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 | |
0.076 | -0.047 | 0.002 | 0.970 | 33.20% | 9.60 | 0.18 | 47.77% | 63.50 | 350PCR: 24.00 | 0.20 | 2.03% | 4.22 | 118.40 | 29.30% | -0.017 | 0.001 | -0.026 | 0.047 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 6.40 | 0.54 | 99.00% | 53.00 | 360PCR: 6.41 | 0.25 | 2.45% | 3.49 | 214.40 | 25.39% | -0.021 | 0.002 | -0.027 | 0.058 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 365PCR: -- | 0.25 | 2.73% | 1.02 | 134.40 | 23.44% | -0.024 | 0.002 | -0.028 | 0.064 | Login To Trade |
0.095 | -0.041 | 0.003 | 0.961 | 23.44% | 1.60 | 0.26 | 48.12% | 43.50 | 370PCR: 43.00 | 0.35 | 3.68% | 11.01 | 496.00 | 22.46% | -0.033 | 0.003 | -0.035 | 0.083 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.51 | 99.00% | 33.45 | 375PCR: 5.50 | 0.45 | 4.95% | 2.82 | 132.80 | 21.48% | -0.046 | 0.004 | -0.043 | 0.108 | Login To Trade |
0.140 | -0.053 | 0.005 | 0.936 | 20.51% | 198.40 | 2.46 | 47.68% | 33.80 | 380PCR: 10.79 | 0.65 | 6.68% | 26.59 | 1,929.60 | 20.51% | -0.064 | 0.005 | -0.053 | 0.140 | Login To Trade |
0.155 | -0.052 | 0.007 | 0.928 | 18.07% | 57.60 | 1.90 | 47.74% | 28.60 | 385PCR: 6.61 | 0.80 | 8.47% | 12.59 | 1,152.00 | 19.04% | -0.083 | 0.007 | -0.060 | 0.172 | Login To Trade |
0.193 | -0.059 | 0.009 | 0.903 | 16.60% | 201.60 | 2.14 | 47.18% | 24.00 | 390PCR: 11.75 | 1.15 | 11.38% | 25.20 | 4,500.80 | 18.07% | -0.116 | 0.010 | -0.073 | 0.219 | Login To Trade |
0.260 | -0.077 | 0.013 | 0.852 | 16.11% | 220.80 | 1.95 | 45.94% | 19.45 | 395PCR: 6.30 | 1.60 | 14.77% | 12.29 | 2,560.00 | 16.85% | -0.158 | 0.013 | -0.085 | 0.271 | Login To Trade |
0.331 | -0.096 | 0.017 | 0.782 | 15.63% | 2,832.00 | 16.42 | 44.19% | 15.25 | 400PCR: 2.79 | 2.35 | 19.75% | 45.78 | 9,176.00 | 16.11% | -0.225 | 0.017 | -0.100 | 0.337 | Login To Trade |
0.392 | -0.106 | 0.021 | 0.699 | 14.65% | 4,304.00 | 20.32 | 41.43% | 11.40 | 405PCR: 1.42 | 3.65 | 25.44% | 28.83 | 7,484.80 | 15.63% | -0.312 | 0.020 | -0.115 | 0.398 | Login To Trade |
0.440 | -0.121 | 0.023 | 0.576 | 14.89% | 19,121.60 | 74.56 | 36.87% | 8.20 | 410PCR: 0.64 | 5.35 | 31.62% | 47.42 | 12,204.80 | 15.14% | -0.419 | 0.023 | -0.123 | 0.439 | Login To Trade |
0.446 | -0.121 | 0.024 | 0.462 | 14.65% | 10,518.40 | 29.87 | 31.65% | 5.65 | 415PCR: 0.55 | 7.70 | 37.11% | 16.51 | 3,033.60 | 14.89% | -0.537 | 0.024 | -0.123 | 0.446 | Login To Trade |
0.417 | -0.117 | 0.022 | 0.351 | 15.14% | 11,793.60 | 73.54 | 25.87% | 3.85 | 420PCR: 0.27 | 10.85 | 41.65% | 20.16 | 1,993.60 | 14.89% | -0.651 | 0.022 | -0.115 | 0.416 | Login To Trade |
0.361 | -0.103 | 0.019 | 0.255 | 15.38% | 5,950.40 | 32.78 | 19.89% | 2.55 | 425PCR: 0.12 | 14.50 | 44.82% | 3.98 | 464.00 | 15.63% | -0.740 | 0.018 | -0.105 | 0.364 | Login To Trade |
0.297 | -0.087 | 0.015 | 0.182 | 15.87% | 5,220.80 | 42.78 | 14.81% | 1.70 | 430PCR: 0.15 | 18.65 | 47.14% | 6.37 | 216.00 | 15.38% | -0.826 | 0.015 | -0.082 | 0.289 | Login To Trade |
0.235 | -0.072 | 0.011 | 0.128 | 16.60% | 4,128.00 | 22.66 | 10.73% | 1.20 | 435PCR: 0.06 | 23.10 | 48.33% | 1.33 | 118.40 | 16.60% | -0.869 | 0.011 | -0.073 | 0.239 | Login To Trade |
0.194 | -0.063 | 0.009 | 0.098 | 17.58% | 2,582.40 | 25.18 | 8.32% | 0.85 | 440PCR: 0.09 | 27.85 | 49.30% | 2.21 | 137.60 | 16.60% | -0.915 | 0.008 | -0.054 | 0.174 | Login To Trade |
0.148 | -0.050 | 0.006 | 0.068 | 18.07% | 256.00 | 2.82 | 5.87% | 0.60 | 445PCR: 0.42 | 31.90 | 50.42% | 1.18 | 70.40 | 7.81% | -1.000 | 0.000 | -0.000 | 0.001 | Login To Trade |
0.111 | -0.038 | 0.005 | 0.047 | 18.55% | 3,624.00 | 24.72 | 4.09% | 0.50 | 450PCR: 0.28 | 37.25 | 50.35% | 6.99 | 67.20 | 17.58% | -0.961 | 0.004 | -0.031 | 0.094 | Login To Trade |
0.090 | -0.033 | 0.004 | 0.037 | 19.53% | 246.40 | 1.36 | 3.15% | 0.35 | 455PCR: 0.01 | 50.50 | 46.68% | 0.02 | 0.00 | 50.78% | -0.736 | 0.006 | -0.345 | 0.367 | Login To Trade |
0.074 | -0.028 | 0.003 | 0.029 | 20.51% | 1,756.80 | 10.46 | 2.47% | 0.25 | 460PCR: 0.02 | 51.15 | 48.49% | 0.21 | 0.00 | 40.77% | -0.820 | 0.006 | -0.223 | 0.295 | Login To Trade |
0.062 | -0.027 | 0.002 | 0.023 | 23.44% | 1,275.20 | 2.94 | 1.96% | 0.25 | 470PCR: 0.42 | 57.65 | 50.68% | 1.25 | 0.00 | 29.30% | -0.943 | 0.004 | -0.070 | 0.129 | Login To Trade |
0.045 | -0.021 | 0.001 | 0.016 | 25.39% | 256.00 | 3.94 | 1.34% | 0.20 | 480PCR: 0.58 | 66.05 | 99.00% | 2.29 | 8.00 | 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.