ITC - Statistics
Latest ITC Options
ITC 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 | |
0.203 | -0.344 | 0.002 | 0.886 | 74.71% | 0.00 | 0.18 | 44.00% | 84.20 | 350PCR: 21.73 | 0.10 | 0.99% | 3.82 | 136.00 | 35.16% | -0.008 | 0.001 | -0.018 | 0.023 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 370PCR: -- | 0.20 | 2.05% | 5.46 | 28.80 | 29.30% | -0.018 | 0.001 | -0.030 | 0.046 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.18 | 99.00% | 47.50 | 380PCR: 26.82 | 0.35 | 3.61% | 4.72 | 484.80 | 27.34% | -0.032 | 0.003 | -0.047 | 0.076 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 385PCR: -- | 0.50 | 4.69% | 3.42 | 132.80 | 26.37% | -0.043 | 0.003 | -0.057 | 0.096 | Login To Trade |
0.231 | -0.197 | 0.006 | 0.863 | 37.35% | 0.00 | 1.04 | 45.30% | 42.15 | 390PCR: 8.52 | 0.65 | 6.23% | 8.86 | 296.00 | 25.39% | -0.058 | 0.004 | -0.071 | 0.122 | Login To Trade |
0.278 | -0.250 | 0.006 | 0.819 | 39.55% | 3.20 | 2.72 | 43.95% | 38.80 | 395PCR: 1.55 | 0.90 | 8.06% | 4.21 | 371.20 | 24.41% | -0.077 | 0.006 | -0.085 | 0.153 | Login To Trade |
0.208 | -0.118 | 0.007 | 0.882 | 24.90% | 89.60 | 3.92 | 46.36% | 30.90 | 400PCR: 4.16 | 1.30 | 10.42% | 16.32 | 1,003.20 | 23.44% | -0.104 | 0.007 | -0.101 | 0.190 | Login To Trade |
0.351 | -0.349 | 0.007 | 0.726 | 43.70% | 0.00 | 1.60 | 40.87% | 32.70 | 405PCR: 3.77 | 1.80 | 13.76% | 6.03 | 326.40 | 22.95% | -0.143 | 0.009 | -0.124 | 0.238 | Login To Trade |
0.302 | -0.164 | 0.011 | 0.792 | 23.93% | 70.40 | 2.46 | 43.96% | 22.40 | 410PCR: 6.99 | 2.50 | 17.50% | 17.22 | 1,424.00 | 22.22% | -0.190 | 0.012 | -0.145 | 0.286 | Login To Trade |
0.336 | -0.166 | 0.014 | 0.748 | 21.73% | 46.40 | 3.06 | 42.82% | 18.00 | 415PCR: 2.50 | 3.45 | 21.75% | 7.63 | 828.80 | 21.48% | -0.250 | 0.014 | -0.164 | 0.335 | Login To Trade |
0.382 | -0.189 | 0.016 | 0.669 | 21.73% | 502.40 | 8.62 | 40.20% | 14.40 | 420PCR: 1.83 | 4.80 | 26.29% | 15.76 | 2,462.40 | 20.75% | -0.322 | 0.016 | -0.178 | 0.378 | Login To Trade |
0.410 | -0.196 | 0.018 | 0.590 | 21.00% | 1,316.80 | 10.85 | 37.22% | 11.15 | 425PCR: 1.58 | 6.45 | 31.22% | 17.10 | 4,484.80 | 20.26% | -0.408 | 0.018 | -0.189 | 0.409 | Login To Trade |
0.421 | -0.196 | 0.018 | 0.499 | 20.51% | 6,201.60 | 45.50 | 33.18% | 8.30 | 430PCR: 0.85 | 8.60 | 35.74% | 38.51 | 6,227.20 | 19.78% | -0.502 | 0.019 | -0.189 | 0.421 | Login To Trade |
0.409 | -0.189 | 0.018 | 0.408 | 20.26% | 5,902.40 | 25.76 | 28.68% | 6.10 | 435PCR: 0.79 | 11.45 | 39.72% | 20.32 | 2,976.00 | 19.78% | -0.595 | 0.019 | -0.184 | 0.409 | Login To Trade |
0.377 | -0.171 | 0.017 | 0.320 | 20.02% | 6,825.60 | 44.45 | 23.69% | 4.40 | 440PCR: 0.33 | 14.70 | 43.01% | 14.51 | 1,014.40 | 19.53% | -0.686 | 0.017 | -0.166 | 0.374 | Login To Trade |
0.333 | -0.155 | 0.015 | 0.247 | 20.51% | 2,004.80 | 10.24 | 19.17% | 3.10 | 445PCR: 0.23 | 18.30 | 45.62% | 2.34 | 260.80 | 19.53% | -0.764 | 0.015 | -0.144 | 0.325 | Login To Trade |
0.285 | -0.136 | 0.012 | 0.189 | 21.00% | 4,836.80 | 59.14 | 15.16% | 2.20 | 450PCR: 0.12 | 22.20 | 47.79% | 7.31 | 259.20 | 18.31% | -0.847 | 0.012 | -0.103 | 0.249 | Login To Trade |
0.231 | -0.110 | 0.010 | 0.137 | 21.00% | 883.20 | 9.68 | 11.30% | 1.50 | 455PCR: 0.09 | 25.60 | 50.14% | 0.85 | 3.20 | 7.81% | -0.999 | 0.001 | -0.001 | 0.005 | Login To Trade |
0.185 | -0.090 | 0.008 | 0.100 | 21.48% | 1,992.00 | 26.88 | 8.43% | 1.00 | 460PCR: 0.10 | 30.20 | 99.00% | 2.80 | 25.60 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.148 | -0.074 | 0.006 | 0.074 | 21.97% | 368.00 | 9.98 | 6.29% | 0.75 | 465PCR: 0.04 | 32.90 | 99.00% | 0.37 | 6.40 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.115 | -0.059 | 0.005 | 0.054 | 22.46% | 612.80 | 14.59 | 4.62% | 0.50 | 470PCR: 0.15 | 40.65 | 50.68% | 2.24 | 67.20 | 3.91% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.083 | -0.042 | 0.003 | 0.036 | 22.46% | 278.40 | 3.47 | 3.08% | 0.35 | 475PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.069 | -0.036 | 0.003 | 0.028 | 23.44% | 736.00 | 14.05 | 2.42% | 0.35 | 480PCR: 0.09 | 49.95 | 99.00% | 1.22 | 6.40 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.048 | -0.028 | 0.002 | 0.018 | 25.39% | 448.00 | 11.28 | 1.56% | 0.20 | 490PCR: 0.03 | 58.50 | 99.00% | 0.35 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.035 | -0.022 | 0.001 | 0.013 | 27.34% | 4.80 | 0.03 | 1.06% | 0.15 | 500PCR: 0.00 | 0.00 | 99.00% | 0.00 | 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
₹
0
₹
20
By signing up, you agree to receive transaction updates from Upstox.