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 | |
2.142 | -4.912 | 0.000 | 0.782 | 114.69% | 0.00 | 0.01 | 38.49% | 599.00 | 2,300PCR: 0.20 | 2.00 | 2.45% | 0.00 | 1.38 | 35.64% | -0.020 | 0.000 | -0.252 | 0.353 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,400PCR: -- | 4.30 | 4.92% | 0.56 | 115.50 | 32.96% | -0.043 | 0.000 | -0.436 | 0.662 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,450PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.386 | -0.939 | 0.001 | 0.888 | 33.87% | 6.33 | 0.04 | 45.99% | 287.00 | 2,500PCR: 23.88 | 10.00 | 9.82% | 1.05 | 431.20 | 30.88% | -0.093 | 0.001 | -0.745 | 1.207 | Login To Trade |
1.946 | -1.475 | 0.001 | 0.814 | 37.90% | 5.23 | 0.02 | 43.80% | 251.40 | 2,550PCR: 29.50 | 15.20 | 13.49% | 0.65 | 151.80 | 29.91% | -0.134 | 0.001 | -0.940 | 1.571 | Login To Trade |
2.262 | -1.705 | 0.001 | 0.759 | 37.69% | 4.13 | 0.02 | 42.16% | 214.00 | 2,600PCR: 48.44 | 23.10 | 17.95% | 1.20 | 412.23 | 29.17% | -0.190 | 0.001 | -1.149 | 1.970 | Login To Trade |
2.453 | -1.584 | 0.001 | 0.717 | 32.29% | 12.38 | 0.03 | 41.12% | 165.00 | 2,650PCR: 19.17 | 34.80 | 23.03% | 0.63 | 278.58 | 29.27% | -0.261 | 0.002 | -1.380 | 2.358 | Login To Trade |
2.674 | -1.557 | 0.002 | 0.656 | 29.11% | 84.15 | 0.19 | 39.13% | 126.00 | 2,700PCR: 5.27 | 49.50 | 28.17% | 1.01 | 652.03 | 28.59% | -0.343 | 0.002 | -1.526 | 2.669 | Login To Trade |
2.865 | -1.686 | 0.002 | 0.556 | 29.42% | 202.95 | 0.43 | 35.14% | 96.00 | 2,750PCR: 1.47 | 71.30 | 33.59% | 0.63 | 459.53 | 28.38% | -0.443 | 0.002 | -1.626 | 2.864 | Login To Trade |
2.882 | -1.690 | 0.002 | 0.463 | 29.33% | 843.43 | 1.91 | 30.85% | 72.00 | 2,800PCR: 1.04 | 96.00 | 38.08% | 2.00 | 1,068.38 | 27.95% | -0.540 | 0.002 | -1.610 | 2.880 | Login To Trade |
2.757 | -1.585 | 0.002 | 0.376 | 28.75% | 664.68 | 1.72 | 26.37% | 52.00 | 2,850PCR: 0.34 | 126.90 | 41.81% | 0.58 | 268.13 | 27.95% | -0.634 | 0.002 | -1.526 | 2.729 | Login To Trade |
2.485 | -1.451 | 0.002 | 0.290 | 29.21% | 2,108.15 | 4.64 | 21.33% | 37.10 | 2,900PCR: 0.28 | 162.90 | 44.55% | 1.29 | 355.30 | 28.63% | -0.712 | 0.002 | -1.417 | 2.475 | Login To Trade |
2.151 | -1.264 | 0.001 | 0.220 | 29.39% | 766.98 | 1.58 | 16.81% | 26.00 | 2,950PCR: 0.10 | 196.70 | 47.35% | 0.15 | 70.13 | 25.82% | -0.813 | 0.001 | -1.008 | 1.952 | Login To Trade |
1.787 | -1.043 | 0.001 | 0.163 | 29.17% | 2,302.85 | 4.77 | 12.80% | 18.00 | 3,000PCR: 0.06 | 237.00 | 49.04% | 0.31 | 38.78 | 24.72% | -0.882 | 0.001 | -0.711 | 1.438 | Login To Trade |
1.465 | -0.887 | 0.001 | 0.122 | 30.27% | 328.35 | 0.83 | 9.70% | 12.80 | 3,050PCR: 0.01 | 238.45 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.179 | -0.722 | 0.001 | 0.090 | 30.64% | 912.45 | 1.38 | 7.25% | 9.00 | 3,100PCR: 0.04 | 332.65 | 50.30% | 0.06 | 12.93 | 27.71% | -0.933 | 0.001 | -0.521 | 0.940 | Login To Trade |
0.943 | -0.599 | 0.001 | 0.067 | 31.74% | 144.38 | 0.40 | 5.42% | 6.60 | 3,150PCR: 0.22 | 374.40 | 99.00% | 0.09 | 10.18 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.753 | -0.491 | 0.000 | 0.050 | 32.59% | 481.53 | 1.10 | 4.06% | 4.75 | 3,200PCR: 0.08 | 430.15 | 51.06% | 0.09 | 12.65 | 21.97% | -0.993 | 0.000 | -0.060 | 0.138 | Login To Trade |
0.502 | -0.348 | 0.000 | 0.031 | 34.67% | 418.00 | 1.65 | 2.43% | 2.90 | 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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