2.07 | 14.73 | 35.89% | -0.871 | 0.005 | -0.828 | 0.231 | Login To Trade |
0.130 | -0.420 | 0.003 | 0.060 | 32.23% | 444.85 | 4.96 | 5.31% | 0.90 | 990PCR: 0.21 | 58.40 | 49.40% | 1.06 | 4.65 | 35.64% | -0.919 | 0.004 | -0.582 | 0.163 | Login To Trade |
0.108 | -0.381 | 0.003 | 0.048 | 35.16% | 1,522.10 | 16.42 | 4.22% | 0.70 | 1,000PCR: 0.17 | 70.55 | 48.33% | 2.74 | 31.78 | 54.20% | -0.853 | 0.004 | -1.365 | 0.252 | Login To Trade |
0.078 | -0.282 | 0.002 | 0.032 | 36.13% | 107.73 | 1.74 | 2.82% | 0.50 | 1,010PCR: 0.68 | 74.25 | 99.00% | 1.19 | 3.88 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.084 | -0.344 | 0.002 | 0.035 | 41.02% | 189.88 | 3.05 | 3.04% | 0.60 | 1,020PCR: 0.43 | 100.65 | 46.94% | 1.32 | 0.00 | 98.88% | -0.760 | 0.003 | -3.362 | 0.340 | Login To Trade |
0.066 | -0.284 | 0.001 | 0.026 | 42.97% | 226.30 | 2.45 | 2.27% | 0.45 | 1,030PCR: 0.19 | 95.00 | 99.00% | 0.47 | 0.78 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.056 | -0.253 | 0.001 | 0.022 | 44.92% | 68.20 | 1.91 | 1.87% | 0.35 | 1,040PCR: 0.17 | 114.00 | 48.83% | 0.33 | 0.00 | 88.38% | -0.839 | 0.003 | -2.362 | 0.267 | Login To Trade |
0.045 | -0.213 | 0.001 | 0.017 | 46.88% | 176.70 | 4.70 | 1.44% | 0.30 | 1,050PCR: 0.05 | 135.10 | 47.77% | 0.22 | 0.00 | 127.93% | -0.762 | 0.002 | -4.319 | 0.338 | Login To Trade |
0.040 | -0.194 | 0.001 | 0.014 | 48.83% | 91.45 | 1.36 | 1.22% | 0.25 | 1,060PCR: 0.34 | 129.05 | 50.35% | 0.47 | 6.98 | 74.71% | -0.920 | 0.002 | -1.212 | 0.162 | Login To Trade |
0.033 | -0.166 | 0.001 | 0.011 | 50.78% | 18.60 | 0.56 | 0.97% | 0.25 | 1,070PCR: 0.72 | 147.00 | 49.34% | 0.40 | 0.00 | 112.06% | -0.836 | 0.002 | -3.023 | 0.270 | Login To Trade |
0.029 | -0.154 | 0.001 | 0.010 | 52.73% | 67.43 | 1.04 | 0.84% | 0.20 | 1,080PCR: 0.07 | 163.10 | 48.83% | 0.07 | 0.00 | 140.14% | -0.789 | 0.002 | -4.420 | 0.315 | Login To Trade |
0.025 | -0.134 | 0.000 | 0.008 | 54.69% | 6.20 | 0.71 | 0.69% | 0.15 | 1,090PCR: 0.24 | 67.80 | 99.00% | 0.17 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.027 | -0.160 | 0.000 | 0.009 | 58.59% | 168.95 | 3.89 | 0.76% | 0.20 | 1,100PCR: 0.07 | 161.00 | 99.00% | 0.27 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.019 | -0.114 | 0.000 | 0.006 | 58.59% | 5.43 | 0.37 | 0.51% | 0.15 | 1,110PCR: 0.02 | 180.95 | 50.97% | 0.01 | 0.00 | 102.05% | -0.918 | 0.001 | -1.681 | 0.165 | Login To Trade |
0.021 | -0.132 | 0.000 | 0.007 | 62.50% | 17.83 | 0.91 | 0.56% | 0.15 | 1,120PCR: 0.11 | 118.95 | 99.00% | 0.10 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.016 | -0.098 | 0.000 | 0.005 | 62.50% | 11.63 | 0.25 | 0.40% | 0.10 | 1,130PCR: 0.03 | 194.35 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.034 | -0.250 | 0.000 | 0.012 | 74.22% | 0.00 | 0.33 | 0.93% | 0.30 | 1,140PCR: 0.33 | 204.25 | 99.00% | 0.11 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.013 | -0.086 | 0.000 | 0.004 | 66.41% | 12.40 | 0.56 | 0.32% | 0.10 | 1,150PCR: 0.26 | 210.00 | 99.00% | 0.15 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.044 | -0.344 | 0.000 | 0.016 | 82.03% | 0.00 | 0.16 | 1.20% | 0.45 | 1,160PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.035 | -0.294 | 0.000 | 0.012 | 85.94% | 0.00 | 0.09 | 0.92% | 0.40 | 1,180PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.011 | -0.084 | 0.000 | 0.003 | 78.13% | 25.58 | 1.34 | 0.25% | 0.10 | 1,200PCR: 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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