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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 | |
0.195 | -0.444 | 0.000 | 0.967 | 69.34% | 0.00 | 0.37 | 46.63% | 286.00 | 1,000PCR: 1.62 | 0.50 | 1.37% | 0.61 | 0.35 | 53.71% | -0.010 | 0.000 | -0.127 | 0.072 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,040PCR: -- | 1.25 | 2.93% | 0.14 | 0.00 | 53.22% | -0.023 | 0.000 | -0.253 | 0.145 | Login To Trade |
0.456 | -1.162 | 0.001 | 0.901 | 77.51% | 0.00 | 0.00 | 44.87% | 233.65 | 1,060PCR: 238.00 | 1.45 | 3.40% | 0.83 | 0.00 | 50.29% | -0.028 | 0.001 | -0.277 | 0.167 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,080PCR: -- | 3.10 | 5.95% | 0.35 | 0.00 | 53.22% | -0.050 | 0.001 | -0.475 | 0.272 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.30 | 99.00% | 137.90 | 1,100PCR: 11.44 | 3.00 | 6.17% | 3.48 | 0.70 | 48.34% | -0.053 | 0.001 | -0.453 | 0.285 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.18 | 99.00% | 116.70 | 1,120PCR: 4.04 | 1.50 | 4.18% | 0.72 | 0.35 | 38.09% | -0.037 | 0.001 | -0.263 | 0.210 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.22 | 99.00% | 81.40 | 1,140PCR: 4.97 | 7.00 | 11.61% | 1.10 | 0.00 | 49.07% | -0.109 | 0.001 | -0.788 | 0.489 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.88 | 99.00% | 83.90 | 1,160PCR: 2.23 | 7.95 | 13.23% | 1.96 | 0.00 | 45.53% | -0.128 | 0.002 | -0.822 | 0.549 | Login To Trade |
0.426 | -0.441 | 0.002 | 0.910 | 31.49% | 0.00 | 0.35 | 47.03% | 107.00 | 1,180PCR: 5.60 | 7.00 | 13.33% | 1.96 | 0.00 | 38.33% | -0.133 | 0.002 | -0.709 | 0.563 | Login To Trade |
0.748 | -1.044 | 0.003 | 0.793 | 42.48% | 0.00 | 2.02 | 43.49% | 97.00 | 1,200PCR: 4.46 | 8.50 | 16.04% | 9.00 | 1.05 | 35.40% | -0.167 | 0.003 | -0.762 | 0.655 | Login To Trade |
0.375 | -0.217 | 0.003 | 0.924 | 17.58% | 0.00 | 0.72 | 47.94% | 65.05 | 1,220PCR: 2.50 | 9.65 | 18.74% | 1.81 | 0.35 | 31.25% | -0.204 | 0.004 | -0.762 | 0.743 | Login To Trade |
0.944 | -1.275 | 0.003 | 0.674 | 41.14% | 1.05 | 1.20 | 39.65% | 67.50 | 1,240PCR: 1.92 | 21.55 | 26.66% | 2.32 | 0.35 | 38.45% | -0.316 | 0.004 | -1.178 | 0.933 | Login To Trade |
1.000 | -1.135 | 0.004 | 0.617 | 34.55% | 0.00 | 2.38 | 37.75% | 48.80 | 1,260PCR: 1.13 | 23.00 | 29.92% | 2.68 | 0.35 | 32.29% | -0.377 | 0.004 | -1.056 | 0.996 | Login To Trade |
1.043 | -0.970 | 0.005 | 0.517 | 28.32% | 0.00 | 3.42 | 33.87% | 30.00 | 1,280PCR: 0.67 | 30.05 | 34.62% | 2.30 | 0.00 | 30.40% | -0.470 | 0.005 | -1.041 | 1.043 | Login To Trade |
1.026 | -0.946 | 0.005 | 0.423 | 28.08% | 5.25 | 9.47 | 29.32% | 22.00 | 1,300PCR: 0.92 | 42.00 | 38.98% | 8.70 | 0.70 | 31.49% | -0.566 | 0.005 | -1.067 | 1.031 | Login To Trade |
0.962 | -0.988 | 0.004 | 0.342 | 31.25% | 4.90 | 4.85 | 24.71% | 18.00 | 1,320PCR: 0.46 | 55.10 | 42.39% | 2.25 | 0.00 | 31.86% | -0.655 | 0.004 | -1.011 | 0.966 | Login To Trade |
0.871 | -0.947 | 0.004 | 0.273 | 33.08% | 3.15 | 6.15 | 20.44% | 14.05 | 1,340PCR: 0.36 | 90.60 | 42.57% | 2.19 | 0.00 | 54.32% | -0.630 | 0.003 | -1.765 | 0.989 | Login To Trade |
0.831 | -1.076 | 0.003 | 0.249 | 39.43% | 5.60 | 6.75 | 18.60% | 14.70 | 1,360PCR: 0.21 | 80.05 | 48.66% | 1.39 | 0.00 | 23.56% | -0.881 | 0.003 | -0.404 | 0.522 | Login To Trade |
0.612 | -0.667 | 0.003 | 0.150 | 33.20% | 1.75 | 3.76 | 12.04% | 6.55 | 1,380PCR: 0.12 | 163.50 | 43.66% | 0.46 | 0.00 | 100.22% | -0.599 | 0.002 | -3.335 | 1.013 | Login To Trade |
0.618 | -0.811 | 0.002 | 0.153 | 39.92% | 9.80 | 15.32 | 11.97% | 8.00 | 1,400PCR: 0.17 | 130.00 | 47.65% | 2.67 | 0.00 | 47.97% | -0.799 | 0.002 | -1.160 | 0.736 | Login To Trade |
0.141 | -0.113 | 0.001 | 0.023 | 24.41% | 1.40 | 2.87 | 1.97% | 0.55 | 1,420PCR: 0.03 | 146.20 | 48.75% | 0.08 | 0.00 | 46.88% | -0.843 | 0.002 | -0.969 | 0.629 | Login To Trade |
0.339 | -0.408 | 0.001 | 0.067 | 36.62% | 0.00 | 3.50 | 5.47% | 2.70 | 1,440PCR: 0.04 | 178.50 | 47.87% | 0.13 | 0.00 | 68.60% | -0.774 | 0.002 | -1.777 | 0.789 | Login To Trade |
0.351 | -0.478 | 0.001 | 0.070 | 41.50% | 0.00 | 1.94 | 5.61% | 3.25 | 1,460PCR: 0.06 | 212.25 | 47.53% | 0.11 | 0.00 | 89.97% | -0.729 | 0.001 | -2.566 | 0.868 | Login To Trade |
0.219 | -0.277 | 0.001 | 0.038 | 38.57% | 0.00 | 3.35 | 3.14% | 1.50 | 1,480PCR: 0.13 | 250.00 | 47.41% | 0.43 | 0.00 | 114.62% | -0.689 | 0.001 | -3.489 | 0.927 | Login To Trade |
0.163 | -0.224 | 0.001 | 0.027 | 41.99% | 1.05 | 3.68 | 2.15% | 1.10 | 1,520PCR: 0.01 | 293.20 | 48.31% | 0.02 | 0.00 | 127.93% | -0.697 | 0.001 | -3.845 | 0.915 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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