Computer Age Mngt Ser - 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 | |
0.445 | -100.036 | 0.000 | 0.865 | 450.20% | 0.00 | 0.00 | 42.34% | 880.00 | 3,100PCR: 0.00 | 2.50 | 2.03% | 0.00 | 0.00 | 208.98% | -0.016 | 0.000 | -8.386 | 0.082 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 552.80 | 3,200PCR: 20.00 | 0.05 | 0.12% | 0.03 | 0.30 | 125.00% | -0.001 | 0.000 | -0.419 | 0.007 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,300PCR: -- | 0.10 | 0.14% | 0.12 | 0.00 | 109.38% | -0.001 | 0.000 | -0.428 | 0.008 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 493.35 | 3,350PCR: 3.33 | 0.55 | 0.77% | 0.02 | 0.00 | 123.05% | -0.006 | 0.000 | -2.261 | 0.038 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,400PCR: -- | 0.10 | 0.24% | 0.23 | 0.30 | 93.75% | -0.002 | 0.000 | -0.634 | 0.014 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,450PCR: -- | 0.70 | 1.12% | 0.12 | 0.00 | 103.52% | -0.010 | 0.000 | -2.764 | 0.054 | Login To Trade |
0.590 | -85.426 | 0.001 | 0.790 | 289.67% | 0.00 | 0.05 | 41.97% | 485.95 | 3,500PCR: 4.17 | 0.25 | 0.52% | 0.23 | 3.75 | 82.03% | -0.005 | 0.000 | -1.137 | 0.028 | Login To Trade |
0.685 | -126.542 | 0.000 | 0.723 | 369.63% | 0.00 | 0.02 | 38.85% | 500.00 | 3,550PCR: 7.45 | 0.35 | 0.72% | 0.12 | 1.05 | 74.22% | -0.006 | 0.000 | -1.391 | 0.037 | Login To Trade |
0.675 | -97.632 | 0.001 | 0.731 | 289.43% | 0.00 | 0.06 | 40.08% | 412.60 | 3,600PCR: 8.51 | 0.60 | 1.35% | 0.50 | 13.20 | 70.31% | -0.012 | 0.000 | -2.314 | 0.066 | Login To Trade |
0.631 | -62.116 | 0.001 | 0.764 | 197.02% | 0.00 | 0.03 | 42.22% | 318.75 | 3,650PCR: 5.79 | 0.85 | 1.96% | 0.17 | 1.80 | 63.48% | -0.018 | 0.000 | -2.933 | 0.092 | Login To Trade |
0.636 | -50.485 | 0.001 | 0.760 | 158.69% | 1.35 | 0.20 | 42.54% | 257.90 | 3,700PCR: 1.58 | 0.15 | 0.72% | 0.32 | 35.85 | 42.97% | -0.007 | 0.000 | -0.839 | 0.039 | Login To Trade |
0.154 | -3.376 | 0.001 | 0.966 | 43.95% | 0.75 | 0.16 | 48.99% | 161.25 | 3,750PCR: 3.12 | 0.65 | 2.32% | 0.49 | 34.20 | 40.04% | -0.022 | 0.001 | -2.195 | 0.110 | Login To Trade |
0.414 | -9.550 | 0.002 | 0.878 | 46.14% | 6.30 | 0.49 | 47.11% | 113.00 | 3,800PCR: 2.07 | 3.00 | 7.96% | 1.01 | 95.10 | 39.55% | -0.083 | 0.002 | -6.155 | 0.311 | Login To Trade |
0.438 | -5.821 | 0.004 | 0.868 | 26.61% | 13.20 | 0.16 | 47.09% | 68.00 | 3,850PCR: 0.80 | 9.55 | 18.51% | 0.13 | 116.85 | 37.84% | -0.215 | 0.004 | -11.301 | 0.597 | Login To Trade |
0.808 | -14.646 | 0.005 | 0.557 | 36.25% | 98.70 | 0.58 | 36.59% | 34.80 | 3,900PCR: 1.39 | 19.55 | 31.88% | 0.80 | 426.30 | 32.84% | -0.437 | 0.006 | -13.239 | 0.806 | Login To Trade |
0.709 | -12.714 | 0.005 | 0.297 | 35.89% | 303.75 | 0.31 | 23.12% | 13.65 | 3,950PCR: 1.75 | 57.70 | 42.15% | 0.54 | 133.95 | 41.50% | -0.676 | 0.004 | -15.258 | 0.735 | Login To Trade |
0.448 | -8.803 | 0.003 | 0.137 | 39.31% | 395.55 | 1.51 | 11.84% | 5.80 | 4,000PCR: 0.45 | 101.25 | 48.21% | 0.68 | 44.10 | 35.64% | -0.887 | 0.003 | -6.995 | 0.393 | Login To Trade |
0.224 | -4.648 | 0.001 | 0.054 | 41.50% | 190.50 | 0.72 | 4.92% | 1.95 | 4,050PCR: 0.26 | 127.05 | 99.00% | 0.19 | 10.95 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.100 | -2.189 | 0.001 | 0.020 | 43.95% | 304.80 | 1.32 | 1.87% | 0.80 | 4,100PCR: 0.29 | 191.30 | 49.99% | 0.38 | 7.20 | 48.83% | -0.967 | 0.001 | -3.643 | 0.149 | Login To Trade |
0.025 | -0.542 | 0.000 | 0.004 | 42.97% | 84.15 | 1.09 | 0.39% | 0.15 | 4,150PCR: 0.02 | 202.30 | 99.00% | 0.03 | 0.15 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.043 | -1.232 | 0.000 | 0.008 | 56.64% | 105.45 | 0.94 | 0.71% | 0.30 | 4,200PCR: 0.22 | 287.70 | 99.00% | 0.20 | 0.75 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.065 | -2.299 | 0.000 | 0.012 | 70.31% | 28.50 | 0.31 | 1.11% | 0.65 | 4,250PCR: 0.06 | 439.50 | 45.60% | 0.02 | 0.00 | 271.24% | -0.697 | 0.001 | -96.906 | 0.715 | Login To Trade |
0.029 | -1.013 | 0.000 | 0.005 | 70.31% | 15.15 | 0.51 | 0.43% | 0.20 | 4,300PCR: 0.10 | 330.00 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.005 | -0.151 | 0.000 | 0.001 | 62.50% | 2.55 | 0.19 | 0.06% | 0.05 | 4,350PCR: 0.02 | 297.80 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.013 | -0.499 | 0.000 | 0.002 | 78.13% | 11.25 | 0.35 | 0.17% | 0.10 | 4,400PCR: 0.21 | 440.80 | 99.00% | 0.07 | 7.95 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.015 | -0.680 | 0.000 | 0.002 | 93.75% | 5.70 | 0.45 | 0.19% | 0.10 | 4,500PCR: 0.06 | 528.00 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | -0.000 | 0.000 | 0.000 | 62.50% | 1.65 | 0.13 | 0.00% | 0.05 | 4,600PCR: 0.25 | 652.00 | 99.00% | 0.03 | 1.80 | 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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