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 | |
2.131 | -4.500 | 0.000 | 0.767 | 109.80% | 0.00 | 0.00 | 38.15% | 530.00 | 2,200PCR: 194.00 | 4.95 | 5.15% | 0.49 | 42.25 | 38.45% | -0.043 | 0.000 | -0.475 | 0.642 | Login To Trade |
0.652 | -0.418 | 0.000 | 0.956 | 33.33% | 0.00 | 0.00 | 47.48% | 361.75 | 2,250PCR: 172.00 | 7.25 | 7.06% | 0.43 | 19.50 | 37.11% | -0.062 | 0.001 | -0.607 | 0.851 | Login To Trade |
2.179 | -3.350 | 0.001 | 0.757 | 79.96% | 0.00 | 0.01 | 39.57% | 398.00 | 2,300PCR: 254.33 | 11.05 | 9.76% | 1.91 | 122.25 | 36.50% | -0.089 | 0.001 | -0.790 | 1.126 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,350PCR: -- | 15.80 | 12.91% | 0.28 | 89.50 | 35.22% | -0.124 | 0.001 | -0.968 | 1.429 | Login To Trade |
2.370 | -2.990 | 0.001 | 0.714 | 65.61% | 0.00 | 0.00 | 38.94% | 298.50 | 2,400PCR: 1,386.00 | 23.00 | 16.84% | 3.47 | 338.75 | 34.42% | -0.172 | 0.001 | -1.173 | 1.772 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,450PCR: -- | 32.75 | 21.22% | 0.49 | 135.00 | 33.63% | -0.230 | 0.001 | -1.367 | 2.114 | Login To Trade |
2.436 | -1.609 | 0.002 | 0.696 | 34.36% | 129.00 | 1.28 | 40.22% | 158.25 | 2,500PCR: 2.05 | 46.50 | 26.03% | 2.63 | 332.50 | 33.17% | -0.302 | 0.002 | -1.548 | 2.426 | Login To Trade |
2.661 | -1.740 | 0.002 | 0.614 | 34.00% | 65.50 | 0.36 | 37.20% | 124.80 | 2,550PCR: 1.86 | 59.05 | 30.37% | 0.67 | 120.25 | 30.85% | -0.378 | 0.002 | -1.569 | 2.645 | Login To Trade |
2.768 | -1.720 | 0.002 | 0.532 | 32.32% | 519.25 | 1.81 | 33.86% | 93.95 | 2,600PCR: 1.62 | 84.80 | 35.18% | 2.93 | 539.25 | 31.65% | -0.470 | 0.002 | -1.685 | 2.768 | Login To Trade |
2.746 | -1.717 | 0.002 | 0.442 | 32.50% | 894.25 | 1.93 | 29.56% | 71.00 | 2,650PCR: 0.77 | 111.65 | 39.20% | 1.48 | 391.00 | 31.34% | -0.561 | 0.002 | -1.654 | 2.744 | Login To Trade |
2.605 | -1.613 | 0.002 | 0.360 | 32.20% | 1,521.75 | 6.21 | 25.22% | 52.45 | 2,700PCR: 0.40 | 138.30 | 42.53% | 2.49 | 244.75 | 30.27% | -0.649 | 0.002 | -1.504 | 2.583 | Login To Trade |
2.352 | -1.458 | 0.002 | 0.282 | 32.23% | 623.75 | 3.97 | 20.61% | 37.65 | 2,750PCR: 0.19 | 178.00 | 45.25% | 0.74 | 34.25 | 30.27% | -0.730 | 0.002 | -1.340 | 2.302 | Login To Trade |
2.063 | -1.292 | 0.001 | 0.220 | 32.56% | 1,374.25 | 7.04 | 16.59% | 27.05 | 2,800PCR: 0.13 | 215.65 | 46.69% | 0.92 | 17.00 | 33.54% | -0.771 | 0.001 | -1.359 | 2.108 | Login To Trade |
1.745 | -1.110 | 0.001 | 0.168 | 33.08% | 386.25 | 2.53 | 12.92% | 19.75 | 2,850PCR: 0.08 | 270.00 | 47.74% | 0.21 | 0.00 | 37.23% | -0.801 | 0.001 | -1.390 | 1.942 | Login To Trade |
1.463 | -0.953 | 0.001 | 0.129 | 33.87% | 502.00 | 6.31 | 10.07% | 14.65 | 2,900PCR: 0.06 | 308.55 | 49.09% | 0.36 | 0.00 | 35.46% | -0.858 | 0.001 | -1.067 | 1.565 | Login To Trade |
1.219 | -0.816 | 0.001 | 0.100 | 34.79% | 94.75 | 0.60 | 7.84% | 11.00 | 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 |
0.992 | -0.674 | 0.001 | 0.076 | 35.34% | 574.00 | 5.80 | 5.96% | 8.05 | 3,000PCR: 0.02 | 401.00 | 50.46% | 0.09 | 0.00 | 36.93% | -0.914 | 0.001 | -0.773 | 1.089 | Login To Trade |
0.811 | -0.568 | 0.001 | 0.058 | 36.38% | 26.00 | 0.10 | 4.59% | 6.00 | 3,050PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.670 | -0.481 | 0.000 | 0.046 | 37.35% | 69.75 | 0.58 | 3.58% | 4.70 | 3,100PCR: 0.00 | 407.00 | 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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