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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 | 0.04 | 99.00% | 59.70 | 410PCR: 5.00 | 0.20 | 1.84% | 0.21 | 0.00 | 42.97% | -0.015 | 0.001 | -0.064 | 0.033 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 4.15 | 0.06 | 99.00% | 58.00 | 420PCR: 57.67 | 0.15 | 1.50% | 3.59 | 47.73 | 35.16% | -0.013 | 0.001 | -0.045 | 0.028 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.06 | 99.00% | 41.90 | 425PCR: 11.00 | 0.25 | 2.39% | 0.68 | 0.00 | 35.16% | -0.021 | 0.002 | -0.068 | 0.042 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 37.20 | 430PCR: 85.00 | 0.35 | 3.66% | 1.76 | 10.38 | 35.16% | -0.033 | 0.003 | -0.098 | 0.061 | Login To Trade |
0.131 | -0.257 | 0.004 | 0.913 | 42.97% | 0.00 | 0.08 | 46.90% | 46.65 | 435PCR: 8.75 | 0.35 | 3.52% | 0.73 | 26.98 | 31.25% | -0.032 | 0.003 | -0.085 | 0.060 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 4.15 | 0.27 | 99.00% | 36.50 | 440PCR: 21.92 | 0.50 | 4.86% | 5.91 | 251.08 | 30.27% | -0.045 | 0.004 | -0.110 | 0.080 | Login To Trade |
0.006 | -0.004 | 0.001 | 0.998 | 15.63% | 0.00 | 0.23 | 49.46% | 35.20 | 445PCR: 3.73 | 0.60 | 6.04% | 0.85 | 83.00 | 28.32% | -0.058 | 0.005 | -0.124 | 0.097 | Login To Trade |
0.090 | -0.096 | 0.005 | 0.947 | 23.44% | 20.75 | 0.50 | 48.37% | 30.60 | 450PCR: 12.50 | 0.85 | 8.31% | 6.23 | 213.73 | 27.34% | -0.082 | 0.007 | -0.157 | 0.126 | Login To Trade |
0.135 | -0.143 | 0.008 | 0.911 | 23.44% | 26.98 | 0.50 | 47.56% | 26.00 | 455PCR: 6.83 | 1.25 | 11.22% | 3.40 | 118.28 | 26.37% | -0.115 | 0.009 | -0.194 | 0.162 | Login To Trade |
0.186 | -0.199 | 0.011 | 0.859 | 23.44% | 149.40 | 2.43 | 46.24% | 21.65 | 460PCR: 2.20 | 1.80 | 15.24% | 5.33 | 510.45 | 25.88% | -0.164 | 0.011 | -0.242 | 0.206 | Login To Trade |
0.288 | -0.479 | 0.011 | 0.705 | 36.62% | 0.00 | 1.49 | 41.21% | 21.05 | 465PCR: 2.08 | 2.75 | 19.57% | 3.11 | 547.80 | 24.90% | -0.222 | 0.014 | -0.281 | 0.248 | Login To Trade |
0.286 | -0.305 | 0.018 | 0.708 | 23.44% | 257.30 | 4.40 | 41.72% | 13.90 | 470PCR: 1.17 | 3.95 | 24.68% | 5.13 | 1,203.50 | 24.41% | -0.299 | 0.017 | -0.321 | 0.289 | Login To Trade |
0.321 | -0.370 | 0.018 | 0.606 | 25.39% | 348.60 | 3.28 | 37.89% | 11.30 | 475PCR: 0.91 | 5.65 | 30.02% | 2.97 | 881.88 | 24.17% | -0.390 | 0.019 | -0.351 | 0.320 | Login To Trade |
0.332 | -0.380 | 0.019 | 0.512 | 25.15% | 2,108.20 | 13.09 | 34.02% | 8.45 | 480PCR: 0.31 | 8.00 | 34.91% | 4.09 | 1,456.65 | 24.41% | -0.488 | 0.020 | -0.369 | 0.332 | Login To Trade |
0.326 | -0.380 | 0.018 | 0.420 | 25.63% | 1,180.68 | 6.47 | 29.45% | 6.40 | 485PCR: 0.29 | 11.25 | 39.03% | 1.87 | 425.38 | 25.88% | -0.579 | 0.018 | -0.384 | 0.326 | Login To Trade |
0.304 | -0.357 | 0.017 | 0.335 | 25.88% | 2,236.85 | 13.49 | 24.75% | 4.65 | 490PCR: 0.14 | 14.35 | 42.31% | 1.87 | 207.50 | 25.39% | -0.669 | 0.017 | -0.349 | 0.302 | Login To Trade |
0.269 | -0.316 | 0.015 | 0.257 | 25.88% | 892.25 | 2.80 | 19.88% | 3.30 | 495PCR: 0.13 | 18.00 | 44.91% | 0.35 | 93.38 | 25.63% | -0.745 | 0.015 | -0.312 | 0.268 | Login To Trade |
0.233 | -0.284 | 0.013 | 0.200 | 26.86% | 1,489.85 | 16.00 | 16.04% | 2.40 | 500PCR: 0.04 | 22.10 | 46.73% | 0.68 | 89.23 | 26.37% | -0.805 | 0.013 | -0.275 | 0.230 | Login To Trade |
0.194 | -0.241 | 0.010 | 0.150 | 27.34% | 275.98 | 4.15 | 12.40% | 1.75 | 505PCR: 0.05 | 23.45 | 99.00% | 0.19 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.162 | -0.208 | 0.008 | 0.115 | 28.32% | 433.68 | 3.24 | 9.70% | 1.20 | 510PCR: 0.08 | 31.30 | 48.56% | 0.25 | 12.45 | 29.30% | -0.877 | 0.008 | -0.226 | 0.170 | Login To Trade |
0.125 | -0.161 | 0.006 | 0.081 | 28.32% | 124.50 | 3.36 | 6.93% | 0.85 | 515PCR: 0.03 | 34.85 | 50.39% | 0.10 | 12.45 | 15.63% | -0.995 | 0.001 | -0.009 | 0.012 | Login To Trade |
0.110 | -0.151 | 0.005 | 0.068 | 30.27% | 439.90 | 5.04 | 5.86% | 0.70 | 520PCR: 0.01 | 46.15 | 46.84% | 0.04 | 0.00 | 58.84% | -0.767 | 0.006 | -0.682 | 0.255 | Login To Trade |
0.067 | -0.095 | 0.003 | 0.037 | 31.25% | 76.78 | 3.13 | 3.14% | 0.40 | 530PCR: 0.00 | 0.00 | 99.00% | 0.00 | 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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