Aditya Birla Capital - 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 | 2.51 | 99.00% | 98.25 | 260PCR: 0.27 | 0.10 | 0.88% | 0.68 | 0.00 | 50.78% | -0.006 | 0.000 | -0.017 | 0.016 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.25 | 99.00% | 64.00 | 280PCR: 8.38 | 0.10 | 0.83% | 2.08 | 40.30 | 39.06% | -0.006 | 0.001 | -0.013 | 0.017 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.16 | 99.00% | 56.90 | 285PCR: 1.00 | 0.10 | 1.34% | 0.16 | 9.30 | 39.06% | -0.010 | 0.001 | -0.020 | 0.026 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 5.61 | 99.00% | 56.65 | 290PCR: 1.04 | 0.15 | 1.50% | 5.83 | 18.60 | 37.11% | -0.012 | 0.001 | -0.022 | 0.029 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.15 | 99.00% | 52.55 | 295PCR: 1.11 | 0.10 | 0.89% | 1.27 | 12.40 | 31.25% | -0.007 | 0.001 | -0.012 | 0.019 | Login To Trade |
0.071 | -0.056 | 0.002 | 0.966 | 39.06% | 6.20 | 4.15 | 47.42% | 60.00 | 300PCR: 1.32 | 0.20 | 2.04% | 5.49 | 111.60 | 33.20% | -0.017 | 0.001 | -0.026 | 0.039 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 32.70 | 305PCR: 49.00 | 0.25 | 2.39% | 1.52 | 9.30 | 31.25% | -0.020 | 0.002 | -0.029 | 0.046 | Login To Trade |
0.068 | -0.042 | 0.002 | 0.968 | 31.25% | 3.10 | 0.59 | 47.83% | 49.90 | 310PCR: 9.32 | 0.30 | 2.83% | 5.49 | 142.60 | 29.30% | -0.024 | 0.002 | -0.032 | 0.054 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 12.40 | 0.34 | 99.00% | 42.65 | 315PCR: 9.91 | 0.35 | 3.39% | 3.38 | 198.40 | 27.34% | -0.030 | 0.003 | -0.035 | 0.064 | Login To Trade |
0.103 | -0.058 | 0.004 | 0.946 | 28.32% | 46.50 | 2.54 | 47.63% | 40.10 | 320PCR: 4.45 | 0.55 | 5.32% | 11.32 | 1,162.50 | 27.34% | -0.048 | 0.004 | -0.052 | 0.094 | Login To Trade |
0.132 | -0.072 | 0.005 | 0.926 | 27.34% | 31.00 | 1.27 | 47.26% | 35.35 | 325PCR: 6.07 | 0.75 | 7.37% | 7.72 | 1,221.40 | 26.37% | -0.069 | 0.005 | -0.066 | 0.125 | Login To Trade |
0.162 | -0.084 | 0.007 | 0.903 | 25.88% | 204.60 | 5.43 | 46.77% | 30.65 | 330PCR: 2.82 | 1.20 | 10.40% | 15.28 | 2,188.60 | 26.37% | -0.101 | 0.007 | -0.088 | 0.166 | Login To Trade |
0.206 | -0.105 | 0.009 | 0.863 | 25.39% | 62.00 | 3.81 | 45.77% | 26.25 | 335PCR: 2.91 | 1.70 | 13.45% | 11.10 | 1,695.70 | 25.39% | -0.137 | 0.009 | -0.105 | 0.206 | Login To Trade |
0.257 | -0.130 | 0.011 | 0.808 | 25.39% | 669.60 | 9.21 | 44.28% | 22.15 | 340PCR: 1.76 | 2.55 | 17.65% | 16.18 | 2,824.10 | 25.15% | -0.189 | 0.011 | -0.128 | 0.255 | Login To Trade |
0.301 | -0.150 | 0.014 | 0.747 | 24.90% | 700.60 | 4.53 | 42.48% | 18.20 | 345PCR: 2.21 | 3.70 | 22.23% | 9.98 | 1,810.40 | 24.90% | -0.253 | 0.014 | -0.150 | 0.301 | Login To Trade |
0.340 | -0.169 | 0.015 | 0.671 | 24.90% | 4,690.30 | 14.82 | 40.02% | 14.70 | 350PCR: 1.05 | 5.10 | 26.86% | 15.56 | 4,085.80 | 24.41% | -0.326 | 0.016 | -0.166 | 0.339 | Login To Trade |
0.366 | -0.180 | 0.017 | 0.590 | 24.66% | 3,335.60 | 7.63 | 36.79% | 11.65 | 355PCR: 0.80 | 7.10 | 31.59% | 6.11 | 2,030.50 | 24.41% | -0.409 | 0.017 | -0.178 | 0.366 | Login To Trade |
0.375 | -0.187 | 0.017 | 0.504 | 24.90% | 10,050.20 | 22.54 | 33.03% | 9.00 | 360PCR: 0.40 | 9.50 | 35.93% | 9.08 | 1,875.50 | 24.41% | -0.496 | 0.017 | -0.183 | 0.375 | Login To Trade |
0.367 | -0.179 | 0.017 | 0.418 | 24.41% | 2,755.90 | 10.32 | 28.90% | 6.75 | 365PCR: 0.42 | 12.30 | 39.60% | 4.31 | 210.80 | 24.66% | -0.580 | 0.017 | -0.181 | 0.368 | Login To Trade |
0.345 | -0.172 | 0.016 | 0.341 | 24.90% | 6,119.40 | 39.37 | 24.62% | 5.30 | 370PCR: 0.04 | 15.60 | 42.60% | 1.40 | 238.70 | 24.90% | -0.659 | 0.016 | -0.172 | 0.345 | Login To Trade |
0.312 | -0.157 | 0.014 | 0.271 | 25.15% | 1,429.10 | 7.84 | 20.40% | 3.80 | 375PCR: 0.04 | 19.40 | 44.79% | 0.28 | 93.00 | 25.39% | -0.726 | 0.014 | -0.159 | 0.313 | Login To Trade |
0.269 | -0.134 | 0.012 | 0.207 | 24.90% | 3,416.20 | 23.41 | 16.11% | 2.65 | 380PCR: 0.04 | 22.55 | 47.29% | 0.90 | 15.50 | 22.46% | -0.820 | 0.012 | -0.111 | 0.247 | Login To Trade |
0.223 | -0.111 | 0.010 | 0.154 | 24.90% | 868.00 | 6.29 | 12.35% | 1.85 | 385PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.184 | -0.094 | 0.008 | 0.117 | 25.39% | 1,748.40 | 21.14 | 9.53% | 1.30 | 390PCR: 0.03 | 33.00 | 48.15% | 0.56 | 0.00 | 30.76% | -0.834 | 0.009 | -0.144 | 0.234 | Login To Trade |
0.120 | -0.063 | 0.005 | 0.065 | 26.37% | 1,140.80 | 7.04 | 5.40% | 0.70 | 400PCR: 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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