Laurus Labs - Statistics
Latest Laurus Labs Options
Laurus Labs Futures
F&O Tools
Span Margin Calculator
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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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 | |
0.614 | -0.636 | 0.001 | 0.842 | 66.28% | 0.00 | 0.19 | 42.54% | 155.25 | 720PCR: 0.73 | 1.25 | 4.26% | 0.14 | 15.30 | 34.18% | -0.035 | 0.001 | -0.106 | 0.199 | Login To Trade |
0.738 | -0.845 | 0.002 | 0.788 | 73.36% | 0.00 | 0.02 | 40.49% | 145.00 | 740PCR: 90.00 | 2.15 | 6.57% | 1.53 | 30.60 | 33.20% | -0.057 | 0.001 | -0.152 | 0.293 | Login To Trade |
0.661 | -0.561 | 0.002 | 0.823 | 54.32% | 0.00 | 0.09 | 42.74% | 123.45 | 750PCR: 16.40 | 2.60 | 7.72% | 1.39 | 168.30 | 31.98% | -0.069 | 0.002 | -0.169 | 0.338 | Login To Trade |
0.710 | -0.599 | 0.002 | 0.801 | 53.96% | 0.00 | 0.07 | 42.13% | 115.25 | 760PCR: 14.75 | 3.10 | 8.94% | 1.00 | 20.40 | 31.01% | -0.082 | 0.002 | -0.187 | 0.386 | Login To Trade |
0.771 | -0.675 | 0.002 | 0.770 | 56.03% | 0.00 | 0.02 | 41.04% | 109.35 | 770PCR: 2.00 | 3.95 | 10.85% | 0.03 | 5.10 | 30.27% | -0.103 | 0.002 | -0.215 | 0.455 | Login To Trade |
0.443 | -0.182 | 0.003 | 0.901 | 26.37% | 10.20 | 0.09 | 46.52% | 83.20 | 780PCR: 10.20 | 4.95 | 12.93% | 0.87 | 39.10 | 29.91% | -0.126 | 0.003 | -0.246 | 0.527 | Login To Trade |
0.579 | -0.252 | 0.003 | 0.855 | 27.83% | 5.10 | 0.07 | 45.31% | 74.60 | 790PCR: 3.50 | 6.25 | 15.38% | 0.24 | 34.00 | 29.17% | -0.155 | 0.003 | -0.277 | 0.607 | Login To Trade |
0.640 | -0.265 | 0.004 | 0.832 | 26.49% | 25.50 | 1.02 | 44.74% | 66.25 | 800PCR: 2.77 | 8.00 | 18.04% | 2.82 | 270.30 | 29.05% | -0.189 | 0.004 | -0.312 | 0.688 | Login To Trade |
0.804 | -0.393 | 0.004 | 0.753 | 31.25% | 3.40 | 0.09 | 42.10% | 61.40 | 810PCR: 12.80 | 9.70 | 20.73% | 1.09 | 117.30 | 27.95% | -0.226 | 0.004 | -0.334 | 0.764 | Login To Trade |
0.845 | -0.376 | 0.005 | 0.728 | 28.44% | 11.90 | 0.26 | 41.47% | 52.60 | 820PCR: 6.00 | 12.40 | 23.87% | 1.53 | 166.60 | 28.20% | -0.270 | 0.005 | -0.371 | 0.843 | Login To Trade |
0.909 | -0.387 | 0.005 | 0.680 | 27.22% | 11.90 | 0.44 | 39.93% | 44.15 | 830PCR: 2.54 | 15.00 | 26.95% | 1.12 | 122.40 | 27.22% | -0.320 | 0.005 | -0.387 | 0.909 | Login To Trade |
0.959 | -0.397 | 0.006 | 0.632 | 26.49% | 10.20 | 0.31 | 38.19% | 37.75 | 840PCR: 6.11 | 18.95 | 30.04% | 1.87 | 221.00 | 27.71% | -0.372 | 0.005 | -0.417 | 0.963 | Login To Trade |
1.000 | -0.419 | 0.006 | 0.569 | 26.86% | 79.90 | 0.83 | 35.60% | 31.95 | 850PCR: 3.02 | 22.85 | 33.16% | 2.52 | 295.80 | 27.04% | -0.431 | 0.006 | -0.422 | 1.000 | Login To Trade |
1.015 | -0.418 | 0.006 | 0.515 | 26.37% | 428.40 | 1.51 | 33.26% | 26.80 | 860PCR: 1.60 | 27.75 | 35.80% | 2.41 | 515.10 | 27.34% | -0.484 | 0.006 | -0.434 | 1.015 | Login To Trade |
1.008 | -0.421 | 0.006 | 0.453 | 26.73% | 986.00 | 2.77 | 30.28% | 22.20 | 870PCR: 0.72 | 33.25 | 38.53% | 2.01 | 316.20 | 26.92% | -0.547 | 0.006 | -0.424 | 1.008 | Login To Trade |
0.983 | -0.405 | 0.006 | 0.399 | 26.37% | 1,327.70 | 5.07 | 27.52% | 18.20 | 880PCR: 0.40 | 39.05 | 40.58% | 2.02 | 146.20 | 27.10% | -0.598 | 0.006 | -0.417 | 0.985 | Login To Trade |
0.934 | -0.388 | 0.005 | 0.342 | 26.61% | 192.10 | 1.96 | 24.31% | 14.80 | 890PCR: 0.27 | 45.10 | 42.93% | 0.53 | 22.10 | 26.06% | -0.662 | 0.005 | -0.379 | 0.930 | Login To Trade |
0.879 | -0.365 | 0.005 | 0.295 | 26.61% | 814.30 | 8.94 | 21.56% | 11.95 | 900PCR: 0.26 | 52.90 | 44.52% | 2.31 | 78.20 | 26.86% | -0.707 | 0.005 | -0.367 | 0.875 | Login To Trade |
0.807 | -0.342 | 0.005 | 0.249 | 27.10% | 151.30 | 1.53 | 18.65% | 9.85 | 910PCR: 0.20 | 57.55 | 46.76% | 0.31 | 6.80 | 22.95% | -0.792 | 0.005 | -0.262 | 0.730 | Login To Trade |
0.730 | -0.305 | 0.004 | 0.208 | 26.73% | 277.10 | 2.99 | 15.92% | 7.70 | 920PCR: 0.08 | 68.35 | 46.90% | 0.24 | 15.30 | 27.59% | -0.784 | 0.004 | -0.322 | 0.746 | Login To Trade |
0.645 | -0.272 | 0.004 | 0.171 | 26.98% | 588.20 | 4.96 | 13.28% | 6.05 | 930PCR: 0.01 | 65.00 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.559 | -0.235 | 0.003 | 0.138 | 26.86% | 161.50 | 3.01 | 10.88% | 4.65 | 940PCR: 0.01 | 80.40 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.419 | -0.177 | 0.002 | 0.091 | 27.10% | 270.30 | 5.29 | 7.38% | 2.80 | 960PCR: 0.02 | 99.90 | 99.00% | 0.12 | 6.80 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.302 | -0.132 | 0.002 | 0.060 | 27.83% | 204.00 | 2.19 | 4.84% | 1.80 | 980PCR: 0.01 | 97.25 | 99.00% | 0.02 | 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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