PFC - Statistics
Latest PFC Options
PFC 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 | |
0.104 | -0.208 | 0.002 | 0.942 | 71.78% | 2.60 | 0.26 | 45.78% | 87.80 | 320PCR: 2.65 | 0.15 | 1.25% | 0.69 | 1.30 | 46.88% | -0.010 | 0.001 | -0.030 | 0.023 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 340PCR: -- | 0.25 | 2.21% | 0.70 | 9.10 | 39.06% | -0.018 | 0.001 | -0.044 | 0.040 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 350PCR: -- | 0.30 | 3.03% | 3.39 | 9.10 | 35.16% | -0.026 | 0.002 | -0.053 | 0.054 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.29 | 99.00% | 44.30 | 360PCR: 24.95 | 0.50 | 4.79% | 7.14 | 40.30 | 32.23% | -0.043 | 0.003 | -0.074 | 0.082 | Login To Trade |
0.126 | -0.120 | 0.004 | 0.926 | 34.18% | 14.30 | 0.07 | 47.13% | 42.30 | 365PCR: 5.00 | 0.55 | 5.09% | 0.33 | 14.30 | 29.30% | -0.047 | 0.004 | -0.072 | 0.088 | Login To Trade |
0.079 | -0.053 | 0.004 | 0.959 | 24.41% | 18.20 | 1.46 | 48.29% | 36.45 | 370PCR: 4.04 | 0.70 | 6.96% | 5.89 | 132.60 | 28.32% | -0.065 | 0.005 | -0.090 | 0.115 | Login To Trade |
0.116 | -0.079 | 0.006 | 0.934 | 24.41% | 23.40 | 0.60 | 47.74% | 31.90 | 375PCR: 2.11 | 1.00 | 9.15% | 1.26 | 118.30 | 27.34% | -0.089 | 0.006 | -0.110 | 0.145 | Login To Trade |
0.183 | -0.134 | 0.009 | 0.878 | 26.37% | 102.70 | 3.42 | 46.33% | 27.60 | 380PCR: 2.35 | 1.25 | 11.35% | 8.02 | 380.90 | 25.39% | -0.114 | 0.008 | -0.123 | 0.174 | Login To Trade |
0.191 | -0.117 | 0.011 | 0.870 | 21.97% | 31.20 | 0.95 | 46.32% | 23.10 | 385PCR: 3.48 | 1.80 | 14.84% | 3.30 | 140.40 | 24.41% | -0.156 | 0.011 | -0.146 | 0.216 | Login To Trade |
0.267 | -0.181 | 0.013 | 0.780 | 24.41% | 136.50 | 2.41 | 43.89% | 18.90 | 390PCR: 10.58 | 2.55 | 19.15% | 25.44 | 1,027.00 | 23.68% | -0.213 | 0.014 | -0.172 | 0.262 | Login To Trade |
0.301 | -0.183 | 0.017 | 0.726 | 21.97% | 149.50 | 1.96 | 42.16% | 15.10 | 395PCR: 1.38 | 3.70 | 24.14% | 2.72 | 807.30 | 23.44% | -0.286 | 0.016 | -0.200 | 0.307 | Login To Trade |
0.342 | -0.223 | 0.018 | 0.624 | 23.44% | 2,133.30 | 19.73 | 38.53% | 11.75 | 400PCR: 1.15 | 5.30 | 29.26% | 22.74 | 3,738.80 | 22.46% | -0.371 | 0.019 | -0.213 | 0.341 | Login To Trade |
0.359 | -0.229 | 0.019 | 0.531 | 22.95% | 2,070.90 | 11.67 | 34.59% | 8.90 | 405PCR: 0.88 | 7.40 | 34.30% | 10.31 | 1,501.50 | 22.46% | -0.468 | 0.020 | -0.224 | 0.359 | Login To Trade |
0.355 | -0.229 | 0.019 | 0.436 | 23.19% | 4,661.80 | 41.07 | 30.11% | 6.65 | 410PCR: 0.63 | 10.10 | 38.65% | 25.86 | 1,435.20 | 22.46% | -0.566 | 0.019 | -0.221 | 0.355 | Login To Trade |
0.334 | -0.215 | 0.018 | 0.349 | 23.19% | 1,856.40 | 11.12 | 25.37% | 4.80 | 415PCR: 0.56 | 13.35 | 42.06% | 6.18 | 287.30 | 22.95% | -0.653 | 0.018 | -0.212 | 0.333 | Login To Trade |
0.298 | -0.196 | 0.015 | 0.270 | 23.68% | 2,315.30 | 39.92 | 20.56% | 3.50 | 420PCR: 0.37 | 17.35 | 44.59% | 14.90 | 200.20 | 23.68% | -0.730 | 0.015 | -0.196 | 0.298 | Login To Trade |
0.257 | -0.171 | 0.013 | 0.205 | 23.93% | 544.70 | 8.76 | 16.26% | 2.45 | 425PCR: 0.28 | 21.30 | 46.45% | 2.46 | 35.10 | 24.41% | -0.790 | 0.013 | -0.176 | 0.260 | Login To Trade |
0.214 | -0.147 | 0.011 | 0.155 | 24.66% | 1,293.50 | 25.08 | 12.59% | 1.75 | 430PCR: 0.24 | 25.70 | 47.90% | 6.10 | 91.00 | 24.90% | -0.843 | 0.011 | -0.150 | 0.217 | Login To Trade |
0.178 | -0.126 | 0.009 | 0.118 | 25.39% | 120.90 | 4.16 | 9.79% | 1.30 | 435PCR: 0.10 | 30.05 | 48.86% | 0.43 | 2.60 | 25.39% | -0.882 | 0.009 | -0.126 | 0.178 | Login To Trade |
0.152 | -0.113 | 0.007 | 0.094 | 26.86% | 514.80 | 12.64 | 7.87% | 1.05 | 440PCR: 0.35 | 34.75 | 49.64% | 4.37 | 58.50 | 25.39% | -0.918 | 0.007 | -0.096 | 0.136 | Login To Trade |
0.132 | -0.104 | 0.006 | 0.078 | 28.32% | 87.10 | 2.33 | 6.55% | 0.85 | 445PCR: 0.18 | 38.25 | 99.00% | 0.42 | 18.20 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.100 | -0.079 | 0.004 | 0.055 | 28.32% | 308.10 | 12.27 | 4.60% | 0.60 | 450PCR: 0.38 | 44.60 | 50.24% | 4.62 | 49.40 | 29.30% | -0.939 | 0.005 | -0.089 | 0.109 | Login To Trade |
0.076 | -0.066 | 0.003 | 0.039 | 31.25% | 211.90 | 15.55 | 3.25% | 0.45 | 460PCR: 0.13 | 57.00 | 49.44% | 2.02 | 0.00 | 49.80% | -0.858 | 0.005 | -0.280 | 0.203 | Login To Trade |
0.053 | -0.049 | 0.002 | 0.025 | 33.20% | 45.50 | 2.43 | 2.09% | 0.30 | 470PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.040 | -0.038 | 0.001 | 0.018 | 35.16% | 31.20 | 3.97 | 1.45% | 0.15 | 480PCR: 1.72 | 74.15 | 51.35% | 6.84 | 18.20 | 37.11% | -0.977 | 0.002 | -0.051 | 0.050 | 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.