NCC Limited - 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 | 165PCR: -- | 0.20 | 4.27% | 0.22 | 18.90 | 39.06% | -0.037 | 0.005 | -0.041 | 0.031 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 167.50PCR: -- | 0.09 | 2.74% | 0.03 | 5.40 | 31.25% | -0.024 | 0.005 | -0.023 | 0.022 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 8.10 | 0.00 | 99.00% | 19.39 | 170PCR: -- | 0.42 | 7.56% | 1.16 | 267.30 | 37.11% | -0.070 | 0.009 | -0.064 | 0.051 | Login To Trade |
0.028 | -0.024 | 0.007 | 0.968 | 25.39% | 29.70 | 0.11 | 48.44% | 17.08 | 172.50PCR: 5.25 | 0.52 | 9.31% | 0.57 | 81.00 | 35.16% | -0.088 | 0.012 | -0.072 | 0.061 | Login To Trade |
0.053 | -0.048 | 0.013 | 0.928 | 27.34% | 18.90 | 0.05 | 47.72% | 14.76 | 175PCR: 35.50 | 0.84 | 12.61% | 1.92 | 402.30 | 35.16% | -0.125 | 0.015 | -0.093 | 0.079 | Login To Trade |
0.078 | -0.073 | 0.019 | 0.878 | 28.32% | 24.30 | 0.14 | 46.37% | 12.63 | 177.50PCR: 3.00 | 1.10 | 15.23% | 0.41 | 35.10 | 33.20% | -0.158 | 0.019 | -0.103 | 0.093 | Login To Trade |
0.110 | -0.118 | 0.023 | 0.793 | 32.23% | 124.20 | 0.65 | 44.06% | 10.90 | 180PCR: 15.42 | 1.55 | 19.25% | 9.99 | 2,165.40 | 32.71% | -0.210 | 0.023 | -0.121 | 0.111 | Login To Trade |
0.123 | -0.120 | 0.029 | 0.745 | 29.30% | 70.20 | 0.41 | 42.44% | 8.77 | 182.50PCR: 5.73 | 1.92 | 22.64% | 2.32 | 194.40 | 30.27% | -0.261 | 0.028 | -0.126 | 0.125 | Login To Trade |
0.141 | -0.149 | 0.030 | 0.656 | 31.74% | 234.90 | 0.70 | 39.42% | 7.35 | 185PCR: 6.81 | 2.90 | 27.97% | 4.78 | 2,033.10 | 31.74% | -0.344 | 0.030 | -0.149 | 0.141 | Login To Trade |
0.150 | -0.164 | 0.031 | 0.575 | 32.71% | 213.30 | 0.76 | 36.21% | 6.01 | 187.50PCR: 2.86 | 4.00 | 32.36% | 2.16 | 456.30 | 32.71% | -0.423 | 0.031 | -0.164 | 0.150 | Login To Trade |
0.153 | -0.165 | 0.032 | 0.495 | 32.23% | 3,458.70 | 15.77 | 32.60% | 4.70 | 190PCR: 1.07 | 5.10 | 36.37% | 16.82 | 4,298.40 | 31.25% | -0.506 | 0.033 | -0.160 | 0.153 | Login To Trade |
0.150 | -0.166 | 0.031 | 0.419 | 33.20% | 758.70 | 2.19 | 28.99% | 3.70 | 192.50PCR: 1.06 | 6.96 | 39.50% | 2.32 | 950.40 | 34.18% | -0.578 | 0.030 | -0.171 | 0.150 | Login To Trade |
0.142 | -0.157 | 0.029 | 0.348 | 33.20% | 2,432.70 | 10.61 | 24.94% | 2.88 | 195PCR: 0.54 | 8.20 | 42.59% | 5.78 | 1,004.40 | 31.74% | -0.661 | 0.030 | -0.149 | 0.141 | Login To Trade |
0.130 | -0.146 | 0.026 | 0.283 | 33.69% | 588.60 | 4.19 | 21.02% | 2.20 | 197.50PCR: 0.59 | 10.48 | 44.22% | 2.46 | 175.50 | 35.16% | -0.708 | 0.025 | -0.154 | 0.132 | Login To Trade |
0.116 | -0.132 | 0.023 | 0.227 | 34.18% | 5,305.50 | 19.79 | 17.41% | 1.65 | 200PCR: 0.61 | 12.00 | 46.62% | 12.12 | 1,104.30 | 32.23% | -0.787 | 0.024 | -0.120 | 0.112 | Login To Trade |
0.102 | -0.120 | 0.020 | 0.184 | 35.16% | 915.30 | 5.21 | 14.49% | 1.28 | 202.50PCR: 0.29 | 14.21 | 47.70% | 1.51 | 94.50 | 33.20% | -0.831 | 0.020 | -0.107 | 0.097 | Login To Trade |
0.089 | -0.107 | 0.017 | 0.149 | 36.13% | 2,286.90 | 13.18 | 11.85% | 1.04 | 205PCR: 0.28 | 17.12 | 47.80% | 3.75 | 502.20 | 41.99% | -0.812 | 0.017 | -0.145 | 0.104 | Login To Trade |
0.077 | -0.095 | 0.014 | 0.121 | 37.11% | 396.90 | 6.89 | 9.72% | 0.84 | 207.50PCR: 0.17 | 19.19 | 48.76% | 1.16 | 70.20 | 41.02% | -0.854 | 0.015 | -0.120 | 0.088 | Login To Trade |
0.069 | -0.090 | 0.012 | 0.104 | 39.06% | 1,674.00 | 31.37 | 8.35% | 0.70 | 210PCR: 0.19 | 21.50 | 49.34% | 6.05 | 108.00 | 41.99% | -0.878 | 0.013 | -0.108 | 0.077 | Login To Trade |
0.057 | -0.074 | 0.010 | 0.079 | 39.06% | 453.60 | 3.38 | 6.39% | 0.56 | 212.50PCR: 0.52 | 23.88 | 49.81% | 1.76 | 32.40 | 43.95% | -0.893 | 0.011 | -0.103 | 0.071 | Login To Trade |
0.051 | -0.070 | 0.009 | 0.069 | 41.02% | 988.20 | 11.85 | 5.59% | 0.49 | 215PCR: 0.26 | 26.34 | 50.14% | 3.02 | 167.40 | 46.88% | -0.900 | 0.010 | -0.105 | 0.067 | Login To Trade |
0.047 | -0.067 | 0.007 | 0.062 | 42.97% | 108.00 | 2.11 | 4.92% | 0.46 | 217.50PCR: 0.37 | 21.85 | 99.00% | 0.78 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.038 | -0.054 | 0.006 | 0.047 | 42.97% | 1,309.50 | 25.92 | 3.77% | 0.36 | 220PCR: 0.14 | 24.55 | 99.00% | 3.67 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.040 | -0.062 | 0.006 | 0.050 | 46.88% | 126.90 | 1.57 | 3.96% | 0.32 | 222.50PCR: 0.31 | 26.90 | 99.00% | 0.49 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.032 | -0.051 | 0.005 | 0.039 | 46.88% | 356.40 | 5.59 | 3.08% | 0.26 | 225PCR: 0.13 | 34.07 | 99.00% | 0.73 | 21.60 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.035 | -0.058 | 0.005 | 0.042 | 50.78% | 0.00 | 0.65 | 3.25% | 0.37 | 227.50PCR: 0.21 | 21.82 | 99.00% | 0.14 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.029 | -0.048 | 0.004 | 0.033 | 50.78% | 264.60 | 4.40 | 2.59% | 0.23 | 230PCR: 0.30 | 36.89 | 99.00% | 1.32 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.031 | -0.056 | 0.004 | 0.037 | 54.69% | 27.00 | 0.97 | 2.78% | 0.29 | 232.50PCR: 0.22 | 25.69 | 99.00% | 0.22 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.019 | -0.032 | 0.003 | 0.021 | 50.78% | 153.90 | 2.67 | 1.57% | 0.16 | 235PCR: 0.10 | 28.31 | 99.00% | 0.27 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.068 | -0.186 | 0.006 | 0.101 | 82.03% | 0.00 | 0.03 | 6.96% | 1.45 | 237.50PCR: 4.00 | 24.75 | 99.00% | 0.11 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.018 | -0.032 | 0.002 | 0.019 | 54.69% | 75.60 | 2.86 | 1.42% | 0.10 | 240PCR: 0.39 | 50.96 | 52.04% | 1.11 | 27.00 | 66.41% | -0.954 | 0.004 | -0.081 | 0.037 | Login To Trade |
0.043 | -0.110 | 0.004 | 0.056 | 76.17% | 0.00 | 0.97 | 3.93% | 0.63 | 245PCR: 0.11 | 29.60 | 99.00% | 0.11 | 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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