Mphasis - 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 | 0.01 | 99.00% | 514.00 | 2,300PCR: 64.50 | 0.80 | 1.01% | 0.71 | 1.10 | 44.92% | -0.008 | 0.000 | -0.173 | 0.139 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 449.50 | 2,350PCR: 0.17 | 0.45 | 0.76% | 0.00 | 0.00 | 39.06% | -0.006 | 0.000 | -0.119 | 0.110 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 308.45 | 2,400PCR: 28.00 | 0.40 | 0.72% | 0.23 | 0.00 | 35.16% | -0.006 | 0.000 | -0.105 | 0.108 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,500PCR: -- | 1.50 | 2.20% | 0.32 | 1.10 | 33.69% | -0.019 | 0.000 | -0.277 | 0.296 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 233.70 | 2,550PCR: 109.00 | 1.70 | 2.63% | 0.30 | 1.65 | 29.54% | -0.023 | 0.000 | -0.289 | 0.352 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.42 | 99.00% | 297.65 | 2,600PCR: 2.00 | 3.35 | 4.01% | 0.84 | 12.65 | 29.05% | -0.036 | 0.000 | -0.414 | 0.513 | Login To Trade |
1.292 | -1.285 | 0.001 | 0.880 | 35.83% | 0.00 | 0.06 | 45.98% | 264.15 | 2,650PCR: 7.38 | 5.10 | 6.86% | 0.43 | 12.93 | 27.34% | -0.065 | 0.001 | -0.619 | 0.815 | Login To Trade |
1.567 | -1.551 | 0.001 | 0.841 | 35.64% | 7.70 | 0.14 | 44.99% | 233.05 | 2,700PCR: 6.04 | 7.70 | 9.55% | 0.83 | 47.58 | 26.55% | -0.094 | 0.001 | -0.799 | 1.083 | Login To Trade |
1.866 | -1.619 | 0.001 | 0.788 | 31.25% | 0.00 | 0.29 | 43.70% | 175.05 | 2,750PCR: 4.38 | 12.60 | 14.53% | 1.27 | 32.18 | 23.99% | -0.153 | 0.002 | -1.014 | 1.521 | Login To Trade |
1.833 | -1.131 | 0.002 | 0.796 | 22.22% | 9.08 | 0.49 | 44.36% | 130.00 | 2,800PCR: 2.79 | 23.00 | 20.05% | 1.38 | 90.75 | 24.60% | -0.225 | 0.002 | -1.326 | 1.940 | Login To Trade |
2.450 | -1.921 | 0.002 | 0.621 | 28.23% | 12.10 | 0.50 | 38.13% | 99.65 | 2,850PCR: 1.65 | 35.50 | 28.21% | 0.83 | 36.30 | 22.40% | -0.354 | 0.003 | -1.490 | 2.395 | Login To Trade |
2.568 | -1.722 | 0.003 | 0.511 | 24.14% | 235.40 | 1.73 | 33.67% | 62.15 | 2,900PCR: 0.86 | 63.70 | 35.34% | 1.49 | 108.90 | 24.78% | -0.489 | 0.003 | -1.768 | 2.568 | Login To Trade |
2.467 | -1.690 | 0.002 | 0.388 | 24.66% | 139.70 | 1.23 | 27.50% | 42.00 | 2,950PCR: 0.38 | 85.35 | 41.02% | 0.47 | 34.38 | 21.97% | -0.628 | 0.003 | -1.487 | 2.436 | Login To Trade |
2.254 | -1.506 | 0.002 | 0.301 | 24.05% | 216.70 | 1.92 | 22.54% | 26.00 | 3,000PCR: 0.32 | 115.75 | 43.54% | 0.62 | 18.70 | 24.60% | -0.695 | 0.002 | -1.548 | 2.265 | Login To Trade |
1.705 | -1.153 | 0.002 | 0.183 | 24.35% | 29.43 | 0.77 | 14.65% | 14.55 | 3,050PCR: 0.02 | 167.70 | 46.87% | 0.02 | 0.00 | 25.76% | -0.803 | 0.002 | -1.278 | 1.786 | Login To Trade |
1.241 | -0.840 | 0.001 | 0.114 | 24.35% | 72.60 | 1.78 | 9.50% | 8.20 | 3,100PCR: 0.02 | 213.05 | 46.74% | 0.04 | 0.00 | 34.00% | -0.784 | 0.001 | -1.790 | 1.895 | Login To Trade |
0.885 | -0.615 | 0.001 | 0.072 | 25.02% | 12.10 | 0.88 | 6.12% | 5.10 | 3,150PCR: 0.02 | 254.85 | 49.88% | 0.02 | 0.00 | 24.78% | -0.930 | 0.001 | -0.596 | 0.866 | Login To Trade |
0.648 | -0.450 | 0.001 | 0.048 | 25.02% | 23.10 | 1.62 | 4.13% | 3.20 | 3,200PCR: 0.02 | 279.15 | 99.00% | 0.04 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.587 | -0.477 | 0.001 | 0.043 | 29.30% | 0.28 | 0.02 | 3.60% | 3.25 | 3,250PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.411 | -0.329 | 0.000 | 0.028 | 28.81% | 5.78 | 1.10 | 2.33% | 1.95 | 3,300PCR: 0.03 | 372.25 | 99.00% | 0.03 | 1.38 | 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 | 3,400PCR: -- | 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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