Policybazaar - Statistics
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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 | |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,500PCR: -- | 0.55 | 1.34% | 0.30 | 0.70 | 41.02% | -0.011 | 0.000 | -0.149 | 0.102 | Login To Trade |
1.040 | -3.187 | 0.001 | 0.781 | 85.82% | 0.00 | 0.27 | 41.32% | 238.30 | 1,600PCR: 2.10 | 2.65 | 5.29% | 0.57 | 45.50 | 36.38% | -0.048 | 0.001 | -0.456 | 0.351 | Login To Trade |
0.820 | -1.283 | 0.002 | 0.850 | 43.82% | 0.00 | 0.01 | 45.10% | 159.40 | 1,650PCR: 27.33 | 5.45 | 9.75% | 0.29 | 29.40 | 34.06% | -0.095 | 0.001 | -0.721 | 0.593 | Login To Trade |
1.251 | -3.066 | 0.002 | 0.684 | 68.60% | 0.00 | 0.08 | 38.84% | 150.00 | 1,700PCR: 17.61 | 12.00 | 17.24% | 1.42 | 110.95 | 32.71% | -0.185 | 0.002 | -1.096 | 0.938 | Login To Trade |
1.257 | -2.403 | 0.002 | 0.681 | 53.53% | 0.00 | 0.04 | 39.38% | 118.35 | 1,720PCR: 14.60 | 16.50 | 21.13% | 0.51 | 11.55 | 32.71% | -0.237 | 0.003 | -1.270 | 1.087 | Login To Trade |
1.313 | -2.450 | 0.002 | 0.643 | 52.25% | 0.00 | 0.07 | 38.03% | 104.25 | 1,740PCR: 5.14 | 22.00 | 24.98% | 0.38 | 19.60 | 32.47% | -0.295 | 0.003 | -1.408 | 1.214 | Login To Trade |
1.288 | -1.637 | 0.003 | 0.661 | 35.58% | 0.70 | 0.10 | 39.48% | 76.30 | 1,750PCR: 3.21 | 25.10 | 26.90% | 0.33 | 56.70 | 32.29% | -0.326 | 0.003 | -1.463 | 1.268 | Login To Trade |
1.382 | -1.642 | 0.003 | 0.571 | 33.26% | 54.25 | 0.30 | 36.02% | 55.50 | 1,780PCR: 1.08 | 37.05 | 32.55% | 0.33 | 77.35 | 32.23% | -0.428 | 0.004 | -1.589 | 1.381 | Login To Trade |
1.404 | -1.714 | 0.003 | 0.503 | 34.18% | 180.25 | 1.46 | 33.02% | 46.50 | 1,800PCR: 0.91 | 47.80 | 35.99% | 1.32 | 126.70 | 32.96% | -0.497 | 0.003 | -1.653 | 1.404 | Login To Trade |
1.386 | -1.671 | 0.003 | 0.437 | 33.75% | 85.75 | 0.48 | 29.79% | 37.05 | 1,820PCR: 1.25 | 58.65 | 38.95% | 0.60 | 105.00 | 32.71% | -0.566 | 0.003 | -1.618 | 1.385 | Login To Trade |
1.337 | -1.668 | 0.003 | 0.378 | 34.91% | 88.20 | 0.90 | 26.61% | 31.05 | 1,840PCR: 0.62 | 71.25 | 41.52% | 0.56 | 7.70 | 32.84% | -0.631 | 0.003 | -1.556 | 1.327 | Login To Trade |
1.294 | -1.568 | 0.003 | 0.343 | 33.94% | 68.25 | 0.58 | 24.71% | 27.60 | 1,850PCR: 0.97 | 78.30 | 42.60% | 0.57 | 8.40 | 33.08% | -0.661 | 0.003 | -1.521 | 1.288 | Login To Trade |
1.255 | -1.554 | 0.003 | 0.318 | 34.67% | 104.65 | 1.14 | 23.19% | 23.85 | 1,860PCR: 0.24 | 85.20 | 43.61% | 0.28 | 8.05 | 33.14% | -0.690 | 0.003 | -1.469 | 1.241 | Login To Trade |
1.155 | -1.443 | 0.003 | 0.266 | 34.97% | 48.65 | 1.16 | 19.98% | 19.25 | 1,880PCR: 0.28 | 84.85 | 49.30% | 0.33 | 0.00 | 15.87% | -0.925 | 0.003 | -0.283 | 0.500 | Login To Trade |
1.030 | -1.276 | 0.002 | 0.216 | 34.67% | 140.00 | 3.20 | 16.68% | 14.50 | 1,900PCR: 0.29 | 103.15 | 50.24% | 0.94 | 0.00 | 13.67% | -0.981 | 0.001 | -0.082 | 0.167 | Login To Trade |
0.902 | -1.116 | 0.002 | 0.173 | 34.67% | 12.25 | 0.23 | 13.72% | 11.00 | 1,920PCR: 0.65 | 116.45 | 99.00% | 0.15 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.804 | -1.026 | 0.002 | 0.145 | 35.77% | 10.85 | 0.49 | 11.63% | 9.15 | 1,940PCR: 0.45 | 149.00 | 49.04% | 0.22 | 1.05 | 31.86% | -0.884 | 0.002 | -0.783 | 0.688 | Login To Trade |
0.882 | -1.307 | 0.002 | 0.167 | 41.50% | 0.00 | 0.01 | 13.04% | 12.50 | 1,950PCR: 5.00 | 155.20 | 50.00% | 0.04 | 1.05 | 26.37% | -0.940 | 0.001 | -0.395 | 0.420 | Login To Trade |
0.676 | -0.861 | 0.002 | 0.113 | 35.64% | 15.40 | 0.24 | 9.21% | 6.00 | 1,960PCR: 0.57 | 136.90 | 99.00% | 0.14 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.585 | -0.759 | 0.001 | 0.093 | 36.38% | 14.35 | 0.05 | 7.59% | 5.40 | 1,980PCR: 1.07 | 152.25 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.464 | -0.595 | 0.001 | 0.068 | 35.89% | 250.60 | 3.56 | 5.66% | 3.70 | 2,000PCR: 0.08 | 181.55 | 99.00% | 0.29 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.328 | -0.452 | 0.001 | 0.044 | 38.57% | 5.95 | 0.19 | 3.62% | 2.35 | 2,050PCR: 0.02 | 193.90 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.211 | -0.302 | 0.000 | 0.026 | 40.04% | 2.80 | 0.64 | 2.10% | 1.30 | 2,100PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.222 | -0.341 | 0.000 | 0.027 | 42.97% | 3.50 | 0.70 | 2.20% | 1.50 | 2,120PCR: 0.45 | 288.35 | 99.00% | 0.32 | 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 | 2,200PCR: -- | 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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