IndusInd 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 | |
0.371 | -0.848 | 0.001 | 0.872 | 82.28% | 0.00 | 0.05 | 43.64% | 149.00 | 660PCR: 72.00 | 0.55 | 2.52% | 3.53 | 14.00 | 42.97% | -0.021 | 0.001 | -0.105 | 0.088 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 680PCR: -- | 0.75 | 3.26% | 0.89 | 12.60 | 38.57% | -0.028 | 0.001 | -0.121 | 0.113 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.18 | 99.00% | 101.00 | 690PCR: 10.92 | 1.00 | 4.23% | 1.99 | 4.20 | 37.60% | -0.037 | 0.001 | -0.149 | 0.142 | Login To Trade |
0.333 | -0.467 | 0.002 | 0.890 | 50.54% | 21.00 | 5.31 | 45.57% | 103.35 | 700PCR: 1.70 | 1.45 | 5.71% | 9.03 | 48.30 | 37.11% | -0.051 | 0.002 | -0.191 | 0.185 | Login To Trade |
0.228 | -0.229 | 0.002 | 0.934 | 36.13% | 2.10 | 0.37 | 47.19% | 90.45 | 710PCR: 3.74 | 1.55 | 6.20% | 1.39 | 4.20 | 34.18% | -0.056 | 0.002 | -0.191 | 0.201 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.96 | 99.00% | 74.35 | 720PCR: 3.31 | 1.90 | 7.74% | 3.18 | 128.80 | 32.71% | -0.072 | 0.002 | -0.222 | 0.244 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.62 | 99.00% | 65.20 | 730PCR: 4.91 | 2.45 | 9.57% | 3.06 | 182.00 | 31.25% | -0.092 | 0.003 | -0.255 | 0.294 | Login To Trade |
0.359 | -0.302 | 0.004 | 0.878 | 30.27% | 30.10 | 2.35 | 46.18% | 61.75 | 740PCR: 3.88 | 3.30 | 12.25% | 9.12 | 240.10 | 30.27% | -0.122 | 0.004 | -0.302 | 0.359 | Login To Trade |
0.428 | -0.345 | 0.005 | 0.842 | 29.05% | 197.40 | 5.14 | 45.36% | 52.85 | 750PCR: 2.34 | 4.40 | 15.15% | 12.03 | 907.20 | 29.05% | -0.158 | 0.005 | -0.345 | 0.428 | Login To Trade |
0.520 | -0.427 | 0.006 | 0.783 | 29.54% | 100.80 | 6.73 | 43.64% | 45.10 | 760PCR: 2.12 | 6.00 | 18.88% | 14.29 | 417.90 | 28.20% | -0.206 | 0.006 | -0.396 | 0.506 | Login To Trade |
0.584 | -0.452 | 0.007 | 0.732 | 27.83% | 161.70 | 7.50 | 42.14% | 36.80 | 770PCR: 1.59 | 8.15 | 23.03% | 11.89 | 462.70 | 27.47% | -0.266 | 0.007 | -0.444 | 0.582 | Login To Trade |
0.650 | -0.496 | 0.007 | 0.660 | 27.47% | 632.10 | 6.15 | 39.63% | 29.80 | 780PCR: 1.23 | 11.00 | 27.45% | 7.58 | 1,145.20 | 26.86% | -0.337 | 0.008 | -0.483 | 0.647 | Login To Trade |
0.693 | -0.531 | 0.008 | 0.581 | 27.59% | 983.50 | 4.54 | 36.52% | 23.90 | 790PCR: 1.22 | 15.10 | 32.12% | 5.54 | 606.20 | 26.61% | -0.422 | 0.008 | -0.512 | 0.693 | Login To Trade |
0.707 | -0.544 | 0.008 | 0.499 | 27.71% | 2,590.70 | 56.41 | 32.97% | 18.80 | 800PCR: 0.33 | 19.70 | 36.07% | 18.84 | 631.40 | 26.73% | -0.502 | 0.008 | -0.525 | 0.707 | Login To Trade |
0.692 | -0.518 | 0.008 | 0.416 | 26.98% | 942.90 | 9.49 | 28.88% | 14.00 | 810PCR: 0.32 | 25.15 | 39.52% | 3.07 | 107.80 | 26.86% | -0.584 | 0.008 | -0.516 | 0.692 | Login To Trade |
0.649 | -0.489 | 0.008 | 0.340 | 27.10% | 989.80 | 10.20 | 24.66% | 10.50 | 820PCR: 0.23 | 31.75 | 42.58% | 2.39 | 111.30 | 26.61% | -0.663 | 0.008 | -0.478 | 0.647 | Login To Trade |
0.587 | -0.446 | 0.007 | 0.271 | 27.34% | 460.60 | 6.98 | 20.45% | 7.75 | 830PCR: 0.47 | 38.80 | 44.84% | 3.30 | 41.30 | 26.98% | -0.731 | 0.007 | -0.438 | 0.585 | Login To Trade |
0.517 | -0.400 | 0.006 | 0.214 | 27.83% | 720.30 | 9.33 | 16.73% | 5.85 | 840PCR: 0.48 | 46.70 | 46.81% | 4.49 | 31.50 | 26.37% | -0.799 | 0.006 | -0.365 | 0.498 | Login To Trade |
0.449 | -0.356 | 0.005 | 0.170 | 28.56% | 443.10 | 4.21 | 13.58% | 4.45 | 850PCR: 0.36 | 54.95 | 48.18% | 1.50 | 14.00 | 26.12% | -0.853 | 0.005 | -0.296 | 0.408 | Login To Trade |
0.382 | -0.311 | 0.004 | 0.134 | 29.30% | 266.70 | 4.36 | 10.85% | 3.35 | 860PCR: 0.49 | 63.75 | 49.27% | 2.14 | 38.50 | 25.88% | -0.897 | 0.004 | -0.229 | 0.318 | Login To Trade |
0.323 | -0.269 | 0.003 | 0.105 | 30.03% | 100.80 | 1.32 | 8.63% | 2.60 | 870PCR: 0.36 | 73.70 | 49.56% | 0.48 | 36.40 | 28.81% | -0.905 | 0.003 | -0.240 | 0.300 | Login To Trade |
0.273 | -0.235 | 0.003 | 0.084 | 31.01% | 208.60 | 5.92 | 6.92% | 2.05 | 880PCR: 0.77 | 82.50 | 50.36% | 4.55 | 21.70 | 25.88% | -0.952 | 0.002 | -0.127 | 0.177 | Login To Trade |
0.208 | -0.195 | 0.002 | 0.059 | 33.69% | 137.20 | 13.48 | 4.84% | 1.50 | 900PCR: 0.08 | 110.00 | 48.86% | 1.06 | 0.00 | 53.83% | -0.827 | 0.003 | -0.679 | 0.454 | Login To Trade |
0.159 | -0.160 | 0.001 | 0.042 | 36.13% | 25.20 | 2.90 | 3.43% | 1.05 | 920PCR: 0.00 | 112.00 | 99.00% | 0.01 | 0.00 | 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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