Delhivery - Statistics
Latest Delhivery Options
Delhivery 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 | 0.20 | 99.00% | 64.50 | 240PCR: 7.15 | 1.05 | 6.63% | 1.42 | 30.50 | 52.73% | -0.052 | 0.002 | -0.080 | 0.094 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 3.05 | 0.40 | 99.00% | 53.00 | 250PCR: 6.15 | 1.40 | 8.24% | 2.44 | 198.25 | 47.85% | -0.068 | 0.003 | -0.090 | 0.117 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 39.80 | 255PCR: 6.50 | 1.90 | 10.37% | 0.20 | 15.25 | 47.85% | -0.089 | 0.004 | -0.110 | 0.143 | Login To Trade |
0.202 | -0.181 | 0.005 | 0.855 | 55.66% | 1.53 | 0.11 | 43.58% | 48.70 | 260PCR: 24.71 | 2.25 | 12.10% | 2.64 | 114.38 | 46.39% | -0.107 | 0.004 | -0.123 | 0.164 | Login To Trade |
0.192 | -0.122 | 0.006 | 0.866 | 39.55% | 45.75 | 0.81 | 44.89% | 37.20 | 270PCR: 3.43 | 3.50 | 16.61% | 2.78 | 271.45 | 44.43% | -0.159 | 0.006 | -0.154 | 0.215 | Login To Trade |
0.240 | -0.167 | 0.007 | 0.811 | 42.97% | 7.63 | 0.44 | 43.17% | 33.90 | 275PCR: 1.34 | 4.40 | 19.42% | 0.59 | 183.00 | 43.95% | -0.194 | 0.007 | -0.173 | 0.244 | Login To Trade |
0.278 | -0.207 | 0.008 | 0.757 | 46.14% | 48.80 | 1.75 | 41.32% | 31.00 | 280PCR: 1.69 | 5.50 | 22.19% | 2.96 | 283.65 | 43.21% | -0.231 | 0.008 | -0.189 | 0.271 | Login To Trade |
0.296 | -0.205 | 0.009 | 0.725 | 42.97% | 22.88 | 0.50 | 40.46% | 26.60 | 285PCR: 0.70 | 6.85 | 25.14% | 0.35 | 67.10 | 42.72% | -0.275 | 0.009 | -0.204 | 0.296 | Login To Trade |
0.319 | -0.218 | 0.009 | 0.678 | 42.48% | 79.30 | 1.83 | 38.86% | 23.15 | 290PCR: 1.03 | 8.50 | 28.17% | 1.89 | 332.45 | 42.48% | -0.322 | 0.009 | -0.218 | 0.319 | Login To Trade |
0.336 | -0.225 | 0.010 | 0.628 | 41.50% | 33.55 | 0.67 | 37.07% | 19.80 | 295PCR: 1.09 | 10.25 | 31.13% | 0.73 | 109.80 | 41.99% | -0.372 | 0.010 | -0.228 | 0.336 | Login To Trade |
0.348 | -0.236 | 0.011 | 0.575 | 41.99% | 907.38 | 6.18 | 34.79% | 17.30 | 300PCR: 1.15 | 12.45 | 33.90% | 7.12 | 732.00 | 41.75% | -0.425 | 0.011 | -0.234 | 0.348 | Login To Trade |
0.354 | -0.238 | 0.011 | 0.521 | 41.75% | 634.40 | 2.53 | 32.47% | 14.65 | 305PCR: 0.51 | 14.80 | 36.54% | 1.30 | 285.18 | 41.50% | -0.479 | 0.011 | -0.237 | 0.354 | Login To Trade |
0.353 | -0.242 | 0.011 | 0.469 | 42.48% | 2,702.30 | 6.39 | 30.00% | 12.60 | 310PCR: 0.13 | 17.50 | 38.93% | 0.81 | 346.18 | 41.26% | -0.533 | 0.011 | -0.235 | 0.353 | Login To Trade |
0.346 | -0.233 | 0.011 | 0.416 | 41.75% | 236.38 | 1.10 | 27.35% | 10.45 | 315PCR: 0.24 | 20.60 | 41.07% | 0.26 | 54.90 | 41.26% | -0.586 | 0.011 | -0.230 | 0.346 | Login To Trade |
0.335 | -0.230 | 0.010 | 0.369 | 42.48% | 547.48 | 4.07 | 24.81% | 9.00 | 320PCR: 0.09 | 24.50 | 42.84% | 0.35 | 42.70 | 43.21% | -0.628 | 0.010 | -0.234 | 0.336 | Login To Trade |
0.319 | -0.218 | 0.009 | 0.323 | 42.48% | 277.55 | 1.75 | 22.19% | 7.55 | 325PCR: 0.08 | 27.35 | 44.65% | 0.14 | 19.83 | 41.50% | -0.682 | 0.010 | -0.212 | 0.317 | Login To Trade |
0.299 | -0.205 | 0.009 | 0.280 | 42.48% | 809.78 | 8.52 | 19.58% | 6.20 | 330PCR: 0.02 | 31.10 | 46.03% | 0.18 | 42.70 | 41.26% | -0.727 | 0.009 | -0.197 | 0.295 | Login To Trade |
0.257 | -0.180 | 0.007 | 0.211 | 43.46% | 905.85 | 3.28 | 15.17% | 4.35 | 340PCR: 0.02 | 42.95 | 46.90% | 0.06 | 1.53 | 55.18% | -0.726 | 0.007 | -0.263 | 0.296 | 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.