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
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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% | 0.00 | 0.00 | 99.00% | 0.00 | 880PCR: -- | 1.20 | 3.02% | 0.01 | 0.00 | 50.78% | -0.024 | 0.001 | -0.193 | 0.137 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 166.00 | 900PCR: 13.00 | 1.70 | 4.29% | 0.20 | 0.00 | 49.80% | -0.035 | 0.001 | -0.260 | 0.188 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 920PCR: -- | 1.00 | 3.16% | 0.01 | 0.00 | 41.02% | -0.026 | 0.001 | -0.169 | 0.148 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.05 | 99.00% | 131.65 | 940PCR: 5.00 | 1.50 | 4.33% | 0.23 | 0.50 | 39.06% | -0.037 | 0.001 | -0.215 | 0.198 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.06 | 99.00% | 112.00 | 960PCR: 2.91 | 2.10 | 5.94% | 0.16 | 5.00 | 37.11% | -0.053 | 0.001 | -0.271 | 0.263 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.05 | 99.00% | 105.50 | 980PCR: 7.40 | 2.95 | 8.12% | 0.37 | 2.50 | 35.16% | -0.075 | 0.002 | -0.337 | 0.345 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.18 | 99.00% | 89.10 | 1,000PCR: 3.06 | 4.40 | 11.13% | 0.54 | 10.00 | 33.45% | -0.108 | 0.002 | -0.420 | 0.452 | Login To Trade |
0.687 | -0.757 | 0.003 | 0.796 | 39.67% | 1.00 | 0.24 | 43.53% | 84.50 | 1,020PCR: 2.30 | 6.25 | 14.89% | 0.54 | 9.00 | 31.49% | -0.153 | 0.003 | -0.502 | 0.574 | Login To Trade |
0.759 | -0.716 | 0.004 | 0.757 | 33.94% | 6.50 | 0.66 | 42.64% | 64.65 | 1,040PCR: 0.84 | 10.30 | 20.47% | 0.56 | 7.00 | 31.25% | -0.226 | 0.004 | -0.634 | 0.730 | Login To Trade |
0.871 | -0.785 | 0.005 | 0.678 | 32.47% | 6.50 | 0.36 | 40.03% | 50.20 | 1,060PCR: 2.41 | 15.20 | 26.11% | 0.86 | 34.00 | 30.15% | -0.312 | 0.005 | -0.719 | 0.858 | Login To Trade |
0.947 | -0.806 | 0.005 | 0.583 | 30.64% | 29.00 | 0.56 | 36.47% | 36.45 | 1,080PCR: 1.16 | 22.40 | 31.95% | 0.65 | 42.00 | 29.54% | -0.415 | 0.005 | -0.776 | 0.946 | Login To Trade |
0.969 | -0.782 | 0.006 | 0.485 | 29.05% | 536.50 | 2.68 | 32.20% | 25.95 | 1,100PCR: 0.66 | 31.90 | 37.26% | 1.77 | 29.00 | 29.05% | -0.527 | 0.006 | -0.780 | 0.966 | Login To Trade |
0.916 | -0.764 | 0.005 | 0.370 | 30.03% | 97.00 | 0.67 | 26.21% | 17.90 | 1,120PCR: 0.20 | 40.50 | 42.28% | 0.14 | 1.50 | 25.15% | -0.659 | 0.006 | -0.622 | 0.891 | Login To Trade |
0.823 | -0.684 | 0.005 | 0.283 | 29.91% | 93.00 | 0.68 | 21.11% | 12.40 | 1,140PCR: 0.19 | 54.00 | 46.18% | 0.13 | 5.00 | 23.68% | -0.781 | 0.005 | -0.472 | 0.718 | Login To Trade |
0.686 | -0.591 | 0.004 | 0.203 | 31.01% | 25.50 | 0.63 | 15.80% | 8.35 | 1,160PCR: 0.17 | 71.10 | 48.28% | 0.11 | 0.50 | 24.17% | -0.860 | 0.004 | -0.362 | 0.539 | Login To Trade |
0.558 | -0.481 | 0.003 | 0.147 | 31.01% | 38.00 | 0.26 | 11.74% | 6.00 | 1,180PCR: 0.08 | 153.25 | 43.77% | 0.02 | 0.00 | 103.58% | -0.586 | 0.002 | -2.721 | 0.946 | Login To Trade |
0.465 | -0.435 | 0.002 | 0.113 | 33.69% | 58.50 | 1.46 | 9.12% | 4.30 | 1,200PCR: 0.07 | 110.45 | 49.62% | 0.10 | 6.50 | 31.74% | -0.901 | 0.002 | -0.372 | 0.421 | Login To Trade |
0.369 | -0.355 | 0.002 | 0.082 | 34.67% | 26.00 | 0.45 | 6.69% | 3.10 | 1,220PCR: 0.06 | 137.20 | 48.71% | 0.03 | 0.00 | 48.83% | -0.831 | 0.002 | -0.829 | 0.611 | Login To Trade |
0.299 | -0.300 | 0.001 | 0.063 | 36.13% | 5.00 | 0.22 | 5.09% | 2.35 | 1,240PCR: 0.02 | 154.85 | 49.56% | 0.01 | 0.00 | 49.32% | -0.864 | 0.002 | -0.726 | 0.530 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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