Bajaj Finserv - Statistics
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Span Margin Calculator
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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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 | 0.17 | 99.00% | 388.00 | 1,560PCR: 6.48 | 1.00 | 1.68% | 1.07 | 10.00 | 38.57% | -0.013 | 0.000 | -0.128 | 0.179 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.00 | 0.12 | 99.00% | 357.00 | 1,600PCR: 33.21 | 1.75 | 2.79% | 3.99 | 782.50 | 38.09% | -0.022 | 0.000 | -0.201 | 0.284 | Login To Trade |
1.719 | -4.553 | 0.000 | 0.743 | 143.01% | 0.00 | 0.01 | 35.22% | 465.00 | 1,640PCR: 465.00 | 2.55 | 3.98% | 2.33 | 75.00 | 36.62% | -0.033 | 0.000 | -0.267 | 0.394 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,660PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,680PCR: -- | 4.45 | 6.10% | 0.46 | 72.50 | 36.01% | -0.053 | 0.001 | -0.383 | 0.574 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 4.50 | 0.34 | 99.00% | 246.00 | 1,700PCR: 4.82 | 5.35 | 7.21% | 1.64 | 390.00 | 35.40% | -0.064 | 0.001 | -0.437 | 0.667 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,720PCR: -- | 6.70 | 8.55% | 0.79 | 116.50 | 34.79% | -0.077 | 0.001 | -0.498 | 0.773 | Login To Trade |
1.855 | -4.221 | 0.001 | 0.699 | 122.86% | 0.00 | 0.01 | 34.85% | 370.00 | 1,740PCR: 345.00 | 8.55 | 10.25% | 1.73 | 255.00 | 34.55% | -0.095 | 0.001 | -0.578 | 0.903 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,760PCR: -- | 10.55 | 11.85% | 1.72 | 296.50 | 33.81% | -0.113 | 0.001 | -0.639 | 1.021 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,780PCR: -- | 12.70 | 13.88% | 1.61 | 237.50 | 33.57% | -0.136 | 0.001 | -0.724 | 1.164 | Login To Trade |
1.452 | -1.020 | 0.001 | 0.809 | 37.90% | 18.50 | 0.36 | 43.57% | 181.40 | 1,800PCR: 15.68 | 15.50 | 15.90% | 5.65 | 902.50 | 32.96% | -0.161 | 0.001 | -0.794 | 1.301 | Login To Trade |
1.552 | -1.045 | 0.002 | 0.786 | 36.38% | 1.00 | 0.01 | 43.01% | 163.70 | 1,820PCR: 89.50 | 18.55 | 18.07% | 0.90 | 240.50 | 32.23% | -0.189 | 0.002 | -0.859 | 1.439 | Login To Trade |
1.675 | -1.115 | 0.002 | 0.755 | 35.95% | 2.00 | 0.06 | 42.05% | 148.30 | 1,840PCR: 23.50 | 22.25 | 20.45% | 1.41 | 378.00 | 31.68% | -0.221 | 0.002 | -0.927 | 1.580 | Login To Trade |
1.807 | -1.228 | 0.002 | 0.716 | 36.68% | 9.00 | 0.13 | 40.71% | 135.50 | 1,860PCR: 11.72 | 26.35 | 22.88% | 1.47 | 625.00 | 31.13% | -0.256 | 0.002 | -0.988 | 1.713 | Login To Trade |
1.925 | -1.375 | 0.002 | 0.672 | 38.57% | 17.00 | 0.22 | 39.06% | 125.85 | 1,880PCR: 5.40 | 31.60 | 25.56% | 1.16 | 718.00 | 30.70% | -0.296 | 0.002 | -1.048 | 1.842 | Login To Trade |
1.947 | -1.069 | 0.002 | 0.662 | 29.66% | 313.50 | 1.07 | 39.27% | 96.00 | 1,900PCR: 3.49 | 37.65 | 28.09% | 3.72 | 1,488.50 | 30.09% | -0.338 | 0.002 | -1.086 | 1.949 | Login To Trade |
2.037 | -1.106 | 0.002 | 0.615 | 29.33% | 498.00 | 0.43 | 37.48% | 83.15 | 1,920PCR: 2.44 | 45.00 | 30.79% | 1.05 | 825.00 | 29.72% | -0.386 | 0.002 | -1.122 | 2.039 | Login To Trade |
2.098 | -1.131 | 0.003 | 0.565 | 29.11% | 1,469.50 | 2.59 | 35.44% | 71.55 | 1,940PCR: 1.39 | 52.35 | 33.31% | 3.61 | 1,494.00 | 29.17% | -0.434 | 0.003 | -1.133 | 2.097 | Login To Trade |
2.125 | -1.136 | 0.003 | 0.514 | 28.87% | 1,789.50 | 1.93 | 33.21% | 61.15 | 1,960PCR: 1.12 | 61.90 | 35.83% | 2.17 | 590.00 | 28.87% | -0.487 | 0.003 | -1.136 | 2.124 | Login To Trade |
2.116 | -1.122 | 0.003 | 0.462 | 28.63% | 1,622.00 | 1.85 | 30.77% | 49.80 | 1,980PCR: 0.42 | 72.55 | 38.15% | 0.77 | 338.50 | 28.78% | -0.539 | 0.003 | -1.127 | 2.116 | Login To Trade |
2.075 | -1.091 | 0.003 | 0.412 | 28.41% | 3,973.00 | 8.37 | 28.23% | 43.10 | 2,000PCR: 0.26 | 83.20 | 40.20% | 2.14 | 356.50 | 28.69% | -0.589 | 0.003 | -1.101 | 2.073 | Login To Trade |
1.996 | -1.049 | 0.003 | 0.361 | 28.38% | 1,204.00 | 1.57 | 25.47% | 36.05 | 2,020PCR: 0.64 | 97.65 | 42.05% | 1.00 | 92.00 | 28.93% | -0.637 | 0.002 | -1.071 | 1.999 | Login To Trade |
1.891 | -0.994 | 0.002 | 0.314 | 28.38% | 1,151.00 | 2.85 | 22.76% | 29.55 | 2,040PCR: 0.51 | 110.80 | 43.72% | 1.46 | 50.50 | 28.63% | -0.685 | 0.002 | -1.004 | 1.893 | Login To Trade |
1.764 | -0.925 | 0.002 | 0.270 | 28.32% | 1,250.50 | 3.52 | 20.07% | 24.55 | 2,060PCR: 0.38 | 124.00 | 45.28% | 1.32 | 18.00 | 27.77% | -0.735 | 0.002 | -0.898 | 1.745 | Login To Trade |
1.627 | -0.859 | 0.002 | 0.232 | 28.50% | 865.50 | 4.54 | 17.57% | 19.95 | 2,080PCR: 0.18 | 139.95 | 46.44% | 0.80 | 26.00 | 28.02% | -0.773 | 0.002 | -0.833 | 1.606 | Login To Trade |
1.485 | -0.790 | 0.002 | 0.198 | 28.75% | 3,287.00 | 23.55 | 15.28% | 16.35 | 2,100PCR: 0.08 | 158.00 | 47.22% | 1.94 | 180.00 | 29.24% | -0.798 | 0.002 | -0.813 | 1.501 | Login To Trade |
1.332 | -0.712 | 0.002 | 0.167 | 28.87% | 537.00 | 3.14 | 13.05% | 13.20 | 2,120PCR: 0.24 | 168.35 | 49.01% | 0.76 | 13.00 | 24.05% | -0.880 | 0.002 | -0.475 | 1.066 | Login To Trade |
1.181 | -0.633 | 0.001 | 0.139 | 28.93% | 455.50 | 6.89 | 11.02% | 10.60 | 2,140PCR: 0.05 | 199.20 | 47.94% | 0.35 | 0.00 | 34.73% | -0.813 | 0.002 | -0.921 | 1.433 | Login To Trade |
1.059 | -0.577 | 0.001 | 0.119 | 29.42% | 409.00 | 2.50 | 9.48% | 8.85 | 2,160PCR: 0.03 | 143.35 | 99.00% | 0.07 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.925 | -0.506 | 0.001 | 0.099 | 29.54% | 509.50 | 2.33 | 7.92% | 7.05 | 2,180PCR: 0.02 | 152.25 | 99.00% | 0.04 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.824 | -0.458 | 0.001 | 0.084 | 30.03% | 1,776.50 | 14.49 | 6.79% | 5.90 | 2,200PCR: 0.05 | 245.50 | 50.33% | 0.73 | 2.00 | 28.20% | -0.930 | 0.001 | -0.374 | 0.717 | Login To Trade |
0.707 | -0.395 | 0.001 | 0.069 | 30.15% | 173.00 | 0.95 | 5.57% | 4.70 | 2,220PCR: 0.12 | 163.90 | 99.00% | 0.12 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.619 | -0.350 | 0.001 | 0.058 | 30.52% | 228.50 | 1.42 | 4.70% | 3.90 | 2,240PCR: 0.05 | 275.35 | 99.00% | 0.08 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.468 | -0.271 | 0.001 | 0.041 | 31.25% | 207.50 | 3.11 | 3.30% | 2.65 | 2,280PCR: 0.01 | 303.00 | 99.00% | 0.05 | 0.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.339 | -0.199 | 0.000 | 0.028 | 31.74% | 847.00 | 3.92 | 2.22% | 1.70 | 2,320PCR: 0.04 | 358.00 | 99.00% | 0.16 | 1.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.254 | -0.152 | 0.000 | 0.020 | 32.47% | 257.00 | 2.06 | 1.55% | 1.10 | 2,360PCR: 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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