REC - 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% | 19.13 | 0.79 | 99.00% | 58.80 | 300PCR: 12.48 | 0.50 | 4.18% | 9.87 | 191.25 | 36.13% | -0.035 | 0.002 | -0.048 | 0.078 | Login To Trade |
0.069 | -0.033 | 0.002 | 0.970 | 28.32% | 25.50 | 0.34 | 47.92% | 49.60 | 310PCR: 3.37 | 0.75 | 6.05% | 1.16 | 94.35 | 33.20% | -0.053 | 0.003 | -0.062 | 0.109 | Login To Trade |
0.062 | -0.023 | 0.003 | 0.974 | 21.48% | 21.68 | 1.38 | 48.42% | 39.45 | 320PCR: 8.12 | 1.25 | 9.13% | 11.18 | 404.18 | 30.76% | -0.085 | 0.005 | -0.083 | 0.158 | Login To Trade |
0.212 | -0.100 | 0.007 | 0.872 | 27.34% | 61.20 | 1.28 | 45.81% | 31.10 | 330PCR: 4.77 | 2.10 | 13.98% | 6.08 | 390.15 | 28.81% | -0.139 | 0.008 | -0.111 | 0.225 | Login To Trade |
0.302 | -0.139 | 0.011 | 0.777 | 26.86% | 96.90 | 3.75 | 43.20% | 22.90 | 340PCR: 3.98 | 3.65 | 20.33% | 14.90 | 1,551.68 | 26.86% | -0.223 | 0.011 | -0.139 | 0.302 | Login To Trade |
0.375 | -0.166 | 0.014 | 0.653 | 25.88% | 1,689.38 | 16.97 | 39.12% | 15.75 | 350PCR: 1.30 | 6.30 | 28.35% | 22.12 | 1,374.45 | 25.88% | -0.347 | 0.014 | -0.166 | 0.375 | Login To Trade |
0.405 | -0.176 | 0.015 | 0.503 | 25.39% | 3,918.08 | 35.37 | 32.89% | 9.95 | 360PCR: 0.86 | 10.55 | 36.18% | 30.49 | 731.85 | 25.39% | -0.497 | 0.015 | -0.176 | 0.405 | Login To Trade |
0.378 | -0.166 | 0.014 | 0.355 | 25.63% | 2,250.38 | 33.28 | 25.23% | 6.10 | 370PCR: 0.70 | 16.50 | 42.25% | 23.28 | 312.38 | 25.15% | -0.648 | 0.015 | -0.163 | 0.377 | Login To Trade |
0.313 | -0.142 | 0.011 | 0.237 | 26.37% | 2,142.00 | 50.22 | 17.99% | 3.60 | 380PCR: 0.58 | 24.00 | 45.66% | 29.26 | 158.10 | 28.81% | -0.742 | 0.011 | -0.162 | 0.328 | Login To Trade |
0.240 | -0.112 | 0.009 | 0.153 | 27.34% | 596.70 | 26.00 | 12.08% | 2.15 | 390PCR: 0.41 | 33.40 | 48.08% | 10.66 | 31.88 | 29.30% | -0.829 | 0.009 | -0.130 | 0.258 | Login To Trade |
0.179 | -0.088 | 0.006 | 0.100 | 28.81% | 1,541.48 | 58.51 | 8.05% | 1.35 | 400PCR: 0.26 | 41.95 | 49.87% | 15.25 | 30.60 | 27.83% | -0.908 | 0.006 | -0.080 | 0.168 | Login To Trade |
0.131 | -0.068 | 0.004 | 0.067 | 30.27% | 243.53 | 12.09 | 5.34% | 0.90 | 410PCR: 0.19 | 51.50 | 50.64% | 2.33 | 8.93 | 29.30% | -0.940 | 0.004 | -0.061 | 0.121 | Login To Trade |
0.100 | -0.056 | 0.003 | 0.047 | 32.23% | 59.93 | 10.12 | 3.78% | 0.60 | 420PCR: 0.23 | 63.95 | 50.06% | 2.32 | 0.00 | 47.85% | -0.862 | 0.004 | -0.184 | 0.224 | Login To Trade |
0.078 | -0.046 | 0.002 | 0.035 | 34.18% | 22.95 | 1.61 | 2.74% | 0.45 | 430PCR: 0.83 | 76.00 | 50.06% | 1.34 | 10.20 | 61.28% | -0.829 | 0.004 | -0.271 | 0.258 | Login To Trade |
0.056 | -0.034 | 0.002 | 0.023 | 35.16% | 117.30 | 7.98 | 1.80% | 0.30 | 440PCR: 0.56 | 84.60 | 50.85% | 4.45 | 0.00 | 60.06% | -0.867 | 0.004 | -0.225 | 0.219 | Login To Trade |
0.037 | -0.025 | 0.001 | 0.014 | 39.06% | 3.83 | 0.73 | 1.06% | 0.20 | 460PCR: 10.40 | 105.40 | 51.57% | 7.56 | 10.20 | 72.75% | -0.864 | 0.003 | -0.276 | 0.221 | Login To Trade |
0.014 | -0.009 | 0.000 | 0.005 | 39.06% | 0.00 | 0.85 | 0.33% | 0.10 | 480PCR: 2.67 | 123.50 | 52.46% | 2.28 | 0.00 | 70.80% | -0.911 | 0.002 | -0.198 | 0.163 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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