Larsen & Toubro - 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 | |
2.442 | -4.205 | 0.000 | 0.854 | 89.54% | 0.00 | 0.00 | 41.98% | 882.00 | 3,200PCR: 37.50 | 0.25 | 0.30% | 0.13 | 1.58 | 30.27% | -0.002 | 0.000 | -0.046 | 0.079 | Login To Trade |
2.992 | -4.855 | 0.000 | 0.800 | 84.38% | 0.00 | 0.09 | 40.69% | 720.00 | 3,400PCR: 0.06 | 0.60 | 0.77% | 0.01 | 0.00 | 24.90% | -0.006 | 0.000 | -0.093 | 0.194 | Login To Trade |
2.899 | -3.396 | 0.000 | 0.810 | 60.91% | 0.00 | 0.00 | 42.34% | 561.00 | 3,520PCR: 0.00 | 0.20 | 0.30% | 0.00 | 0.00 | 17.58% | -0.003 | 0.000 | -0.030 | 0.087 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,560PCR: -- | 1.00 | 1.52% | 0.07 | 1.40 | 20.02% | -0.013 | 0.000 | -0.141 | 0.367 | Login To Trade |
1.183 | -0.583 | 0.000 | 0.945 | 25.63% | 0.00 | 0.08 | 47.69% | 414.00 | 3,600PCR: 12.16 | 1.55 | 2.18% | 0.94 | 3.15 | 19.78% | -0.020 | 0.000 | -0.193 | 0.508 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,640PCR: -- | 5.95 | 5.93% | 0.06 | 0.00 | 22.95% | -0.055 | 0.001 | -0.528 | 1.196 | Login To Trade |
3.078 | -2.680 | 0.001 | 0.790 | 45.29% | 0.00 | 0.00 | 42.65% | 407.00 | 3,660PCR: 12.00 | 6.20 | 6.32% | 0.04 | 0.00 | 22.22% | -0.059 | 0.001 | -0.540 | 1.265 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,680PCR: -- | 2.50 | 3.59% | 0.57 | 0.00 | 17.70% | -0.033 | 0.000 | -0.271 | 0.795 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.16 | 99.00% | 297.85 | 3,700PCR: 10.90 | 3.05 | 4.26% | 1.76 | 7.18 | 17.09% | -0.040 | 0.001 | -0.303 | 0.923 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,720PCR: -- | 3.30 | 4.67% | 0.22 | 15.58 | 16.66% | -0.044 | 0.001 | -0.321 | 1.003 | Login To Trade |
3.373 | -2.620 | 0.001 | 0.753 | 40.41% | 0.00 | 0.01 | 41.78% | 330.00 | 3,740PCR: 4.33 | 5.10 | 6.57% | 0.05 | 2.10 | 16.97% | -0.064 | 0.001 | -0.435 | 1.335 | Login To Trade |
3.445 | -2.643 | 0.001 | 0.744 | 39.89% | 0.00 | 0.00 | 41.50% | 318.00 | 3,760PCR: 563.00 | 5.65 | 7.19% | 0.99 | 8.93 | 16.54% | -0.070 | 0.001 | -0.460 | 1.445 | Login To Trade |
3.398 | -2.279 | 0.001 | 0.750 | 34.88% | 0.00 | 0.00 | 42.01% | 286.05 | 3,780PCR: 1,384.00 | 6.80 | 8.54% | 2.42 | 40.25 | 15.93% | -0.085 | 0.001 | -0.511 | 1.667 | Login To Trade |
2.272 | -0.796 | 0.001 | 0.869 | 18.22% | 0.53 | 0.44 | 46.37% | 221.55 | 3,800PCR: 5.85 | 8.15 | 9.84% | 2.56 | 85.58 | 15.87% | -0.100 | 0.001 | -0.572 | 1.876 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,820PCR: -- | 11.25 | 12.43% | 0.54 | 18.38 | 15.87% | -0.130 | 0.001 | -0.690 | 2.260 | Login To Trade |
3.623 | -2.099 | 0.001 | 0.716 | 30.12% | 0.00 | 0.00 | 41.18% | 227.00 | 3,840PCR: 0.00 | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
3.054 | -1.009 | 0.002 | 0.793 | 17.18% | 0.35 | 0.02 | 44.36% | 165.00 | 3,860PCR: 0.00 | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
3.087 | -0.924 | 0.002 | 0.790 | 15.56% | 5.78 | 0.12 | 44.35% | 148.75 | 3,880PCR: 5.68 | 19.35 | 18.34% | 0.71 | 28.18 | 15.26% | -0.206 | 0.002 | -0.894 | 3.048 | Login To Trade |
3.464 | -1.045 | 0.002 | 0.740 | 15.69% | 147.35 | 2.33 | 42.83% | 129.95 | 3,900PCR: 1.47 | 23.75 | 20.94% | 3.44 | 158.03 | 15.17% | -0.243 | 0.002 | -0.976 | 3.345 | Login To Trade |
3.488 | -0.909 | 0.002 | 0.737 | 13.55% | 0.00 | 0.09 | 42.87% | 112.00 | 3,920PCR: 2.91 | 29.00 | 23.65% | 0.27 | 40.60 | 15.11% | -0.283 | 0.002 | -1.052 | 3.620 | Login To Trade |
3.897 | -1.105 | 0.002 | 0.664 | 14.74% | 2.63 | 0.06 | 40.30% | 98.85 | 3,940PCR: 6.42 | 34.35 | 26.66% | 0.37 | 18.73 | 14.37% | -0.332 | 0.002 | -1.073 | 3.880 | Login To Trade |
4.057 | -1.193 | 0.002 | 0.625 | 15.29% | 71.23 | 0.32 | 38.80% | 91.95 | 3,960PCR: 2.50 | 41.70 | 28.98% | 0.81 | 99.05 | 14.86% | -0.372 | 0.002 | -1.157 | 4.046 | Login To Trade |
4.182 | -1.175 | 0.003 | 0.580 | 14.62% | 133.70 | 0.32 | 37.05% | 79.35 | 3,980PCR: 2.41 | 48.70 | 32.08% | 0.77 | 144.38 | 14.01% | -0.431 | 0.003 | -1.131 | 4.199 | Login To Trade |
4.257 | -1.214 | 0.003 | 0.529 | 14.83% | 820.58 | 4.61 | 34.86% | 67.00 | 4,000PCR: 0.82 | 54.65 | 34.09% | 3.79 | 423.68 | 14.77% | -0.471 | 0.003 | -1.209 | 4.256 | Login To Trade |
4.262 | -1.211 | 0.003 | 0.479 | 14.77% | 216.83 | 0.67 | 32.54% | 57.50 | 4,020PCR: 1.10 | 67.45 | 36.45% | 0.74 | 49.18 | 14.40% | -0.522 | 0.003 | -1.181 | 4.262 | Login To Trade |
4.201 | -1.196 | 0.003 | 0.429 | 14.80% | 307.30 | 1.25 | 30.06% | 48.95 | 4,040PCR: 0.50 | 80.55 | 38.54% | 0.63 | 38.33 | 14.83% | -0.571 | 0.003 | -1.198 | 4.201 | Login To Trade |
4.035 | -1.167 | 0.002 | 0.370 | 15.05% | 424.73 | 3.19 | 26.89% | 40.05 | 4,060PCR: 0.28 | 92.75 | 41.21% | 0.90 | 20.65 | 13.99% | -0.640 | 0.003 | -1.075 | 3.996 | Login To Trade |
3.890 | -1.100 | 0.002 | 0.333 | 14.71% | 165.38 | 2.46 | 24.80% | 33.90 | 4,080PCR: 0.37 | 102.95 | 42.43% | 0.90 | 2.10 | 14.07% | -0.674 | 0.002 | -1.043 | 3.853 | Login To Trade |
3.658 | -1.035 | 0.002 | 0.289 | 14.71% | 540.23 | 6.15 | 22.14% | 27.95 | 4,100PCR: 0.48 | 117.00 | 43.98% | 2.96 | 18.38 | 14.04% | -0.720 | 0.002 | -0.972 | 3.600 | Login To Trade |
3.385 | -0.956 | 0.002 | 0.248 | 14.68% | 82.43 | 1.92 | 19.48% | 22.75 | 4,120PCR: 0.20 | 135.55 | 44.85% | 0.39 | 20.48 | 15.08% | -0.746 | 0.002 | -0.994 | 3.429 | Login To Trade |
3.090 | -0.910 | 0.002 | 0.211 | 15.32% | 57.40 | 1.96 | 16.95% | 19.20 | 4,140PCR: 0.17 | 147.20 | 47.49% | 0.34 | 1.58 | 12.18% | -0.846 | 0.002 | -0.594 | 2.538 | Login To Trade |
2.797 | -0.796 | 0.002 | 0.179 | 14.80% | 28.35 | 0.92 | 14.68% | 15.05 | 4,160PCR: 0.62 | 165.00 | 47.21% | 0.57 | 0.53 | 14.22% | -0.831 | 0.002 | -0.737 | 2.696 | Login To Trade |
2.456 | -0.715 | 0.001 | 0.147 | 15.14% | 9.10 | 0.69 | 12.27% | 12.05 | 4,180PCR: 0.11 | 134.20 | 99.00% | 0.08 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
2.271 | -0.668 | 0.001 | 0.131 | 15.29% | 209.48 | 2.66 | 11.02% | 10.55 | 4,200PCR: 0.23 | 203.65 | 48.01% | 0.62 | 2.28 | 15.99% | -0.858 | 0.001 | -0.739 | 2.402 | Login To Trade |
1.965 | -0.590 | 0.001 | 0.107 | 15.63% | 5.60 | 0.21 | 9.11% | 8.40 | 4,220PCR: 0.13 | 157.95 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.710 | -0.504 | 0.001 | 0.088 | 15.32% | 12.60 | 0.43 | 7.61% | 6.60 | 4,240PCR: 0.24 | 235.00 | 49.72% | 0.10 | 0.18 | 13.24% | -0.942 | 0.001 | -0.317 | 1.243 | Login To Trade |
1.532 | -0.473 | 0.001 | 0.076 | 16.05% | 7.53 | 0.36 | 6.62% | 5.80 | 4,260PCR: 0.53 | 163.40 | 99.00% | 0.19 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.332 | -0.406 | 0.001 | 0.064 | 15.87% | 14.88 | 0.36 | 5.55% | 5.05 | 4,280PCR: 0.76 | 280.00 | 49.25% | 0.27 | 0.18 | 18.37% | -0.905 | 0.001 | -0.638 | 1.805 | Login To Trade |
1.165 | -0.368 | 0.001 | 0.054 | 16.42% | 55.48 | 1.04 | 4.69% | 3.90 | 4,300PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.975 | -0.302 | 0.001 | 0.043 | 16.11% | 13.65 | 1.46 | 3.77% | 3.00 | 4,320PCR: 0.00 | 205.50 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.717 | -0.227 | 0.000 | 0.029 | 16.48% | 8.93 | 0.46 | 2.60% | 1.95 | 4,360PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.622 | -0.210 | 0.000 | 0.025 | 17.58% | 40.25 | 3.88 | 2.18% | 1.70 | 4,400PCR: 0.02 | 395.00 | 50.40% | 0.09 | 1.58 | 19.84% | -0.959 | 0.000 | -0.362 | 0.950 | Login To Trade |
0.446 | -0.153 | 0.000 | 0.017 | 17.82% | 7.18 | 2.40 | 1.47% | 1.10 | 4,440PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.387 | -0.140 | 0.000 | 0.014 | 18.80% | 1.58 | 1.78 | 1.24% | 1.00 | 4,480PCR: 0.01 | 472.00 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.230 | -0.082 | 0.000 | 0.008 | 18.55% | 0.00 | 0.28 | 0.68% | 0.50 | 4,520PCR: 0.01 | 468.15 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 4,560PCR: -- | 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
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