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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 | |
0.565 | -2.554 | 0.001 | 0.854 | 126.71% | 0.00 | 0.37 | 41.79% | 286.00 | 1,000PCR: 1.45 | 3.95 | 6.26% | 0.54 | 0.70 | 74.22% | -0.049 | 0.001 | -0.667 | 0.252 | 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 | 2.94% | 0.14 | 0.00 | 52.73% | -0.024 | 0.000 | -0.262 | 0.140 | Login To Trade |
0.672 | -2.787 | 0.001 | 0.809 | 116.09% | 0.00 | 0.00 | 40.91% | 233.65 | 1,060PCR: 238.00 | 1.45 | 3.62% | 0.83 | 0.00 | 49.32% | -0.030 | 0.001 | -0.298 | 0.169 | 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 | 6.30% | 0.35 | 0.00 | 52.00% | -0.054 | 0.001 | -0.508 | 0.273 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.30 | 99.00% | 137.90 | 1,100PCR: 10.93 | 1.10 | 3.39% | 3.33 | 6.65 | 38.57% | -0.029 | 0.001 | -0.229 | 0.166 | 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 | 4.73% | 0.72 | 0.00 | 35.16% | -0.043 | 0.001 | -0.281 | 0.224 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.22 | 99.00% | 81.40 | 1,140PCR: 4.54 | 3.10 | 8.02% | 1.00 | 0.35 | 35.89% | -0.076 | 0.002 | -0.450 | 0.351 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.88 | 99.00% | 83.90 | 1,160PCR: 2.06 | 4.00 | 9.95% | 1.81 | 4.55 | 34.91% | -0.096 | 0.002 | -0.528 | 0.423 | Login To Trade |
0.794 | -1.575 | 0.002 | 0.744 | 55.54% | 0.35 | 0.34 | 41.46% | 102.00 | 1,180PCR: 5.68 | 5.95 | 13.43% | 1.95 | 0.70 | 33.45% | -0.137 | 0.003 | -0.648 | 0.543 | Login To Trade |
0.869 | -1.864 | 0.002 | 0.694 | 60.06% | 2.80 | 1.97 | 39.56% | 96.00 | 1,200PCR: 4.45 | 9.00 | 18.59% | 8.77 | 4.90 | 31.01% | -0.203 | 0.004 | -0.772 | 0.698 | Login To Trade |
0.935 | -2.107 | 0.002 | 0.626 | 63.11% | 2.10 | 0.70 | 36.87% | 83.00 | 1,220PCR: 2.52 | 10.00 | 21.16% | 1.76 | 2.45 | 27.47% | -0.241 | 0.005 | -0.758 | 0.773 | Login To Trade |
0.961 | -1.915 | 0.003 | 0.594 | 55.79% | 6.30 | 1.13 | 35.92% | 68.00 | 1,240PCR: 1.91 | 23.90 | 29.88% | 2.16 | 9.80 | 35.77% | -0.374 | 0.004 | -1.200 | 0.939 | Login To Trade |
0.985 | -1.905 | 0.003 | 0.536 | 54.20% | 2.80 | 2.35 | 33.56% | 56.00 | 1,260PCR: 1.11 | 27.00 | 34.12% | 2.61 | 7.00 | 29.85% | -0.461 | 0.005 | -1.049 | 0.984 | Login To Trade |
0.968 | -1.300 | 0.004 | 0.428 | 37.60% | 8.40 | 3.22 | 29.19% | 28.00 | 1,280PCR: 0.68 | 25.05 | 40.94% | 2.20 | 7.00 | 16.60% | -0.635 | 0.009 | -0.552 | 0.931 | Login To Trade |
0.899 | -1.175 | 0.004 | 0.336 | 36.62% | 5.95 | 9.20 | 24.19% | 19.30 | 1,300PCR: 0.94 | 50.00 | 42.85% | 8.65 | 1.05 | 29.17% | -0.673 | 0.005 | -0.931 | 0.894 | Login To Trade |
0.632 | -0.507 | 0.005 | 0.172 | 22.46% | 16.45 | 4.54 | 14.09% | 5.05 | 1,320PCR: 0.49 | 52.00 | 99.00% | 2.25 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.715 | -0.894 | 0.003 | 0.210 | 35.03% | 12.25 | 5.80 | 16.30% | 10.00 | 1,340PCR: 0.38 | 90.60 | 46.88% | 2.19 | 0.00 | 37.23% | -0.791 | 0.003 | -0.944 | 0.710 | Login To Trade |
0.649 | -0.897 | 0.003 | 0.179 | 38.70% | 21.00 | 6.47 | 14.00% | 9.00 | 1,360PCR: 0.21 | 80.05 | 99.00% | 1.39 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.512 | -0.732 | 0.002 | 0.127 | 40.04% | 3.15 | 3.63 | 10.10% | 6.00 | 1,380PCR: 0.13 | 163.50 | 45.40% | 0.46 | 0.00 | 88.50% | -0.669 | 0.002 | -2.826 | 0.894 | Login To Trade |
0.520 | -0.852 | 0.002 | 0.129 | 45.90% | 14.00 | 15.00 | 10.11% | 7.00 | 1,400PCR: 0.18 | 130.00 | 99.00% | 2.67 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.182 | -0.213 | 0.001 | 0.033 | 32.71% | 8.75 | 2.77 | 2.79% | 1.00 | 1,420PCR: 0.03 | 146.20 | 99.00% | 0.08 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.198 | -0.255 | 0.001 | 0.036 | 36.13% | 2.80 | 3.38 | 3.02% | 1.30 | 1,440PCR: 0.04 | 178.50 | 99.00% | 0.13 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.166 | -0.235 | 0.001 | 0.030 | 39.55% | 4.90 | 1.87 | 2.43% | 1.10 | 1,460PCR: 0.06 | 212.25 | 49.74% | 0.11 | 0.00 | 67.87% | -0.851 | 0.001 | -1.386 | 0.572 | Login To Trade |
0.117 | -0.159 | 0.001 | 0.019 | 38.09% | 9.80 | 3.21 | 1.59% | 0.65 | 1,480PCR: 0.13 | 250.00 | 48.90% | 0.43 | 0.00 | 98.75% | -0.769 | 0.001 | -2.648 | 0.751 | Login To Trade |
0.145 | -0.248 | 0.001 | 0.025 | 47.85% | 26.60 | 3.41 | 1.98% | 1.10 | 1,520PCR: 0.01 | 293.20 | 49.55% | 0.02 | 0.00 | 112.18% | -0.772 | 0.001 | -2.990 | 0.746 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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