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 | |
0.397 | -5.879 | 0.000 | 0.927 | 118.41% | 0.00 | 0.02 | 46.17% | 444.40 | 2,300PCR: 6.67 | 0.25 | 0.46% | 0.11 | 33.55 | 62.50% | -0.004 | 0.000 | -0.254 | 0.033 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,350PCR: -- | 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 | 2,400PCR: -- | 0.20 | 0.44% | 0.60 | 15.68 | 46.88% | -0.004 | 0.000 | -0.189 | 0.032 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,450PCR: -- | 0.55 | 1.37% | 0.23 | 12.10 | 46.88% | -0.012 | 0.000 | -0.531 | 0.091 | Login To Trade |
0.717 | -8.326 | 0.001 | 0.833 | 92.90% | 0.00 | 0.07 | 44.37% | 257.60 | 2,500PCR: 6.37 | 0.65 | 1.75% | 0.47 | 94.05 | 40.04% | -0.016 | 0.000 | -0.572 | 0.114 | Login To Trade |
0.476 | -3.035 | 0.001 | 0.907 | 51.03% | 0.00 | 0.03 | 47.18% | 189.25 | 2,550PCR: 20.90 | 0.60 | 1.90% | 0.57 | 191.40 | 31.74% | -0.018 | 0.001 | -0.499 | 0.126 | Login To Trade |
0.592 | -3.135 | 0.002 | 0.874 | 42.36% | 11.55 | 0.60 | 46.57% | 140.55 | 2,600PCR: 2.07 | 1.35 | 4.34% | 1.24 | 463.10 | 27.83% | -0.042 | 0.001 | -0.898 | 0.258 | Login To Trade |
0.422 | -1.107 | 0.003 | 0.921 | 21.00% | 34.93 | 0.20 | 48.10% | 86.50 | 2,650PCR: 7.20 | 2.85 | 8.97% | 1.47 | 547.80 | 22.46% | -0.093 | 0.003 | -1.340 | 0.477 | Login To Trade |
0.864 | -1.780 | 0.006 | 0.772 | 16.48% | 713.63 | 2.66 | 44.35% | 42.00 | 2,700PCR: 0.92 | 7.25 | 20.36% | 2.45 | 1,533.13 | 17.58% | -0.242 | 0.006 | -1.962 | 0.893 | Login To Trade |
1.092 | -2.384 | 0.008 | 0.383 | 17.46% | 1,725.08 | 1.21 | 28.15% | 13.20 | 2,750PCR: 1.73 | 30.90 | 39.44% | 2.10 | 992.20 | 19.53% | -0.604 | 0.007 | -2.692 | 1.103 | Login To Trade |
0.697 | -1.958 | 0.004 | 0.160 | 22.46% | 2,725.25 | 3.16 | 13.59% | 5.60 | 2,800PCR: 0.22 | 72.15 | 50.07% | 0.71 | 236.50 | 7.81% | -0.999 | 0.000 | -0.014 | 0.014 | Login To Trade |
0.390 | -1.320 | 0.002 | 0.071 | 27.10% | 3,209.80 | 2.32 | 6.38% | 2.60 | 2,850PCR: 0.22 | 112.60 | 99.00% | 0.52 | 13.75 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.262 | -1.073 | 0.001 | 0.043 | 32.71% | 1,749.00 | 2.80 | 3.88% | 1.60 | 2,900PCR: 0.16 | 159.60 | 99.00% | 0.44 | 36.30 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.171 | -0.792 | 0.001 | 0.026 | 37.11% | 1,038.95 | 0.97 | 2.29% | 1.00 | 2,950PCR: 0.10 | 282.00 | 45.35% | 0.09 | 0.00 | 125.61% | -0.697 | 0.001 | -15.687 | 0.999 | Login To Trade |
0.139 | -0.748 | 0.000 | 0.020 | 42.97% | 870.10 | 2.28 | 1.78% | 0.85 | 3,000PCR: 0.07 | 235.00 | 99.00% | 0.17 | 0.83 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.099 | -0.578 | 0.000 | 0.013 | 46.88% | 79.48 | 0.57 | 1.17% | 0.60 | 3,050PCR: 0.05 | 274.85 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.090 | -0.590 | 0.000 | 0.012 | 52.73% | 14.85 | 0.82 | 1.03% | 0.65 | 3,100PCR: 0.07 | 347.55 | 99.00% | 0.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.069 | -0.491 | 0.000 | 0.009 | 56.64% | 30.80 | 0.54 | 0.76% | 0.50 | 3,150PCR: 0.16 | 374.40 | 99.00% | 0.09 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.045 | -0.330 | 0.000 | 0.005 | 58.59% | 8.80 | 0.73 | 0.46% | 0.25 | 3,200PCR: 0.13 | 400.35 | 99.00% | 0.09 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.020 | -0.154 | 0.000 | 0.002 | 62.50% | 16.23 | 0.94 | 0.18% | 0.15 | 3,300PCR: 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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