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: 64.00 | 0.15 | 1.38% | 0.66 | 6.15 | 42.97% | -0.011 | 0.001 | -0.037 | 0.031 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.08 | 99.00% | 79.40 | 400PCR: 19.50 | 0.15 | 1.60% | 1.60 | 29.73 | 39.06% | -0.013 | 0.001 | -0.039 | 0.036 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 410PCR: -- | 0.20 | 1.89% | 2.11 | 11.28 | 35.16% | -0.016 | 0.001 | -0.042 | 0.043 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.03 | 0.59 | 99.00% | 61.00 | 420PCR: 5.72 | 0.50 | 3.77% | 3.40 | 16.40 | 35.16% | -0.033 | 0.002 | -0.077 | 0.079 | Login To Trade |
0.187 | -0.244 | 0.004 | 0.901 | 46.88% | 0.00 | 0.04 | 45.99% | 60.70 | 425PCR: 154.75 | 0.80 | 5.61% | 6.34 | 0.00 | 36.13% | -0.050 | 0.003 | -0.111 | 0.111 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.63 | 99.00% | 51.70 | 430PCR: 3.44 | 0.60 | 4.72% | 2.15 | 160.93 | 31.25% | -0.043 | 0.003 | -0.085 | 0.097 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 41.15 | 435PCR: 81.00 | 0.80 | 6.05% | 3.32 | 57.40 | 30.76% | -0.056 | 0.003 | -0.103 | 0.121 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 2.38 | 99.00% | 41.90 | 440PCR: 3.29 | 0.85 | 7.38% | 7.83 | 192.70 | 29.30% | -0.069 | 0.004 | -0.117 | 0.143 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.03 | 0.48 | 99.00% | 38.45 | 445PCR: 5.17 | 1.20 | 8.97% | 2.49 | 109.68 | 28.32% | -0.086 | 0.005 | -0.133 | 0.170 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 30.75 | 5.93 | 99.00% | 33.10 | 450PCR: 1.80 | 1.60 | 10.89% | 10.67 | 384.38 | 26.86% | -0.109 | 0.006 | -0.150 | 0.201 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 3.20 | 99.00% | 23.35 | 455PCR: 1.82 | 1.95 | 13.15% | 5.81 | 266.50 | 25.88% | -0.136 | 0.008 | -0.168 | 0.234 | Login To Trade |
0.289 | -0.210 | 0.010 | 0.812 | 26.12% | 62.53 | 11.69 | 44.68% | 26.40 | 460PCR: 0.87 | 2.70 | 16.66% | 10.21 | 615.00 | 25.15% | -0.179 | 0.010 | -0.196 | 0.281 | Login To Trade |
0.319 | -0.214 | 0.011 | 0.778 | 24.17% | 159.90 | 1.96 | 43.75% | 22.25 | 465PCR: 1.39 | 3.60 | 20.42% | 2.73 | 508.40 | 25.15% | -0.230 | 0.011 | -0.228 | 0.326 | Login To Trade |
0.369 | -0.250 | 0.013 | 0.708 | 24.41% | 764.65 | 6.99 | 41.56% | 18.50 | 470PCR: 0.86 | 5.05 | 24.48% | 6.01 | 917.38 | 24.90% | -0.290 | 0.013 | -0.255 | 0.368 | Login To Trade |
0.399 | -0.260 | 0.015 | 0.648 | 23.44% | 1,033.20 | 3.46 | 39.41% | 15.30 | 475PCR: 1.08 | 6.50 | 28.67% | 3.73 | 727.75 | 24.90% | -0.359 | 0.014 | -0.278 | 0.402 | Login To Trade |
0.423 | -0.284 | 0.015 | 0.564 | 24.17% | 2,538.93 | 17.05 | 35.97% | 12.30 | 480PCR: 0.52 | 8.65 | 32.77% | 8.85 | 703.15 | 24.41% | -0.437 | 0.015 | -0.287 | 0.423 | Login To Trade |
0.429 | -0.288 | 0.015 | 0.493 | 24.17% | 1,329.43 | 5.21 | 32.86% | 9.80 | 485PCR: 0.64 | 11.35 | 36.18% | 3.31 | 309.55 | 25.15% | -0.506 | 0.015 | -0.299 | 0.429 | Login To Trade |
0.420 | -0.288 | 0.015 | 0.420 | 24.66% | 2,060.25 | 17.24 | 29.18% | 7.75 | 490PCR: 0.23 | 14.00 | 39.47% | 4.05 | 320.83 | 25.15% | -0.584 | 0.014 | -0.292 | 0.419 | Login To Trade |
0.399 | -0.279 | 0.014 | 0.352 | 25.15% | 322.88 | 7.92 | 25.44% | 6.25 | 495PCR: 0.39 | 17.80 | 41.70% | 3.08 | 65.60 | 26.12% | -0.642 | 0.013 | -0.291 | 0.401 | Login To Trade |
0.373 | -0.273 | 0.012 | 0.298 | 26.37% | 1,781.45 | 82.12 | 22.22% | 5.20 | 500PCR: 0.03 | 21.50 | 44.10% | 2.50 | 10.25 | 26.12% | -0.709 | 0.012 | -0.267 | 0.368 | Login To Trade |
0.337 | -0.249 | 0.011 | 0.244 | 26.61% | 319.80 | 4.62 | 18.75% | 4.00 | 505PCR: 0.07 | 25.10 | 45.35% | 0.31 | 41.00 | 27.83% | -0.746 | 0.011 | -0.266 | 0.344 | Login To Trade |
0.298 | -0.223 | 0.010 | 0.197 | 26.86% | 316.73 | 9.91 | 15.57% | 2.95 | 510PCR: 0.03 | 29.45 | 47.07% | 0.34 | 5.13 | 26.37% | -0.812 | 0.009 | -0.212 | 0.290 | Login To Trade |
0.256 | -0.191 | 0.008 | 0.155 | 26.86% | 36.90 | 2.67 | 12.49% | 2.30 | 515PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.227 | -0.178 | 0.007 | 0.130 | 28.32% | 320.83 | 10.56 | 10.60% | 1.90 | 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 | -0.151 | 0.006 | 0.103 | 28.32% | 31.78 | 1.61 | 8.51% | 1.40 | 525PCR: 0.03 | 56.10 | 45.11% | 0.05 | 0.00 | 70.31% | -0.672 | 0.005 | -0.758 | 0.388 | Login To Trade |
0.160 | -0.128 | 0.005 | 0.080 | 28.81% | 212.18 | 5.14 | 6.66% | 1.10 | 530PCR: 0.01 | 59.90 | 45.90% | 0.06 | 0.00 | 69.82% | -0.697 | 0.005 | -0.727 | 0.375 | Login To Trade |
0.117 | -0.098 | 0.003 | 0.053 | 30.27% | 92.25 | 5.38 | 4.47% | 0.70 | 540PCR: 0.02 | 58.50 | 49.78% | 0.09 | 1.03 | 38.09% | -0.897 | 0.004 | -0.203 | 0.192 | Login To Trade |
0.081 | -0.070 | 0.002 | 0.034 | 31.25% | 33.83 | 5.88 | 2.85% | 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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