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 | |
0.193 | -0.417 | 0.002 | 0.875 | 112.30% | 0.00 | 2.51 | 41.26% | 98.25 | 260PCR: 0.27 | 0.10 | 0.98% | 0.68 | 0.00 | 46.88% | -0.007 | 0.000 | -0.017 | 0.018 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.25 | 99.00% | 64.00 | 280PCR: 8.38 | 0.10 | 0.92% | 2.08 | 3.10 | 35.16% | -0.007 | 0.001 | -0.013 | 0.019 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.16 | 99.00% | 56.90 | 285PCR: 1.60 | 0.20 | 2.00% | 0.25 | 0.00 | 37.11% | -0.016 | 0.001 | -0.027 | 0.037 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 5.61 | 99.00% | 56.65 | 290PCR: 1.06 | 0.20 | 2.34% | 5.92 | 6.20 | 35.16% | -0.019 | 0.001 | -0.029 | 0.043 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.15 | 99.00% | 52.55 | 295PCR: 1.14 | 0.25 | 2.75% | 1.30 | 0.00 | 33.20% | -0.023 | 0.002 | -0.032 | 0.051 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 4.12 | 99.00% | 50.20 | 300PCR: 1.37 | 0.25 | 2.43% | 5.64 | 58.90 | 29.30% | -0.021 | 0.002 | -0.026 | 0.047 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 32.70 | 305PCR: 50.00 | 0.35 | 3.88% | 1.55 | 40.30 | 29.30% | -0.034 | 0.003 | -0.040 | 0.070 | Login To Trade |
0.253 | -0.281 | 0.005 | 0.811 | 57.62% | 0.00 | 0.59 | 42.54% | 46.85 | 310PCR: 9.74 | 0.50 | 5.27% | 5.74 | 65.10 | 28.32% | -0.047 | 0.004 | -0.050 | 0.092 | Login To Trade |
0.119 | -0.063 | 0.005 | 0.935 | 27.34% | 9.30 | 0.34 | 47.30% | 36.60 | 315PCR: 11.36 | 0.75 | 7.06% | 3.88 | 77.50 | 27.34% | -0.065 | 0.005 | -0.063 | 0.119 | Login To Trade |
0.285 | -0.284 | 0.006 | 0.769 | 51.76% | 0.00 | 2.60 | 41.60% | 37.80 | 320PCR: 4.50 | 1.10 | 9.35% | 11.72 | 114.70 | 26.37% | -0.090 | 0.007 | -0.077 | 0.152 | Login To Trade |
0.148 | -0.061 | 0.008 | 0.913 | 21.48% | 0.00 | 1.33 | 47.17% | 26.65 | 325PCR: 4.95 | 1.55 | 12.70% | 6.60 | 291.40 | 25.88% | -0.127 | 0.009 | -0.097 | 0.195 | Login To Trade |
0.267 | -0.150 | 0.010 | 0.794 | 29.30% | 0.00 | 6.17 | 43.69% | 24.10 | 330PCR: 2.19 | 2.55 | 17.27% | 13.49 | 328.60 | 26.37% | -0.183 | 0.011 | -0.126 | 0.248 | Login To Trade |
0.291 | -0.143 | 0.013 | 0.760 | 25.63% | 52.70 | 4.00 | 42.88% | 19.30 | 335PCR: 1.83 | 3.45 | 21.39% | 7.32 | 251.10 | 25.63% | -0.239 | 0.013 | -0.143 | 0.291 | Login To Trade |
0.330 | -0.161 | 0.015 | 0.690 | 25.39% | 204.60 | 8.80 | 40.49% | 15.75 | 340PCR: 1.64 | 4.90 | 26.05% | 14.48 | 1,140.80 | 25.39% | -0.310 | 0.015 | -0.161 | 0.330 | Login To Trade |
0.359 | -0.175 | 0.016 | 0.610 | 25.39% | 288.30 | 4.65 | 37.55% | 12.60 | 345PCR: 2.04 | 6.80 | 30.65% | 9.49 | 657.20 | 25.39% | -0.390 | 0.016 | -0.175 | 0.359 | Login To Trade |
0.373 | -0.180 | 0.017 | 0.527 | 25.15% | 1,608.90 | 16.90 | 34.13% | 9.75 | 350PCR: 0.92 | 9.00 | 34.96% | 15.53 | 2,039.80 | 25.39% | -0.473 | 0.017 | -0.182 | 0.373 | Login To Trade |
0.370 | -0.182 | 0.017 | 0.444 | 25.63% | 1,116.00 | 7.32 | 30.16% | 7.65 | 355PCR: 0.57 | 12.00 | 38.55% | 4.15 | 263.50 | 25.88% | -0.555 | 0.016 | -0.184 | 0.370 | Login To Trade |
0.352 | -0.175 | 0.015 | 0.367 | 25.88% | 1,364.00 | 21.48 | 26.02% | 5.85 | 360PCR: 0.33 | 15.00 | 41.70% | 7.07 | 114.70 | 25.63% | -0.635 | 0.016 | -0.173 | 0.352 | Login To Trade |
0.323 | -0.161 | 0.014 | 0.295 | 25.88% | 1,112.90 | 10.08 | 21.81% | 4.30 | 365PCR: 0.41 | 17.65 | 44.89% | 4.09 | 0.00 | 22.95% | -0.732 | 0.015 | -0.136 | 0.308 | Login To Trade |
0.289 | -0.148 | 0.012 | 0.237 | 26.61% | 2,542.00 | 32.77 | 18.07% | 3.35 | 370PCR: 0.03 | 22.20 | 46.30% | 0.84 | 9.30 | 25.39% | -0.774 | 0.013 | -0.137 | 0.281 | Login To Trade |
0.250 | -0.129 | 0.011 | 0.185 | 26.86% | 387.50 | 8.59 | 14.47% | 2.50 | 375PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.208 | -0.108 | 0.009 | 0.140 | 26.86% | 573.50 | 15.10 | 11.21% | 1.80 | 380PCR: 0.06 | 30.45 | 49.11% | 0.87 | 0.00 | 24.41% | -0.884 | 0.009 | -0.086 | 0.183 | Login To Trade |
0.173 | -0.091 | 0.007 | 0.108 | 27.34% | 155.00 | 5.36 | 8.76% | 1.25 | 385PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.137 | -0.072 | 0.006 | 0.079 | 27.34% | 344.10 | 18.04 | 6.43% | 0.90 | 390PCR: 0.03 | 33.00 | 99.00% | 0.56 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.088 | -0.048 | 0.004 | 0.045 | 28.32% | 124.00 | 4.06 | 3.67% | 0.50 | 400PCR: 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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