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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 | |
1.785 | -4.003 | 0.000 | 0.812 | 104.31% | 0.00 | 0.02 | 40.23% | 552.60 | 2,150PCR: 45.40 | 7.40 | 6.38% | 0.85 | 41.63 | 49.80% | -0.052 | 0.000 | -0.758 | 0.708 | Login To Trade |
2.101 | -7.133 | 0.000 | 0.750 | 157.90% | 0.00 | 0.02 | 35.26% | 644.00 | 2,166.65PCR: 24.40 | 9.05 | 7.25% | 0.46 | 2.63 | 50.29% | -0.060 | 0.000 | -0.855 | 0.791 | Login To Trade |
0.631 | -0.568 | 0.000 | 0.955 | 41.87% | 0.38 | 0.22 | 47.12% | 421.20 | 2,200PCR: 18.59 | 10.50 | 8.22% | 4.04 | 52.88 | 48.46% | -0.070 | 0.000 | -0.926 | 0.889 | Login To Trade |
1.782 | -2.430 | 0.001 | 0.812 | 63.42% | 0.00 | 0.30 | 42.43% | 362.60 | 2,300PCR: 18.03 | 19.45 | 13.24% | 5.34 | 68.63 | 46.26% | -0.123 | 0.001 | -1.339 | 1.346 | Login To Trade |
1.358 | -1.146 | 0.001 | 0.875 | 39.25% | 0.38 | 0.06 | 45.47% | 288.15 | 2,350PCR: 23.41 | 26.50 | 16.35% | 1.49 | 22.13 | 45.17% | -0.160 | 0.001 | -1.559 | 1.605 | Login To Trade |
1.850 | -1.726 | 0.001 | 0.800 | 43.40% | 2.25 | 0.88 | 43.18% | 249.55 | 2,400PCR: 11.06 | 35.40 | 19.88% | 9.75 | 63.38 | 44.31% | -0.205 | 0.001 | -1.787 | 1.875 | Login To Trade |
2.090 | -1.912 | 0.001 | 0.753 | 42.54% | 2.25 | 0.20 | 41.78% | 215.05 | 2,450PCR: 19.81 | 46.95 | 23.59% | 3.86 | 40.50 | 43.27% | -0.257 | 0.001 | -1.981 | 2.129 | Login To Trade |
2.361 | -2.197 | 0.001 | 0.680 | 43.27% | 10.88 | 1.31 | 39.25% | 178.40 | 2,500PCR: 10.28 | 61.80 | 27.58% | 13.45 | 211.88 | 42.82% | -0.319 | 0.001 | -2.170 | 2.357 | Login To Trade |
2.526 | -2.324 | 0.001 | 0.613 | 42.79% | 23.25 | 0.93 | 36.74% | 148.05 | 2,550PCR: 2.90 | 80.85 | 31.53% | 2.70 | 36.00 | 42.88% | -0.387 | 0.001 | -2.329 | 2.527 | Login To Trade |
2.618 | -2.433 | 0.001 | 0.543 | 43.21% | 168.75 | 4.19 | 33.77% | 123.15 | 2,600PCR: 2.16 | 103.00 | 35.12% | 9.03 | 175.13 | 42.39% | -0.457 | 0.001 | -2.386 | 2.618 | Login To Trade |
2.628 | -2.441 | 0.001 | 0.474 | 43.21% | 179.63 | 4.57 | 30.56% | 100.00 | 2,650PCR: 0.84 | 130.40 | 38.39% | 3.84 | 49.13 | 42.36% | -0.528 | 0.001 | -2.393 | 2.627 | Login To Trade |
2.560 | -2.375 | 0.001 | 0.406 | 43.15% | 297.38 | 16.11 | 27.15% | 79.30 | 2,700PCR: 0.61 | 158.90 | 41.23% | 9.85 | 105.38 | 41.87% | -0.598 | 0.001 | -2.299 | 2.553 | Login To Trade |
2.423 | -2.242 | 0.001 | 0.342 | 43.03% | 111.75 | 6.59 | 23.61% | 62.80 | 2,750PCR: 0.72 | 191.50 | 43.69% | 4.77 | 5.63 | 41.26% | -0.666 | 0.001 | -2.130 | 2.401 | Login To Trade |
2.245 | -2.103 | 0.001 | 0.286 | 43.58% | 277.50 | 26.33 | 20.29% | 49.70 | 2,800PCR: 0.42 | 229.55 | 45.63% | 11.04 | 5.25 | 41.81% | -0.724 | 0.001 | -1.983 | 2.206 | Login To Trade |
2.035 | -1.925 | 0.001 | 0.236 | 44.01% | 59.25 | 7.37 | 17.14% | 38.45 | 2,850PCR: 0.37 | 267.45 | 46.79% | 2.73 | 1.50 | 43.64% | -0.759 | 0.001 | -1.933 | 2.061 | Login To Trade |
1.807 | -1.722 | 0.001 | 0.193 | 44.31% | 114.00 | 12.57 | 14.22% | 30.50 | 2,900PCR: 0.14 | 309.90 | 48.41% | 1.79 | 0.75 | 42.05% | -0.821 | 0.001 | -1.562 | 1.728 | Login To Trade |
1.589 | -1.534 | 0.001 | 0.157 | 44.92% | 45.38 | 4.59 | 11.74% | 23.10 | 2,950PCR: 0.08 | 327.90 | 99.00% | 0.38 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.391 | -1.369 | 0.001 | 0.129 | 45.78% | 200.25 | 27.66 | 9.70% | 18.95 | 3,000PCR: 0.11 | 402.80 | 49.75% | 3.12 | 1.50 | 46.51% | -0.865 | 0.001 | -1.432 | 1.432 | Login To Trade |
1.191 | -1.185 | 0.001 | 0.104 | 46.26% | 21.00 | 3.62 | 7.83% | 14.40 | 3,050PCR: 0.07 | 410.40 | 99.00% | 0.26 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.012 | -1.017 | 0.001 | 0.083 | 46.75% | 38.63 | 8.87 | 6.28% | 11.20 | 3,100PCR: 0.03 | 475.10 | 99.00% | 0.30 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.858 | -0.874 | 0.000 | 0.067 | 47.36% | 13.50 | 2.98 | 5.05% | 8.80 | 3,150PCR: 0.03 | 442.20 | 99.00% | 0.08 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.738 | -0.763 | 0.000 | 0.055 | 48.10% | 16.50 | 8.87 | 4.13% | 7.05 | 3,200PCR: 0.03 | 562.00 | 99.00% | 0.24 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.551 | -0.596 | 0.000 | 0.038 | 50.29% | 15.00 | 3.12 | 2.83% | 5.00 | 3,300PCR: 0.01 | 676.25 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.415 | -0.466 | 0.000 | 0.027 | 52.25% | 8.63 | 5.26 | 1.96% | 3.45 | 3,400PCR: 0.00 | 568.05 | 99.00% | 0.01 | 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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