IIFL Finance - Statistics
Latest IIFL Finance Options
IIFL Finance 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 | 0.02 | 99.00% | 69.35 | 380PCR: 18.00 | 0.15 | 1.10% | 0.30 | 26.40 | 46.88% | -0.008 | 0.000 | -0.030 | 0.026 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.07 | 99.00% | 79.80 | 390PCR: 6.75 | 0.25 | 1.56% | 0.45 | 16.50 | 44.92% | -0.012 | 0.001 | -0.041 | 0.036 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.13 | 99.00% | 78.55 | 400PCR: 10.13 | 0.35 | 2.25% | 1.34 | 41.25 | 42.97% | -0.018 | 0.001 | -0.055 | 0.051 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.18 | 99.00% | 68.05 | 410PCR: 4.18 | 0.50 | 3.19% | 0.76 | 42.90 | 41.02% | -0.026 | 0.001 | -0.072 | 0.070 | Login To Trade |
0.111 | -0.114 | 0.002 | 0.954 | 41.02% | 118.80 | 0.33 | 47.33% | 72.30 | 420PCR: 6.40 | 0.75 | 4.54% | 2.11 | 359.70 | 39.06% | -0.039 | 0.002 | -0.095 | 0.097 | Login To Trade |
0.135 | -0.127 | 0.003 | 0.941 | 37.60% | 153.45 | 0.56 | 47.19% | 62.65 | 430PCR: 4.50 | 1.05 | 6.38% | 2.52 | 325.05 | 37.11% | -0.057 | 0.003 | -0.122 | 0.131 | Login To Trade |
0.189 | -0.173 | 0.004 | 0.908 | 36.62% | 158.40 | 0.69 | 46.50% | 53.30 | 440PCR: 5.38 | 1.70 | 9.18% | 3.73 | 879.45 | 35.64% | -0.086 | 0.004 | -0.161 | 0.180 | Login To Trade |
0.244 | -0.211 | 0.005 | 0.870 | 34.67% | 189.75 | 1.44 | 45.70% | 44.10 | 450PCR: 2.79 | 2.80 | 13.48% | 4.01 | 1,019.70 | 35.16% | -0.133 | 0.005 | -0.218 | 0.248 | Login To Trade |
0.322 | -0.283 | 0.007 | 0.800 | 35.16% | 277.20 | 2.54 | 43.77% | 35.55 | 460PCR: 0.94 | 4.45 | 18.41% | 2.39 | 889.35 | 34.42% | -0.195 | 0.007 | -0.273 | 0.317 | Login To Trade |
0.391 | -0.356 | 0.008 | 0.714 | 36.38% | 980.10 | 2.33 | 41.00% | 28.55 | 470PCR: 0.95 | 7.00 | 24.07% | 2.21 | 1,123.65 | 34.18% | -0.275 | 0.009 | -0.328 | 0.384 | Login To Trade |
0.434 | -0.374 | 0.009 | 0.630 | 34.42% | 3,268.65 | 3.94 | 38.06% | 21.60 | 480PCR: 0.68 | 10.50 | 29.86% | 2.69 | 2,450.25 | 34.18% | -0.369 | 0.010 | -0.371 | 0.434 | Login To Trade |
0.458 | -0.394 | 0.010 | 0.531 | 34.42% | 5,515.95 | 6.52 | 33.92% | 16.30 | 490PCR: 0.19 | 15.25 | 35.12% | 1.22 | 935.55 | 34.91% | -0.470 | 0.010 | -0.399 | 0.458 | Login To Trade |
0.452 | -0.390 | 0.010 | 0.431 | 34.55% | 5,814.60 | 7.57 | 29.13% | 11.90 | 500PCR: 0.04 | 20.15 | 39.56% | 0.31 | 448.80 | 33.45% | -0.572 | 0.010 | -0.377 | 0.451 | Login To Trade |
0.420 | -0.362 | 0.009 | 0.337 | 34.42% | 1,763.85 | 2.79 | 24.07% | 8.35 | 510PCR: 0.08 | 26.65 | 43.15% | 0.21 | 194.70 | 33.69% | -0.666 | 0.009 | -0.353 | 0.419 | Login To Trade |
0.370 | -0.321 | 0.008 | 0.256 | 34.67% | 3,245.55 | 4.01 | 19.06% | 5.65 | 520PCR: 0.02 | 34.00 | 45.89% | 0.10 | 128.70 | 33.20% | -0.755 | 0.008 | -0.300 | 0.362 | Login To Trade |
0.245 | -0.212 | 0.005 | 0.131 | 34.67% | 4,524.30 | 5.53 | 10.39% | 2.45 | 540PCR: 0.05 | 50.70 | 49.30% | 0.28 | 128.70 | 32.71% | -0.884 | 0.005 | -0.184 | 0.225 | 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.