Delhivery - Statistics
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Span Margin Calculator
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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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 | 0.20 | 99.00% | 64.50 | 240PCR: 6.15 | 0.50 | 3.79% | 1.22 | 1.53 | 52.73% | -0.029 | 0.002 | -0.057 | 0.052 | Login To Trade |
0.010 | -0.007 | 0.001 | 0.996 | 31.25% | 3.05 | 0.40 | 48.40% | 57.30 | 250PCR: 4.04 | 0.90 | 6.09% | 1.60 | 50.33 | 50.78% | -0.050 | 0.003 | -0.085 | 0.081 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 39.80 | 255PCR: 5.00 | 1.45 | 8.71% | 0.15 | 0.00 | 52.73% | -0.073 | 0.003 | -0.120 | 0.110 | Login To Trade |
0.033 | -0.021 | 0.002 | 0.983 | 31.25% | 0.00 | 0.11 | 48.08% | 47.50 | 260PCR: 25.71 | 1.35 | 8.96% | 2.75 | 54.90 | 47.85% | -0.077 | 0.004 | -0.114 | 0.114 | Login To Trade |
0.159 | -0.150 | 0.006 | 0.879 | 45.41% | 0.00 | 0.73 | 45.19% | 39.55 | 270PCR: 3.42 | 2.20 | 12.78% | 2.50 | 62.53 | 44.92% | -0.119 | 0.006 | -0.146 | 0.157 | Login To Trade |
0.138 | -0.101 | 0.006 | 0.900 | 35.16% | 0.00 | 0.41 | 46.20% | 33.90 | 275PCR: 1.04 | 2.95 | 15.73% | 0.43 | 18.30 | 44.92% | -0.152 | 0.007 | -0.174 | 0.186 | Login To Trade |
0.193 | -0.155 | 0.008 | 0.839 | 38.57% | 50.33 | 1.31 | 44.52% | 30.00 | 280PCR: 2.69 | 3.60 | 18.23% | 3.52 | 106.75 | 42.97% | -0.184 | 0.008 | -0.188 | 0.210 | Login To Trade |
0.236 | -0.206 | 0.009 | 0.776 | 41.99% | 21.35 | 0.44 | 42.46% | 27.05 | 285PCR: 1.69 | 4.65 | 21.36% | 0.75 | 61.00 | 42.48% | -0.226 | 0.009 | -0.210 | 0.237 | Login To Trade |
0.260 | -0.217 | 0.011 | 0.731 | 40.04% | 61.00 | 1.33 | 41.19% | 22.75 | 290PCR: 1.63 | 5.90 | 24.69% | 2.17 | 79.30 | 41.50% | -0.275 | 0.010 | -0.227 | 0.263 | Login To Trade |
0.283 | -0.233 | 0.011 | 0.677 | 39.55% | 30.50 | 0.67 | 39.32% | 19.45 | 295PCR: 1.52 | 7.25 | 27.98% | 1.02 | 91.50 | 41.02% | -0.327 | 0.011 | -0.243 | 0.285 | Login To Trade |
0.302 | -0.255 | 0.012 | 0.614 | 40.53% | 239.43 | 5.32 | 36.86% | 16.95 | 300PCR: 1.91 | 9.10 | 31.46% | 10.14 | 974.48 | 40.04% | -0.388 | 0.012 | -0.252 | 0.302 | Login To Trade |
0.312 | -0.263 | 0.012 | 0.552 | 40.53% | 312.63 | 1.83 | 34.26% | 14.00 | 305PCR: 1.06 | 11.20 | 34.51% | 1.94 | 244.00 | 39.55% | -0.448 | 0.013 | -0.257 | 0.312 | Login To Trade |
0.314 | -0.265 | 0.013 | 0.487 | 40.53% | 413.28 | 5.03 | 31.38% | 11.45 | 310PCR: 0.38 | 13.75 | 37.62% | 1.94 | 134.20 | 39.06% | -0.515 | 0.013 | -0.256 | 0.314 | Login To Trade |
0.309 | -0.258 | 0.012 | 0.427 | 40.04% | 97.60 | 1.33 | 28.45% | 9.30 | 315PCR: 0.51 | 16.55 | 40.20% | 0.67 | 32.03 | 39.06% | -0.576 | 0.013 | -0.251 | 0.309 | Login To Trade |
0.297 | -0.246 | 0.012 | 0.368 | 39.79% | 767.08 | 4.44 | 25.24% | 7.45 | 320PCR: 0.09 | 19.90 | 42.60% | 0.38 | 15.25 | 39.06% | -0.638 | 0.012 | -0.240 | 0.295 | Login To Trade |
0.276 | -0.222 | 0.011 | 0.305 | 38.57% | 216.55 | 0.72 | 21.72% | 5.60 | 325PCR: 0.40 | 23.40 | 44.42% | 0.29 | 7.63 | 39.55% | -0.690 | 0.011 | -0.229 | 0.278 | Login To Trade |
0.254 | -0.209 | 0.010 | 0.257 | 39.55% | 420.90 | 8.16 | 18.72% | 4.55 | 330PCR: 0.03 | 27.95 | 45.77% | 0.24 | 6.10 | 41.99% | -0.728 | 0.010 | -0.229 | 0.261 | Login To Trade |
0.223 | -0.177 | 0.009 | 0.204 | 38.09% | 19.83 | 0.18 | 15.24% | 3.30 | 335PCR: 0.25 | 31.10 | 47.39% | 0.05 | 10.68 | 39.55% | -0.786 | 0.009 | -0.189 | 0.230 | Login To Trade |
0.201 | -0.166 | 0.008 | 0.172 | 39.55% | 393.45 | 4.76 | 12.98% | 2.75 | 340PCR: 0.02 | 36.00 | 48.18% | 0.08 | 4.58 | 42.24% | -0.810 | 0.008 | -0.188 | 0.213 | Login To Trade |
0.147 | -0.121 | 0.006 | 0.109 | 39.55% | 179.95 | 0.84 | 8.42% | 1.55 | 350PCR: 0.22 | 45.00 | 49.59% | 0.18 | 4.58 | 43.95% | -0.864 | 0.006 | -0.158 | 0.172 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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