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 | 780PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.293 | -2.309 | 0.002 | 0.855 | 110.35% | 0.00 | 0.03 | 43.82% | 141.00 | 800PCR: 0.33 | 1.80 | 5.62% | 0.01 | 0.00 | 67.38% | -0.049 | 0.001 | -0.627 | 0.130 | Login To Trade |
0.348 | -2.795 | 0.002 | 0.811 | 112.55% | 0.00 | 0.03 | 42.51% | 125.90 | 820PCR: 1.00 | 0.30 | 1.71% | 0.03 | 0.00 | 42.97% | -0.015 | 0.001 | -0.149 | 0.049 | 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 |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 840PCR: -- | 0.65 | 3.47% | 0.02 | 7.20 | 40.04% | -0.032 | 0.001 | -0.262 | 0.091 | Login To Trade |
0.116 | -0.316 | 0.002 | 0.958 | 38.09% | 0.90 | 0.00 | 48.26% | 80.50 | 850PCR: -- | 0.85 | 4.54% | 0.17 | 26.10 | 38.09% | -0.042 | 0.002 | -0.316 | 0.116 | Login To Trade |
0.398 | -2.443 | 0.003 | 0.762 | 85.94% | 0.00 | 0.05 | 41.84% | 86.05 | 860PCR: 33.40 | 1.00 | 5.48% | 1.50 | 29.70 | 35.16% | -0.052 | 0.002 | -0.344 | 0.137 | Login To Trade |
0.142 | -0.307 | 0.003 | 0.946 | 30.27% | 11.70 | 0.05 | 48.24% | 60.55 | 870PCR: 24.80 | 1.20 | 6.75% | 1.12 | 25.20 | 32.23% | -0.066 | 0.003 | -0.379 | 0.165 | Login To Trade |
0.105 | -0.169 | 0.003 | 0.963 | 22.46% | 8.10 | 0.10 | 48.76% | 50.15 | 880PCR: 17.27 | 1.45 | 8.46% | 1.71 | 66.60 | 29.30% | -0.085 | 0.004 | -0.418 | 0.200 | Login To Trade |
0.450 | -2.162 | 0.004 | 0.697 | 67.26% | 0.00 | 0.08 | 40.21% | 57.25 | 890PCR: 21.56 | 2.00 | 11.24% | 1.75 | 117.00 | 26.86% | -0.117 | 0.006 | -0.485 | 0.253 | Login To Trade |
0.313 | -0.534 | 0.008 | 0.841 | 23.93% | 36.00 | 0.86 | 45.98% | 32.30 | 900PCR: 4.46 | 2.90 | 15.44% | 3.85 | 290.70 | 24.90% | -0.169 | 0.008 | -0.577 | 0.324 | Login To Trade |
0.488 | -1.925 | 0.005 | 0.625 | 55.18% | 0.00 | 0.13 | 37.94% | 38.95 | 910PCR: 6.07 | 4.60 | 21.44% | 0.77 | 121.50 | 23.68% | -0.252 | 0.011 | -0.695 | 0.411 | Login To Trade |
0.480 | -0.737 | 0.013 | 0.643 | 21.48% | 98.10 | 1.01 | 39.68% | 16.55 | 920PCR: 2.22 | 7.10 | 28.65% | 2.24 | 194.40 | 22.22% | -0.371 | 0.013 | -0.771 | 0.486 | Login To Trade |
0.514 | -0.824 | 0.014 | 0.503 | 22.46% | 458.10 | 2.71 | 33.87% | 11.40 | 930PCR: 0.57 | 11.15 | 34.46% | 1.56 | 198.90 | 22.46% | -0.483 | 0.014 | -0.824 | 0.514 | Login To Trade |
0.486 | -0.788 | 0.013 | 0.370 | 22.71% | 673.20 | 4.46 | 27.08% | 6.90 | 940PCR: 0.65 | 17.10 | 40.78% | 2.92 | 180.00 | 22.71% | -0.632 | 0.013 | -0.787 | 0.485 | Login To Trade |
0.415 | -0.687 | 0.011 | 0.256 | 23.19% | 712.80 | 6.16 | 20.17% | 4.55 | 950PCR: 0.49 | 25.05 | 44.51% | 3.02 | 80.10 | 23.68% | -0.740 | 0.011 | -0.706 | 0.417 | Login To Trade |
0.335 | -0.591 | 0.008 | 0.178 | 24.66% | 545.40 | 4.65 | 14.70% | 2.85 | 960PCR: 0.39 | 34.05 | 46.41% | 1.80 | 37.80 | 26.86% | -0.801 | 0.008 | -0.690 | 0.360 | Login To Trade |
0.253 | -0.458 | 0.006 | 0.117 | 25.39% | 262.80 | 4.21 | 10.03% | 1.85 | 970PCR: 0.42 | 42.35 | 48.32% | 1.76 | 16.20 | 25.88% | -0.878 | 0.006 | -0.480 | 0.260 | Login To Trade |
0.193 | -0.371 | 0.004 | 0.081 | 26.86% | 217.80 | 4.77 | 7.06% | 1.30 | 980PCR: 0.34 | 51.55 | 49.30% | 1.62 | 23.40 | 26.86% | -0.919 | 0.004 | -0.371 | 0.193 | Login To Trade |
0.159 | -0.333 | 0.003 | 0.063 | 29.30% | 158.40 | 2.90 | 5.53% | 1.00 | 990PCR: 0.26 | 61.40 | 49.66% | 0.77 | 18.00 | 30.27% | -0.930 | 0.003 | -0.373 | 0.173 | Login To Trade |
0.129 | -0.288 | 0.003 | 0.048 | 31.25% | 409.50 | 7.85 | 4.23% | 0.80 | 1,000PCR: 0.25 | 71.65 | 49.78% | 1.98 | 16.20 | 35.16% | -0.930 | 0.003 | -0.436 | 0.174 | Login To Trade |
0.105 | -0.250 | 0.002 | 0.038 | 33.20% | 44.10 | 3.36 | 3.30% | 0.60 | 1,010PCR: 0.20 | 81.60 | 50.03% | 0.66 | 3.60 | 38.09% | -0.939 | 0.003 | -0.423 | 0.156 | Login To Trade |
0.088 | -0.221 | 0.002 | 0.030 | 35.16% | 122.40 | 6.22 | 2.63% | 0.50 | 1,020PCR: 0.15 | 90.15 | 99.00% | 0.96 | 3.60 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.074 | -0.196 | 0.001 | 0.025 | 37.11% | 75.60 | 1.40 | 2.12% | 0.45 | 1,030PCR: 0.09 | 84.40 | 99.00% | 0.13 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.070 | -0.201 | 0.001 | 0.023 | 40.04% | 53.10 | 1.74 | 1.98% | 0.45 | 1,040PCR: 0.09 | 105.50 | 99.00% | 0.15 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.067 | -0.207 | 0.001 | 0.022 | 42.97% | 116.10 | 3.47 | 1.87% | 0.40 | 1,050PCR: 0.24 | 115.00 | 99.00% | 0.84 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.046 | -0.140 | 0.001 | 0.014 | 42.97% | 26.10 | 0.84 | 1.18% | 0.30 | 1,060PCR: 0.39 | 125.50 | 99.00% | 0.32 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.043 | -0.137 | 0.001 | 0.013 | 44.92% | 0.00 | 0.77 | 1.09% | 0.25 | 1,070PCR: 0.10 | 129.15 | 99.00% | 0.08 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.036 | -0.122 | 0.001 | 0.011 | 46.88% | 0.00 | 1.19 | 0.89% | 0.25 | 1,080PCR: 0.08 | 136.70 | 99.00% | 0.10 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.068 | -0.277 | 0.001 | 0.022 | 56.64% | 0.00 | 0.24 | 1.82% | 0.60 | 1,090PCR: 0.67 | 135.40 | 99.00% | 0.16 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.032 | -0.116 | 0.000 | 0.009 | 50.78% | 4.50 | 1.95 | 0.76% | 0.20 | 1,100PCR: 0.07 | 117.05 | 99.00% | 0.14 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.027 | -0.107 | 0.000 | 0.008 | 54.69% | 0.00 | 1.45 | 0.62% | 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 |
0.024 | -0.101 | 0.000 | 0.007 | 58.59% | 0.00 | 0.81 | 0.53% | 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 |
0.030 | -0.144 | 0.000 | 0.009 | 66.41% | 0.00 | 0.03 | 0.67% | 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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