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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 | 420PCR: -- | 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 | 440PCR: -- | 0.20 | 1.20% | 0.24 | 0.00 | 58.59% | -0.009 | 0.000 | -0.064 | 0.024 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 83.10 | 460PCR: 22.67 | 0.20 | 1.72% | 0.85 | 0.00 | 50.78% | -0.014 | 0.001 | -0.079 | 0.034 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 470PCR: -- | 0.60 | 3.53% | 0.09 | 0.00 | 52.73% | -0.030 | 0.001 | -0.156 | 0.065 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 480PCR: -- | 0.10 | 0.85% | 2.19 | 13.75 | 35.16% | -0.007 | 0.001 | -0.031 | 0.019 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 55.60 | 490PCR: 20.50 | 0.15 | 1.48% | 0.51 | 0.00 | 33.20% | -0.013 | 0.001 | -0.049 | 0.032 | Login To Trade |
0.100 | -0.173 | 0.003 | 0.950 | 38.09% | 1.25 | 0.75 | 47.81% | 57.00 | 500PCR: 3.08 | 0.25 | 2.59% | 2.31 | 27.50 | 31.25% | -0.023 | 0.002 | -0.075 | 0.053 | Login To Trade |
0.166 | -0.298 | 0.004 | 0.903 | 39.55% | 1.25 | 0.45 | 46.76% | 48.00 | 510PCR: 5.06 | 0.30 | 3.47% | 2.28 | 23.75 | 27.34% | -0.032 | 0.003 | -0.086 | 0.070 | Login To Trade |
0.243 | -0.464 | 0.006 | 0.831 | 41.99% | 0.00 | 0.95 | 44.83% | 40.00 | 520PCR: 2.39 | 0.40 | 4.92% | 2.28 | 37.50 | 23.44% | -0.047 | 0.004 | -0.101 | 0.095 | Login To Trade |
0.122 | -0.103 | 0.007 | 0.935 | 18.55% | 6.25 | 2.69 | 48.25% | 26.70 | 530PCR: 1.79 | 0.95 | 9.29% | 4.80 | 127.50 | 21.48% | -0.095 | 0.008 | -0.159 | 0.163 | Login To Trade |
0.271 | -0.256 | 0.014 | 0.799 | 20.75% | 35.00 | 3.03 | 44.73% | 18.50 | 540PCR: 2.58 | 2.05 | 17.29% | 7.81 | 318.75 | 20.02% | -0.193 | 0.014 | -0.240 | 0.264 | Login To Trade |
0.364 | -0.340 | 0.019 | 0.630 | 20.51% | 426.25 | 6.45 | 39.10% | 11.35 | 550PCR: 1.12 | 5.00 | 28.50% | 7.21 | 823.75 | 20.02% | -0.367 | 0.019 | -0.331 | 0.364 | Login To Trade |
0.380 | -0.367 | 0.019 | 0.434 | 21.24% | 1,398.75 | 15.43 | 30.37% | 6.45 | 560PCR: 0.49 | 10.00 | 38.32% | 7.60 | 1,082.50 | 20.51% | -0.569 | 0.020 | -0.354 | 0.380 | Login To Trade |
0.320 | -0.327 | 0.015 | 0.271 | 22.46% | 1,171.25 | 14.45 | 20.98% | 3.55 | 570PCR: 0.18 | 17.20 | 44.35% | 2.60 | 123.75 | 22.22% | -0.731 | 0.015 | -0.322 | 0.319 | Login To Trade |
0.231 | -0.246 | 0.011 | 0.156 | 23.44% | 1,115.00 | 11.91 | 13.00% | 1.65 | 580PCR: 0.21 | 26.35 | 46.91% | 2.45 | 42.50 | 26.37% | -0.814 | 0.011 | -0.310 | 0.259 | Login To Trade |
0.162 | -0.187 | 0.007 | 0.094 | 25.39% | 410.00 | 5.34 | 8.06% | 1.05 | 590PCR: 0.07 | 34.15 | 49.94% | 0.40 | 26.25 | 19.53% | -0.958 | 0.005 | -0.077 | 0.087 | Login To Trade |
0.112 | -0.139 | 0.004 | 0.058 | 27.34% | 506.25 | 9.26 | 5.01% | 0.65 | 600PCR: 0.41 | 44.30 | 50.13% | 3.80 | 20.00 | 26.37% | -0.949 | 0.004 | -0.122 | 0.102 | Login To Trade |
0.078 | -0.103 | 0.003 | 0.037 | 29.30% | 31.25 | 3.36 | 3.19% | 0.40 | 610PCR: 0.06 | 46.85 | 99.00% | 0.19 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.055 | -0.078 | 0.002 | 0.024 | 31.25% | 13.75 | 1.75 | 2.09% | 0.25 | 620PCR: 0.75 | 58.60 | 99.00% | 1.31 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.040 | -0.060 | 0.001 | 0.017 | 33.20% | 6.25 | 1.06 | 1.41% | 0.20 | 630PCR: 0.04 | 100.00 | 46.51% | 0.04 | 0.00 | 135.50% | -0.660 | 0.003 | -2.179 | 0.354 | Login To Trade |
0.029 | -0.047 | 0.001 | 0.012 | 35.16% | 16.25 | 0.84 | 0.98% | 0.15 | 640PCR: 1.43 | 76.70 | 99.00% | 1.20 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.030 | -0.059 | 0.001 | 0.012 | 42.97% | 0.00 | 2.09 | 0.98% | 0.15 | 660PCR: 1.25 | 99.60 | 99.00% | 2.60 | 21.25 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | -0.001 | 0.000 | 0.000 | 31.25% | 1.25 | 0.29 | 0.01% | 0.05 | 680PCR: 2.48 | 111.45 | 99.00% | 0.71 | 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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