Policybazaar - 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% | 0.65 | 0.02 | 99.00% | 269.20 | 1,400PCR: 14.00 | 9.10 | 10.11% | 0.23 | 20.48 | 54.20% | -0.086 | 0.001 | -0.764 | 0.676 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.98 | 0.00 | 99.00% | 223.75 | 1,440PCR: 40.00 | 12.70 | 12.49% | 0.13 | 8.45 | 51.51% | -0.112 | 0.001 | -0.879 | 0.819 | Login To Trade |
0.636 | -0.526 | 0.001 | 0.920 | 39.67% | 1.95 | 0.02 | 46.48% | 222.60 | 1,460PCR: 7.29 | 15.45 | 14.27% | 0.17 | 17.55 | 51.15% | -0.132 | 0.001 | -0.978 | 0.917 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.33 | 0.00 | 99.00% | 188.35 | 1,480PCR: -- | 22.45 | 17.61% | 0.41 | 1.30 | 54.50% | -0.168 | 0.001 | -1.228 | 1.081 | Login To Trade |
1.066 | -1.050 | 0.001 | 0.835 | 47.30% | 0.33 | 0.06 | 43.94% | 194.70 | 1,500PCR: 14.33 | 21.45 | 17.94% | 0.84 | 97.50 | 49.87% | -0.175 | 0.001 | -1.153 | 1.110 | Login To Trade |
1.030 | -0.854 | 0.001 | 0.844 | 39.79% | 4.23 | 0.08 | 44.57% | 170.90 | 1,520PCR: 1.50 | 26.00 | 20.12% | 0.13 | 13.00 | 49.80% | -0.203 | 0.001 | -1.261 | 1.215 | Login To Trade |
1.158 | -0.954 | 0.002 | 0.812 | 39.55% | 5.20 | 0.07 | 43.71% | 154.60 | 1,540PCR: 2.48 | 29.80 | 22.02% | 0.19 | 20.15 | 48.77% | -0.230 | 0.001 | -1.325 | 1.304 | Login To Trade |
1.429 | -1.554 | 0.002 | 0.727 | 52.19% | 6.50 | 0.35 | 40.34% | 156.55 | 1,560PCR: 1.13 | 37.65 | 24.76% | 0.40 | 42.90 | 50.29% | -0.267 | 0.002 | -1.481 | 1.413 | Login To Trade |
1.474 | -1.443 | 0.002 | 0.709 | 47.00% | 10.40 | 0.11 | 40.02% | 135.55 | 1,580PCR: 1.49 | 44.20 | 26.97% | 0.17 | 42.25 | 50.29% | -0.301 | 0.002 | -1.567 | 1.496 | Login To Trade |
1.563 | -1.610 | 0.002 | 0.666 | 49.44% | 102.70 | 0.54 | 38.36% | 125.75 | 1,600PCR: 4.94 | 49.30 | 28.84% | 2.67 | 206.05 | 48.89% | -0.332 | 0.002 | -1.590 | 1.561 | Login To Trade |
1.621 | -1.645 | 0.002 | 0.631 | 48.71% | 46.15 | 0.16 | 37.06% | 113.65 | 1,620PCR: 3.42 | 57.00 | 31.09% | 0.53 | 39.65 | 49.68% | -0.370 | 0.002 | -1.680 | 1.623 | Login To Trade |
1.668 | -1.716 | 0.002 | 0.593 | 49.38% | 94.90 | 0.31 | 35.50% | 102.40 | 1,640PCR: 0.67 | 65.80 | 32.96% | 0.20 | 47.45 | 48.28% | -0.406 | 0.002 | -1.676 | 1.667 | Login To Trade |
1.698 | -1.723 | 0.002 | 0.556 | 48.71% | 143.65 | 0.55 | 33.95% | 92.00 | 1,660PCR: 0.45 | 77.45 | 35.06% | 0.25 | 32.50 | 50.05% | -0.444 | 0.002 | -1.770 | 1.698 | Login To Trade |
1.713 | -1.740 | 0.002 | 0.518 | 48.77% | 68.58 | 0.32 | 32.25% | 83.50 | 1,680PCR: 0.46 | 85.50 | 36.80% | 0.15 | 17.55 | 49.01% | -0.482 | 0.002 | -1.749 | 1.713 | Login To Trade |
1.713 | -1.758 | 0.002 | 0.481 | 49.26% | 473.53 | 2.12 | 30.49% | 73.80 | 1,700PCR: 0.18 | 96.65 | 38.49% | 0.37 | 14.63 | 48.16% | -0.521 | 0.002 | -1.718 | 1.712 | Login To Trade |
1.698 | -1.747 | 0.002 | 0.444 | 49.38% | 32.83 | 0.20 | 28.69% | 65.30 | 1,720PCR: 0.23 | 115.90 | 39.98% | 0.05 | 7.80 | 53.22% | -0.548 | 0.002 | -1.887 | 1.702 | Login To Trade |
1.669 | -1.717 | 0.002 | 0.408 | 49.38% | 74.75 | 0.43 | 26.85% | 57.80 | 1,740PCR: 0.12 | 120.65 | 41.34% | 0.05 | 6.18 | 52.61% | -0.583 | 0.002 | -1.839 | 1.677 | Login To Trade |
1.626 | -1.658 | 0.002 | 0.372 | 48.95% | 40.63 | 0.31 | 24.93% | 50.50 | 1,760PCR: 0.07 | 136.35 | 42.74% | 0.02 | 5.85 | 50.23% | -0.623 | 0.002 | -1.708 | 1.632 | Login To Trade |
1.510 | -1.539 | 0.002 | 0.307 | 48.95% | 255.78 | 1.18 | 21.18% | 38.75 | 1,800PCR: 0.06 | 161.10 | 44.80% | 0.07 | 5.53 | 52.43% | -0.678 | 0.002 | -1.683 | 1.541 | Login To Trade |
1.349 | -1.355 | 0.002 | 0.244 | 48.22% | 32.83 | 0.31 | 17.38% | 28.25 | 1,840PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.188 | -1.206 | 0.001 | 0.196 | 48.71% | 122.85 | 1.05 | 14.19% | 21.50 | 1,880PCR: 0.04 | 229.80 | 48.04% | 0.04 | 1.95 | 52.37% | -0.784 | 0.001 | -1.372 | 1.258 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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