Policybazaar - 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 | |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,520PCR: -- | 2.60 | 4.03% | 0.02 | 0.00 | 34.67% | -0.033 | 0.000 | -0.217 | 0.402 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,560PCR: -- | 8.00 | 9.02% | 0.15 | 0.00 | 39.31% | -0.079 | 0.001 | -0.489 | 0.796 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,600PCR: -- | 4.30 | 6.80% | 0.62 | 42.70 | 29.54% | -0.061 | 0.001 | -0.300 | 0.651 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,620PCR: -- | 7.00 | 9.40% | 0.18 | 0.00 | 31.01% | -0.087 | 0.001 | -0.414 | 0.855 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,640PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.621 | -1.181 | 0.001 | 0.775 | 46.63% | 0.00 | 0.00 | 41.80% | 200.00 | 1,660PCR: 0.00 | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,680PCR: -- | 12.25 | 14.88% | 0.28 | 29.05 | 28.08% | -0.150 | 0.002 | -0.552 | 1.259 | Login To Trade |
1.241 | -0.457 | 0.002 | 0.853 | 23.56% | 0.00 | 0.06 | 45.51% | 134.85 | 1,700PCR: 12.17 | 15.05 | 17.29% | 0.77 | 22.40 | 27.40% | -0.180 | 0.002 | -0.608 | 1.419 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,720PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.511 | -0.467 | 0.003 | 0.800 | 19.78% | 0.00 | 0.07 | 44.29% | 97.15 | 1,740PCR: 3.05 | 24.80 | 23.42% | 0.22 | 13.65 | 27.34% | -0.265 | 0.002 | -0.756 | 1.769 | Login To Trade |
1.918 | -0.829 | 0.002 | 0.685 | 27.65% | 7.00 | 0.09 | 40.08% | 96.60 | 1,760PCR: 1.36 | 30.00 | 26.27% | 0.12 | 8.40 | 26.73% | -0.310 | 0.002 | -0.796 | 1.905 | Login To Trade |
2.023 | -0.837 | 0.003 | 0.639 | 26.49% | 32.20 | 0.16 | 38.46% | 81.65 | 1,780PCR: 2.93 | 37.85 | 29.47% | 0.47 | 65.10 | 27.04% | -0.363 | 0.003 | -0.856 | 2.027 | Login To Trade |
2.107 | -0.872 | 0.003 | 0.585 | 26.49% | 247.80 | 1.51 | 36.30% | 70.00 | 1,800PCR: 0.94 | 45.95 | 32.36% | 1.42 | 86.45 | 26.89% | -0.416 | 0.003 | -0.885 | 2.108 | Login To Trade |
2.150 | -0.910 | 0.003 | 0.529 | 27.10% | 116.90 | 0.67 | 33.87% | 60.80 | 1,820PCR: 0.11 | 54.00 | 35.09% | 0.07 | 8.05 | 26.70% | -0.471 | 0.003 | -0.897 | 2.150 | Login To Trade |
2.151 | -0.905 | 0.003 | 0.475 | 26.92% | 106.05 | 0.69 | 31.33% | 51.05 | 1,840PCR: 0.56 | 64.70 | 37.61% | 0.38 | 27.65 | 26.25% | -0.527 | 0.003 | -0.882 | 2.151 | Login To Trade |
2.112 | -0.882 | 0.003 | 0.420 | 26.73% | 42.00 | 0.41 | 28.64% | 42.25 | 1,860PCR: 0.30 | 78.35 | 39.83% | 0.12 | 4.20 | 27.19% | -0.578 | 0.003 | -0.898 | 2.115 | Login To Trade |
2.035 | -0.844 | 0.003 | 0.367 | 26.55% | 18.20 | 0.24 | 25.78% | 34.65 | 1,880PCR: 0.20 | 110.40 | 40.88% | 0.05 | 0.00 | 36.50% | -0.588 | 0.002 | -1.200 | 2.103 | Login To Trade |
1.923 | -0.792 | 0.003 | 0.317 | 26.37% | 113.05 | 3.05 | 22.87% | 28.00 | 1,900PCR: 0.05 | 101.00 | 43.89% | 0.15 | 2.80 | 25.27% | -0.692 | 0.003 | -0.750 | 1.901 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,920PCR: -- | 0.00 | 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 | 1,940PCR: -- | 0.00 | 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 | 1,960PCR: -- | 137.10 | 49.36% | 0.12 | 0.00 | 17.58% | -0.907 | 0.002 | -0.246 | 0.897 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,980PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.125 | -0.462 | 0.002 | 0.127 | 26.25% | 232.40 | 2.30 | 10.14% | 8.70 | 2,000PCR: 0.01 | 188.15 | 48.51% | 0.02 | 0.00 | 29.79% | -0.840 | 0.002 | -0.612 | 1.314 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 2,040PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.616 | -0.262 | 0.001 | 0.057 | 27.22% | 23.80 | 0.72 | 4.61% | 3.45 | 2,080PCR: 0.01 | 267.60 | 49.73% | 0.01 | 0.00 | 37.35% | -0.870 | 0.001 | -0.666 | 1.141 | Login To Trade |
0.418 | -0.179 | 0.001 | 0.035 | 27.34% | 1.75 | 0.30 | 2.85% | 2.00 | 2,120PCR: 0.05 | 308.40 | 50.11% | 0.01 | 0.00 | 41.75% | -0.875 | 0.001 | -0.725 | 1.112 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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