Angel One - 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 | |
2.107 | -4.801 | 0.000 | 0.762 | 113.92% | 0.00 | 0.00 | 37.89% | 530.00 | 2,200PCR: 205.00 | 3.55 | 4.38% | 0.51 | 23.00 | 37.11% | -0.037 | 0.000 | -0.409 | 0.551 | Login To Trade |
0.957 | -0.764 | 0.001 | 0.926 | 39.92% | 0.00 | 0.00 | 46.54% | 361.75 | 2,250PCR: 120.00 | 5.85 | 6.24% | 0.30 | 51.25 | 35.77% | -0.055 | 0.001 | -0.540 | 0.754 | Login To Trade |
0.617 | -0.346 | 0.001 | 0.958 | 28.08% | 1.75 | 0.02 | 47.82% | 306.75 | 2,300PCR: 119.67 | 8.60 | 8.55% | 1.80 | 205.50 | 34.42% | -0.078 | 0.001 | -0.685 | 0.995 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.25 | 0.00 | 99.00% | 250.10 | 2,350PCR: -- | 13.00 | 11.81% | 0.29 | 58.00 | 33.45% | -0.113 | 0.001 | -0.875 | 1.309 | Login To Trade |
0.248 | -0.071 | 0.000 | 0.986 | 14.40% | 0.75 | 0.00 | 49.04% | 205.00 | 2,400PCR: -- | 19.25 | 15.70% | 3.38 | 277.75 | 32.53% | -0.159 | 0.001 | -1.075 | 1.653 | Login To Trade |
1.049 | -0.361 | 0.001 | 0.916 | 17.21% | 0.50 | 0.00 | 47.54% | 159.10 | 2,450PCR: -- | 28.15 | 20.20% | 0.53 | 107.50 | 31.80% | -0.218 | 0.001 | -1.277 | 2.009 | Login To Trade |
2.335 | -1.432 | 0.002 | 0.710 | 30.67% | 116.50 | 0.77 | 40.96% | 144.70 | 2,500PCR: 3.53 | 41.00 | 25.29% | 2.71 | 393.00 | 31.13% | -0.293 | 0.002 | -1.460 | 2.345 | Login To Trade |
2.595 | -1.587 | 0.002 | 0.620 | 30.58% | 85.75 | 0.38 | 37.67% | 113.00 | 2,550PCR: 1.80 | 58.05 | 30.61% | 0.68 | 116.50 | 30.40% | -0.383 | 0.002 | -1.581 | 2.600 | Login To Trade |
2.714 | -1.673 | 0.002 | 0.521 | 30.82% | 548.50 | 1.78 | 33.50% | 84.70 | 2,600PCR: 1.98 | 80.00 | 35.31% | 3.51 | 501.50 | 30.40% | -0.475 | 0.002 | -1.650 | 2.714 | Login To Trade |
2.672 | -1.649 | 0.002 | 0.427 | 30.85% | 615.00 | 2.21 | 28.97% | 63.15 | 2,650PCR: 0.57 | 108.55 | 39.50% | 1.27 | 145.75 | 30.58% | -0.570 | 0.002 | -1.637 | 2.677 | Login To Trade |
2.493 | -1.534 | 0.002 | 0.339 | 30.76% | 830.00 | 6.48 | 24.12% | 45.10 | 2,700PCR: 0.38 | 140.90 | 42.83% | 2.48 | 62.25 | 30.73% | -0.657 | 0.002 | -1.540 | 2.506 | Login To Trade |
2.227 | -1.395 | 0.002 | 0.264 | 31.31% | 305.00 | 3.89 | 19.56% | 32.60 | 2,750PCR: 0.18 | 175.85 | 45.59% | 0.71 | 17.00 | 30.12% | -0.742 | 0.002 | -1.326 | 2.201 | Login To Trade |
1.915 | -1.218 | 0.001 | 0.202 | 31.80% | 754.75 | 7.09 | 15.39% | 23.10 | 2,800PCR: 0.13 | 218.95 | 48.08% | 0.94 | 7.00 | 27.22% | -0.837 | 0.001 | -0.916 | 1.682 | Login To Trade |
1.607 | -1.036 | 0.001 | 0.152 | 32.23% | 201.00 | 2.45 | 11.91% | 17.20 | 2,850PCR: 0.09 | 254.85 | 49.67% | 0.22 | 2.50 | 25.39% | -0.909 | 0.001 | -0.566 | 1.115 | Login To Trade |
1.347 | -0.906 | 0.001 | 0.118 | 33.63% | 277.00 | 6.64 | 9.29% | 12.60 | 2,900PCR: 0.05 | 312.15 | 49.29% | 0.36 | 2.25 | 35.46% | -0.868 | 0.001 | -1.034 | 1.457 | Login To Trade |
1.084 | -0.741 | 0.001 | 0.088 | 34.18% | 46.25 | 0.62 | 6.95% | 9.05 | 2,950PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.907 | -0.644 | 0.001 | 0.069 | 35.52% | 297.75 | 6.09 | 5.48% | 7.00 | 3,000PCR: 0.01 | 401.00 | 50.88% | 0.09 | 0.00 | 31.98% | -0.951 | 0.001 | -0.444 | 0.694 | Login To Trade |
0.745 | -0.546 | 0.000 | 0.054 | 36.62% | 8.00 | 0.12 | 4.25% | 5.45 | 3,050PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.561 | -0.411 | 0.000 | 0.038 | 36.62% | 26.75 | 0.63 | 2.97% | 3.70 | 3,100PCR: 0.00 | 504.20 | 51.18% | 0.00 | 0.25 | 41.38% | -0.941 | 0.000 | -0.666 | 0.804 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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