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 | |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 501.65 | 2,000PCR: 149.00 | 0.70 | 0.94% | 0.37 | 3.50 | 62.50% | -0.007 | 0.000 | -0.230 | 0.096 | Login To Trade |
1.004 | -4.527 | 0.000 | 0.880 | 117.19% | 0.25 | 0.04 | 43.04% | 595.00 | 2,100PCR: 5.47 | 1.30 | 1.65% | 0.23 | 6.00 | 57.13% | -0.013 | 0.000 | -0.362 | 0.165 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.05 | 99.00% | 390.20 | 2,200PCR: 9.71 | 1.85 | 2.45% | 0.51 | 24.00 | 49.80% | -0.020 | 0.000 | -0.465 | 0.243 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.05 | 99.00% | 290.95 | 2,250PCR: 2.86 | 2.70 | 3.41% | 0.15 | 9.75 | 47.12% | -0.029 | 0.000 | -0.596 | 0.329 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 2.25 | 0.28 | 99.00% | 356.45 | 2,300PCR: 4.32 | 3.30 | 4.24% | 1.21 | 241.75 | 43.70% | -0.037 | 0.000 | -0.679 | 0.404 | Login To Trade |
0.417 | -0.596 | 0.000 | 0.962 | 37.11% | 0.25 | 0.13 | 47.97% | 306.55 | 2,350PCR: 4.25 | 4.70 | 5.87% | 0.55 | 352.25 | 40.77% | -0.053 | 0.001 | -0.848 | 0.541 | Login To Trade |
0.151 | -0.139 | 0.000 | 0.989 | 23.93% | 10.50 | 0.38 | 48.93% | 257.10 | 2,400PCR: 3.85 | 6.20 | 7.98% | 1.46 | 605.50 | 38.33% | -0.075 | 0.001 | -1.045 | 0.709 | Login To Trade |
0.882 | -1.152 | 0.001 | 0.899 | 33.94% | 10.25 | 0.45 | 46.78% | 211.90 | 2,450PCR: 2.24 | 10.00 | 11.51% | 1.01 | 402.75 | 36.01% | -0.114 | 0.001 | -1.338 | 0.966 | Login To Trade |
1.042 | -1.157 | 0.001 | 0.873 | 28.87% | 48.00 | 1.74 | 46.35% | 165.95 | 2,500PCR: 1.89 | 16.85 | 16.33% | 3.29 | 734.75 | 35.28% | -0.172 | 0.001 | -1.735 | 1.279 | Login To Trade |
1.582 | -1.957 | 0.002 | 0.753 | 32.17% | 216.50 | 1.43 | 42.81% | 127.50 | 2,550PCR: 1.27 | 25.80 | 22.54% | 1.82 | 531.75 | 33.94% | -0.258 | 0.002 | -2.110 | 1.617 | Login To Trade |
1.885 | -2.399 | 0.002 | 0.632 | 33.08% | 771.75 | 2.73 | 38.54% | 93.40 | 2,600PCR: 0.82 | 42.00 | 28.96% | 2.23 | 861.00 | 33.11% | -0.362 | 0.002 | -2.389 | 1.876 | Login To Trade |
1.994 | -2.593 | 0.002 | 0.513 | 33.81% | 2,115.50 | 1.94 | 33.51% | 67.45 | 2,650PCR: 0.64 | 66.65 | 35.14% | 1.23 | 684.50 | 33.33% | -0.480 | 0.002 | -2.557 | 1.995 | Login To Trade |
1.929 | -2.527 | 0.002 | 0.398 | 34.06% | 4,052.50 | 5.42 | 27.81% | 46.50 | 2,700PCR: 0.28 | 95.00 | 40.14% | 1.52 | 584.00 | 34.06% | -0.595 | 0.002 | -2.542 | 1.940 | Login To Trade |
1.742 | -2.294 | 0.002 | 0.300 | 34.24% | 1,291.50 | 1.26 | 22.21% | 30.60 | 2,750PCR: 0.06 | 123.30 | 43.75% | 0.08 | 52.00 | 35.22% | -0.693 | 0.002 | -2.382 | 1.759 | Login To Trade |
1.449 | -1.953 | 0.002 | 0.212 | 35.03% | 1,827.25 | 2.98 | 16.46% | 21.80 | 2,800PCR: 0.04 | 162.70 | 46.63% | 0.13 | 39.25 | 33.33% | -0.789 | 0.002 | -1.855 | 1.447 | Login To Trade |
1.192 | -1.656 | 0.001 | 0.155 | 36.13% | 574.75 | 0.89 | 12.36% | 14.60 | 2,850PCR: 0.01 | 212.15 | 48.04% | 0.01 | 0.25 | 37.35% | -0.836 | 0.001 | -1.780 | 1.239 | Login To Trade |
0.954 | -1.362 | 0.001 | 0.112 | 37.11% | 772.00 | 1.17 | 9.10% | 9.80 | 2,900PCR: 0.01 | 256.70 | 48.91% | 0.01 | 6.00 | 40.53% | -0.866 | 0.001 | -1.688 | 1.083 | Login To Trade |
0.757 | -1.144 | 0.001 | 0.082 | 39.31% | 324.25 | 0.41 | 6.68% | 6.80 | 2,950PCR: 0.01 | 325.00 | 48.39% | 0.00 | 0.00 | 58.72% | -0.817 | 0.001 | -3.003 | 1.330 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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