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% | 0.00 | 2.79 | 99.00% | 96.90 | 260PCR: 0.66 | 0.10 | 0.95% | 1.83 | 9.30 | 62.50% | -0.006 | 0.000 | -0.026 | 0.015 | Login To Trade |
0.096 | -0.212 | 0.002 | 0.941 | 80.08% | 0.00 | 0.31 | 45.36% | 85.50 | 280PCR: 4.80 | 0.10 | 0.69% | 1.49 | 24.80 | 46.88% | -0.005 | 0.000 | -0.016 | 0.012 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.16 | 99.00% | 56.90 | 285PCR: 1.00 | 0.10 | 1.11% | 0.16 | 0.00 | 46.88% | -0.009 | 0.001 | -0.024 | 0.019 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 5.61 | 99.00% | 56.65 | 290PCR: 0.92 | 0.15 | 1.67% | 5.15 | 27.90 | 46.88% | -0.013 | 0.001 | -0.035 | 0.027 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.15 | 99.00% | 52.55 | 295PCR: 1.05 | 0.10 | 0.90% | 1.21 | 0.00 | 39.06% | -0.007 | 0.001 | -0.017 | 0.016 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 4.15 | 99.00% | 61.95 | 300PCR: 1.12 | 0.10 | 1.47% | 4.65 | 52.70 | 39.06% | -0.012 | 0.001 | -0.027 | 0.025 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 32.70 | 305PCR: 28.00 | 0.25 | 2.34% | 0.87 | 0.00 | 39.06% | -0.019 | 0.002 | -0.042 | 0.038 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 9.30 | 0.62 | 99.00% | 52.00 | 310PCR: 6.80 | 0.20 | 2.20% | 4.22 | 133.30 | 35.16% | -0.019 | 0.002 | -0.036 | 0.037 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.34 | 99.00% | 42.65 | 315PCR: 7.45 | 0.30 | 3.40% | 2.54 | 86.80 | 35.16% | -0.029 | 0.002 | -0.053 | 0.054 | Login To Trade |
0.055 | -0.048 | 0.003 | 0.970 | 31.25% | 24.80 | 2.54 | 48.06% | 44.00 | 320PCR: 5.13 | 0.40 | 4.32% | 13.05 | 189.10 | 33.20% | -0.038 | 0.003 | -0.062 | 0.067 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 9.30 | 1.18 | 99.00% | 38.50 | 325PCR: 6.11 | 0.50 | 5.19% | 7.19 | 344.10 | 31.25% | -0.047 | 0.004 | -0.069 | 0.080 | Login To Trade |
0.070 | -0.049 | 0.004 | 0.960 | 25.39% | 158.10 | 4.53 | 48.20% | 34.00 | 330PCR: 2.99 | 0.65 | 6.81% | 13.55 | 697.50 | 29.30% | -0.064 | 0.005 | -0.082 | 0.101 | Login To Trade |
0.095 | -0.064 | 0.006 | 0.941 | 24.41% | 12.40 | 3.47 | 47.91% | 29.65 | 335PCR: 3.18 | 0.90 | 9.04% | 11.04 | 632.40 | 28.32% | -0.087 | 0.007 | -0.101 | 0.128 | Login To Trade |
0.165 | -0.123 | 0.009 | 0.876 | 26.86% | 148.80 | 8.37 | 46.34% | 25.00 | 340PCR: 2.65 | 1.30 | 11.81% | 22.20 | 1,847.60 | 26.37% | -0.119 | 0.009 | -0.118 | 0.161 | Login To Trade |
0.198 | -0.140 | 0.012 | 0.838 | 25.39% | 136.40 | 3.66 | 45.30% | 21.00 | 345PCR: 3.31 | 1.85 | 15.26% | 12.12 | 1,460.10 | 25.39% | -0.162 | 0.012 | -0.140 | 0.198 | Login To Trade |
0.251 | -0.177 | 0.015 | 0.760 | 25.39% | 1,333.00 | 11.97 | 43.19% | 16.60 | 350PCR: 2.11 | 2.90 | 20.76% | 25.27 | 2,563.70 | 24.90% | -0.236 | 0.015 | -0.172 | 0.249 | Login To Trade |
0.283 | -0.186 | 0.018 | 0.695 | 23.68% | 2,064.60 | 6.54 | 41.05% | 13.00 | 355PCR: 1.13 | 4.20 | 25.86% | 7.38 | 1,736.00 | 24.90% | -0.313 | 0.018 | -0.198 | 0.286 | Login To Trade |
0.315 | -0.214 | 0.020 | 0.584 | 24.41% | 7,257.10 | 25.02 | 36.83% | 9.80 | 360PCR: 0.55 | 6.35 | 31.87% | 13.67 | 3,220.90 | 25.15% | -0.417 | 0.019 | -0.220 | 0.315 | Login To Trade |
0.322 | -0.221 | 0.020 | 0.484 | 24.66% | 4,851.50 | 16.40 | 32.39% | 7.25 | 365PCR: 0.64 | 8.55 | 36.58% | 10.42 | 976.50 | 24.17% | -0.517 | 0.020 | -0.216 | 0.322 | Login To Trade |
0.310 | -0.216 | 0.019 | 0.389 | 25.15% | 5,015.80 | 19.90 | 27.51% | 5.20 | 370PCR: 0.24 | 11.50 | 40.66% | 4.68 | 241.80 | 24.17% | -0.616 | 0.020 | -0.207 | 0.308 | Login To Trade |
0.283 | -0.192 | 0.018 | 0.303 | 24.41% | 4,312.10 | 25.02 | 22.67% | 3.70 | 375PCR: 0.04 | 20.45 | 41.10% | 1.05 | 0.00 | 43.95% | -0.600 | 0.011 | -0.382 | 0.313 | Login To Trade |
0.243 | -0.171 | 0.015 | 0.226 | 25.39% | 1,751.50 | 24.65 | 17.58% | 2.65 | 380PCR: 0.07 | 18.70 | 46.32% | 1.71 | 55.80 | 24.41% | -0.783 | 0.015 | -0.161 | 0.237 | Login To Trade |
0.200 | -0.138 | 0.012 | 0.164 | 24.90% | 511.50 | 9.21 | 13.26% | 1.70 | 385PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.164 | -0.118 | 0.010 | 0.122 | 25.88% | 747.10 | 23.96 | 10.07% | 1.25 | 390PCR: 0.03 | 32.05 | 45.64% | 0.62 | 0.00 | 47.61% | -0.724 | 0.009 | -0.357 | 0.270 | Login To Trade |
0.137 | -0.104 | 0.008 | 0.095 | 27.34% | 148.80 | 1.15 | 7.94% | 0.95 | 395PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.116 | -0.094 | 0.006 | 0.076 | 29.30% | 982.70 | 27.40 | 6.35% | 0.75 | 400PCR: 0.00 | 43.80 | 46.68% | 0.09 | 0.00 | 61.52% | -0.735 | 0.007 | -0.452 | 0.264 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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