Mphasis - 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% | 514.00 | 2,300PCR: 64.50 | 0.25 | 0.35% | 0.71 | 4.68 | 35.16% | -0.003 | 0.000 | -0.045 | 0.064 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 449.50 | 2,350PCR: 0.33 | 4.60 | 3.88% | 0.01 | 0.00 | 48.58% | -0.030 | 0.000 | -0.516 | 0.532 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 308.45 | 2,400PCR: 28.00 | 0.50 | 0.73% | 0.23 | 5.78 | 32.23% | -0.006 | 0.000 | -0.082 | 0.128 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,500PCR: -- | 1.35 | 1.89% | 0.39 | 22.55 | 30.52% | -0.016 | 0.000 | -0.187 | 0.306 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 233.70 | 2,550PCR: 118.00 | 1.90 | 2.58% | 0.32 | 55.83 | 28.81% | -0.022 | 0.000 | -0.236 | 0.409 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.44 | 99.00% | 239.05 | 2,600PCR: 2.11 | 2.70 | 3.70% | 0.92 | 65.18 | 27.34% | -0.033 | 0.000 | -0.309 | 0.565 | Login To Trade |
0.521 | -0.237 | 0.000 | 0.970 | 22.71% | 1.93 | 0.06 | 48.34% | 311.20 | 2,650PCR: 5.77 | 4.20 | 5.36% | 0.35 | 38.78 | 26.00% | -0.049 | 0.001 | -0.408 | 0.785 | Login To Trade |
0.837 | -0.368 | 0.001 | 0.947 | 21.97% | 57.48 | 0.17 | 47.95% | 260.75 | 2,700PCR: 4.71 | 6.65 | 7.92% | 0.82 | 89.65 | 24.90% | -0.075 | 0.001 | -0.547 | 1.099 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.29 | 99.00% | 189.70 | 2,750PCR: 4.87 | 10.50 | 11.38% | 1.42 | 181.50 | 23.80% | -0.114 | 0.001 | -0.710 | 1.490 | Login To Trade |
1.857 | -0.799 | 0.001 | 0.844 | 21.51% | 40.15 | 0.61 | 45.54% | 173.00 | 2,800PCR: 2.06 | 17.50 | 16.38% | 1.26 | 160.33 | 23.13% | -0.174 | 0.001 | -0.921 | 1.991 | Login To Trade |
2.487 | -1.135 | 0.002 | 0.745 | 22.83% | 45.65 | 0.51 | 42.58% | 137.00 | 2,850PCR: 1.25 | 28.75 | 22.40% | 0.64 | 123.75 | 22.83% | -0.257 | 0.002 | -1.140 | 2.496 | Login To Trade |
2.895 | -1.331 | 0.002 | 0.640 | 22.98% | 383.63 | 1.11 | 38.92% | 101.70 | 2,900PCR: 0.85 | 43.85 | 28.65% | 0.94 | 260.70 | 22.58% | -0.358 | 0.002 | -1.305 | 2.890 | Login To Trade |
3.080 | -1.400 | 0.002 | 0.530 | 22.74% | 553.85 | 0.56 | 34.40% | 73.45 | 2,950PCR: 1.05 | 65.80 | 34.55% | 0.59 | 213.40 | 22.49% | -0.470 | 0.002 | -1.385 | 3.080 | Login To Trade |
3.023 | -1.378 | 0.002 | 0.418 | 22.80% | 666.05 | 1.58 | 29.00% | 50.80 | 3,000PCR: 0.43 | 92.75 | 39.59% | 0.68 | 116.33 | 22.00% | -0.586 | 0.002 | -1.328 | 3.017 | Login To Trade |
2.741 | -1.238 | 0.002 | 0.313 | 22.58% | 141.08 | 0.48 | 23.08% | 34.00 | 3,050PCR: 0.03 | 125.65 | 43.23% | 0.02 | 4.13 | 23.25% | -0.682 | 0.002 | -1.284 | 2.762 | Login To Trade |
2.337 | -1.070 | 0.002 | 0.228 | 22.89% | 349.53 | 1.67 | 17.65% | 22.70 | 3,100PCR: 0.01 | 198.30 | 43.66% | 0.02 | 0.00 | 36.13% | -0.672 | 0.001 | -2.022 | 2.798 | Login To Trade |
1.848 | -0.846 | 0.001 | 0.155 | 22.89% | 238.15 | 1.50 | 12.56% | 14.00 | 3,150PCR: 0.00 | 359.20 | 42.92% | 0.01 | 0.00 | 79.28% | -0.578 | 0.001 | -4.804 | 3.030 | Login To Trade |
1.393 | -0.648 | 0.001 | 0.103 | 23.25% | 334.13 | 2.08 | 8.58% | 8.35 | 3,200PCR: 0.02 | 279.15 | 46.83% | 0.04 | 0.00 | 38.24% | -0.768 | 0.001 | -1.807 | 2.363 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 3,250PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.709 | -0.339 | 0.001 | 0.043 | 23.93% | 73.15 | 0.94 | 3.64% | 3.20 | 3,300PCR: 0.02 | 338.90 | 99.00% | 0.02 | 2.48 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 3,400PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 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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