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% | 0.00 | 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 |
0.480 | -0.830 | 0.001 | 0.890 | 62.26% | 0.00 | 0.02 | 45.01% | 179.20 | 980PCR: 1.50 | 1.20 | 3.46% | 0.03 | 4.00 | 39.06% | -0.029 | 0.001 | -0.185 | 0.171 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 100.35 | 1,000PCR: 12.43 | 1.30 | 3.94% | 0.44 | 9.00 | 35.16% | -0.034 | 0.001 | -0.190 | 0.195 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,020PCR: -- | 1.55 | 4.94% | 0.42 | 4.50 | 32.23% | -0.044 | 0.001 | -0.214 | 0.240 | Login To Trade |
0.382 | -0.350 | 0.002 | 0.919 | 32.96% | 0.00 | 0.04 | 47.03% | 112.30 | 1,040PCR: 14.50 | 2.45 | 7.37% | 0.58 | 22.00 | 31.01% | -0.069 | 0.002 | -0.292 | 0.339 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 77.10 | 1,060PCR: 458.00 | 3.10 | 9.30% | 2.29 | 31.50 | 27.83% | -0.091 | 0.002 | -0.322 | 0.417 | Login To Trade |
0.200 | -0.087 | 0.002 | 0.964 | 15.63% | 0.00 | 0.11 | 48.71% | 69.70 | 1,080PCR: 3.82 | 4.85 | 13.42% | 0.42 | 25.00 | 26.37% | -0.138 | 0.003 | -0.412 | 0.563 | Login To Trade |
0.769 | -0.584 | 0.004 | 0.773 | 27.34% | 9.50 | 0.36 | 43.44% | 58.55 | 1,100PCR: 1.83 | 9.05 | 20.02% | 0.65 | 24.50 | 26.86% | -0.223 | 0.004 | -0.568 | 0.761 | Login To Trade |
0.896 | -0.602 | 0.006 | 0.693 | 24.17% | 29.00 | 0.58 | 40.97% | 41.60 | 1,120PCR: 1.17 | 13.20 | 26.14% | 0.68 | 5.50 | 25.63% | -0.316 | 0.005 | -0.646 | 0.908 | Login To Trade |
1.002 | -0.666 | 0.006 | 0.570 | 23.93% | 166.50 | 1.75 | 36.27% | 29.60 | 1,140PCR: 0.59 | 19.70 | 32.41% | 1.04 | 36.00 | 23.68% | -0.430 | 0.006 | -0.659 | 1.002 | Login To Trade |
1.006 | -0.655 | 0.007 | 0.438 | 23.44% | 112.00 | 1.47 | 30.20% | 18.95 | 1,160PCR: 0.24 | 30.00 | 38.46% | 0.35 | 9.00 | 23.62% | -0.561 | 0.006 | -0.660 | 1.006 | Login To Trade |
0.904 | -0.586 | 0.006 | 0.313 | 23.32% | 23.50 | 0.89 | 23.30% | 11.70 | 1,180PCR: 0.37 | 84.40 | 40.00% | 0.33 | 0.00 | 65.80% | -0.543 | 0.002 | -1.850 | 1.012 | Login To Trade |
0.738 | -0.483 | 0.005 | 0.211 | 23.56% | 116.00 | 3.17 | 16.69% | 7.05 | 1,200PCR: 0.18 | 74.25 | 43.23% | 0.56 | 0.00 | 42.48% | -0.660 | 0.003 | -1.103 | 0.935 | Login To Trade |
0.559 | -0.374 | 0.004 | 0.137 | 24.05% | 45.00 | 1.07 | 11.29% | 4.15 | 1,220PCR: 0.04 | 70.00 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.387 | -0.260 | 0.003 | 0.082 | 24.17% | 68.00 | 3.56 | 6.96% | 2.25 | 1,240PCR: 0.01 | 99.00 | 47.94% | 0.02 | 0.00 | 35.16% | -0.825 | 0.003 | -0.641 | 0.657 | Login To Trade |
0.302 | -0.219 | 0.002 | 0.059 | 26.12% | 2.00 | 0.47 | 5.05% | 1.65 | 1,260PCR: 0.03 | 124.15 | 47.70% | 0.02 | 0.00 | 47.36% | -0.795 | 0.002 | -0.954 | 0.725 | Login To Trade |
0.197 | -0.144 | 0.001 | 0.035 | 26.37% | 20.00 | 0.57 | 2.98% | 0.90 | 1,280PCR: 0.02 | 137.00 | 49.44% | 0.01 | 0.00 | 40.53% | -0.876 | 0.002 | -0.589 | 0.523 | Login To Trade |
0.148 | -0.129 | 0.001 | 0.025 | 31.25% | 2.50 | 1.10 | 2.07% | 0.70 | 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 |
0.158 | -0.169 | 0.001 | 0.027 | 38.57% | 0.00 | 0.01 | 2.15% | 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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