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 | |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 620PCR: -- | 0.20 | 1.16% | 0.11 | 1.50 | 39.06% | -0.009 | 0.000 | -0.046 | 0.042 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 640PCR: -- | 0.95 | 3.77% | 0.11 | 0.00 | 41.99% | -0.032 | 0.001 | -0.140 | 0.120 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 0.00% | 613.70 | 660PCR: 370.00 | 0.65 | 3.24% | 0.56 | 16.50 | 33.20% | -0.028 | 0.001 | -0.100 | 0.109 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 77.15 | 670PCR: 52.00 | 0.85 | 4.47% | 0.39 | 17.25 | 32.23% | -0.040 | 0.002 | -0.129 | 0.144 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 680PCR: -- | 1.05 | 5.22% | 1.40 | 35.25 | 29.79% | -0.048 | 0.002 | -0.138 | 0.167 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 690PCR: -- | 1.40 | 6.85% | 0.36 | 32.25 | 28.32% | -0.065 | 0.003 | -0.167 | 0.212 | Login To Trade |
0.344 | -0.303 | 0.004 | 0.876 | 31.74% | 3.00 | 0.05 | 46.07% | 61.00 | 700PCR: 76.57 | 2.05 | 9.34% | 4.02 | 108.00 | 27.34% | -0.091 | 0.004 | -0.210 | 0.276 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 710PCR: -- | 3.00 | 12.71% | 0.59 | 44.25 | 26.61% | -0.130 | 0.005 | -0.263 | 0.355 | Login To Trade |
0.305 | -0.157 | 0.006 | 0.895 | 18.55% | 0.00 | 0.14 | 47.20% | 39.15 | 720PCR: 14.78 | 4.35 | 16.79% | 2.00 | 95.25 | 25.88% | -0.180 | 0.006 | -0.318 | 0.442 | Login To Trade |
0.537 | -0.390 | 0.007 | 0.748 | 26.12% | 2.25 | 0.18 | 42.74% | 34.40 | 730PCR: 7.00 | 6.40 | 21.59% | 1.26 | 65.25 | 25.39% | -0.246 | 0.007 | -0.374 | 0.530 | Login To Trade |
0.607 | -0.426 | 0.009 | 0.672 | 25.27% | 32.25 | 0.59 | 40.21% | 27.00 | 740PCR: 6.42 | 9.15 | 26.68% | 3.80 | 102.00 | 24.90% | -0.325 | 0.009 | -0.419 | 0.606 | Login To Trade |
0.657 | -0.468 | 0.009 | 0.581 | 25.63% | 366.75 | 1.70 | 36.70% | 21.15 | 750PCR: 1.00 | 12.70 | 31.69% | 1.70 | 195.75 | 24.29% | -0.415 | 0.009 | -0.443 | 0.656 | Login To Trade |
0.671 | -0.480 | 0.009 | 0.489 | 25.76% | 324.00 | 1.87 | 32.58% | 16.15 | 760PCR: 1.31 | 17.55 | 36.41% | 2.45 | 115.50 | 24.29% | -0.513 | 0.010 | -0.453 | 0.671 | Login To Trade |
0.650 | -0.465 | 0.009 | 0.399 | 25.76% | 303.00 | 2.09 | 28.08% | 11.90 | 770PCR: 0.90 | 23.40 | 40.36% | 1.88 | 20.25 | 24.29% | -0.608 | 0.009 | -0.436 | 0.646 | Login To Trade |
0.601 | -0.438 | 0.008 | 0.319 | 26.25% | 327.75 | 7.01 | 23.49% | 8.85 | 780PCR: 0.46 | 30.05 | 43.56% | 3.22 | 12.00 | 24.17% | -0.697 | 0.009 | -0.394 | 0.588 | Login To Trade |
0.533 | -0.394 | 0.007 | 0.248 | 26.61% | 117.75 | 3.53 | 19.06% | 6.45 | 790PCR: 0.48 | 37.40 | 46.09% | 1.69 | 21.00 | 23.93% | -0.777 | 0.007 | -0.334 | 0.502 | Login To Trade |
0.458 | -0.345 | 0.006 | 0.191 | 27.10% | 627.00 | 16.25 | 15.10% | 4.70 | 800PCR: 0.20 | 51.00 | 45.68% | 3.29 | 35.25 | 34.91% | -0.747 | 0.005 | -0.522 | 0.538 | Login To Trade |
0.390 | -0.304 | 0.005 | 0.149 | 28.08% | 43.50 | 1.64 | 12.02% | 3.55 | 810PCR: 0.17 | 64.50 | 45.70% | 0.28 | 0.00 | 45.65% | -0.729 | 0.004 | -0.707 | 0.558 | Login To Trade |
0.325 | -0.260 | 0.004 | 0.114 | 28.81% | 50.25 | 5.90 | 9.36% | 2.60 | 820PCR: 0.34 | 64.00 | 49.63% | 2.03 | 4.50 | 25.39% | -0.915 | 0.004 | -0.184 | 0.261 | Login To Trade |
0.279 | -0.235 | 0.003 | 0.093 | 30.27% | 32.25 | 1.03 | 7.65% | 2.10 | 830PCR: 0.01 | 320.00 | 51.34% | 0.01 | 0.00 | 416.02% | -0.358 | 0.001 | -7.261 | 0.628 | Login To Trade |
0.234 | -0.203 | 0.003 | 0.073 | 31.25% | 84.00 | 4.25 | 6.04% | 1.70 | 840PCR: 0.17 | 90.00 | 48.37% | 0.72 | 0.00 | 48.10% | -0.819 | 0.003 | -0.591 | 0.442 | Login To Trade |
0.195 | -0.175 | 0.002 | 0.058 | 32.23% | 25.50 | 0.72 | 4.79% | 1.35 | 850PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.163 | -0.150 | 0.002 | 0.046 | 33.20% | 581.25 | 3.68 | 3.81% | 1.05 | 860PCR: 0.01 | 388.50 | 54.41% | 0.05 | 0.00 | 491.21% | -0.334 | 0.000 | -8.352 | 0.612 | Login To Trade |
0.204 | -0.222 | 0.002 | 0.061 | 39.06% | 0.00 | 0.05 | 4.94% | 1.65 | 870PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.127 | -0.127 | 0.001 | 0.034 | 36.13% | 39.00 | 1.44 | 2.76% | 0.75 | 880PCR: 0.22 | 123.70 | 50.97% | 0.32 | 2.25 | 39.55% | -0.952 | 0.002 | -0.185 | 0.169 | Login To Trade |
0.085 | -0.087 | 0.001 | 0.021 | 37.11% | 6.75 | 1.50 | 1.69% | 0.50 | 900PCR: 0.15 | 158.00 | 49.33% | 0.23 | 0.00 | 87.16% | -0.784 | 0.002 | -1.194 | 0.493 | Login To Trade |
0.069 | -0.077 | 0.001 | 0.017 | 40.04% | 0.00 | 1.07 | 1.30% | 0.40 | 920PCR: 0.20 | 185.00 | 49.56% | 0.22 | 0.00 | 106.45% | -0.759 | 0.002 | -1.551 | 0.525 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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