NCC Limited - Statistics
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NCC Limited Futures
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Span Margin Calculator
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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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 | |
0.117 | -0.691 | 0.003 | 0.826 | 166.02% | 0.00 | 0.02 | 39.33% | 60.00 | 180PCR: 2.00 | 0.10 | 1.05% | 0.04 | 0.00 | 54.69% | -0.008 | 0.001 | -0.019 | 0.010 | Login To Trade |
0.118 | -0.379 | 0.006 | 0.822 | 89.84% | 0.00 | 0.05 | 42.38% | 36.00 | 200PCR: 19.33 | 0.35 | 4.96% | 1.03 | 0.00 | 44.92% | -0.043 | 0.004 | -0.067 | 0.042 | Login To Trade |
0.146 | -0.598 | 0.006 | 0.745 | 114.75% | 0.00 | 0.02 | 38.91% | 35.70 | 205PCR: 4.00 | 0.30 | 4.90% | 0.07 | 0.00 | 37.11% | -0.044 | 0.005 | -0.056 | 0.042 | Login To Trade |
0.144 | -0.431 | 0.008 | 0.752 | 83.98% | 0.00 | 0.02 | 40.47% | 27.85 | 210PCR: 55.00 | 0.65 | 8.69% | 0.98 | 28.40 | 37.11% | -0.082 | 0.009 | -0.091 | 0.069 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 212.50PCR: -- | 0.75 | 10.44% | 0.07 | 0.00 | 35.16% | -0.101 | 0.011 | -0.101 | 0.080 | Login To Trade |
0.161 | -0.574 | 0.008 | 0.685 | 99.61% | 0.00 | 0.18 | 37.48% | 26.95 | 215PCR: 4.30 | 1.05 | 13.06% | 0.76 | 55.03 | 35.16% | -0.131 | 0.013 | -0.121 | 0.097 | Login To Trade |
0.112 | -0.137 | 0.016 | 0.836 | 34.18% | 12.43 | 0.09 | 45.11% | 15.60 | 217.50PCR: 3.80 | 1.35 | 15.75% | 0.34 | 15.98 | 34.18% | -0.164 | 0.016 | -0.137 | 0.112 | Login To Trade |
0.126 | -0.145 | 0.019 | 0.803 | 32.23% | 76.33 | 1.63 | 44.17% | 13.40 | 220PCR: 2.03 | 1.80 | 18.64% | 3.32 | 349.68 | 33.20% | -0.203 | 0.019 | -0.152 | 0.128 | Login To Trade |
0.148 | -0.180 | 0.021 | 0.739 | 34.18% | 33.73 | 0.28 | 42.34% | 11.65 | 222.50PCR: 2.25 | 2.40 | 22.42% | 0.64 | 37.28 | 33.20% | -0.256 | 0.021 | -0.173 | 0.146 | Login To Trade |
0.161 | -0.191 | 0.024 | 0.686 | 33.20% | 33.73 | 0.43 | 40.54% | 9.85 | 225PCR: 4.38 | 3.25 | 26.34% | 1.86 | 122.48 | 33.69% | -0.316 | 0.023 | -0.194 | 0.162 | Login To Trade |
0.172 | -0.204 | 0.025 | 0.623 | 33.20% | 39.05 | 0.14 | 38.27% | 8.25 | 227.50PCR: 9.13 | 4.00 | 29.77% | 1.30 | 101.18 | 32.71% | -0.375 | 0.025 | -0.201 | 0.172 | Login To Trade |
0.179 | -0.212 | 0.026 | 0.558 | 33.20% | 346.13 | 3.69 | 35.57% | 6.85 | 230PCR: 1.82 | 5.00 | 33.23% | 6.71 | 1,219.43 | 32.71% | -0.441 | 0.027 | -0.209 | 0.179 | Login To Trade |
0.181 | -0.215 | 0.026 | 0.492 | 33.20% | 159.75 | 0.92 | 32.49% | 5.70 | 232.50PCR: 2.77 | 6.35 | 36.43% | 2.56 | 907.03 | 32.71% | -0.508 | 0.027 | -0.211 | 0.181 | Login To Trade |
0.178 | -0.221 | 0.025 | 0.431 | 34.67% | 546.70 | 3.71 | 29.48% | 4.70 | 235PCR: 0.59 | 7.75 | 39.31% | 2.18 | 793.43 | 32.71% | -0.575 | 0.026 | -0.208 | 0.178 | Login To Trade |
0.171 | -0.209 | 0.024 | 0.369 | 34.18% | 289.33 | 1.53 | 26.23% | 3.75 | 237.50PCR: 0.85 | 9.00 | 42.02% | 1.30 | 85.20 | 30.76% | -0.648 | 0.027 | -0.185 | 0.169 | Login To Trade |
0.162 | -0.203 | 0.022 | 0.317 | 35.16% | 1,677.38 | 20.31 | 23.05% | 3.10 | 240PCR: 0.35 | 11.20 | 43.57% | 7.19 | 555.58 | 34.18% | -0.689 | 0.023 | -0.196 | 0.160 | Login To Trade |
0.149 | -0.187 | 0.021 | 0.266 | 35.16% | 195.25 | 2.06 | 19.92% | 2.50 | 242.50PCR: 0.21 | 13.25 | 45.20% | 0.43 | 69.23 | 35.16% | -0.735 | 0.021 | -0.187 | 0.149 | Login To Trade |
0.135 | -0.172 | 0.018 | 0.222 | 35.64% | 640.78 | 6.14 | 17.10% | 2.00 | 245PCR: 0.15 | 15.05 | 46.79% | 0.92 | 51.48 | 34.18% | -0.788 | 0.019 | -0.161 | 0.132 | Login To Trade |
0.120 | -0.152 | 0.016 | 0.182 | 35.64% | 99.40 | 1.35 | 14.26% | 1.55 | 247.50PCR: 0.30 | 17.30 | 47.59% | 0.41 | 23.08 | 35.16% | -0.822 | 0.016 | -0.148 | 0.118 | Login To Trade |
0.106 | -0.136 | 0.014 | 0.150 | 36.13% | 683.38 | 13.17 | 11.97% | 1.20 | 250PCR: 0.11 | 19.50 | 48.46% | 1.51 | 40.83 | 36.13% | -0.850 | 0.014 | -0.136 | 0.106 | Login To Trade |
0.094 | -0.124 | 0.012 | 0.126 | 37.11% | 39.05 | 1.92 | 10.15% | 1.00 | 252.50PCR: 0.15 | 15.60 | 99.00% | 0.28 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.076 | -0.098 | 0.010 | 0.094 | 36.13% | 86.98 | 2.93 | 7.67% | 0.70 | 255PCR: 0.16 | 17.40 | 99.00% | 0.46 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.067 | -0.088 | 0.009 | 0.078 | 37.11% | 53.25 | 0.85 | 6.42% | 0.60 | 257.50PCR: 0.25 | 26.05 | 50.49% | 0.21 | 21.30 | 31.25% | -0.955 | 0.007 | -0.048 | 0.043 | Login To Trade |
0.062 | -0.086 | 0.008 | 0.071 | 39.06% | 225.43 | 8.01 | 5.80% | 0.55 | 260PCR: 0.05 | 22.10 | 99.00% | 0.43 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.047 | -0.069 | 0.006 | 0.050 | 41.02% | 1.78 | 0.30 | 4.08% | 0.40 | 265PCR: 0.06 | 23.70 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.046 | -0.071 | 0.005 | 0.049 | 42.97% | 30.18 | 0.50 | 3.96% | 0.35 | 267.50PCR: 0.07 | 34.30 | 99.00% | 0.04 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.026 | -0.037 | 0.003 | 0.025 | 39.06% | 63.90 | 2.01 | 2.03% | 0.20 | 270PCR: 0.02 | 36.00 | 99.00% | 0.04 | 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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