SAIL - Statistics
Latest SAIL Options
SAIL 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 | |
0.053 | -0.714 | 0.006 | 0.829 | 214.84% | 0.00 | 2.26 | 39.60% | 36.33 | 110PCR: 0.60 | 0.01 | 0.37% | 1.36 | 0.00 | 62.50% | -0.003 | 0.001 | -0.007 | 0.002 | Login To Trade |
0.007 | -0.029 | 0.003 | 0.986 | 62.50% | 0.00 | 0.05 | 48.09% | 25.56 | 116PCR: 22.00 | 0.08 | 1.85% | 1.03 | 0.00 | 62.50% | -0.015 | 0.003 | -0.030 | 0.008 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.05 | 99.00% | 22.08 | 118PCR: 117.00 | 0.03 | 0.03% | 5.50 | 0.00 | 31.25% | -0.000 | 0.000 | -0.000 | 0.000 | Login To Trade |
0.061 | -0.638 | 0.008 | 0.786 | 166.99% | 0.00 | 21.43 | 39.76% | 26.38 | 120PCR: 0.88 | 0.07 | 0.93% | 18.89 | 37.60 | 46.88% | -0.008 | 0.002 | -0.013 | 0.004 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 122PCR: -- | 0.20 | 4.57% | 2.07 | 9.40 | 58.59% | -0.040 | 0.007 | -0.066 | 0.018 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.46 | 99.00% | 16.30 | 123PCR: 0.74 | 0.20 | 4.33% | 1.08 | 9.40 | 54.69% | -0.038 | 0.007 | -0.059 | 0.017 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.09 | 99.00% | 15.18 | 124PCR: 9.00 | 0.63 | 10.25% | 0.85 | 0.00 | 70.31% | -0.093 | 0.011 | -0.153 | 0.035 | Login To Trade |
0.066 | -0.591 | 0.010 | 0.755 | 143.55% | 0.00 | 4.98 | 39.53% | 21.41 | 125PCR: 2.25 | 0.17 | 3.79% | 11.19 | 150.40 | 46.88% | -0.034 | 0.008 | -0.046 | 0.016 | Login To Trade |
0.037 | -0.151 | 0.013 | 0.897 | 64.45% | 0.00 | 1.18 | 46.07% | 16.23 | 126PCR: 0.76 | 0.28 | 6.19% | 0.89 | 0.00 | 50.78% | -0.057 | 0.011 | -0.076 | 0.024 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.56 | 99.00% | 12.72 | 127PCR: 5.25 | 0.32 | 7.53% | 2.96 | 0.00 | 50.78% | -0.070 | 0.013 | -0.089 | 0.028 | Login To Trade |
0.066 | -0.469 | 0.013 | 0.753 | 113.28% | 0.00 | 1.32 | 40.48% | 17.32 | 128PCR: 6.79 | 0.20 | 5.78% | 8.93 | 4.70 | 42.97% | -0.053 | 0.012 | -0.061 | 0.023 | Login To Trade |
0.068 | -0.472 | 0.014 | 0.741 | 111.33% | 0.00 | 1.03 | 40.12% | 16.51 | 129PCR: 4.23 | 0.20 | 5.46% | 4.37 | 4.70 | 39.06% | -0.051 | 0.013 | -0.054 | 0.022 | Login To Trade |
0.000 | -0.000 | 0.000 | 1.000 | 15.63% | 4.70 | 18.19 | 50.03% | 11.50 | 130PCR: 2.41 | 0.14 | 5.17% | 43.90 | 56.40 | 35.16% | -0.049 | 0.014 | -0.046 | 0.021 | Login To Trade |
0.070 | -0.446 | 0.016 | 0.722 | 101.56% | 0.00 | 1.93 | 39.76% | 14.52 | 131PCR: 6.95 | 0.15 | 4.44% | 13.40 | 9.40 | 31.25% | -0.043 | 0.014 | -0.037 | 0.019 | Login To Trade |
0.051 | -0.154 | 0.024 | 0.842 | 48.83% | 0.00 | 11.61 | 45.11% | 10.43 | 132PCR: 0.96 | 0.24 | 7.61% | 11.09 | 84.60 | 33.20% | -0.074 | 0.020 | -0.061 | 0.029 | Login To Trade |
0.073 | -0.412 | 0.018 | 0.702 | 90.82% | 0.00 | 1.03 | 39.42% | 12.42 | 133PCR: 10.50 | 0.25 | 8.65% | 10.86 | 0.00 | 31.25% | -0.086 | 0.024 | -0.064 | 0.033 | Login To Trade |
0.075 | -0.429 | 0.019 | 0.681 | 91.80% | 0.00 | 8.32 | 38.70% | 11.82 | 134PCR: 1.11 | 0.20 | 8.55% | 9.26 | 0.00 | 27.34% | -0.085 | 0.027 | -0.056 | 0.033 | Login To Trade |
0.049 | -0.095 | 0.035 | 0.851 | 31.25% | 47.00 | 24.25 | 45.74% | 7.05 | 135PCR: 1.21 | 0.70 | 16.29% | 29.28 | 423.00 | 35.16% | -0.175 | 0.035 | -0.119 | 0.054 | Login To Trade |
0.078 | -0.408 | 0.021 | 0.649 | 83.98% | 0.00 | 4.42 | 37.76% | 10.00 | 136PCR: 2.05 | 0.35 | 13.31% | 9.07 | 4.70 | 25.39% | -0.140 | 0.042 | -0.074 | 0.047 | Login To Trade |
0.068 | -0.158 | 0.042 | 0.741 | 37.11% | 4.70 | 8.88 | 42.47% | 6.00 | 137PCR: 2.04 | 1.00 | 21.55% | 18.10 | 4.70 | 33.20% | -0.246 | 0.045 | -0.137 | 0.066 | Login To Trade |
0.068 | -0.116 | 0.057 | 0.741 | 27.34% | 9.40 | 10.25 | 42.57% | 4.50 | 138PCR: 1.23 | 0.66 | 19.70% | 12.60 | 42.30 | 23.44% | -0.227 | 0.061 | -0.092 | 0.063 | Login To Trade |
0.082 | -0.379 | 0.025 | 0.587 | 74.22% | 0.00 | 11.19 | 35.65% | 7.49 | 139PCR: 1.21 | 0.79 | 23.13% | 13.58 | 141.00 | 21.48% | -0.279 | 0.075 | -0.094 | 0.070 | Login To Trade |
0.080 | -0.137 | 0.067 | 0.612 | 27.34% | 94.00 | 52.83 | 37.96% | 3.15 | 140PCR: 1.10 | 1.70 | 30.43% | 57.90 | 51.70 | 29.30% | -0.392 | 0.063 | -0.147 | 0.081 | Login To Trade |
0.083 | -0.106 | 0.092 | 0.556 | 20.51% | 47.00 | 5.73 | 36.03% | 2.02 | 141PCR: 1.49 | 1.80 | 32.88% | 8.55 | 4.70 | 24.41% | -0.451 | 0.077 | -0.127 | 0.083 | Login To Trade |
0.083 | -0.132 | 0.075 | 0.473 | 25.39% | 42.30 | 11.66 | 32.59% | 1.86 | 142PCR: 0.67 | 2.30 | 36.54% | 7.85 | 28.20 | 24.41% | -0.529 | 0.078 | -0.127 | 0.083 | Login To Trade |
0.083 | -0.233 | 0.042 | 0.452 | 44.92% | 0.00 | 17.48 | 30.50% | 3.10 | 143PCR: 0.53 | 2.60 | 40.58% | 9.35 | 23.50 | 21.48% | -0.621 | 0.085 | -0.107 | 0.080 | Login To Trade |
0.076 | -0.120 | 0.068 | 0.327 | 25.39% | 32.90 | 10.29 | 24.60% | 1.10 | 144PCR: 1.47 | 3.50 | 42.58% | 15.13 | 23.50 | 23.44% | -0.687 | 0.072 | -0.109 | 0.074 | Login To Trade |
0.074 | -0.150 | 0.053 | 0.315 | 32.23% | 705.00 | 72.10 | 23.44% | 1.35 | 145PCR: 0.93 | 4.01 | 45.67% | 67.35 | 310.20 | 21.48% | -0.771 | 0.067 | -0.085 | 0.064 | Login To Trade |
0.052 | -0.070 | 0.056 | 0.166 | 21.48% | 79.90 | 16.87 | 13.77% | 0.42 | 146PCR: 0.53 | 4.22 | 99.00% | 8.88 | 9.40 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.051 | -0.081 | 0.046 | 0.162 | 25.39% | 37.60 | 10.29 | 13.42% | 0.45 | 147PCR: 0.32 | 5.31 | 99.00% | 3.29 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.047 | -0.080 | 0.039 | 0.140 | 27.34% | 75.20 | 9.26 | 11.72% | 0.40 | 148PCR: 0.24 | 6.20 | 99.00% | 2.26 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.068 | -0.215 | 0.030 | 0.259 | 50.78% | 0.00 | 4.42 | 19.37% | 1.62 | 149PCR: 0.37 | 6.61 | 99.00% | 1.65 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.046 | -0.101 | 0.030 | 0.137 | 35.16% | 432.40 | 69.18 | 11.30% | 0.50 | 150PCR: 0.08 | 5.50 | 99.00% | 5.69 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.040 | -0.088 | 0.026 | 0.112 | 35.16% | 42.30 | 3.24 | 9.30% | 0.42 | 151PCR: 0.33 | 8.05 | 99.00% | 1.08 | 427.70 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.043 | -0.111 | 0.024 | 0.126 | 41.02% | 0.00 | 14.66 | 10.31% | 0.55 | 152PCR: 0.11 | 8.82 | 99.00% | 1.55 | 319.60 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.028 | -0.062 | 0.018 | 0.071 | 35.16% | 0.00 | 4.18 | 6.02% | 0.25 | 153PCR: 0.28 | 9.60 | 99.00% | 1.18 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.042 | -0.122 | 0.020 | 0.119 | 46.88% | 0.00 | 4.04 | 9.57% | 0.60 | 154PCR: 0.10 | 10.43 | 99.00% | 0.42 | 56.40 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.025 | -0.062 | 0.015 | 0.062 | 39.06% | 51.70 | 20.63 | 5.18% | 0.25 | 155PCR: 0.06 | 11.00 | 99.00% | 1.32 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.021 | -0.052 | 0.013 | 0.049 | 39.06% | 32.90 | 13.02 | 4.24% | 0.13 | 156PCR: 0.22 | 11.86 | 99.00% | 2.91 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.024 | -0.064 | 0.013 | 0.056 | 42.97% | 9.40 | 1.93 | 4.75% | 0.20 | 157PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.015 | -0.036 | 0.009 | 0.031 | 39.06% | 32.90 | 10.01 | 2.69% | 0.10 | 158PCR: 0.02 | 19.38 | 47.31% | 0.24 | 0.00 | 99.61% | -0.749 | 0.015 | -0.415 | 0.067 | Login To Trade |
0.003 | -0.005 | 0.002 | 0.004 | 31.25% | 65.80 | 14.10 | 0.39% | 0.03 | 160PCR: 0.06 | 22.45 | 47.22% | 0.89 | 0.00 | 121.09% | -0.724 | 0.013 | -0.530 | 0.070 | Login To Trade |
0.014 | -0.040 | 0.007 | 0.029 | 46.88% | 9.40 | 3.57 | 2.41% | 0.06 | 162PCR: 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 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 164PCR: -- | 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.