CDSL - Statistics
Latest CDSL Options
CDSL Futures
F&O Tools
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 | 1,280PCR: -- | 1.00 | 2.23% | 0.08 | 0.00 | 37.11% | -0.018 | 0.000 | -0.134 | 0.181 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,320PCR: -- | 0.85 | 2.11% | 0.08 | 0.00 | 31.25% | -0.018 | 0.000 | -0.111 | 0.178 | Login To Trade |
1.279 | -2.361 | 0.001 | 0.757 | 92.29% | 0.00 | 0.01 | 38.96% | 265.00 | 1,360PCR: 43.00 | 1.75 | 4.02% | 0.41 | 42.75 | 30.03% | -0.035 | 0.001 | -0.190 | 0.317 | Login To Trade |
1.360 | -2.746 | 0.001 | 0.727 | 100.95% | 0.00 | 0.01 | 37.43% | 263.00 | 1,380PCR: 17.00 | 2.45 | 5.29% | 0.24 | 19.00 | 29.30% | -0.047 | 0.001 | -0.237 | 0.404 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 160.10 | 1,400PCR: 326.00 | 3.10 | 6.72% | 3.10 | 175.75 | 27.83% | -0.062 | 0.001 | -0.278 | 0.498 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 132.15 | 1,420PCR: 58.50 | 4.25 | 8.55% | 1.11 | 46.55 | 27.10% | -0.081 | 0.001 | -0.333 | 0.615 | Login To Trade |
1.096 | -0.813 | 0.002 | 0.814 | 37.11% | 0.00 | 0.03 | 43.85% | 139.20 | 1,440PCR: 62.00 | 6.25 | 11.49% | 2.06 | 156.28 | 26.49% | -0.114 | 0.002 | -0.417 | 0.786 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.43 | 0.02 | 99.00% | 100.90 | 1,460PCR: 81.00 | 8.60 | 14.79% | 1.92 | 123.98 | 26.49% | -0.152 | 0.002 | -0.510 | 0.964 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,480PCR: -- | 12.45 | 18.59% | 0.82 | 102.13 | 26.12% | -0.201 | 0.003 | -0.600 | 1.149 | Login To Trade |
1.321 | -0.684 | 0.003 | 0.742 | 25.88% | 209.00 | 2.22 | 42.33% | 82.00 | 1,500PCR: 3.06 | 17.45 | 22.89% | 6.78 | 360.53 | 25.63% | -0.262 | 0.003 | -0.682 | 1.331 | Login To Trade |
1.474 | -0.763 | 0.003 | 0.674 | 25.88% | 75.53 | 0.43 | 40.01% | 67.00 | 1,520PCR: 4.85 | 23.15 | 26.92% | 2.09 | 180.98 | 25.70% | -0.325 | 0.003 | -0.757 | 1.473 | Login To Trade |
1.580 | -0.827 | 0.004 | 0.601 | 26.18% | 803.70 | 1.83 | 37.19% | 55.05 | 1,540PCR: 1.42 | 31.00 | 31.08% | 2.59 | 548.63 | 25.76% | -0.398 | 0.004 | -0.813 | 1.579 | Login To Trade |
1.629 | -0.851 | 0.004 | 0.527 | 26.12% | 931.95 | 3.65 | 34.06% | 43.65 | 1,560PCR: 0.90 | 40.40 | 34.92% | 3.30 | 152.95 | 25.88% | -0.473 | 0.004 | -0.843 | 1.629 | Login To Trade |
1.621 | -0.847 | 0.004 | 0.453 | 26.12% | 572.38 | 2.48 | 30.53% | 35.00 | 1,580PCR: 0.85 | 51.00 | 38.23% | 2.11 | 22.80 | 25.94% | -0.546 | 0.004 | -0.842 | 1.622 | Login To Trade |
1.561 | -0.823 | 0.004 | 0.383 | 26.37% | 1,438.78 | 11.21 | 26.86% | 27.40 | 1,600PCR: 0.48 | 64.45 | 41.21% | 5.32 | 76.48 | 25.63% | -0.622 | 0.004 | -0.798 | 1.556 | Login To Trade |
1.458 | -0.774 | 0.003 | 0.317 | 26.55% | 325.38 | 6.52 | 23.12% | 21.25 | 1,620PCR: 0.23 | 78.00 | 43.57% | 1.48 | 9.98 | 25.88% | -0.688 | 0.003 | -0.750 | 1.448 | Login To Trade |
1.323 | -0.706 | 0.003 | 0.258 | 26.67% | 534.38 | 9.39 | 19.45% | 16.50 | 1,640PCR: 0.28 | 92.55 | 45.42% | 2.65 | 21.38 | 26.49% | -0.743 | 0.003 | -0.699 | 1.319 | Login To Trade |
1.181 | -0.640 | 0.003 | 0.211 | 27.10% | 503.03 | 7.37 | 16.27% | 12.75 | 1,660PCR: 0.22 | 109.00 | 46.76% | 1.65 | 7.13 | 27.28% | -0.788 | 0.003 | -0.648 | 1.187 | Login To Trade |
1.027 | -0.564 | 0.002 | 0.168 | 27.47% | 176.23 | 3.54 | 13.23% | 9.75 | 1,680PCR: 0.11 | 137.70 | 46.36% | 0.38 | 0.00 | 37.35% | -0.753 | 0.002 | -0.964 | 1.291 | Login To Trade |
0.895 | -0.505 | 0.002 | 0.136 | 28.20% | 598.98 | 15.46 | 10.91% | 7.50 | 1,700PCR: 0.21 | 143.50 | 48.82% | 3.28 | 6.18 | 27.83% | -0.866 | 0.002 | -0.492 | 0.884 | Login To Trade |
0.759 | -0.433 | 0.002 | 0.108 | 28.56% | 56.53 | 2.64 | 8.72% | 5.90 | 1,720PCR: 0.10 | 118.60 | 99.00% | 0.25 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.651 | -0.382 | 0.001 | 0.088 | 29.30% | 149.63 | 2.11 | 7.11% | 4.60 | 1,740PCR: 0.03 | 129.40 | 99.00% | 0.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.546 | -0.328 | 0.001 | 0.070 | 30.03% | 82.65 | 1.24 | 5.65% | 3.65 | 1,760PCR: 0.09 | 162.65 | 99.00% | 0.11 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.519 | -0.331 | 0.001 | 0.065 | 31.86% | 0.00 | 0.00 | 5.25% | 3.60 | 1,780PCR: 2.00 | 158.50 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.416 | -0.264 | 0.001 | 0.049 | 31.74% | 130.63 | 6.26 | 3.97% | 2.60 | 1,800PCR: 0.09 | 253.00 | 49.45% | 0.57 | 0.00 | 50.84% | -0.839 | 0.001 | -1.015 | 0.999 | Login To Trade |
0.350 | -0.226 | 0.001 | 0.040 | 32.23% | 9.98 | 1.22 | 3.20% | 2.05 | 1,820PCR: 0.01 | 154.00 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.306 | -0.203 | 0.001 | 0.034 | 33.20% | 18.53 | 1.02 | 2.70% | 1.70 | 1,840PCR: 0.00 | 186.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.201 | -0.136 | 0.000 | 0.020 | 33.69% | 18.05 | 1.43 | 1.62% | 1.05 | 1,880PCR: 0.06 | 247.15 | 99.00% | 0.08 | 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
₹
0
₹
20
By signing up, you agree to receive transaction updates from Upstox.