Laurus Labs - 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 | 0.17 | 99.00% | 170.00 | 820PCR: 1.65 | 0.50 | 1.67% | 0.28 | 0.00 | 40.04% | -0.013 | 0.000 | -0.072 | 0.090 | Login To Trade |
0.412 | -0.489 | 0.001 | 0.917 | 59.33% | 0.00 | 0.12 | 45.30% | 195.50 | 840PCR: 11.79 | 0.55 | 1.89% | 1.40 | 3.40 | 36.62% | -0.015 | 0.000 | -0.075 | 0.103 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.65 | 99.00% | 126.00 | 860PCR: 1.42 | 0.70 | 2.35% | 0.93 | 0.85 | 34.18% | -0.019 | 0.001 | -0.087 | 0.127 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.07 | 99.00% | 117.00 | 870PCR: 6.13 | 0.80 | 2.87% | 0.42 | 0.00 | 33.20% | -0.024 | 0.001 | -0.101 | 0.152 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.12 | 99.00% | 138.45 | 880PCR: 7.86 | 1.00 | 3.39% | 0.94 | 29.75 | 32.23% | -0.029 | 0.001 | -0.115 | 0.178 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 109.00 | 890PCR: 21.50 | 1.50 | 4.64% | 0.37 | 0.00 | 32.71% | -0.040 | 0.001 | -0.153 | 0.234 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.94 | 99.00% | 114.00 | 900PCR: 2.28 | 1.20 | 4.22% | 2.13 | 73.95 | 29.30% | -0.037 | 0.001 | -0.128 | 0.218 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 114.00 | 910PCR: 38.00 | 2.35 | 6.80% | 0.32 | 0.00 | 31.25% | -0.062 | 0.001 | -0.205 | 0.328 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.10 | 99.00% | 105.00 | 920PCR: 14.92 | 1.95 | 6.30% | 1.52 | 22.95 | 27.83% | -0.058 | 0.002 | -0.173 | 0.311 | Login To Trade |
0.589 | -0.434 | 0.002 | 0.864 | 36.87% | 0.85 | 1.23 | 45.22% | 106.15 | 930PCR: 2.05 | 2.35 | 7.49% | 2.52 | 45.05 | 26.86% | -0.070 | 0.002 | -0.195 | 0.362 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.48 | 99.00% | 84.00 | 940PCR: 2.98 | 3.10 | 9.48% | 1.42 | 36.55 | 26.61% | -0.091 | 0.002 | -0.235 | 0.441 | Login To Trade |
0.085 | -0.023 | 0.001 | 0.988 | 13.67% | 0.00 | 1.80 | 49.12% | 79.15 | 950PCR: 1.29 | 3.90 | 11.39% | 2.33 | 83.30 | 25.88% | -0.113 | 0.003 | -0.266 | 0.515 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.56 | 99.00% | 65.95 | 960PCR: 3.65 | 4.90 | 13.58% | 2.05 | 141.95 | 25.15% | -0.138 | 0.003 | -0.299 | 0.595 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.71 | 99.00% | 55.95 | 970PCR: 2.25 | 6.40 | 16.35% | 1.59 | 149.60 | 24.78% | -0.173 | 0.004 | -0.341 | 0.689 | Login To Trade |
0.814 | -0.427 | 0.004 | 0.772 | 26.25% | 24.65 | 2.78 | 43.21% | 58.70 | 980PCR: 0.81 | 8.30 | 19.49% | 2.26 | 171.70 | 24.54% | -0.214 | 0.004 | -0.385 | 0.785 | Login To Trade |
0.908 | -0.493 | 0.005 | 0.719 | 27.16% | 28.05 | 2.52 | 41.47% | 52.25 | 990PCR: 1.12 | 10.60 | 22.68% | 2.82 | 88.40 | 24.17% | -0.260 | 0.005 | -0.422 | 0.874 | Login To Trade |
0.959 | -0.470 | 0.005 | 0.683 | 24.54% | 379.95 | 7.67 | 40.39% | 43.05 | 1,000PCR: 0.99 | 13.65 | 26.05% | 7.59 | 528.70 | 23.80% | -0.313 | 0.005 | -0.454 | 0.953 | Login To Trade |
1.021 | -0.505 | 0.006 | 0.626 | 24.72% | 283.90 | 1.48 | 38.25% | 36.90 | 1,010PCR: 1.05 | 17.05 | 29.45% | 1.56 | 226.95 | 23.62% | -0.370 | 0.006 | -0.480 | 1.017 | Login To Trade |
1.059 | -0.509 | 0.006 | 0.568 | 24.05% | 856.80 | 5.30 | 35.94% | 30.50 | 1,020PCR: 0.54 | 21.00 | 32.69% | 2.87 | 308.55 | 23.44% | -0.432 | 0.006 | -0.496 | 1.058 | Login To Trade |
1.074 | -0.517 | 0.006 | 0.506 | 24.05% | 807.50 | 6.48 | 33.27% | 25.30 | 1,030PCR: 0.50 | 25.70 | 35.77% | 3.23 | 155.55 | 23.25% | -0.495 | 0.006 | -0.500 | 1.074 | Login To Trade |
1.064 | -0.508 | 0.006 | 0.445 | 23.86% | 590.75 | 5.77 | 30.28% | 20.65 | 1,040PCR: 0.13 | 31.25 | 38.55% | 0.72 | 45.05 | 23.44% | -0.557 | 0.006 | -0.498 | 1.063 | Login To Trade |
1.030 | -0.495 | 0.006 | 0.386 | 24.05% | 504.90 | 5.53 | 27.20% | 16.95 | 1,050PCR: 0.13 | 44.40 | 40.10% | 0.71 | 0.00 | 30.27% | -0.585 | 0.005 | -0.636 | 1.050 | Login To Trade |
0.975 | -0.469 | 0.006 | 0.330 | 24.05% | 321.30 | 2.75 | 24.02% | 13.20 | 1,060PCR: 0.15 | 43.50 | 43.11% | 0.42 | 4.25 | 22.95% | -0.679 | 0.006 | -0.443 | 0.965 | Login To Trade |
0.903 | -0.434 | 0.005 | 0.278 | 24.05% | 100.30 | 1.09 | 20.87% | 10.75 | 1,070PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.816 | -0.391 | 0.005 | 0.229 | 23.93% | 208.25 | 2.87 | 17.70% | 8.35 | 1,080PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.730 | -0.353 | 0.004 | 0.190 | 24.17% | 49.30 | 1.44 | 14.98% | 6.60 | 1,090PCR: 0.01 | 70.30 | 46.46% | 0.01 | 0.00 | 27.71% | -0.776 | 0.004 | -0.447 | 0.806 | Login To Trade |
0.644 | -0.314 | 0.004 | 0.156 | 24.41% | 290.70 | 9.68 | 12.51% | 5.20 | 1,100PCR: 0.02 | 73.65 | 49.08% | 0.22 | 3.40 | 20.02% | -0.894 | 0.003 | -0.198 | 0.493 | Login To Trade |
0.564 | -0.279 | 0.003 | 0.128 | 24.78% | 175.95 | 1.63 | 10.41% | 4.15 | 1,110PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.465 | -0.227 | 0.003 | 0.098 | 24.41% | 75.65 | 2.75 | 8.07% | 3.00 | 1,120PCR: 0.01 | 102.90 | 47.38% | 0.02 | 0.00 | 38.33% | -0.787 | 0.003 | -0.601 | 0.783 | Login To Trade |
0.329 | -0.164 | 0.002 | 0.062 | 24.90% | 90.95 | 2.91 | 5.18% | 1.75 | 1,140PCR: 0.00 | 159.40 | 45.46% | 0.01 | 0.00 | 83.01% | -0.641 | 0.002 | -1.671 | 1.006 | Login To Trade |
0.238 | -0.123 | 0.001 | 0.041 | 25.88% | 22.95 | 1.96 | 3.45% | 1.15 | 1,160PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.175 | -0.094 | 0.001 | 0.028 | 26.86% | 0.00 | 0.30 | 2.35% | 0.75 | 1,180PCR: 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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