Power Grid Corp - 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 | ||||||||||||||||||
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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 | |
0.079 | -0.087 | 0.002 | 0.952 | 52.73% | 9.00 | 0.16 | 46.45% | 61.25 | 250PCR: 20.00 | 0.15 | 1.71% | 3.24 | 140.40 | 39.06% | -0.013 | 0.001 | -0.022 | 0.028 | Login To Trade |
0.025 | -0.016 | 0.001 | 0.988 | 31.25% | 10.80 | 0.23 | 48.16% | 50.60 | 260PCR: 13.69 | 0.35 | 3.36% | 3.20 | 54.00 | 37.11% | -0.028 | 0.002 | -0.040 | 0.051 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 265PCR: -- | 0.45 | 4.23% | 0.92 | 23.40 | 35.16% | -0.036 | 0.003 | -0.046 | 0.063 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.05 | 99.00% | 37.00 | 270PCR: 84.33 | 0.70 | 6.27% | 4.55 | 72.00 | 35.16% | -0.056 | 0.004 | -0.065 | 0.089 | Login To Trade |
0.237 | -0.348 | 0.005 | 0.777 | 70.31% | 0.00 | 0.02 | 40.96% | 43.30 | 275PCR: 97.00 | 1.05 | 8.97% | 1.75 | 21.60 | 35.16% | -0.082 | 0.005 | -0.088 | 0.121 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 277.50PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.094 | -0.052 | 0.006 | 0.941 | 26.37% | 10.80 | 0.22 | 47.61% | 31.00 | 280PCR: 24.58 | 1.55 | 11.56% | 5.31 | 160.20 | 34.18% | -0.111 | 0.007 | -0.107 | 0.151 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 282.50PCR: -- | 1.75 | 12.75% | 0.79 | 10.80 | 33.20% | -0.125 | 0.008 | -0.113 | 0.164 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 285PCR: -- | 2.15 | 15.05% | 2.36 | 82.80 | 33.69% | -0.151 | 0.009 | -0.131 | 0.186 | Login To Trade |
0.210 | -0.152 | 0.010 | 0.818 | 34.67% | 1.80 | 0.23 | 44.22% | 25.75 | 287.50PCR: 2.69 | 2.50 | 16.80% | 0.63 | 21.60 | 33.20% | -0.172 | 0.010 | -0.141 | 0.203 | Login To Trade |
0.221 | -0.150 | 0.011 | 0.803 | 32.71% | 36.00 | 0.99 | 43.78% | 23.45 | 290PCR: 8.13 | 2.95 | 18.61% | 8.05 | 343.80 | 32.71% | -0.197 | 0.011 | -0.150 | 0.221 | Login To Trade |
0.234 | -0.152 | 0.012 | 0.783 | 31.25% | 27.00 | 0.13 | 43.25% | 21.20 | 292.50PCR: 7.29 | 3.55 | 20.79% | 0.92 | 48.60 | 32.71% | -0.226 | 0.011 | -0.163 | 0.239 | Login To Trade |
0.253 | -0.166 | 0.013 | 0.749 | 31.49% | 10.80 | 1.71 | 42.27% | 19.35 | 295PCR: 2.48 | 3.95 | 22.60% | 4.25 | 120.60 | 31.74% | -0.252 | 0.013 | -0.168 | 0.254 | Login To Trade |
0.267 | -0.169 | 0.014 | 0.722 | 30.27% | 27.00 | 0.61 | 41.45% | 17.25 | 297.50PCR: 2.91 | 4.55 | 24.70% | 1.78 | 55.80 | 31.25% | -0.284 | 0.014 | -0.176 | 0.270 | Login To Trade |
0.284 | -0.182 | 0.015 | 0.682 | 30.76% | 372.60 | 6.66 | 40.05% | 15.70 | 300PCR: 1.83 | 5.35 | 26.87% | 12.17 | 1,360.80 | 30.76% | -0.320 | 0.015 | -0.182 | 0.285 | Login To Trade |
0.296 | -0.187 | 0.015 | 0.645 | 30.27% | 104.40 | 1.21 | 38.69% | 14.00 | 302.50PCR: 1.78 | 6.10 | 29.02% | 2.14 | 131.40 | 30.52% | -0.355 | 0.015 | -0.189 | 0.296 | Login To Trade |
0.307 | -0.194 | 0.016 | 0.603 | 30.27% | 433.80 | 4.25 | 36.98% | 12.40 | 305PCR: 1.65 | 7.00 | 31.26% | 7.02 | 534.60 | 30.27% | -0.395 | 0.016 | -0.193 | 0.306 | Login To Trade |
0.313 | -0.193 | 0.017 | 0.565 | 29.54% | 412.20 | 1.75 | 35.51% | 10.90 | 307.50PCR: 1.07 | 8.05 | 33.37% | 1.87 | 169.20 | 29.54% | -0.437 | 0.017 | -0.193 | 0.314 | Login To Trade |
0.317 | -0.194 | 0.017 | 0.523 | 29.30% | 4,744.80 | 17.59 | 33.72% | 9.50 | 310PCR: 0.53 | 9.15 | 35.42% | 9.29 | 815.40 | 29.30% | -0.480 | 0.017 | -0.194 | 0.317 | Login To Trade |
0.317 | -0.190 | 0.017 | 0.479 | 28.81% | 369.00 | 2.20 | 31.68% | 8.20 | 312.50PCR: 0.53 | 10.35 | 37.33% | 1.17 | 70.20 | 29.30% | -0.520 | 0.017 | -0.194 | 0.317 | Login To Trade |
0.314 | -0.188 | 0.017 | 0.436 | 28.81% | 991.80 | 13.00 | 29.61% | 7.10 | 315PCR: 0.45 | 11.65 | 39.12% | 5.83 | 189.00 | 28.81% | -0.564 | 0.017 | -0.188 | 0.314 | Login To Trade |
0.305 | -0.177 | 0.017 | 0.390 | 27.83% | 169.20 | 3.94 | 27.15% | 5.90 | 317.50PCR: 0.31 | 12.95 | 40.78% | 1.22 | 64.80 | 27.83% | -0.610 | 0.017 | -0.177 | 0.305 | Login To Trade |
0.294 | -0.171 | 0.017 | 0.349 | 27.83% | 955.80 | 20.65 | 24.91% | 5.05 | 320PCR: 0.77 | 14.55 | 42.39% | 15.80 | 153.00 | 27.83% | -0.651 | 0.017 | -0.171 | 0.294 | Login To Trade |
0.278 | -0.155 | 0.016 | 0.302 | 26.86% | 136.80 | 1.12 | 22.17% | 4.00 | 322.50PCR: 0.18 | 16.70 | 43.51% | 0.20 | 1.80 | 29.30% | -0.681 | 0.015 | -0.174 | 0.284 | Login To Trade |
0.262 | -0.149 | 0.015 | 0.268 | 27.34% | 277.20 | 5.71 | 20.14% | 3.40 | 325PCR: 0.11 | 17.85 | 45.19% | 0.65 | 45.00 | 26.86% | -0.736 | 0.015 | -0.146 | 0.260 | Login To Trade |
0.238 | -0.131 | 0.014 | 0.225 | 26.37% | 126.00 | 1.44 | 17.26% | 2.65 | 327.50PCR: 0.13 | 25.25 | 43.54% | 0.18 | 0.00 | 46.88% | -0.650 | 0.010 | -0.288 | 0.295 | Login To Trade |
0.216 | -0.119 | 0.013 | 0.190 | 26.37% | 3,191.40 | 30.46 | 14.91% | 2.20 | 330PCR: 0.09 | 21.75 | 47.54% | 2.81 | 66.60 | 25.39% | -0.819 | 0.013 | -0.111 | 0.209 | Login To Trade |
0.200 | -0.112 | 0.012 | 0.168 | 26.86% | 68.40 | 1.24 | 13.32% | 1.85 | 332.50PCR: 0.12 | 23.95 | 47.82% | 0.14 | 14.40 | 26.86% | -0.832 | 0.012 | -0.112 | 0.200 | Login To Trade |
0.175 | -0.096 | 0.011 | 0.138 | 26.37% | 174.60 | 3.08 | 11.06% | 1.45 | 335PCR: 0.02 | 28.10 | 46.99% | 0.07 | 0.00 | 36.62% | -0.777 | 0.010 | -0.181 | 0.237 | Login To Trade |
0.143 | -0.082 | 0.008 | 0.103 | 27.34% | 477.00 | 7.36 | 8.48% | 1.00 | 340PCR: 0.40 | 32.70 | 47.86% | 2.97 | 0.00 | 38.57% | -0.808 | 0.009 | -0.175 | 0.218 | Login To Trade |
0.099 | -0.054 | 0.006 | 0.063 | 26.37% | 108.00 | 3.22 | 5.26% | 0.60 | 345PCR: 0.01 | 38.00 | 48.29% | 0.04 | 0.00 | 43.95% | -0.811 | 0.008 | -0.197 | 0.216 | Login To Trade |
0.085 | -0.050 | 0.005 | 0.052 | 28.32% | 320.40 | 8.62 | 4.33% | 0.50 | 350PCR: 0.04 | 44.50 | 48.23% | 0.36 | 0.00 | 53.71% | -0.790 | 0.007 | -0.257 | 0.230 | Login To Trade |
0.069 | -0.042 | 0.004 | 0.040 | 29.30% | 25.20 | 1.35 | 3.32% | 0.35 | 355PCR: 0.03 | 40.00 | 99.00% | 0.04 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.049 | -0.030 | 0.003 | 0.027 | 29.30% | 153.00 | 10.48 | 2.19% | 0.20 | 360PCR: 0.01 | 48.00 | 99.00% | 0.09 | 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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