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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 | 0.03 | 99.00% | 104.10 | 960PCR: 8.75 | 0.45 | 1.40% | 0.22 | 0.00 | 35.16% | -0.011 | 0.000 | -0.064 | 0.091 | Login To Trade |
0.330 | -0.266 | 0.001 | 0.948 | 40.53% | 1.25 | 0.33 | 46.96% | 185.00 | 1,000PCR: 9.15 | 0.55 | 1.93% | 2.98 | 113.13 | 30.27% | -0.016 | 0.000 | -0.075 | 0.125 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 62.00 | 1,020PCR: 60.75 | 0.80 | 2.79% | 1.52 | 46.25 | 28.81% | -0.024 | 0.001 | -0.100 | 0.175 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 109.00 | 1,030PCR: 42.33 | 0.95 | 3.18% | 0.79 | 6.88 | 27.83% | -0.028 | 0.001 | -0.109 | 0.198 | Login To Trade |
0.425 | -0.291 | 0.001 | 0.928 | 34.42% | 1.25 | 0.05 | 46.88% | 145.65 | 1,040PCR: 22.25 | 1.05 | 3.62% | 1.11 | 18.13 | 26.86% | -0.032 | 0.001 | -0.119 | 0.223 | Login To Trade |
0.602 | -0.470 | 0.002 | 0.885 | 39.31% | 1.88 | 0.51 | 45.64% | 139.30 | 1,050PCR: 5.50 | 1.40 | 4.51% | 2.82 | 185.63 | 26.37% | -0.041 | 0.001 | -0.142 | 0.270 | Login To Trade |
0.072 | -0.025 | 0.000 | 0.992 | 17.58% | 1.25 | 0.27 | 48.93% | 122.30 | 1,060PCR: 12.30 | 1.75 | 5.53% | 3.31 | 376.25 | 25.88% | -0.051 | 0.001 | -0.166 | 0.323 | Login To Trade |
0.456 | -0.250 | 0.002 | 0.921 | 27.59% | 1.88 | 0.34 | 47.12% | 115.30 | 1,070PCR: 3.33 | 2.20 | 6.76% | 1.14 | 182.50 | 25.39% | -0.063 | 0.002 | -0.194 | 0.384 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.55 | 99.00% | 90.00 | 1,080PCR: 6.09 | 2.75 | 8.03% | 3.35 | 245.00 | 24.66% | -0.077 | 0.002 | -0.219 | 0.446 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.14 | 99.00% | 80.95 | 1,090PCR: 11.50 | 3.35 | 9.62% | 1.58 | 211.25 | 24.05% | -0.094 | 0.002 | -0.248 | 0.519 | Login To Trade |
0.498 | -0.206 | 0.003 | 0.911 | 20.75% | 72.50 | 4.84 | 47.24% | 84.80 | 1,100PCR: 1.61 | 4.15 | 11.49% | 7.78 | 876.25 | 23.44% | -0.115 | 0.003 | -0.281 | 0.602 | Login To Trade |
0.547 | -0.208 | 0.003 | 0.899 | 19.17% | 8.13 | 0.34 | 47.06% | 75.10 | 1,110PCR: 6.00 | 5.30 | 13.66% | 2.06 | 335.00 | 22.95% | -0.141 | 0.003 | -0.317 | 0.694 | Login To Trade |
0.766 | -0.329 | 0.004 | 0.837 | 21.61% | 58.75 | 2.53 | 45.35% | 68.05 | 1,120PCR: 1.82 | 6.65 | 16.30% | 4.60 | 602.50 | 22.58% | -0.174 | 0.004 | -0.357 | 0.796 | Login To Trade |
0.844 | -0.340 | 0.004 | 0.809 | 20.26% | 62.50 | 3.11 | 44.68% | 58.95 | 1,130PCR: 1.81 | 8.40 | 18.98% | 5.63 | 686.25 | 22.09% | -0.210 | 0.004 | -0.393 | 0.893 | Login To Trade |
0.986 | -0.419 | 0.005 | 0.750 | 21.36% | 211.25 | 6.78 | 42.84% | 52.25 | 1,140PCR: 1.21 | 10.55 | 22.14% | 8.24 | 896.25 | 21.73% | -0.255 | 0.005 | -0.430 | 0.995 | Login To Trade |
1.079 | -0.456 | 0.005 | 0.700 | 21.24% | 703.13 | 23.54 | 41.19% | 45.10 | 1,150PCR: 0.40 | 13.50 | 25.37% | 9.41 | 1,751.88 | 21.73% | -0.304 | 0.005 | -0.469 | 1.085 | Login To Trade |
1.159 | -0.490 | 0.006 | 0.641 | 21.24% | 1,065.00 | 40.06 | 39.05% | 38.40 | 1,160PCR: 0.27 | 16.50 | 28.60% | 10.95 | 1,938.13 | 21.55% | -0.358 | 0.006 | -0.496 | 1.159 | Login To Trade |
1.210 | -0.508 | 0.006 | 0.585 | 21.12% | 1,098.75 | 7.30 | 36.83% | 32.60 | 1,170PCR: 0.46 | 20.50 | 31.75% | 3.38 | 1,601.88 | 21.36% | -0.416 | 0.006 | -0.514 | 1.210 | Login To Trade |
1.236 | -0.522 | 0.006 | 0.524 | 21.24% | 3,662.50 | 11.31 | 34.26% | 27.35 | 1,180PCR: 0.43 | 25.50 | 34.80% | 4.88 | 2,681.25 | 21.48% | -0.476 | 0.006 | -0.528 | 1.236 | Login To Trade |
1.233 | -0.518 | 0.006 | 0.464 | 21.12% | 2,588.75 | 6.28 | 31.41% | 22.60 | 1,190PCR: 0.49 | 30.55 | 37.47% | 3.08 | 803.13 | 21.36% | -0.536 | 0.006 | -0.524 | 1.233 | Login To Trade |
1.203 | -0.513 | 0.006 | 0.406 | 21.42% | 5,464.38 | 39.58 | 28.45% | 18.80 | 1,200PCR: 0.18 | 36.60 | 39.87% | 7.30 | 878.13 | 21.55% | -0.593 | 0.006 | -0.516 | 1.204 | Login To Trade |
1.148 | -0.485 | 0.006 | 0.349 | 21.24% | 1,268.75 | 3.41 | 25.28% | 15.30 | 1,210PCR: 0.12 | 43.55 | 41.90% | 0.40 | 108.75 | 21.91% | -0.646 | 0.005 | -0.503 | 1.154 | Login To Trade |
1.077 | -0.463 | 0.005 | 0.299 | 21.61% | 1,500.00 | 7.45 | 22.31% | 12.30 | 1,220PCR: 0.06 | 52.25 | 43.34% | 0.44 | 91.25 | 23.44% | -0.685 | 0.005 | -0.514 | 1.102 | Login To Trade |
0.986 | -0.421 | 0.005 | 0.250 | 21.48% | 1,016.25 | 5.68 | 19.20% | 9.70 | 1,230PCR: 0.06 | 58.10 | 45.15% | 0.34 | 48.13 | 22.09% | -0.744 | 0.005 | -0.439 | 0.999 | Login To Trade |
0.909 | -0.404 | 0.004 | 0.216 | 22.34% | 1,266.25 | 7.78 | 16.88% | 8.30 | 1,240PCR: 0.11 | 67.45 | 46.04% | 0.88 | 45.63 | 23.68% | -0.770 | 0.004 | -0.444 | 0.942 | Login To Trade |
0.825 | -0.374 | 0.004 | 0.184 | 22.83% | 1,613.13 | 31.13 | 14.62% | 6.90 | 1,250PCR: 0.03 | 75.05 | 47.18% | 0.79 | 123.75 | 23.19% | -0.812 | 0.004 | -0.386 | 0.836 | Login To Trade |
0.733 | -0.336 | 0.003 | 0.153 | 23.07% | 497.50 | 5.69 | 12.37% | 5.55 | 1,260PCR: 0.04 | 83.60 | 48.07% | 0.23 | 18.13 | 23.32% | -0.844 | 0.003 | -0.344 | 0.741 | Login To Trade |
0.641 | -0.296 | 0.003 | 0.126 | 23.19% | 275.00 | 1.24 | 10.31% | 4.40 | 1,270PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.567 | -0.267 | 0.003 | 0.106 | 23.68% | 388.75 | 2.30 | 8.75% | 3.60 | 1,280PCR: 0.00 | 107.00 | 47.92% | 0.01 | 0.00 | 31.49% | -0.822 | 0.003 | -0.507 | 0.810 | Login To Trade |
0.431 | -0.209 | 0.002 | 0.073 | 24.41% | 911.88 | 6.62 | 6.12% | 2.40 | 1,300PCR: 0.01 | 116.50 | 99.00% | 0.07 | 3.13 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.314 | -0.156 | 0.001 | 0.049 | 24.90% | 374.38 | 1.36 | 4.10% | 1.55 | 1,320PCR: 0.00 | 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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