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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 | 0.05 | 99.00% | 347.70 | 1,400PCR: 2.08 | 1.65 | 2.65% | 0.09 | 0.75 | 41.99% | -0.021 | 0.000 | -0.178 | 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 |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 268.00 | 1,500PCR: 219.00 | 2.95 | 4.73% | 0.82 | 37.88 | 34.67% | -0.040 | 0.001 | -0.257 | 0.433 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 162.50 | 1,520PCR: 8.75 | 3.90 | 5.99% | 0.13 | 0.38 | 34.42% | -0.052 | 0.001 | -0.314 | 0.532 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,540PCR: -- | 5.10 | 7.37% | 0.18 | 0.75 | 33.94% | -0.066 | 0.001 | -0.372 | 0.638 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 204.45 | 1,560PCR: 147.00 | 5.80 | 8.43% | 0.55 | 12.00 | 32.59% | -0.077 | 0.001 | -0.403 | 0.720 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,580PCR: -- | 7.25 | 10.05% | 0.20 | 6.38 | 31.86% | -0.094 | 0.001 | -0.458 | 0.838 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.38 | 0.13 | 99.00% | 167.15 | 1,600PCR: 9.66 | 8.70 | 11.65% | 1.27 | 48.00 | 30.76% | -0.112 | 0.001 | -0.503 | 0.953 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,620PCR: -- | 11.20 | 13.99% | 0.41 | 18.00 | 30.40% | -0.139 | 0.002 | -0.578 | 1.108 | Login To Trade |
1.206 | -0.588 | 0.002 | 0.842 | 28.38% | 0.38 | 0.03 | 45.00% | 144.00 | 1,640PCR: 15.00 | 14.35 | 16.66% | 0.45 | 20.25 | 30.15% | -0.171 | 0.002 | -0.658 | 1.272 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.05 | 99.00% | 111.00 | 1,660PCR: 11.17 | 17.85 | 19.31% | 0.50 | 28.13 | 29.60% | -0.206 | 0.002 | -0.724 | 1.426 | Login To Trade |
1.556 | -0.755 | 0.002 | 0.760 | 28.26% | 1.50 | 0.08 | 42.61% | 112.65 | 1,680PCR: 5.19 | 22.60 | 22.32% | 0.41 | 47.63 | 29.42% | -0.248 | 0.002 | -0.799 | 1.583 | Login To Trade |
1.727 | -0.872 | 0.002 | 0.705 | 29.42% | 127.50 | 0.88 | 40.73% | 100.45 | 1,700PCR: 2.09 | 27.75 | 25.25% | 1.83 | 178.50 | 28.93% | -0.292 | 0.002 | -0.854 | 1.720 | Login To Trade |
1.843 | -0.922 | 0.003 | 0.656 | 29.17% | 13.13 | 0.34 | 38.99% | 86.95 | 1,720PCR: 1.54 | 33.90 | 28.25% | 0.53 | 78.00 | 28.50% | -0.341 | 0.003 | -0.898 | 1.837 | Login To Trade |
1.930 | -0.966 | 0.003 | 0.603 | 29.17% | 425.63 | 0.93 | 36.94% | 75.00 | 1,740PCR: 1.03 | 41.60 | 31.25% | 0.96 | 181.88 | 28.32% | -0.395 | 0.003 | -0.937 | 1.928 | Login To Trade |
1.982 | -0.980 | 0.003 | 0.549 | 28.81% | 766.88 | 2.19 | 34.69% | 63.45 | 1,760PCR: 0.51 | 50.55 | 34.14% | 1.11 | 110.63 | 28.26% | -0.451 | 0.003 | -0.961 | 1.982 | Login To Trade |
1.997 | -0.989 | 0.003 | 0.494 | 28.87% | 418.50 | 2.12 | 32.19% | 53.80 | 1,780PCR: 0.26 | 62.00 | 36.80% | 0.55 | 24.38 | 28.87% | -0.506 | 0.003 | -0.989 | 1.997 | Login To Trade |
1.974 | -0.976 | 0.003 | 0.439 | 28.81% | 686.25 | 3.99 | 29.53% | 45.00 | 1,800PCR: 0.23 | 73.05 | 39.16% | 0.91 | 26.63 | 28.75% | -0.561 | 0.003 | -0.974 | 1.974 | Login To Trade |
1.915 | -0.945 | 0.003 | 0.386 | 28.75% | 111.75 | 1.23 | 26.75% | 37.25 | 1,820PCR: 0.09 | 108.35 | 40.35% | 0.11 | 0.00 | 40.53% | -0.570 | 0.002 | -1.367 | 1.966 | Login To Trade |
1.819 | -0.882 | 0.003 | 0.333 | 28.26% | 69.00 | 0.48 | 23.77% | 29.75 | 1,840PCR: 0.12 | 123.05 | 41.73% | 0.06 | 0.00 | 41.60% | -0.604 | 0.002 | -1.377 | 1.930 | Login To Trade |
1.702 | -0.829 | 0.002 | 0.286 | 28.38% | 74.25 | 0.60 | 20.96% | 24.30 | 1,860PCR: 0.25 | 138.40 | 42.93% | 0.15 | 0.00 | 42.66% | -0.634 | 0.002 | -1.379 | 1.883 | Login To Trade |
1.596 | -0.807 | 0.002 | 0.251 | 29.48% | 7.50 | 0.06 | 18.72% | 21.25 | 1,880PCR: 0.38 | 147.30 | 44.38% | 0.02 | 0.00 | 39.92% | -0.680 | 0.002 | -1.225 | 1.789 | Login To Trade |
1.443 | -0.722 | 0.002 | 0.210 | 29.17% | 148.50 | 2.25 | 15.99% | 16.70 | 1,900PCR: 0.08 | 151.35 | 46.34% | 0.18 | 3.00 | 33.45% | -0.755 | 0.002 | -0.902 | 1.572 | Login To Trade |
1.290 | -0.644 | 0.002 | 0.175 | 29.11% | 41.25 | 0.30 | 13.55% | 13.20 | 1,920PCR: 0.06 | 190.00 | 45.59% | 0.02 | 0.00 | 47.49% | -0.703 | 0.002 | -1.413 | 1.734 | Login To Trade |
1.140 | -0.571 | 0.002 | 0.145 | 29.17% | 41.63 | 0.63 | 11.37% | 10.50 | 1,940PCR: 0.01 | 207.00 | 46.31% | 0.00 | 0.00 | 48.58% | -0.723 | 0.001 | -1.397 | 1.676 | Login To Trade |
0.998 | -0.502 | 0.001 | 0.119 | 29.30% | 40.13 | 0.71 | 9.47% | 8.35 | 1,960PCR: 0.04 | 221.70 | 47.10% | 0.03 | 0.00 | 48.03% | -0.750 | 0.001 | -1.310 | 1.589 | Login To Trade |
0.790 | -0.414 | 0.001 | 0.087 | 30.52% | 60.75 | 0.83 | 6.91% | 5.90 | 2,000PCR: 0.08 | 262.00 | 47.91% | 0.06 | 0.00 | 53.34% | -0.767 | 0.001 | -1.402 | 1.532 | Login To Trade |
0.599 | -0.321 | 0.001 | 0.060 | 31.25% | 70.88 | 1.43 | 4.82% | 3.90 | 2,040PCR: 0.01 | 290.05 | 49.26% | 0.02 | 0.00 | 49.56% | -0.826 | 0.001 | -1.095 | 1.288 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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