IDFC First Bank - 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 | |
0.011 | -0.171 | 0.013 | 0.930 | 125.00% | 18.55 | 6.21 | 46.11% | 13.53 | 65PCR: 1.69 | 0.01 | 0.26% | 10.48 | 0.00 | 62.50% | -0.002 | 0.001 | -0.004 | 0.001 | Login To Trade |
0.026 | -0.979 | 0.013 | 0.755 | 304.69% | 0.00 | 0.28 | 37.26% | 16.45 | 66PCR: 21.00 | 0.01 | 0.52% | 5.84 | 0.00 | 62.50% | -0.004 | 0.003 | -0.008 | 0.001 | Login To Trade |
0.020 | -0.412 | 0.018 | 0.838 | 164.06% | 0.00 | 0.46 | 42.99% | 12.44 | 67PCR: 16.20 | 0.01 | 0.99% | 7.51 | 9.28 | 62.50% | -0.008 | 0.004 | -0.015 | 0.002 | Login To Trade |
0.013 | -0.163 | 0.019 | 0.914 | 101.56% | 9.28 | 4.27 | 46.26% | 10.55 | 68PCR: 1.67 | 0.01 | 1.75% | 7.14 | 46.38 | 62.50% | -0.015 | 0.007 | -0.024 | 0.003 | Login To Trade |
0.024 | -0.498 | 0.021 | 0.788 | 167.97% | 0.00 | 2.32 | 41.40% | 11.00 | 69PCR: 5.04 | 0.01 | 2.99% | 11.69 | 18.55 | 62.50% | -0.026 | 0.012 | -0.038 | 0.005 | Login To Trade |
0.016 | -0.191 | 0.026 | 0.881 | 93.75% | 83.48 | 9.46 | 45.51% | 8.70 | 70PCR: 3.37 | 0.01 | 0.04% | 31.91 | 111.30 | 31.25% | -0.000 | 0.001 | -0.000 | 0.000 | Login To Trade |
0.025 | -0.422 | 0.027 | 0.772 | 136.72% | 0.00 | 4.27 | 41.50% | 8.82 | 71PCR: 2.20 | 0.01 | 0.17% | 9.37 | 231.88 | 31.25% | -0.002 | 0.002 | -0.002 | 0.000 | Login To Trade |
0.011 | -0.075 | 0.030 | 0.930 | 54.69% | 46.38 | 6.03 | 47.44% | 6.37 | 72PCR: 4.34 | 0.02 | 0.59% | 26.16 | 371.00 | 31.25% | -0.005 | 0.006 | -0.005 | 0.001 | Login To Trade |
0.022 | -0.216 | 0.042 | 0.811 | 78.13% | 27.83 | 7.05 | 43.92% | 5.92 | 73PCR: 2.11 | 0.03 | 1.79% | 14.84 | 306.08 | 31.25% | -0.017 | 0.017 | -0.013 | 0.004 | Login To Trade |
0.013 | -0.062 | 0.049 | 0.915 | 39.06% | 166.95 | 5.19 | 47.69% | 4.33 | 74PCR: 6.66 | 0.03 | 4.58% | 34.60 | 2,105.43 | 31.25% | -0.044 | 0.036 | -0.030 | 0.008 | Login To Trade |
0.001 | -0.003 | 0.012 | 0.994 | 15.63% | 1,790.08 | 27.18 | 50.61% | 3.18 | 75PCR: 2.27 | 0.04 | 0.50% | 61.68 | 3,552.33 | 15.63% | -0.005 | 0.012 | -0.002 | 0.001 | Login To Trade |
0.017 | -0.049 | 0.106 | 0.877 | 23.44% | 964.60 | 8.81 | 47.43% | 2.24 | 76PCR: 2.54 | 0.08 | 11.53% | 22.35 | 6,770.75 | 23.44% | -0.119 | 0.104 | -0.048 | 0.016 | Login To Trade |
0.025 | -0.060 | 0.189 | 0.773 | 19.53% | 1,252.13 | 14.19 | 43.88% | 1.37 | 77PCR: 3.84 | 0.19 | 19.30% | 54.54 | 8,013.60 | 19.53% | -0.222 | 0.186 | -0.059 | 0.024 | Login To Trade |
0.032 | -0.079 | 0.247 | 0.556 | 19.53% | 3,904.78 | 20.13 | 36.21% | 0.76 | 78PCR: 2.14 | 0.61 | 32.58% | 43.04 | 14,209.30 | 21.48% | -0.448 | 0.225 | -0.087 | 0.032 | Login To Trade |
0.030 | -0.088 | 0.192 | 0.344 | 23.44% | 27,101.55 | 51.38 | 26.34% | 0.40 | 79PCR: 0.75 | 1.19 | 42.41% | 38.68 | 12,855.15 | 23.44% | -0.656 | 0.192 | -0.088 | 0.030 | Login To Trade |
0.021 | -0.062 | 0.135 | 0.176 | 23.44% | 21,657.13 | 290.21 | 14.41% | 0.22 | 80PCR: 0.29 | 2.05 | 46.54% | 84.68 | 4,767.35 | 23.44% | -0.824 | 0.135 | -0.062 | 0.021 | Login To Trade |
0.012 | -0.035 | 0.076 | 0.078 | 23.44% | 11,816.35 | 114.82 | 6.79% | 0.10 | 81PCR: 0.44 | 2.91 | 48.20% | 50.92 | 1,660.23 | 23.44% | -0.922 | 0.076 | -0.035 | 0.012 | Login To Trade |
0.012 | -0.046 | 0.056 | 0.076 | 31.25% | 14,756.53 | 134.30 | 6.77% | 0.07 | 82PCR: 0.40 | 3.87 | 49.40% | 53.05 | 1,242.85 | 31.25% | -0.924 | 0.056 | -0.046 | 0.012 | Login To Trade |
0.006 | -0.025 | 0.031 | 0.036 | 31.25% | 5,648.48 | 72.90 | 3.17% | 0.05 | 83PCR: 0.24 | 4.88 | 49.40% | 17.62 | 129.85 | 31.25% | -0.964 | 0.031 | -0.025 | 0.006 | Login To Trade |
0.003 | -0.012 | 0.015 | 0.015 | 31.25% | 8,922.55 | 249.03 | 1.32% | 0.05 | 84PCR: 0.05 | 5.87 | 50.15% | 12.15 | 204.05 | 46.88% | -0.924 | 0.037 | -0.069 | 0.012 | Login To Trade |
0.001 | -0.005 | 0.006 | 0.006 | 31.25% | 4,220.13 | 133.10 | 0.49% | 0.04 | 85PCR: 0.06 | 6.71 | 99.00% | 8.44 | 64.93 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.001 | -0.002 | 0.002 | 0.002 | 31.25% | 2,671.20 | 61.96 | 0.17% | 0.02 | 86PCR: 0.10 | 7.25 | 99.00% | 6.40 | 9.28 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | -0.001 | 0.001 | 0.001 | 31.25% | 918.23 | 22.91 | 0.05% | 0.01 | 87PCR: 0.12 | 7.16 | 99.00% | 2.69 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | -0.000 | 0.000 | 0.000 | 31.25% | 806.93 | 44.71 | 0.01% | 0.01 | 88PCR: 0.17 | 9.05 | 99.00% | 7.79 | 64.93 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.005 | -0.039 | 0.012 | 0.026 | 62.50% | 352.45 | 10.94 | 2.22% | 0.01 | 89PCR: 0.16 | 9.39 | 99.00% | 1.76 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.004 | -0.027 | 0.008 | 0.017 | 62.50% | 1,048.08 | 88.85 | 1.46% | 0.01 | 90PCR: 0.10 | 11.70 | 99.00% | 8.63 | 46.38 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.002 | -0.013 | 0.004 | 0.007 | 62.50% | 46.38 | 19.11 | 0.59% | 0.01 | 92PCR: 0.13 | 13.02 | 99.00% | 2.41 | 46.38 | 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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