BSE - Statistics
Latest BSE Options
BSE Futures
F&O Tools
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 | 0.08 | 99.00% | 606.85 | 2,100PCR: 16.05 | 2.15 | 2.18% | 1.26 | 60.75 | 57.62% | -0.016 | 0.000 | -0.394 | 0.246 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.38 | 0.05 | 99.00% | 520.00 | 2,200PCR: 40.50 | 3.40 | 3.42% | 2.13 | 102.00 | 52.73% | -0.027 | 0.000 | -0.557 | 0.380 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.05 | 99.00% | 381.10 | 2,250PCR: 5.00 | 4.45 | 4.29% | 0.23 | 37.88 | 50.29% | -0.035 | 0.000 | -0.656 | 0.470 | Login To Trade |
0.882 | -1.418 | 0.000 | 0.922 | 57.86% | 2.25 | 0.21 | 45.98% | 451.40 | 2,300PCR: 12.65 | 5.55 | 5.31% | 2.70 | 207.00 | 47.61% | -0.045 | 0.000 | -0.758 | 0.573 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 356.85 | 2,350PCR: 40.40 | 6.95 | 6.61% | 0.76 | 125.25 | 44.68% | -0.058 | 0.000 | -0.870 | 0.701 | Login To Trade |
1.131 | -1.580 | 0.001 | 0.892 | 50.29% | 1.88 | 0.22 | 45.61% | 354.70 | 2,400PCR: 20.53 | 9.20 | 8.40% | 4.47 | 688.50 | 42.60% | -0.076 | 0.001 | -1.028 | 0.869 | Login To Trade |
1.283 | -1.653 | 0.001 | 0.870 | 46.39% | 3.38 | 0.25 | 45.26% | 306.50 | 2,450PCR: 8.06 | 12.60 | 10.91% | 2.03 | 537.38 | 40.77% | -0.103 | 0.001 | -1.233 | 1.089 | Login To Trade |
1.344 | -1.462 | 0.001 | 0.861 | 39.18% | 54.75 | 0.89 | 45.37% | 255.65 | 2,500PCR: 7.71 | 17.40 | 14.17% | 6.88 | 1,288.13 | 39.43% | -0.140 | 0.001 | -1.484 | 1.355 | Login To Trade |
1.658 | -1.763 | 0.001 | 0.808 | 38.27% | 130.13 | 0.77 | 43.95% | 211.75 | 2,550PCR: 3.34 | 25.25 | 18.16% | 2.56 | 764.63 | 37.66% | -0.191 | 0.001 | -1.728 | 1.652 | Login To Trade |
1.947 | -2.013 | 0.001 | 0.746 | 37.23% | 337.13 | 2.24 | 42.12% | 173.00 | 2,600PCR: 3.44 | 35.80 | 22.69% | 7.70 | 1,598.63 | 37.17% | -0.253 | 0.001 | -2.009 | 1.945 | Login To Trade |
2.210 | -2.229 | 0.002 | 0.666 | 36.32% | 685.88 | 1.61 | 39.39% | 136.00 | 2,650PCR: 3.22 | 50.50 | 27.74% | 5.17 | 1,201.13 | 35.95% | -0.333 | 0.002 | -2.204 | 2.208 | Login To Trade |
2.370 | -2.329 | 0.002 | 0.584 | 35.37% | 3,375.00 | 5.62 | 36.27% | 105.00 | 2,700PCR: 1.42 | 68.90 | 32.38% | 8.00 | 2,229.75 | 35.80% | -0.416 | 0.002 | -2.358 | 2.371 | Login To Trade |
2.424 | -2.372 | 0.002 | 0.492 | 35.22% | 2,539.50 | 8.69 | 32.19% | 80.50 | 2,750PCR: 0.38 | 92.90 | 36.82% | 3.30 | 684.00 | 35.52% | -0.508 | 0.002 | -2.392 | 2.424 | Login To Trade |
2.351 | -2.320 | 0.002 | 0.402 | 35.52% | 2,602.13 | 10.55 | 27.67% | 59.20 | 2,800PCR: 0.57 | 121.50 | 40.71% | 6.00 | 439.88 | 34.97% | -0.602 | 0.002 | -2.277 | 2.344 | Login To Trade |
2.173 | -2.183 | 0.002 | 0.320 | 36.16% | 1,263.38 | 7.04 | 23.03% | 43.00 | 2,850PCR: 0.32 | 156.25 | 43.91% | 2.27 | 31.88 | 34.82% | -0.691 | 0.002 | -2.069 | 2.139 | Login To Trade |
1.929 | -1.946 | 0.001 | 0.249 | 36.32% | 1,897.13 | 15.31 | 18.64% | 31.50 | 2,900PCR: 0.18 | 194.10 | 45.99% | 2.76 | 48.00 | 35.52% | -0.755 | 0.002 | -1.885 | 1.910 | Login To Trade |
1.655 | -1.720 | 0.001 | 0.191 | 37.41% | 856.50 | 8.40 | 14.69% | 23.20 | 2,950PCR: 0.14 | 229.50 | 47.96% | 1.14 | 1.88 | 33.94% | -0.828 | 0.001 | -1.459 | 1.548 | Login To Trade |
1.396 | -1.465 | 0.001 | 0.147 | 37.78% | 1,769.63 | 18.96 | 11.48% | 16.90 | 3,000PCR: 0.20 | 278.00 | 48.76% | 3.73 | 21.38 | 37.48% | -0.854 | 0.001 | -1.449 | 1.392 | Login To Trade |
1.149 | -1.239 | 0.001 | 0.111 | 38.82% | 340.50 | 4.50 | 8.78% | 12.35 | 3,050PCR: 0.09 | 314.75 | 50.47% | 0.41 | 3.75 | 28.81% | -0.951 | 0.001 | -0.498 | 0.622 | Login To Trade |
0.956 | -1.060 | 0.001 | 0.086 | 39.92% | 520.13 | 6.08 | 6.86% | 8.50 | 3,100PCR: 0.05 | 365.80 | 50.77% | 0.32 | 1.13 | 31.25% | -0.961 | 0.000 | -0.448 | 0.516 | Login To Trade |
0.797 | -0.913 | 0.001 | 0.068 | 41.26% | 178.13 | 3.57 | 5.39% | 7.00 | 3,150PCR: 0.04 | 391.70 | 99.00% | 0.15 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.650 | -0.765 | 0.000 | 0.052 | 42.36% | 354.75 | 11.79 | 4.14% | 5.35 | 3,200PCR: 0.02 | 395.35 | 99.00% | 0.26 | 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
₹
0
₹
20
By signing up, you agree to receive transaction updates from Upstox.