Angel One - 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 | |
1.750 | -10.046 | 0.000 | 0.718 | 174.87% | 0.00 | 0.00 | 35.04% | 530.00 | 2,200PCR: 563.00 | 4.60 | 5.49% | 1.41 | 1.50 | 43.46% | -0.048 | 0.000 | -0.739 | 0.518 | Login To Trade |
1.214 | -2.410 | 0.001 | 0.849 | 60.49% | 0.00 | 0.02 | 44.26% | 312.60 | 2,250PCR: 22.57 | 6.35 | 7.32% | 0.40 | 13.50 | 40.28% | -0.067 | 0.001 | -0.888 | 0.671 | Login To Trade |
1.341 | -2.448 | 0.001 | 0.824 | 55.60% | 0.25 | 0.04 | 43.79% | 269.15 | 2,300PCR: 46.44 | 9.20 | 9.90% | 1.86 | 34.75 | 37.60% | -0.095 | 0.001 | -1.077 | 0.873 | Login To Trade |
1.576 | -2.846 | 0.001 | 0.769 | 54.99% | 0.00 | 0.03 | 42.19% | 227.05 | 2,350PCR: 16.27 | 13.65 | 13.92% | 0.45 | 34.25 | 36.01% | -0.141 | 0.001 | -1.368 | 1.157 | Login To Trade |
1.778 | -3.205 | 0.001 | 0.709 | 54.93% | 0.00 | 0.10 | 40.20% | 191.90 | 2,400PCR: 28.88 | 20.95 | 18.83% | 2.96 | 75.25 | 34.24% | -0.204 | 0.002 | -1.649 | 1.467 | Login To Trade |
1.768 | -1.919 | 0.002 | 0.713 | 33.08% | 1.00 | 0.24 | 41.35% | 120.80 | 2,450PCR: 2.80 | 32.35 | 24.79% | 0.67 | 33.00 | 33.63% | -0.290 | 0.002 | -1.960 | 1.776 | Login To Trade |
2.004 | -2.164 | 0.002 | 0.598 | 32.90% | 9.25 | 1.35 | 37.12% | 87.30 | 2,500PCR: 2.38 | 49.70 | 31.00% | 3.21 | 115.25 | 32.84% | -0.396 | 0.002 | -2.154 | 1.998 | Login To Trade |
2.068 | -2.240 | 0.002 | 0.488 | 32.99% | 71.00 | 1.88 | 32.26% | 63.65 | 2,550PCR: 0.68 | 73.00 | 36.73% | 1.29 | 206.25 | 32.47% | -0.513 | 0.002 | -2.204 | 2.068 | Login To Trade |
1.964 | -2.112 | 0.002 | 0.374 | 32.75% | 334.00 | 3.61 | 26.43% | 43.70 | 2,600PCR: 0.66 | 103.00 | 41.41% | 2.40 | 71.00 | 32.59% | -0.627 | 0.002 | -2.101 | 1.963 | Login To Trade |
1.726 | -1.867 | 0.002 | 0.273 | 32.96% | 178.75 | 2.46 | 20.48% | 29.10 | 2,650PCR: 0.31 | 139.35 | 44.91% | 0.76 | 3.00 | 32.84% | -0.729 | 0.002 | -1.851 | 1.717 | Login To Trade |
1.438 | -1.602 | 0.002 | 0.197 | 33.94% | 182.75 | 6.04 | 15.35% | 19.60 | 2,700PCR: 0.36 | 178.75 | 47.06% | 2.16 | 0.50 | 34.00% | -0.800 | 0.002 | -1.619 | 1.451 | Login To Trade |
1.169 | -1.359 | 0.001 | 0.143 | 35.40% | 46.75 | 3.68 | 11.39% | 13.55 | 2,750PCR: 0.15 | 202.65 | 99.00% | 0.54 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.938 | -1.139 | 0.001 | 0.104 | 36.99% | 174.75 | 8.09 | 8.43% | 9.65 | 2,800PCR: 0.10 | 240.00 | 99.00% | 0.78 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.759 | -0.977 | 0.001 | 0.079 | 39.18% | 38.25 | 1.80 | 6.35% | 6.95 | 2,850PCR: 0.10 | 291.50 | 99.00% | 0.18 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.627 | -0.844 | 0.001 | 0.061 | 41.02% | 41.50 | 6.36 | 4.93% | 5.50 | 2,900PCR: 0.05 | 320.80 | 99.00% | 0.32 | 0.25 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.517 | -0.729 | 0.000 | 0.048 | 42.97% | 0.25 | 0.55 | 3.84% | 4.30 | 2,950PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.422 | -0.619 | 0.000 | 0.037 | 44.68% | 25.00 | 6.30 | 2.96% | 3.35 | 3,000PCR: 0.01 | 401.00 | 99.00% | 0.09 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.390 | -0.615 | 0.000 | 0.034 | 48.10% | 0.00 | 0.15 | 2.64% | 3.25 | 3,050PCR: 0.05 | 570.05 | 49.66% | 0.01 | 0.00 | 99.98% | -0.788 | 0.001 | -4.925 | 1.501 | Login To Trade |
0.278 | -0.434 | 0.000 | 0.022 | 47.61% | 2.75 | 0.57 | 1.75% | 2.00 | 3,100PCR: 0.00 | 504.20 | 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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