Varun Beverages - 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% | 67.80 | 390PCR: 67.00 | 0.20 | 1.77% | 0.69 | 0.00 | 42.97% | -0.014 | 0.001 | -0.044 | 0.039 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.08 | 99.00% | 79.40 | 400PCR: 19.50 | 0.30 | 1.97% | 1.60 | 6.15 | 39.06% | -0.016 | 0.001 | -0.046 | 0.044 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 410PCR: -- | 0.40 | 2.98% | 2.13 | 41.00 | 37.11% | -0.025 | 0.001 | -0.063 | 0.065 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.59 | 99.00% | 56.20 | 420PCR: 5.76 | 0.50 | 3.60% | 3.42 | 33.83 | 33.20% | -0.032 | 0.002 | -0.068 | 0.078 | Login To Trade |
0.225 | -0.297 | 0.004 | 0.876 | 50.29% | 0.00 | 0.04 | 45.17% | 60.70 | 425PCR: 154.75 | 0.80 | 5.45% | 6.34 | 4.10 | 34.18% | -0.049 | 0.003 | -0.100 | 0.111 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.63 | 99.00% | 51.70 | 430PCR: 4.38 | 0.85 | 6.09% | 2.74 | 151.70 | 32.23% | -0.056 | 0.003 | -0.104 | 0.123 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 41.15 | 435PCR: 84.25 | 1.00 | 7.16% | 3.45 | 50.23 | 30.76% | -0.067 | 0.004 | -0.115 | 0.142 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 13.33 | 2.38 | 99.00% | 41.90 | 440PCR: 3.36 | 1.30 | 8.76% | 8.00 | 236.78 | 29.79% | -0.084 | 0.005 | -0.133 | 0.169 | Login To Trade |
0.179 | -0.127 | 0.005 | 0.910 | 26.86% | 27.68 | 0.48 | 47.03% | 38.45 | 445PCR: 5.17 | 1.60 | 10.72% | 2.49 | 54.33 | 28.81% | -0.105 | 0.006 | -0.152 | 0.200 | Login To Trade |
0.222 | -0.156 | 0.007 | 0.878 | 26.61% | 43.05 | 5.97 | 46.35% | 33.95 | 450PCR: 1.77 | 2.05 | 12.95% | 10.57 | 513.53 | 27.83% | -0.132 | 0.007 | -0.172 | 0.235 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 3.20 | 99.00% | 23.35 | 455PCR: 1.84 | 2.80 | 15.94% | 5.87 | 290.08 | 27.34% | -0.169 | 0.008 | -0.199 | 0.277 | Login To Trade |
0.316 | -0.219 | 0.010 | 0.792 | 26.37% | 373.10 | 11.96 | 44.03% | 25.65 | 460PCR: 0.84 | 3.40 | 18.60% | 10.03 | 764.65 | 25.88% | -0.204 | 0.010 | -0.212 | 0.312 | Login To Trade |
0.354 | -0.237 | 0.011 | 0.744 | 25.39% | 244.98 | 2.22 | 42.63% | 21.65 | 465PCR: 1.15 | 4.60 | 22.59% | 2.56 | 507.38 | 25.88% | -0.260 | 0.011 | -0.243 | 0.357 | Login To Trade |
0.395 | -0.269 | 0.013 | 0.678 | 25.88% | 1,193.10 | 6.96 | 40.29% | 18.05 | 470PCR: 0.89 | 6.05 | 26.23% | 6.17 | 1,006.55 | 25.15% | -0.318 | 0.013 | -0.260 | 0.392 | Login To Trade |
0.421 | -0.281 | 0.014 | 0.613 | 25.39% | 1,490.35 | 3.49 | 37.91% | 14.85 | 475PCR: 0.93 | 6.70 | 30.20% | 3.25 | 403.85 | 24.90% | -0.388 | 0.014 | -0.276 | 0.421 | Login To Trade |
0.436 | -0.289 | 0.014 | 0.542 | 25.15% | 2,842.33 | 16.89 | 34.96% | 12.05 | 480PCR: 0.46 | 9.90 | 33.90% | 7.84 | 576.05 | 24.90% | -0.457 | 0.015 | -0.286 | 0.436 | Login To Trade |
0.438 | -0.292 | 0.014 | 0.471 | 25.39% | 809.75 | 5.21 | 31.70% | 9.65 | 485PCR: 0.57 | 12.20 | 37.24% | 2.97 | 183.48 | 24.90% | -0.530 | 0.015 | -0.287 | 0.438 | Login To Trade |
0.425 | -0.287 | 0.014 | 0.400 | 25.63% | 2,643.48 | 18.75 | 28.13% | 7.80 | 490PCR: 0.20 | 15.20 | 40.14% | 3.69 | 147.60 | 25.63% | -0.598 | 0.014 | -0.287 | 0.426 | Login To Trade |
0.403 | -0.274 | 0.013 | 0.339 | 25.88% | 257.28 | 7.78 | 24.59% | 6.20 | 495PCR: 0.40 | 18.95 | 42.66% | 3.13 | 88.15 | 24.66% | -0.670 | 0.013 | -0.259 | 0.399 | Login To Trade |
0.373 | -0.264 | 0.011 | 0.285 | 26.86% | 1,389.90 | 79.60 | 21.34% | 5.15 | 500PCR: 0.03 | 22.55 | 44.31% | 2.47 | 73.80 | 26.61% | -0.715 | 0.012 | -0.262 | 0.373 | Login To Trade |
0.336 | -0.237 | 0.010 | 0.233 | 26.86% | 266.50 | 3.91 | 17.96% | 3.95 | 505PCR: 0.04 | 28.75 | 44.86% | 0.15 | 0.00 | 32.47% | -0.722 | 0.009 | -0.316 | 0.369 | Login To Trade |
0.301 | -0.216 | 0.009 | 0.192 | 27.34% | 195.78 | 9.13 | 15.19% | 3.10 | 510PCR: 0.03 | 32.20 | 46.36% | 0.30 | 0.00 | 31.25% | -0.774 | 0.009 | -0.272 | 0.331 | Login To Trade |
0.259 | -0.187 | 0.008 | 0.153 | 27.34% | 62.53 | 2.49 | 12.29% | 2.35 | 515PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.224 | -0.164 | 0.007 | 0.123 | 27.83% | 223.45 | 10.79 | 10.07% | 1.95 | 520PCR: 0.06 | 35.60 | 99.00% | 0.64 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.192 | -0.143 | 0.006 | 0.099 | 28.32% | 30.75 | 1.60 | 8.19% | 1.45 | 525PCR: 0.03 | 56.10 | 45.54% | 0.05 | 0.00 | 65.43% | -0.690 | 0.005 | -0.668 | 0.388 | Login To Trade |
0.168 | -0.129 | 0.005 | 0.083 | 29.30% | 149.65 | 5.35 | 6.86% | 1.20 | 530PCR: 0.01 | 59.90 | 46.22% | 0.06 | 0.00 | 65.43% | -0.712 | 0.005 | -0.646 | 0.375 | Login To Trade |
0.121 | -0.096 | 0.003 | 0.054 | 30.27% | 181.43 | 5.85 | 4.50% | 0.75 | 540PCR: 0.01 | 59.90 | 49.78% | 0.08 | 13.33 | 38.09% | -0.896 | 0.004 | -0.199 | 0.198 | Login To Trade |
0.076 | -0.061 | 0.002 | 0.031 | 30.27% | 70.73 | 5.89 | 2.55% | 0.40 | 550PCR: 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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