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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 | |
1.106 | -1.800 | 0.001 | 0.850 | 87.83% | 0.00 | 0.05 | 41.85% | 378.55 | 1,400PCR: 3.46 | 1.60 | 2.76% | 0.17 | 8.25 | 41.02% | -0.022 | 0.000 | -0.187 | 0.247 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,440PCR: -- | 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 | 1,480PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.247 | -0.127 | 0.000 | 0.978 | 27.83% | 6.38 | 0.03 | 48.17% | 243.65 | 1,500PCR: 42.38 | 3.50 | 5.71% | 1.27 | 38.63 | 34.42% | -0.050 | 0.001 | -0.310 | 0.486 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 162.50 | 1,520PCR: 13.50 | 4.45 | 6.98% | 0.20 | 15.38 | 33.69% | -0.062 | 0.001 | -0.362 | 0.580 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,540PCR: -- | 5.20 | 8.09% | 0.13 | 8.25 | 32.35% | -0.074 | 0.001 | -0.397 | 0.662 | Login To Trade |
1.218 | -1.049 | 0.001 | 0.826 | 46.51% | 0.00 | 0.00 | 43.57% | 204.45 | 1,560PCR: 171.00 | 6.90 | 10.03% | 0.64 | 13.88 | 31.98% | -0.094 | 0.001 | -0.471 | 0.795 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,580PCR: -- | 8.80 | 12.08% | 0.41 | 23.25 | 31.37% | -0.117 | 0.001 | -0.541 | 0.931 | Login To Trade |
1.034 | -0.568 | 0.002 | 0.864 | 29.66% | 31.88 | 0.18 | 45.56% | 152.65 | 1,600PCR: 8.06 | 11.00 | 14.28% | 1.48 | 67.50 | 30.58% | -0.143 | 0.002 | -0.605 | 1.069 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,620PCR: -- | 13.85 | 16.86% | 0.36 | 41.25 | 29.97% | -0.175 | 0.002 | -0.677 | 1.220 | Login To Trade |
1.361 | -0.729 | 0.002 | 0.791 | 28.93% | 18.00 | 0.10 | 43.59% | 119.40 | 1,640PCR: 3.89 | 18.25 | 20.02% | 0.39 | 41.25 | 29.97% | -0.216 | 0.002 | -0.771 | 1.389 | Login To Trade |
1.594 | -0.976 | 0.002 | 0.721 | 33.08% | 0.00 | 0.05 | 41.11% | 111.00 | 1,660PCR: 12.08 | 22.85 | 23.06% | 0.54 | 65.25 | 29.54% | -0.260 | 0.002 | -0.840 | 1.536 | Login To Trade |
1.626 | -0.788 | 0.003 | 0.709 | 26.18% | 25.13 | 0.16 | 41.12% | 86.20 | 1,680PCR: 3.55 | 28.50 | 26.21% | 0.56 | 131.63 | 29.17% | -0.308 | 0.003 | -0.901 | 1.668 | Login To Trade |
1.778 | -0.963 | 0.003 | 0.637 | 29.24% | 223.13 | 1.10 | 38.35% | 78.50 | 1,700PCR: 1.85 | 35.15 | 29.34% | 2.04 | 359.25 | 28.81% | -0.361 | 0.003 | -0.947 | 1.775 | Login To Trade |
1.851 | -0.994 | 0.003 | 0.582 | 28.99% | 128.25 | 0.42 | 36.16% | 66.75 | 1,720PCR: 1.68 | 44.15 | 32.46% | 0.70 | 262.50 | 28.78% | -0.418 | 0.003 | -0.987 | 1.851 | Login To Trade |
1.888 | -1.011 | 0.003 | 0.523 | 28.93% | 574.50 | 1.35 | 33.63% | 56.00 | 1,740PCR: 0.83 | 53.20 | 35.37% | 1.13 | 300.00 | 28.87% | -0.477 | 0.003 | -1.009 | 1.888 | Login To Trade |
1.884 | -1.007 | 0.003 | 0.465 | 28.87% | 475.88 | 3.03 | 30.90% | 46.45 | 1,760PCR: 0.42 | 63.35 | 38.00% | 1.26 | 208.50 | 28.53% | -0.535 | 0.003 | -0.995 | 1.883 | Login To Trade |
1.841 | -0.989 | 0.003 | 0.409 | 28.99% | 369.38 | 2.37 | 28.04% | 38.45 | 1,780PCR: 0.35 | 75.50 | 40.35% | 0.83 | 108.00 | 28.69% | -0.592 | 0.003 | -0.978 | 1.840 | Login To Trade |
1.766 | -0.954 | 0.003 | 0.356 | 29.17% | 1,069.13 | 8.47 | 25.14% | 31.95 | 1,800PCR: 0.14 | 87.80 | 42.44% | 1.22 | 93.38 | 28.26% | -0.649 | 0.003 | -0.919 | 1.757 | Login To Trade |
1.659 | -0.891 | 0.003 | 0.304 | 28.99% | 260.63 | 1.43 | 22.13% | 25.60 | 1,820PCR: 0.11 | 104.10 | 44.00% | 0.16 | 10.88 | 29.66% | -0.691 | 0.003 | -0.917 | 1.670 | Login To Trade |
1.538 | -0.834 | 0.002 | 0.260 | 29.30% | 109.88 | 0.88 | 19.36% | 20.95 | 1,840PCR: 0.09 | 103.45 | 48.18% | 0.08 | 0.00 | 18.19% | -0.859 | 0.003 | -0.357 | 1.061 | Login To Trade |
1.397 | -0.758 | 0.002 | 0.218 | 29.30% | 82.88 | 0.83 | 16.60% | 16.70 | 1,860PCR: 0.16 | 134.85 | 46.68% | 0.14 | 11.25 | 29.85% | -0.777 | 0.002 | -0.781 | 1.414 | Login To Trade |
1.256 | -0.687 | 0.002 | 0.183 | 29.54% | 57.38 | 0.45 | 14.15% | 13.45 | 1,880PCR: 0.05 | 147.30 | 48.30% | 0.02 | 0.00 | 26.61% | -0.844 | 0.002 | -0.558 | 1.133 | Login To Trade |
1.111 | -0.610 | 0.002 | 0.151 | 29.66% | 131.25 | 2.12 | 11.87% | 10.65 | 1,900PCR: 0.09 | 150.00 | 99.00% | 0.18 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.975 | -0.540 | 0.002 | 0.125 | 29.91% | 19.13 | 0.42 | 9.91% | 8.50 | 1,920PCR: 0.05 | 190.00 | 48.69% | 0.02 | 0.00 | 33.81% | -0.843 | 0.002 | -0.712 | 1.137 | Login To Trade |
0.853 | -0.478 | 0.001 | 0.103 | 30.27% | 60.38 | 0.66 | 8.27% | 6.85 | 1,940PCR: 0.01 | 207.00 | 49.37% | 0.00 | 0.00 | 33.26% | -0.873 | 0.001 | -0.608 | 0.986 | Login To Trade |
0.741 | -0.420 | 0.001 | 0.086 | 30.64% | 28.13 | 0.69 | 6.86% | 5.55 | 1,960PCR: 0.04 | 221.70 | 50.32% | 0.03 | 0.00 | 28.93% | -0.927 | 0.001 | -0.352 | 0.656 | Login To Trade |
0.544 | -0.315 | 0.001 | 0.057 | 31.25% | 75.38 | 0.95 | 4.61% | 3.50 | 2,000PCR: 0.07 | 228.95 | 99.00% | 0.07 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.396 | -0.235 | 0.001 | 0.038 | 31.98% | 94.13 | 1.77 | 3.09% | 2.30 | 2,040PCR: 0.01 | 290.05 | 99.00% | 0.02 | 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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