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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 | 560PCR: -- | 0.15 | 0.75% | 0.01 | 0.00 | 85.94% | -0.006 | 0.000 | -0.147 | 0.011 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 580PCR: -- | 0.05 | 0.22% | 0.21 | 0.73 | 62.50% | -0.002 | 0.000 | -0.037 | 0.004 | Login To Trade |
0.060 | -0.802 | 0.002 | 0.956 | 85.94% | 0.00 | 0.04 | 47.68% | 87.00 | 600PCR: 16.80 | 0.10 | 1.20% | 0.61 | 6.53 | 62.50% | -0.010 | 0.001 | -0.173 | 0.018 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 610PCR: -- | 0.35 | 2.33% | 0.59 | 0.00 | 62.50% | -0.021 | 0.001 | -0.314 | 0.032 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 48.80 | 620PCR: 179.00 | 0.35 | 2.91% | 1.30 | 0.00 | 56.64% | -0.026 | 0.002 | -0.348 | 0.039 | Login To Trade |
0.017 | -0.103 | 0.001 | 0.990 | 39.06% | 2.90 | 0.04 | 49.11% | 55.70 | 630PCR: 13.17 | 0.40 | 3.26% | 0.57 | 7.25 | 48.83% | -0.030 | 0.002 | -0.337 | 0.044 | Login To Trade |
0.141 | -1.527 | 0.005 | 0.863 | 69.34% | 0.00 | 0.10 | 45.89% | 48.75 | 640PCR: 19.00 | 0.70 | 5.78% | 1.93 | 7.25 | 46.88% | -0.056 | 0.004 | -0.529 | 0.072 | Login To Trade |
0.144 | -1.238 | 0.006 | 0.857 | 54.69% | 0.00 | 0.33 | 45.98% | 38.25 | 650PCR: 4.78 | 1.25 | 9.27% | 1.56 | 52.93 | 43.95% | -0.094 | 0.006 | -0.739 | 0.107 | Login To Trade |
0.151 | -0.962 | 0.009 | 0.847 | 40.53% | 0.00 | 0.73 | 46.03% | 27.70 | 660PCR: 2.50 | 2.20 | 14.45% | 1.81 | 49.30 | 41.02% | -0.156 | 0.009 | -0.985 | 0.153 | Login To Trade |
0.214 | -1.423 | 0.012 | 0.726 | 42.48% | 64.53 | 1.07 | 42.39% | 20.30 | 670PCR: 1.71 | 3.95 | 21.46% | 1.83 | 222.58 | 37.60% | -0.252 | 0.013 | -1.205 | 0.204 | Login To Trade |
0.249 | -1.561 | 0.015 | 0.593 | 40.04% | 311.75 | 3.47 | 37.63% | 12.55 | 680PCR: 1.23 | 6.55 | 30.16% | 4.26 | 242.15 | 35.64% | -0.396 | 0.017 | -1.380 | 0.247 | Login To Trade |
0.253 | -1.452 | 0.017 | 0.440 | 36.62% | 369.75 | 4.17 | 30.69% | 7.60 | 690PCR: 0.63 | 11.70 | 38.37% | 2.65 | 110.93 | 36.13% | -0.570 | 0.017 | -1.425 | 0.252 | Login To Trade |
0.220 | -1.345 | 0.014 | 0.291 | 39.06% | 587.98 | 10.03 | 22.28% | 4.50 | 700PCR: 0.24 | 18.45 | 43.90% | 2.41 | 40.60 | 37.11% | -0.720 | 0.014 | -1.256 | 0.216 | Login To Trade |
0.173 | -1.097 | 0.010 | 0.188 | 40.53% | 160.95 | 2.33 | 15.36% | 2.60 | 710PCR: 0.19 | 26.50 | 47.28% | 0.44 | 47.13 | 38.09% | -0.833 | 0.010 | -0.959 | 0.161 | Login To Trade |
0.123 | -0.809 | 0.007 | 0.113 | 41.99% | 100.78 | 3.85 | 9.66% | 1.55 | 720PCR: 0.08 | 35.25 | 49.27% | 0.29 | 0.00 | 37.11% | -0.918 | 0.006 | -0.563 | 0.097 | Login To Trade |
0.086 | -0.608 | 0.005 | 0.070 | 44.92% | 34.80 | 3.05 | 6.14% | 0.85 | 730PCR: 0.04 | 50.50 | 46.81% | 0.12 | 0.00 | 81.05% | -0.785 | 0.006 | -2.377 | 0.187 | Login To Trade |
0.058 | -0.428 | 0.003 | 0.043 | 46.88% | 23.93 | 1.57 | 3.74% | 0.55 | 740PCR: 0.03 | 56.20 | 49.32% | 0.04 | 0.00 | 61.52% | -0.903 | 0.004 | -1.061 | 0.110 | Login To Trade |
0.045 | -0.356 | 0.002 | 0.031 | 50.78% | 41.33 | 2.67 | 2.71% | 0.40 | 750PCR: 0.04 | 62.50 | 99.00% | 0.10 | 2.18 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.035 | -0.303 | 0.002 | 0.023 | 54.69% | 18.85 | 1.50 | 2.03% | 0.30 | 760PCR: 0.03 | 74.05 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.031 | -0.318 | 0.001 | 0.020 | 66.41% | 3.63 | 1.61 | 1.66% | 0.30 | 780PCR: 0.05 | 105.25 | 48.42% | 0.08 | 0.00 | 156.74% | -0.789 | 0.003 | -4.553 | 0.185 | Login To Trade |
0.008 | -0.080 | 0.000 | 0.004 | 62.50% | 64.53 | 2.49 | 0.36% | 0.10 | 800PCR: 0.01 | 108.50 | 99.00% | 0.04 | 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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