IEX - Statistics
Latest IEX Options
IEX 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 | 120PCR: -- | 0.16 | 2.92% | 6.90 | 93.75 | 39.06% | -0.024 | 0.004 | -0.017 | 0.021 | Login To Trade |
0.038 | -0.029 | 0.007 | 0.952 | 37.11% | 11.25 | 1.01 | 47.19% | 21.50 | 125PCR: 31.26 | 0.24 | 4.68% | 31.65 | 438.75 | 35.16% | -0.040 | 0.006 | -0.023 | 0.033 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 127.50PCR: -- | 0.31 | 5.97% | 3.56 | 367.50 | 33.20% | -0.053 | 0.009 | -0.028 | 0.041 | Login To Trade |
0.051 | -0.032 | 0.011 | 0.930 | 31.25% | 105.00 | 6.41 | 46.97% | 16.61 | 130PCR: 6.19 | 0.43 | 7.57% | 39.68 | 596.25 | 31.25% | -0.070 | 0.011 | -0.032 | 0.051 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 132.50PCR: -- | 0.55 | 9.74% | 12.83 | 2,666.25 | 29.30% | -0.094 | 0.015 | -0.037 | 0.064 | Login To Trade |
0.071 | -0.036 | 0.019 | 0.891 | 25.39% | 60.00 | 5.06 | 46.34% | 11.76 | 135PCR: 8.69 | 0.75 | 13.30% | 43.99 | 3,885.00 | 28.32% | -0.133 | 0.020 | -0.047 | 0.082 | Login To Trade |
0.129 | -0.116 | 0.020 | 0.719 | 44.92% | 0.00 | 2.81 | 40.38% | 11.88 | 137.50PCR: 4.61 | 1.10 | 17.59% | 12.98 | 468.75 | 27.34% | -0.187 | 0.026 | -0.056 | 0.103 | Login To Trade |
0.123 | -0.065 | 0.032 | 0.746 | 26.37% | 468.75 | 21.83 | 42.53% | 7.75 | 140PCR: 1.85 | 1.60 | 22.60% | 40.31 | 3,896.25 | 26.37% | -0.257 | 0.032 | -0.065 | 0.123 | Login To Trade |
0.141 | -0.074 | 0.036 | 0.656 | 26.37% | 232.50 | 10.28 | 39.49% | 6.03 | 142.50PCR: 1.63 | 2.32 | 27.96% | 16.76 | 1,106.25 | 25.88% | -0.341 | 0.037 | -0.073 | 0.140 | Login To Trade |
0.151 | -0.077 | 0.041 | 0.562 | 25.39% | 3,963.75 | 42.30 | 35.49% | 4.52 | 145PCR: 0.68 | 3.37 | 33.21% | 28.84 | 5,182.50 | 25.88% | -0.439 | 0.040 | -0.078 | 0.151 | Login To Trade |
0.152 | -0.077 | 0.041 | 0.459 | 25.39% | 2,921.25 | 17.21 | 30.77% | 3.30 | 147.50PCR: 0.77 | 4.68 | 37.89% | 13.24 | 1,425.00 | 25.88% | -0.540 | 0.040 | -0.079 | 0.152 | Login To Trade |
0.144 | -0.076 | 0.037 | 0.368 | 26.37% | 12,723.75 | 107.48 | 26.13% | 2.43 | 150PCR: 0.27 | 6.24 | 41.75% | 29.40 | 1,365.00 | 26.37% | -0.632 | 0.037 | -0.076 | 0.144 | Login To Trade |
0.129 | -0.068 | 0.033 | 0.281 | 26.37% | 3,798.75 | 16.76 | 20.97% | 1.68 | 152.50PCR: 0.36 | 7.96 | 44.76% | 6.04 | 157.50 | 25.88% | -0.723 | 0.034 | -0.066 | 0.128 | Login To Trade |
0.109 | -0.058 | 0.028 | 0.207 | 26.37% | 9,453.75 | 63.19 | 16.00% | 1.18 | 155PCR: 0.08 | 9.81 | 47.21% | 5.21 | 146.25 | 25.39% | -0.802 | 0.029 | -0.054 | 0.107 | Login To Trade |
0.092 | -0.050 | 0.023 | 0.157 | 27.34% | 1,676.25 | 12.41 | 12.46% | 0.83 | 157.50PCR: 0.09 | 11.95 | 48.77% | 1.13 | 45.00 | 25.39% | -0.862 | 0.023 | -0.043 | 0.084 | Login To Trade |
0.076 | -0.043 | 0.018 | 0.118 | 28.32% | 7,327.50 | 77.29 | 9.50% | 0.61 | 160PCR: 0.11 | 14.19 | 49.76% | 8.78 | 67.50 | 25.39% | -0.907 | 0.017 | -0.032 | 0.063 | Login To Trade |
0.062 | -0.036 | 0.014 | 0.090 | 29.30% | 1,631.25 | 15.98 | 7.27% | 0.45 | 162.50PCR: 0.02 | 14.30 | 99.00% | 0.38 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.054 | -0.034 | 0.012 | 0.075 | 31.25% | 1,125.00 | 18.30 | 6.10% | 0.35 | 165PCR: 0.17 | 19.00 | 50.70% | 3.15 | 97.50 | 27.34% | -0.951 | 0.010 | -0.021 | 0.039 | Login To Trade |
0.036 | -0.024 | 0.007 | 0.045 | 33.20% | 1,560.00 | 30.34 | 3.63% | 0.23 | 170PCR: 0.50 | 23.00 | 99.00% | 15.26 | 11.25 | 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.