360 One Wam - Statistics
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% | 3.00 | 0.02 | 99.00% | 171.70 | 960PCR: 0.00 | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.660 | -1.330 | 0.001 | 0.829 | 76.54% | 0.00 | 0.02 | 42.62% | 179.20 | 980PCR: 1.25 | 1.50 | 4.29% | 0.03 | 1.00 | 37.60% | -0.037 | 0.001 | -0.208 | 0.210 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 100.35 | 1,000PCR: 14.14 | 1.95 | 5.61% | 0.50 | 14.50 | 35.64% | -0.050 | 0.001 | -0.251 | 0.268 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,020PCR: -- | 2.80 | 7.53% | 0.44 | 43.50 | 33.69% | -0.070 | 0.002 | -0.308 | 0.348 | Login To Trade |
0.690 | -0.856 | 0.002 | 0.817 | 47.12% | 0.00 | 0.04 | 43.70% | 112.30 | 1,040PCR: 16.13 | 3.80 | 9.93% | 0.65 | 60.00 | 31.49% | -0.096 | 0.002 | -0.366 | 0.442 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 2.00 | 0.01 | 99.00% | 77.10 | 1,060PCR: 480.00 | 5.50 | 13.45% | 2.40 | 41.00 | 29.79% | -0.136 | 0.003 | -0.445 | 0.568 | Login To Trade |
0.759 | -0.622 | 0.004 | 0.785 | 31.13% | 3.50 | 0.11 | 43.56% | 69.70 | 1,080PCR: 4.45 | 9.50 | 19.15% | 0.49 | 93.50 | 30.15% | -0.208 | 0.004 | -0.592 | 0.745 | Login To Trade |
0.858 | -0.596 | 0.005 | 0.731 | 26.37% | 67.00 | 0.36 | 42.13% | 51.00 | 1,100PCR: 1.89 | 12.50 | 23.70% | 0.68 | 129.00 | 27.34% | -0.276 | 0.005 | -0.625 | 0.869 | Login To Trade |
0.986 | -0.681 | 0.006 | 0.624 | 26.25% | 359.00 | 0.64 | 38.33% | 37.75 | 1,120PCR: 1.10 | 19.20 | 29.93% | 0.70 | 75.00 | 27.10% | -0.379 | 0.005 | -0.705 | 0.989 | Login To Trade |
1.037 | -0.706 | 0.006 | 0.508 | 25.88% | 579.50 | 1.79 | 33.45% | 26.50 | 1,140PCR: 0.54 | 27.60 | 35.62% | 0.97 | 72.50 | 26.37% | -0.491 | 0.006 | -0.719 | 1.037 | Login To Trade |
1.000 | -0.687 | 0.006 | 0.393 | 26.12% | 281.00 | 1.53 | 27.68% | 18.25 | 1,160PCR: 0.25 | 38.55 | 40.51% | 0.38 | 10.00 | 25.82% | -0.608 | 0.006 | -0.678 | 0.999 | Login To Trade |
0.877 | -0.583 | 0.005 | 0.281 | 25.27% | 100.50 | 0.91 | 21.21% | 11.80 | 1,180PCR: 0.36 | 84.40 | 41.09% | 0.33 | 0.00 | 58.78% | -0.577 | 0.003 | -1.574 | 1.018 | Login To Trade |
0.719 | -0.485 | 0.004 | 0.196 | 25.63% | 469.00 | 3.19 | 15.50% | 7.05 | 1,200PCR: 0.17 | 74.25 | 45.35% | 0.56 | 22.50 | 33.94% | -0.736 | 0.004 | -0.759 | 0.850 | Login To Trade |
0.545 | -0.370 | 0.003 | 0.129 | 25.76% | 74.50 | 0.86 | 10.55% | 4.20 | 1,220PCR: 0.05 | 70.00 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.409 | -0.287 | 0.002 | 0.086 | 26.61% | 119.00 | 3.53 | 7.23% | 2.65 | 1,240PCR: 0.01 | 99.00 | 99.00% | 0.02 | 0.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.311 | -0.228 | 0.002 | 0.060 | 27.83% | 38.00 | 0.47 | 5.06% | 1.85 | 1,260PCR: 0.03 | 124.15 | 49.66% | 0.02 | 0.00 | 33.45% | -0.899 | 0.002 | -0.405 | 0.461 | Login To Trade |
0.205 | -0.150 | 0.001 | 0.036 | 27.83% | 25.00 | 0.59 | 3.03% | 1.00 | 1,280PCR: 0.02 | 137.00 | 99.00% | 0.01 | 0.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.160 | -0.138 | 0.001 | 0.027 | 32.71% | 9.00 | 1.12 | 2.18% | 0.85 | 1,320PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.161 | -0.167 | 0.001 | 0.027 | 39.55% | 0.00 | 0.01 | 2.12% | 1.00 | 1,360PCR: 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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