National Aluminium - Statistics
Latest National Aluminium Options
National Aluminium Futures
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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 | |
0.065 | -0.125 | 0.002 | 0.949 | 77.15% | 0.00 | 1.05 | 45.49% | 65.40 | 200PCR: 0.32 | 0.10 | 1.11% | 0.34 | 0.00 | 50.78% | -0.008 | 0.001 | -0.018 | 0.014 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.08 | 99.00% | 46.30 | 210PCR: 9.00 | 0.10 | 1.26% | 0.68 | 0.00 | 42.97% | -0.010 | 0.001 | -0.017 | 0.016 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 41.30 | 215PCR: 43.00 | 0.05 | 0.27% | 1.61 | 0.00 | 31.25% | -0.002 | 0.000 | -0.003 | 0.004 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.08 | 99.00% | 41.33 | 217.50PCR: 0.50 | 0.71 | 6.14% | 0.04 | 0.00 | 52.73% | -0.051 | 0.003 | -0.085 | 0.064 | Login To Trade |
0.182 | -0.560 | 0.004 | 0.782 | 123.05% | 0.00 | 0.45 | 38.78% | 55.15 | 220PCR: 8.92 | 0.20 | 2.46% | 4.01 | 0.00 | 39.06% | -0.020 | 0.002 | -0.030 | 0.030 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.11 | 99.00% | 35.38 | 222.50PCR: 18.00 | 0.15 | 1.96% | 2.03 | 0.00 | 35.16% | -0.016 | 0.002 | -0.022 | 0.025 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 31.23 | 225PCR: 62.00 | 0.25 | 3.45% | 2.33 | 0.00 | 37.11% | -0.029 | 0.003 | -0.038 | 0.041 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.08 | 99.00% | 34.77 | 227.50PCR: 21.00 | 0.25 | 3.66% | 1.58 | 0.00 | 35.16% | -0.031 | 0.003 | -0.038 | 0.044 | Login To Trade |
0.085 | -0.089 | 0.005 | 0.928 | 41.99% | 7.50 | 2.06 | 46.74% | 35.05 | 230PCR: 3.15 | 0.35 | 4.83% | 6.49 | 105.00 | 35.16% | -0.042 | 0.004 | -0.049 | 0.056 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 26.54 | 232.50PCR: 19.00 | 0.30 | 4.13% | 0.71 | 0.00 | 31.25% | -0.037 | 0.004 | -0.039 | 0.050 | Login To Trade |
0.125 | -0.140 | 0.007 | 0.878 | 44.92% | 0.00 | 0.60 | 45.38% | 30.97 | 235PCR: 8.31 | 0.55 | 6.70% | 4.99 | 41.25 | 33.20% | -0.061 | 0.006 | -0.062 | 0.075 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 237.50PCR: -- | 0.60 | 7.26% | 2.59 | 3.75 | 31.25% | -0.067 | 0.007 | -0.063 | 0.081 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 3.30 | 99.00% | 23.00 | 240PCR: 4.95 | 0.85 | 9.26% | 16.35 | 386.25 | 31.25% | -0.088 | 0.008 | -0.077 | 0.099 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 15.33 | 242.50PCR: 45.00 | 1.20 | 12.17% | 1.69 | 75.00 | 32.23% | -0.120 | 0.010 | -0.100 | 0.123 | Login To Trade |
0.092 | -0.054 | 0.010 | 0.920 | 23.44% | 7.50 | 2.03 | 47.53% | 19.70 | 245PCR: 2.91 | 1.40 | 13.76% | 5.89 | 112.50 | 30.76% | -0.139 | 0.012 | -0.105 | 0.137 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.19 | 99.00% | 13.52 | 247.50PCR: 37.00 | 1.90 | 16.75% | 6.94 | 41.25 | 31.25% | -0.176 | 0.013 | -0.125 | 0.160 | Login To Trade |
0.182 | -0.144 | 0.015 | 0.782 | 31.74% | 60.00 | 9.49 | 43.39% | 16.75 | 250PCR: 2.33 | 2.20 | 18.83% | 22.09 | 956.25 | 29.79% | -0.204 | 0.015 | -0.131 | 0.175 | Login To Trade |
0.232 | -0.428 | 0.008 | 0.637 | 73.73% | 0.00 | 0.49 | 36.16% | 24.25 | 252.50PCR: 14.92 | 2.80 | 21.85% | 7.28 | 592.50 | 29.79% | -0.246 | 0.017 | -0.145 | 0.195 | Login To Trade |
0.205 | -0.135 | 0.020 | 0.727 | 26.37% | 90.00 | 6.41 | 41.89% | 12.05 | 255PCR: 2.26 | 3.35 | 24.57% | 14.48 | 813.75 | 28.81% | -0.288 | 0.019 | -0.152 | 0.211 | Login To Trade |
0.227 | -0.166 | 0.020 | 0.660 | 29.30% | 33.75 | 2.93 | 39.48% | 11.00 | 257.50PCR: 2.69 | 4.30 | 27.81% | 7.88 | 386.25 | 29.30% | -0.340 | 0.020 | -0.166 | 0.227 | Login To Trade |
0.238 | -0.174 | 0.021 | 0.606 | 29.30% | 1,372.50 | 18.68 | 37.30% | 9.50 | 260PCR: 1.25 | 5.10 | 30.94% | 23.36 | 3,048.75 | 28.81% | -0.393 | 0.022 | -0.171 | 0.238 | Login To Trade |
0.245 | -0.179 | 0.022 | 0.552 | 29.30% | 585.00 | 5.85 | 35.18% | 8.10 | 262.50PCR: 1.54 | 6.20 | 33.75% | 9.04 | 667.50 | 28.81% | -0.447 | 0.022 | -0.176 | 0.245 | Login To Trade |
0.247 | -0.184 | 0.022 | 0.497 | 29.79% | 3,570.00 | 24.45 | 32.65% | 6.75 | 265PCR: 0.92 | 7.55 | 36.26% | 22.58 | 2,602.50 | 28.32% | -0.505 | 0.023 | -0.175 | 0.247 | Login To Trade |
0.244 | -0.180 | 0.022 | 0.442 | 29.54% | 2,077.50 | 11.18 | 30.00% | 5.75 | 267.50PCR: 0.59 | 8.70 | 38.69% | 6.60 | 450.00 | 27.83% | -0.562 | 0.023 | -0.170 | 0.244 | Login To Trade |
0.237 | -0.174 | 0.021 | 0.389 | 29.30% | 5,583.75 | 41.44 | 27.25% | 4.75 | 270PCR: 0.42 | 10.60 | 40.79% | 17.21 | 641.25 | 29.30% | -0.611 | 0.021 | -0.174 | 0.237 | Login To Trade |
0.227 | -0.169 | 0.020 | 0.342 | 29.79% | 1,233.75 | 13.69 | 24.51% | 4.10 | 272.50PCR: 0.17 | 13.20 | 42.06% | 2.29 | 78.75 | 33.69% | -0.637 | 0.018 | -0.196 | 0.232 | Login To Trade |
0.213 | -0.157 | 0.019 | 0.293 | 29.54% | 3,465.00 | 25.09 | 21.66% | 3.20 | 275PCR: 0.17 | 13.65 | 43.71% | 4.24 | 82.50 | 32.71% | -0.686 | 0.018 | -0.179 | 0.219 | Login To Trade |
0.199 | -0.151 | 0.017 | 0.256 | 30.27% | 397.50 | 10.69 | 19.35% | 2.75 | 277.50PCR: 0.34 | 15.70 | 45.73% | 3.60 | 71.25 | 28.32% | -0.760 | 0.018 | -0.136 | 0.193 | Login To Trade |
0.177 | -0.130 | 0.016 | 0.208 | 29.30% | 2,805.00 | 43.28 | 16.10% | 2.10 | 280PCR: 0.52 | 18.10 | 46.60% | 22.65 | 78.75 | 30.76% | -0.779 | 0.016 | -0.141 | 0.183 | Login To Trade |
0.164 | -0.124 | 0.014 | 0.182 | 30.27% | 176.25 | 8.29 | 14.29% | 1.80 | 282.50PCR: 0.01 | 20.60 | 47.06% | 0.08 | 0.00 | 33.69% | -0.790 | 0.014 | -0.150 | 0.178 | Login To Trade |
0.145 | -0.109 | 0.013 | 0.151 | 30.27% | 581.25 | 11.40 | 11.97% | 1.30 | 285PCR: 0.08 | 17.00 | 99.00% | 0.86 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.127 | -0.096 | 0.011 | 0.124 | 30.27% | 168.75 | 4.01 | 10.04% | 1.10 | 287.50PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.109 | -0.082 | 0.009 | 0.100 | 30.27% | 626.25 | 17.14 | 8.20% | 0.85 | 290PCR: 0.02 | 21.90 | 99.00% | 0.38 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.093 | -0.070 | 0.008 | 0.081 | 30.27% | 93.75 | 1.95 | 6.68% | 0.65 | 292.50PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.084 | -0.065 | 0.007 | 0.071 | 31.25% | 210.00 | 7.13 | 5.80% | 0.60 | 295PCR: 0.02 | 31.30 | 50.35% | 0.11 | 0.00 | 30.27% | -0.936 | 0.007 | -0.059 | 0.078 | Login To Trade |
0.064 | -0.051 | 0.005 | 0.050 | 32.23% | 277.50 | 12.49 | 4.09% | 0.40 | 300PCR: 0.01 | 31.30 | 99.00% | 0.15 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.048 | -0.040 | 0.004 | 0.035 | 33.20% | 416.25 | 12.79 | 2.91% | 0.25 | 305PCR: 0.00 | 43.88 | 49.37% | 0.04 | 0.00 | 59.57% | -0.831 | 0.007 | -0.232 | 0.156 | Login To Trade |
0.025 | -0.019 | 0.002 | 0.016 | 31.25% | 90.00 | 0.56 | 1.29% | 0.15 | 310PCR: 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
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