SRF - Statistics
Latest SRF Options
SRF 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 | |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 328.50 | 2,500PCR: 214.50 | 0.35 | 0.48% | 0.86 | 0.00 | 62.50% | -0.004 | 0.000 | -0.217 | 0.049 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 432.90 | 2,600PCR: 4.95 | 0.60 | 0.90% | 0.21 | 0.00 | 56.64% | -0.007 | 0.000 | -0.355 | 0.088 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,650PCR: -- | 1.20 | 1.67% | 0.07 | 0.00 | 56.64% | -0.014 | 0.000 | -0.623 | 0.155 | Login To Trade |
1.116 | -10.136 | 0.001 | 0.827 | 127.69% | 0.00 | 0.04 | 42.51% | 496.95 | 2,700PCR: 6.55 | 1.35 | 1.90% | 0.29 | 0.00 | 51.76% | -0.016 | 0.000 | -0.648 | 0.176 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 232.95 | 2,750PCR: 11.91 | 1.80 | 2.52% | 0.26 | 0.00 | 48.34% | -0.022 | 0.000 | -0.788 | 0.229 | Login To Trade |
1.192 | -8.795 | 0.001 | 0.808 | 103.76% | 0.00 | 0.32 | 42.66% | 392.15 | 2,800PCR: 3.41 | 2.10 | 3.12% | 1.08 | 2.20 | 43.95% | -0.028 | 0.000 | -0.873 | 0.279 | Login To Trade |
1.315 | -9.680 | 0.001 | 0.773 | 103.52% | 0.00 | 0.17 | 41.60% | 354.50 | 2,850PCR: 1.51 | 2.80 | 4.22% | 0.26 | 0.80 | 40.28% | -0.039 | 0.001 | -1.050 | 0.367 | Login To Trade |
1.276 | -7.118 | 0.001 | 0.784 | 78.43% | 0.00 | 0.65 | 42.72% | 285.00 | 2,900PCR: 1.49 | 5.40 | 7.24% | 0.97 | 14.20 | 39.55% | -0.070 | 0.001 | -1.637 | 0.582 | Login To Trade |
1.385 | -7.119 | 0.001 | 0.750 | 72.27% | 0.00 | 0.42 | 41.84% | 240.10 | 2,950PCR: 1.14 | 6.20 | 8.93% | 0.48 | 0.60 | 34.06% | -0.089 | 0.001 | -1.697 | 0.701 | Login To Trade |
0.998 | -2.269 | 0.002 | 0.854 | 31.98% | 4.60 | 0.89 | 46.06% | 151.30 | 3,000PCR: 1.55 | 10.00 | 13.32% | 1.38 | 55.80 | 31.25% | -0.141 | 0.002 | -2.162 | 0.973 | Login To Trade |
1.593 | -6.269 | 0.002 | 0.662 | 55.36% | 0.00 | 0.37 | 39.36% | 146.95 | 3,050PCR: 2.56 | 21.00 | 21.41% | 0.95 | 36.60 | 31.98% | -0.248 | 0.002 | -3.136 | 1.379 | Login To Trade |
1.646 | -3.537 | 0.003 | 0.630 | 30.21% | 6.60 | 0.94 | 38.95% | 75.00 | 3,100PCR: 1.27 | 34.00 | 29.06% | 1.20 | 60.60 | 30.64% | -0.372 | 0.003 | -3.592 | 1.649 | Login To Trade |
1.737 | -3.731 | 0.003 | 0.480 | 30.21% | 25.80 | 0.65 | 32.53% | 48.00 | 3,150PCR: 2.67 | 56.10 | 36.45% | 1.73 | 62.20 | 29.42% | -0.521 | 0.003 | -3.633 | 1.737 | Login To Trade |
1.589 | -3.420 | 0.003 | 0.336 | 30.27% | 67.40 | 1.63 | 24.86% | 28.65 | 3,200PCR: 0.83 | 83.10 | 42.76% | 1.36 | 53.60 | 27.10% | -0.684 | 0.003 | -2.987 | 1.550 | Login To Trade |
1.241 | -2.585 | 0.002 | 0.206 | 29.30% | 50.40 | 0.83 | 16.56% | 14.50 | 3,250PCR: 0.29 | 118.10 | 47.39% | 0.24 | 2.80 | 24.29% | -0.841 | 0.002 | -1.824 | 1.056 | Login To Trade |
0.928 | -2.063 | 0.002 | 0.131 | 31.25% | 40.20 | 1.34 | 11.02% | 8.75 | 3,300PCR: 0.06 | 162.60 | 49.44% | 0.08 | 2.20 | 23.93% | -0.930 | 0.001 | -0.998 | 0.587 | Login To Trade |
0.702 | -1.694 | 0.001 | 0.089 | 33.94% | 8.00 | 0.38 | 7.61% | 6.00 | 3,350PCR: 0.02 | 173.55 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.539 | -1.408 | 0.001 | 0.063 | 36.74% | 26.20 | 0.54 | 5.41% | 4.30 | 3,400PCR: 0.13 | 210.65 | 99.00% | 0.07 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.482 | -1.422 | 0.001 | 0.054 | 41.50% | 0.80 | 0.13 | 4.65% | 4.05 | 3,450PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.345 | -1.049 | 0.000 | 0.036 | 42.72% | 5.40 | 0.64 | 3.07% | 2.65 | 3,500PCR: 0.07 | 307.00 | 99.00% | 0.05 | 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 | 3,600PCR: -- | 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.