Zydus Lifesciences - 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 | 760PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 780PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.253 | -3.369 | 0.002 | 0.850 | 133.06% | 0.00 | 0.03 | 43.62% | 141.00 | 800PCR: 0.33 | 1.80 | 5.66% | 0.01 | 0.00 | 79.10% | -0.049 | 0.001 | -0.875 | 0.111 | Login To Trade |
0.298 | -4.028 | 0.002 | 0.807 | 135.25% | 0.00 | 0.03 | 42.33% | 125.90 | 820PCR: 1.00 | 0.30 | 1.96% | 0.03 | 0.00 | 50.78% | -0.017 | 0.001 | -0.234 | 0.046 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 830PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.111 | -0.583 | 0.002 | 0.951 | 52.73% | 0.00 | 0.03 | 47.90% | 89.75 | 840PCR: 0.67 | 0.65 | 3.50% | 0.02 | 0.00 | 46.88% | -0.032 | 0.001 | -0.365 | 0.078 | Login To Trade |
0.207 | -1.322 | 0.003 | 0.888 | 63.96% | 0.00 | 0.01 | 46.31% | 82.35 | 850PCR: 19.00 | 0.85 | 4.45% | 0.17 | 0.00 | 43.95% | -0.042 | 0.002 | -0.424 | 0.097 | Login To Trade |
0.340 | -3.510 | 0.003 | 0.758 | 103.27% | 0.00 | 0.05 | 41.63% | 86.05 | 860PCR: 34.40 | 0.55 | 3.85% | 1.55 | 29.70 | 37.11% | -0.036 | 0.002 | -0.320 | 0.086 | Login To Trade |
0.182 | -0.780 | 0.004 | 0.906 | 42.97% | 0.00 | 0.05 | 47.25% | 60.55 | 870PCR: 25.00 | 0.50 | 3.90% | 1.13 | 18.00 | 31.25% | -0.037 | 0.002 | -0.276 | 0.088 | Login To Trade |
0.217 | -0.867 | 0.005 | 0.881 | 40.04% | 12.60 | 0.15 | 46.64% | 51.60 | 880PCR: 10.65 | 0.65 | 5.06% | 1.63 | 27.90 | 28.32% | -0.050 | 0.003 | -0.315 | 0.111 | Login To Trade |
0.384 | -3.120 | 0.004 | 0.690 | 81.30% | 0.00 | 0.08 | 39.90% | 57.25 | 890PCR: 21.33 | 0.90 | 7.29% | 1.73 | 26.10 | 24.90% | -0.074 | 0.005 | -0.378 | 0.152 | Login To Trade |
0.179 | -0.367 | 0.007 | 0.908 | 20.51% | 34.20 | 0.83 | 47.82% | 29.90 | 900PCR: 3.97 | 1.40 | 11.06% | 3.29 | 179.10 | 22.95% | -0.117 | 0.008 | -0.489 | 0.213 | Login To Trade |
0.258 | -0.429 | 0.013 | 0.846 | 16.60% | 16.20 | 0.14 | 46.30% | 19.50 | 910PCR: 7.73 | 2.65 | 18.03% | 1.04 | 176.40 | 20.75% | -0.206 | 0.013 | -0.643 | 0.310 | Login To Trade |
0.386 | -0.679 | 0.019 | 0.685 | 17.58% | 51.30 | 0.73 | 41.53% | 12.85 | 920PCR: 3.80 | 4.85 | 26.53% | 2.77 | 341.10 | 20.02% | -0.336 | 0.017 | -0.793 | 0.396 | Login To Trade |
0.432 | -0.833 | 0.019 | 0.467 | 19.29% | 412.20 | 1.61 | 32.36% | 7.40 | 930PCR: 2.65 | 8.95 | 36.69% | 4.27 | 798.30 | 18.31% | -0.536 | 0.020 | -0.790 | 0.432 | Login To Trade |
0.376 | -0.698 | 0.017 | 0.297 | 18.55% | 1,086.30 | 4.28 | 23.08% | 3.85 | 940PCR: 0.59 | 15.30 | 42.70% | 2.50 | 171.00 | 20.02% | -0.689 | 0.016 | -0.769 | 0.384 | Login To Trade |
0.272 | -0.558 | 0.011 | 0.168 | 20.51% | 702.00 | 5.02 | 14.15% | 1.95 | 950PCR: 0.49 | 23.35 | 47.68% | 2.45 | 169.20 | 18.07% | -0.864 | 0.011 | -0.429 | 0.237 | Login To Trade |
0.188 | -0.403 | 0.007 | 0.098 | 21.48% | 366.30 | 3.97 | 8.60% | 1.10 | 960PCR: 0.38 | 31.90 | 48.96% | 1.49 | 20.70 | 20.51% | -0.913 | 0.007 | -0.354 | 0.173 | Login To Trade |
0.120 | -0.282 | 0.004 | 0.055 | 23.44% | 441.90 | 3.66 | 4.95% | 0.60 | 970PCR: 0.48 | 42.20 | 50.08% | 1.76 | 11.70 | 19.53% | -0.973 | 0.003 | -0.133 | 0.068 | Login To Trade |
0.092 | -0.243 | 0.003 | 0.039 | 26.37% | 251.10 | 4.07 | 3.55% | 0.50 | 980PCR: 0.35 | 51.80 | 99.00% | 1.44 | 33.30 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.067 | -0.189 | 0.002 | 0.026 | 28.32% | 129.60 | 2.24 | 2.40% | 0.30 | 990PCR: 0.30 | 55.95 | 99.00% | 0.67 | 11.70 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.059 | -0.185 | 0.002 | 0.023 | 31.25% | 266.40 | 5.62 | 2.06% | 0.25 | 1,000PCR: 0.26 | 73.30 | 49.36% | 1.44 | 59.40 | 47.36% | -0.903 | 0.003 | -0.880 | 0.186 | Login To Trade |
0.042 | -0.140 | 0.001 | 0.015 | 33.20% | 260.10 | 2.23 | 1.38% | 0.20 | 1,010PCR: 0.29 | 78.80 | 99.00% | 0.66 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.034 | -0.118 | 0.001 | 0.012 | 35.16% | 45.00 | 5.27 | 1.05% | 0.20 | 1,020PCR: 0.18 | 90.15 | 99.00% | 0.96 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.034 | -0.132 | 0.001 | 0.012 | 39.06% | 22.50 | 1.03 | 1.05% | 0.15 | 1,030PCR: 0.12 | 84.40 | 99.00% | 0.13 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.035 | -0.151 | 0.001 | 0.013 | 42.97% | 20.70 | 1.51 | 1.09% | 0.20 | 1,040PCR: 0.10 | 105.50 | 99.00% | 0.15 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.002 | -0.005 | 0.000 | 0.000 | 31.25% | 41.40 | 3.09 | 0.03% | 0.05 | 1,050PCR: 0.27 | 117.20 | 99.00% | 0.84 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.025 | -0.118 | 0.001 | 0.009 | 46.88% | 7.20 | 0.79 | 0.73% | 0.10 | 1,060PCR: 0.40 | 125.00 | 99.00% | 0.32 | 2.70 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | -0.001 | 0.000 | 0.000 | 31.25% | 25.20 | 0.62 | 0.00% | 0.05 | 1,070PCR: 0.13 | 129.15 | 99.00% | 0.08 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | -0.000 | 0.000 | 0.000 | 31.25% | 21.60 | 1.09 | 0.00% | 0.05 | 1,080PCR: 0.07 | 146.05 | 99.00% | 0.08 | 3.60 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | -0.000 | 0.000 | 0.000 | 31.25% | 4.50 | 0.19 | 0.00% | 0.05 | 1,090PCR: 0.86 | 154.80 | 99.00% | 0.16 | 2.70 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 31.25% | 34.20 | 1.00 | 0.00% | 0.05 | 1,100PCR: 0.13 | 165.00 | 99.00% | 0.13 | 2.70 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.025 | -0.166 | 0.000 | 0.009 | 66.41% | 0.00 | 1.45 | 0.68% | 0.20 | 1,120PCR: 0.38 | 134.70 | 99.00% | 0.55 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.020 | -0.142 | 0.000 | 0.007 | 70.31% | 0.00 | 0.81 | 0.52% | 0.20 | 1,140PCR: 0.01 | 190.00 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.023 | -0.181 | 0.000 | 0.008 | 78.13% | 0.00 | 0.03 | 0.60% | 0.20 | 1,160PCR: 7.00 | 207.00 | 99.00% | 0.19 | 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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