Policybazaar - Statistics
Latest Policybazaar Options
Policybazaar 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 | |
0.585 | -41.438 | 0.000 | 0.727 | 567.02% | 0.00 | 0.02 | 30.22% | 515.30 | 1,400PCR: 7.00 | 0.35 | 1.05% | 0.12 | 11.20 | 74.22% | -0.009 | 0.000 | -0.382 | 0.041 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,450PCR: -- | 0.25 | 0.90% | 0.00 | 2.10 | 58.59% | -0.008 | 0.000 | -0.271 | 0.037 | Login To Trade |
0.605 | -20.090 | 0.001 | 0.707 | 265.87% | 0.00 | 0.06 | 36.40% | 279.95 | 1,500PCR: 8.22 | 0.65 | 2.13% | 0.52 | 153.65 | 52.73% | -0.019 | 0.001 | -0.537 | 0.082 | Login To Trade |
0.635 | -18.984 | 0.001 | 0.672 | 239.14% | 0.00 | 0.00 | 35.73% | 233.75 | 1,550PCR: 106.00 | 0.75 | 2.84% | 0.37 | 110.25 | 40.04% | -0.026 | 0.001 | -0.540 | 0.108 | Login To Trade |
0.653 | -12.689 | 0.001 | 0.648 | 155.52% | 0.00 | 0.07 | 36.81% | 150.80 | 1,600PCR: 22.24 | 1.25 | 5.02% | 1.63 | 879.55 | 28.32% | -0.049 | 0.002 | -0.636 | 0.180 | Login To Trade |
0.583 | -2.082 | 0.007 | 0.728 | 28.56% | 40.95 | 0.28 | 42.71% | 38.55 | 1,650PCR: 8.51 | 3.60 | 18.86% | 2.41 | 1,909.25 | 22.09% | -0.218 | 0.008 | -1.432 | 0.518 | Login To Trade |
0.645 | -2.205 | 0.008 | 0.341 | 27.34% | 719.25 | 0.80 | 25.48% | 11.80 | 1,700PCR: 0.59 | 28.70 | 42.42% | 0.48 | 1,181.95 | 23.80% | -0.682 | 0.009 | -1.865 | 0.627 | Login To Trade |
0.366 | -1.554 | 0.004 | 0.127 | 33.94% | 986.65 | 1.51 | 10.85% | 3.65 | 1,750PCR: 0.33 | 73.60 | 48.49% | 0.50 | 229.95 | 32.23% | -0.885 | 0.003 | -1.372 | 0.341 | Login To Trade |
0.160 | -0.763 | 0.001 | 0.043 | 38.09% | 1,047.90 | 3.39 | 3.80% | 1.45 | 1,800PCR: 0.41 | 116.70 | 99.00% | 1.39 | 120.75 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.110 | -0.651 | 0.001 | 0.027 | 47.36% | 434.35 | 3.66 | 2.36% | 0.85 | 1,850PCR: 0.13 | 173.75 | 50.07% | 0.47 | 16.80 | 61.04% | -0.931 | 0.001 | -1.786 | 0.234 | Login To Trade |
0.079 | -0.552 | 0.001 | 0.018 | 55.66% | 252.00 | 3.46 | 1.57% | 0.75 | 1,900PCR: 0.12 | 217.00 | 99.00% | 0.41 | 1.75 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.065 | -0.526 | 0.000 | 0.015 | 64.45% | 212.45 | 2.09 | 1.22% | 0.60 | 1,950PCR: 0.09 | 274.00 | 50.90% | 0.18 | 1.75 | 86.91% | -0.945 | 0.001 | -2.133 | 0.196 | Login To Trade |
0.053 | -0.481 | 0.000 | 0.012 | 72.27% | 83.65 | 1.79 | 0.94% | 0.45 | 2,000PCR: 0.08 | 321.70 | 51.38% | 0.14 | 2.80 | 82.03% | -0.977 | 0.000 | -0.991 | 0.097 | Login To Trade |
0.020 | -0.174 | 0.000 | 0.004 | 70.31% | 10.85 | 2.10 | 0.30% | 0.15 | 2,050PCR: 0.01 | 172.15 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.026 | -0.272 | 0.000 | 0.005 | 82.03% | 8.40 | 0.81 | 0.41% | 0.25 | 2,100PCR: 0.06 | 410.00 | 99.00% | 0.05 | 1.40 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.025 | -0.283 | 0.000 | 0.005 | 89.84% | 0.35 | 0.08 | 0.37% | 0.25 | 2,150PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | -0.001 | 0.000 | 0.000 | 62.50% | 1.05 | 0.50 | 0.00% | 0.05 | 2,200PCR: 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
₹
0
₹
20
By signing up, you agree to receive transaction updates from Upstox.