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% | 202.55 | 880PCR: 1.33 | 0.10 | 0.25% | 0.02 | 0.00 | 78.13% | -0.002 | 0.000 | -0.063 | 0.008 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 170.00 | 920PCR: 6.00 | 1.15 | 3.00% | 0.03 | 0.00 | 92.77% | -0.024 | 0.001 | -0.687 | 0.076 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 114.25 | 960PCR: 8.00 | 0.15 | 0.64% | 0.08 | 0.00 | 58.59% | -0.005 | 0.000 | -0.120 | 0.021 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 91.20 | 980PCR: 15.60 | 0.45 | 1.63% | 0.39 | 35.50 | 60.55% | -0.014 | 0.000 | -0.286 | 0.047 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.20 | 99.00% | 119.40 | 1,000PCR: 3.53 | 0.40 | 1.64% | 0.71 | 30.00 | 52.73% | -0.014 | 0.001 | -0.255 | 0.048 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.18 | 99.00% | 89.20 | 1,020PCR: 3.14 | 0.40 | 2.03% | 0.57 | 65.50 | 46.88% | -0.018 | 0.001 | -0.278 | 0.059 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.07 | 99.00% | 68.00 | 1,040PCR: 5.21 | 0.70 | 3.15% | 0.37 | 36.00 | 42.97% | -0.029 | 0.001 | -0.380 | 0.088 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 15.00 | 0.49 | 99.00% | 79.30 | 1,060PCR: 1.67 | 0.65 | 3.45% | 0.82 | 108.50 | 35.16% | -0.033 | 0.002 | -0.343 | 0.097 | Login To Trade |
0.122 | -0.346 | 0.002 | 0.957 | 28.32% | 69.50 | 0.74 | 48.65% | 63.25 | 1,080PCR: 2.36 | 0.80 | 4.97% | 1.75 | 252.50 | 29.30% | -0.048 | 0.003 | -0.394 | 0.134 | Login To Trade |
0.095 | -0.167 | 0.003 | 0.968 | 17.58% | 753.00 | 0.55 | 49.08% | 42.90 | 1,100PCR: 4.15 | 1.45 | 9.11% | 2.28 | 631.00 | 24.90% | -0.094 | 0.005 | -0.557 | 0.224 | Login To Trade |
0.353 | -0.673 | 0.010 | 0.818 | 19.04% | 1,328.00 | 0.61 | 45.65% | 26.25 | 1,120PCR: 2.00 | 3.45 | 18.28% | 1.21 | 804.00 | 21.48% | -0.210 | 0.010 | -0.828 | 0.385 | Login To Trade |
0.532 | -1.092 | 0.015 | 0.508 | 20.51% | 4,076.00 | 3.21 | 34.22% | 11.35 | 1,140PCR: 0.28 | 9.40 | 33.04% | 0.89 | 481.00 | 20.02% | -0.457 | 0.015 | -1.062 | 0.530 | Login To Trade |
0.452 | -0.994 | 0.011 | 0.283 | 21.97% | 1,460.00 | 3.34 | 22.08% | 5.00 | 1,160PCR: 0.17 | 24.25 | 42.69% | 0.56 | 337.00 | 25.76% | -0.687 | 0.010 | -1.221 | 0.474 | Login To Trade |
0.287 | -0.701 | 0.007 | 0.133 | 24.41% | 574.50 | 1.26 | 11.38% | 2.30 | 1,180PCR: 0.14 | 44.55 | 45.28% | 0.18 | 9.00 | 38.09% | -0.758 | 0.006 | -1.590 | 0.417 | Login To Trade |
0.203 | -0.606 | 0.004 | 0.083 | 29.79% | 545.50 | 3.61 | 7.24% | 1.50 | 1,200PCR: 0.06 | 61.45 | 47.86% | 0.23 | 12.50 | 39.55% | -0.850 | 0.004 | -1.234 | 0.312 | Login To Trade |
0.127 | -0.417 | 0.002 | 0.045 | 32.71% | 142.00 | 0.53 | 4.02% | 0.80 | 1,220PCR: 0.09 | 83.50 | 47.96% | 0.05 | 1.50 | 54.93% | -0.838 | 0.003 | -1.800 | 0.328 | Login To Trade |
0.103 | -0.393 | 0.002 | 0.035 | 38.09% | 37.00 | 0.30 | 3.08% | 0.65 | 1,240PCR: 0.36 | 104.55 | 48.36% | 0.11 | 2.50 | 66.89% | -0.843 | 0.003 | -2.152 | 0.322 | Login To Trade |
0.059 | -0.272 | 0.001 | 0.018 | 45.90% | 0.50 | 0.11 | 1.55% | 0.40 | 1,280PCR: 0.86 | 142.75 | 49.70% | 0.09 | 6.00 | 76.66% | -0.889 | 0.002 | -1.942 | 0.253 | Login To Trade |
0.030 | -0.154 | 0.000 | 0.008 | 50.78% | 2.50 | 0.21 | 0.70% | 0.20 | 1,320PCR: 0.31 | 192.45 | 49.26% | 0.07 | 1.50 | 124.27% | -0.821 | 0.002 | -4.344 | 0.350 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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