Aditya Birla Capital - 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 | ||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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% | 3.10 | 1.67 | 99.00% | 78.00 | 250PCR: 1.31 | 0.05 | 0.00% | 2.20 | 0.00 | 31.25% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.19 | 99.00% | 52.70 | 260PCR: 11.00 | 0.10 | 1.39% | 2.05 | 0.00 | 54.69% | -0.011 | 0.001 | -0.035 | 0.018 | Login To Trade |
0.116 | -0.360 | 0.003 | 0.897 | 86.91% | 0.00 | 0.93 | 44.50% | 63.00 | 270PCR: 1.73 | 0.20 | 2.28% | 1.61 | 49.60 | 50.78% | -0.018 | 0.001 | -0.053 | 0.029 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.59 | 99.00% | 51.55 | 275PCR: 1.16 | 0.15 | 1.55% | 0.68 | 15.50 | 42.97% | -0.013 | 0.001 | -0.033 | 0.021 | Login To Trade |
0.006 | -0.006 | 0.000 | 0.997 | 31.25% | 74.40 | 0.93 | 48.68% | 50.80 | 280PCR: 8.07 | 0.25 | 2.57% | 7.50 | 179.80 | 42.97% | -0.022 | 0.002 | -0.051 | 0.034 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.28 | 99.00% | 44.60 | 285PCR: 17.33 | 0.35 | 3.39% | 4.84 | 105.40 | 41.02% | -0.029 | 0.003 | -0.063 | 0.043 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 52.70 | 6.20 | 99.00% | 40.30 | 290PCR: 1.34 | 0.40 | 4.47% | 8.28 | 254.20 | 39.06% | -0.040 | 0.003 | -0.077 | 0.055 | Login To Trade |
0.215 | -0.915 | 0.004 | 0.728 | 119.14% | 0.00 | 0.43 | 38.12% | 50.35 | 295PCR: 10.29 | 0.60 | 5.90% | 4.46 | 263.50 | 37.11% | -0.054 | 0.005 | -0.094 | 0.071 | Login To Trade |
0.002 | -0.001 | 0.000 | 0.999 | 15.63% | 86.80 | 5.61 | 49.39% | 30.75 | 300PCR: 3.03 | 0.85 | 8.32% | 17.02 | 1,714.30 | 36.13% | -0.079 | 0.006 | -0.123 | 0.095 | Login To Trade |
0.119 | -0.146 | 0.008 | 0.893 | 34.18% | 86.80 | 1.64 | 46.51% | 26.90 | 305PCR: 2.94 | 1.15 | 10.91% | 4.84 | 480.50 | 34.18% | -0.107 | 0.008 | -0.146 | 0.119 | Login To Trade |
0.126 | -0.128 | 0.011 | 0.884 | 28.32% | 158.10 | 9.89 | 46.62% | 21.80 | 310PCR: 2.06 | 1.75 | 14.72% | 20.40 | 2,811.70 | 33.20% | -0.152 | 0.011 | -0.181 | 0.153 | Login To Trade |
0.189 | -0.221 | 0.014 | 0.786 | 32.71% | 182.90 | 5.02 | 43.69% | 18.40 | 315PCR: 1.74 | 2.55 | 19.27% | 8.74 | 2,718.70 | 32.23% | -0.211 | 0.014 | -0.216 | 0.187 | Login To Trade |
0.214 | -0.220 | 0.018 | 0.730 | 28.81% | 1,763.90 | 11.35 | 42.22% | 14.40 | 320PCR: 1.67 | 3.90 | 24.63% | 19.00 | 5,198.70 | 32.23% | -0.289 | 0.016 | -0.255 | 0.222 | Login To Trade |
0.245 | -0.268 | 0.019 | 0.626 | 30.52% | 2,424.20 | 7.84 | 38.37% | 11.10 | 325PCR: 1.74 | 5.50 | 29.72% | 13.64 | 4,247.00 | 31.25% | -0.377 | 0.019 | -0.274 | 0.246 | Login To Trade |
0.258 | -0.285 | 0.020 | 0.526 | 31.01% | 6,494.50 | 19.69 | 34.20% | 8.25 | 330PCR: 0.82 | 7.70 | 34.83% | 16.12 | 3,087.60 | 31.25% | -0.474 | 0.020 | -0.288 | 0.258 | Login To Trade |
0.254 | -0.279 | 0.020 | 0.427 | 30.76% | 6,320.90 | 22.29 | 29.49% | 6.00 | 335PCR: 0.51 | 10.40 | 39.12% | 11.38 | 1,388.80 | 31.01% | -0.572 | 0.019 | -0.281 | 0.254 | Login To Trade |
0.236 | -0.261 | 0.018 | 0.335 | 31.01% | 8,692.40 | 23.44 | 24.38% | 4.30 | 340PCR: 0.19 | 14.15 | 42.27% | 4.43 | 579.70 | 33.45% | -0.651 | 0.017 | -0.286 | 0.240 | Login To Trade |
0.206 | -0.226 | 0.016 | 0.251 | 30.76% | 6,221.70 | 11.69 | 19.17% | 2.90 | 345PCR: 0.16 | 17.75 | 44.88% | 1.86 | 108.50 | 33.20% | -0.732 | 0.015 | -0.253 | 0.213 | Login To Trade |
0.173 | -0.194 | 0.013 | 0.186 | 31.25% | 6,432.50 | 28.61 | 14.79% | 2.00 | 350PCR: 0.08 | 21.80 | 46.73% | 2.17 | 40.30 | 34.18% | -0.791 | 0.013 | -0.227 | 0.186 | Login To Trade |
0.137 | -0.153 | 0.010 | 0.130 | 31.25% | 1,252.40 | 6.54 | 10.59% | 1.30 | 355PCR: 0.04 | 26.15 | 48.12% | 0.28 | 9.30 | 35.16% | -0.840 | 0.011 | -0.198 | 0.157 | Login To Trade |
0.109 | -0.126 | 0.008 | 0.095 | 32.23% | 1,652.30 | 8.53 | 7.87% | 0.90 | 360PCR: 0.06 | 23.30 | 99.00% | 0.50 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.086 | -0.102 | 0.006 | 0.069 | 33.20% | 430.90 | 5.70 | 5.73% | 0.65 | 365PCR: 0.09 | 30.25 | 99.00% | 0.50 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.072 | -0.091 | 0.005 | 0.055 | 35.16% | 775.00 | 10.14 | 4.62% | 0.50 | 370PCR: 0.05 | 34.10 | 99.00% | 0.47 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 375PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.045 | -0.059 | 0.003 | 0.030 | 37.11% | 12.40 | 0.12 | 2.52% | 0.30 | 380PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.069 | -0.115 | 0.004 | 0.052 | 46.88% | 0.00 | 0.03 | 4.13% | 0.60 | 385PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.086 | -0.168 | 0.004 | 0.069 | 54.69% | 0.00 | 0.03 | 5.31% | 1.05 | 390PCR: 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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