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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 | |
0.107 | -0.788 | 0.000 | 0.989 | 118.16% | 0.00 | 0.20 | 46.36% | 802.00 | 1,700PCR: 7.58 | 0.50 | 0.63% | 1.51 | 18.75 | 101.56% | -0.004 | 0.000 | -0.284 | 0.045 | Login To Trade |
0.600 | -6.893 | 0.000 | 0.910 | 183.96% | 0.00 | 0.21 | 42.76% | 732.10 | 1,800PCR: 19.24 | 0.45 | 0.58% | 3.97 | 30.38 | 85.94% | -0.004 | 0.000 | -0.237 | 0.044 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.11 | 99.00% | 396.75 | 1,850PCR: 6.25 | 0.80 | 1.04% | 0.66 | 4.13 | 85.94% | -0.007 | 0.000 | -0.409 | 0.076 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.35 | 99.00% | 590.00 | 1,900PCR: 5.30 | 1.00 | 1.27% | 1.85 | 55.88 | 81.05% | -0.009 | 0.000 | -0.471 | 0.093 | Login To Trade |
0.240 | -1.371 | 0.000 | 0.972 | 91.31% | 0.38 | 0.12 | 46.85% | 554.00 | 1,950PCR: 12.78 | 1.20 | 1.55% | 1.53 | 11.25 | 76.17% | -0.012 | 0.000 | -0.541 | 0.114 | Login To Trade |
0.693 | -5.783 | 0.000 | 0.891 | 133.54% | 1.13 | 0.89 | 43.80% | 530.00 | 2,000PCR: 6.82 | 1.50 | 1.97% | 6.06 | 108.00 | 71.78% | -0.015 | 0.000 | -0.644 | 0.144 | Login To Trade |
0.065 | -0.222 | 0.000 | 0.994 | 54.69% | 7.50 | 1.72 | 48.31% | 452.00 | 2,050PCR: 1.25 | 1.70 | 2.28% | 2.15 | 59.63 | 65.92% | -0.018 | 0.000 | -0.687 | 0.167 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 13.50 | 2.45 | 99.00% | 400.00 | 2,100PCR: 1.87 | 2.10 | 2.76% | 4.58 | 114.38 | 60.55% | -0.023 | 0.000 | -0.761 | 0.201 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 6.00 | 1.95 | 99.00% | 350.00 | 2,150PCR: 1.17 | 2.40 | 3.39% | 2.28 | 145.50 | 55.18% | -0.029 | 0.000 | -0.846 | 0.245 | Login To Trade |
0.090 | -0.209 | 0.000 | 0.991 | 37.11% | 15.75 | 3.54 | 48.79% | 302.00 | 2,200PCR: 2.25 | 3.30 | 4.47% | 7.99 | 509.63 | 50.54% | -0.040 | 0.001 | -1.001 | 0.317 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 18.00 | 2.43 | 99.00% | 250.35 | 2,250PCR: 1.50 | 3.95 | 5.83% | 3.64 | 444.75 | 45.41% | -0.054 | 0.001 | -1.147 | 0.404 | Login To Trade |
0.547 | -1.406 | 0.001 | 0.921 | 41.14% | 51.75 | 3.61 | 47.32% | 207.20 | 2,300PCR: 1.78 | 5.45 | 7.89% | 6.42 | 730.50 | 40.53% | -0.076 | 0.001 | -1.337 | 0.528 | Login To Trade |
0.717 | -1.607 | 0.002 | 0.885 | 35.89% | 34.13 | 1.68 | 46.68% | 159.15 | 2,350PCR: 1.68 | 7.75 | 11.42% | 2.81 | 694.13 | 36.25% | -0.116 | 0.002 | -1.636 | 0.722 | Login To Trade |
1.014 | -2.104 | 0.002 | 0.807 | 33.20% | 663.75 | 5.44 | 44.70% | 115.00 | 2,400PCR: 1.17 | 13.00 | 17.40% | 6.38 | 1,341.75 | 33.14% | -0.191 | 0.002 | -2.087 | 1.008 | Login To Trade |
1.326 | -2.676 | 0.003 | 0.679 | 32.29% | 450.00 | 3.24 | 40.64% | 76.35 | 2,450PCR: 1.10 | 25.00 | 26.04% | 3.54 | 1,448.25 | 31.86% | -0.319 | 0.003 | -2.633 | 1.323 | Login To Trade |
1.476 | -3.025 | 0.003 | 0.516 | 32.78% | 2,968.13 | 12.30 | 34.02% | 49.35 | 2,500PCR: 0.49 | 46.00 | 34.94% | 6.06 | 1,831.88 | 31.74% | -0.484 | 0.003 | -2.929 | 1.476 | Login To Trade |
1.387 | -2.931 | 0.003 | 0.361 | 33.81% | 2,392.88 | 10.28 | 26.11% | 30.65 | 2,550PCR: 0.25 | 76.95 | 41.59% | 2.58 | 548.25 | 32.96% | -0.643 | 0.003 | -2.846 | 1.381 | Login To Trade |
1.144 | -2.492 | 0.002 | 0.237 | 34.85% | 2,350.13 | 12.26 | 18.48% | 17.60 | 2,600PCR: 0.18 | 116.65 | 45.53% | 2.24 | 141.38 | 35.64% | -0.759 | 0.002 | -2.568 | 1.153 | Login To Trade |
0.872 | -2.001 | 0.002 | 0.152 | 36.74% | 832.50 | 4.80 | 12.41% | 10.50 | 2,650PCR: 0.08 | 155.15 | 48.65% | 0.40 | 36.75 | 32.47% | -0.880 | 0.002 | -1.507 | 0.743 | Login To Trade |
0.646 | -1.578 | 0.001 | 0.099 | 39.06% | 1,462.13 | 7.52 | 8.29% | 6.75 | 2,700PCR: 0.05 | 205.45 | 49.23% | 0.39 | 26.63 | 40.04% | -0.895 | 0.001 | -1.679 | 0.671 | Login To Trade |
0.459 | -1.177 | 0.001 | 0.063 | 41.02% | 876.38 | 2.41 | 5.33% | 4.10 | 2,750PCR: 0.02 | 252.75 | 50.10% | 0.06 | 0.75 | 41.50% | -0.934 | 0.001 | -1.226 | 0.472 | Login To Trade |
0.346 | -0.945 | 0.001 | 0.044 | 43.70% | 1,000.50 | 6.31 | 3.71% | 2.95 | 2,800PCR: 0.07 | 293.40 | 99.00% | 0.41 | 1.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.280 | -0.828 | 0.000 | 0.034 | 47.36% | 665.25 | 2.96 | 2.83% | 2.25 | 2,850PCR: 0.02 | 310.15 | 99.00% | 0.05 | 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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