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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 | 0.00 | 99.00% | 0.00 | 1,240PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,280PCR: -- | 0.70 | 1.54% | 0.18 | 2.85 | 47.85% | -0.012 | 0.000 | -0.148 | 0.112 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 227.00 | 1,300PCR: 21.14 | 0.80 | 1.77% | 0.70 | 37.53 | 45.90% | -0.014 | 0.000 | -0.163 | 0.128 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,320PCR: -- | 0.95 | 2.04% | 0.36 | 2.85 | 43.95% | -0.016 | 0.000 | -0.179 | 0.146 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 250.00 | 1,340PCR: 153.00 | 1.20 | 2.40% | 0.73 | 22.33 | 41.99% | -0.020 | 0.000 | -0.200 | 0.171 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.48 | 0.01 | 99.00% | 241.00 | 1,360PCR: 91.33 | 1.35 | 2.88% | 1.30 | 50.35 | 40.53% | -0.024 | 0.000 | -0.229 | 0.203 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 200.00 | 1,380PCR: 40.67 | 1.60 | 3.36% | 0.58 | 15.20 | 38.57% | -0.029 | 0.001 | -0.252 | 0.235 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 4.75 | 0.41 | 99.00% | 212.00 | 1,400PCR: 4.70 | 1.95 | 4.22% | 1.92 | 267.90 | 37.11% | -0.037 | 0.001 | -0.297 | 0.288 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 3.33 | 0.11 | 99.00% | 192.05 | 1,420PCR: 11.74 | 2.35 | 4.88% | 1.28 | 66.50 | 35.16% | -0.043 | 0.001 | -0.323 | 0.330 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 2.85 | 0.27 | 99.00% | 177.85 | 1,440PCR: 5.00 | 3.15 | 6.26% | 1.35 | 319.68 | 33.94% | -0.057 | 0.001 | -0.388 | 0.411 | Login To Trade |
0.193 | -0.125 | 0.001 | 0.978 | 23.44% | 22.80 | 0.59 | 48.63% | 159.00 | 1,460PCR: 3.40 | 3.95 | 7.81% | 2.02 | 308.28 | 32.71% | -0.073 | 0.001 | -0.453 | 0.499 | Login To Trade |
0.542 | -0.445 | 0.001 | 0.918 | 29.54% | 37.05 | 1.36 | 47.17% | 142.35 | 1,480PCR: 2.00 | 5.20 | 10.00% | 2.73 | 345.33 | 31.49% | -0.097 | 0.002 | -0.538 | 0.615 | Login To Trade |
0.674 | -0.535 | 0.002 | 0.890 | 28.56% | 366.23 | 4.08 | 46.59% | 124.35 | 1,500PCR: 1.28 | 7.00 | 12.54% | 5.23 | 805.13 | 30.40% | -0.126 | 0.002 | -0.627 | 0.743 | Login To Trade |
0.896 | -0.741 | 0.002 | 0.834 | 29.79% | 120.65 | 2.32 | 45.09% | 105.90 | 1,520PCR: 1.19 | 9.60 | 15.80% | 2.76 | 492.58 | 29.66% | -0.166 | 0.002 | -0.736 | 0.893 | Login To Trade |
1.033 | -0.816 | 0.003 | 0.791 | 28.44% | 463.13 | 1.42 | 43.90% | 90.00 | 1,540PCR: 1.22 | 13.25 | 19.40% | 1.73 | 524.88 | 28.81% | -0.213 | 0.003 | -0.836 | 1.045 | Login To Trade |
1.187 | -0.926 | 0.003 | 0.730 | 28.08% | 1,911.40 | 3.06 | 42.04% | 74.90 | 1,560PCR: 0.68 | 18.30 | 23.67% | 2.08 | 856.43 | 28.56% | -0.275 | 0.003 | -0.951 | 1.198 | Login To Trade |
1.319 | -1.033 | 0.004 | 0.658 | 28.20% | 2,812.48 | 2.74 | 39.55% | 61.95 | 1,580PCR: 0.55 | 24.60 | 28.13% | 1.49 | 645.05 | 28.75% | -0.347 | 0.004 | -1.058 | 1.325 | Login To Trade |
1.403 | -1.104 | 0.004 | 0.582 | 28.32% | 7,273.68 | 8.38 | 36.53% | 49.80 | 1,600PCR: 0.46 | 32.70 | 32.14% | 3.82 | 918.65 | 28.75% | -0.419 | 0.004 | -1.121 | 1.404 | Login To Trade |
1.433 | -1.152 | 0.004 | 0.504 | 28.93% | 2,262.43 | 3.88 | 33.12% | 40.40 | 1,620PCR: 0.12 | 43.10 | 35.83% | 0.46 | 110.68 | 29.48% | -0.493 | 0.004 | -1.174 | 1.433 | Login To Trade |
1.410 | -1.143 | 0.004 | 0.429 | 29.17% | 1,756.55 | 2.96 | 29.42% | 31.90 | 1,640PCR: 0.12 | 54.45 | 39.26% | 0.37 | 50.35 | 29.17% | -0.573 | 0.004 | -1.142 | 1.409 | Login To Trade |
1.343 | -1.102 | 0.004 | 0.359 | 29.54% | 856.90 | 2.64 | 25.65% | 25.00 | 1,660PCR: 0.05 | 67.95 | 41.70% | 0.13 | 25.65 | 30.27% | -0.635 | 0.004 | -1.136 | 1.351 | Login To Trade |
1.242 | -1.031 | 0.003 | 0.296 | 29.91% | 736.73 | 2.80 | 21.90% | 19.10 | 1,680PCR: 0.03 | 154.90 | 40.98% | 0.08 | 0.00 | 83.31% | -0.544 | 0.001 | -3.298 | 1.425 | Login To Trade |
1.118 | -0.947 | 0.003 | 0.240 | 30.52% | 2,044.40 | 7.53 | 18.35% | 15.00 | 1,700PCR: 0.18 | 97.00 | 46.02% | 1.33 | 90.73 | 29.66% | -0.766 | 0.003 | -0.907 | 1.101 | Login To Trade |
0.981 | -0.832 | 0.003 | 0.192 | 30.52% | 316.35 | 1.08 | 15.04% | 11.80 | 1,720PCR: 0.10 | 118.55 | 46.33% | 0.11 | 28.50 | 35.77% | -0.767 | 0.002 | -1.093 | 1.100 | Login To Trade |
0.846 | -0.732 | 0.002 | 0.152 | 31.13% | 304.95 | 1.22 | 12.18% | 8.45 | 1,740PCR: 0.12 | 134.00 | 47.63% | 0.15 | 9.50 | 34.97% | -0.815 | 0.002 | -0.933 | 0.961 | Login To Trade |
0.729 | -0.643 | 0.002 | 0.122 | 31.74% | 201.88 | 0.83 | 9.91% | 6.50 | 1,760PCR: 0.16 | 148.00 | 49.11% | 0.13 | 10.45 | 31.01% | -0.882 | 0.002 | -0.612 | 0.711 | Login To Trade |
0.529 | -0.490 | 0.001 | 0.079 | 33.33% | 505.88 | 1.96 | 6.47% | 4.05 | 1,800PCR: 0.26 | 186.00 | 50.05% | 0.50 | 22.80 | 33.45% | -0.919 | 0.001 | -0.503 | 0.541 | Login To Trade |
0.391 | -0.382 | 0.001 | 0.053 | 35.16% | 170.05 | 1.67 | 4.37% | 2.70 | 1,840PCR: 0.06 | 225.00 | 50.60% | 0.10 | 3.80 | 36.38% | -0.939 | 0.001 | -0.436 | 0.432 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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