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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 | 14,000PCR: -- | 11.20 | 2.07% | 0.23 | 35.80 | 47.79% | -0.016 | 0.000 | -2.093 | 1.576 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 2125.00 | 14,250PCR: 108.25 | 12.00 | 2.28% | 0.22 | 5.10 | 44.92% | -0.018 | 0.000 | -2.172 | 1.741 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 2054.90 | 14,500PCR: 200.25 | 14.00 | 2.69% | 0.40 | 33.35 | 42.63% | -0.022 | 0.000 | -2.416 | 2.040 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 1650.00 | 14,750PCR: 107.00 | 14.20 | 2.86% | 0.11 | 2.75 | 39.37% | -0.024 | 0.000 | -2.394 | 2.190 | Login To Trade |
4.481 | -5.637 | 0.000 | 0.942 | 45.29% | 0.25 | 0.02 | 46.98% | 2531.05 | 15,000PCR: 30.74 | 18.45 | 3.72% | 0.58 | 36.35 | 38.12% | -0.032 | 0.000 | -2.941 | 2.778 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 15,250PCR: -- | 22.00 | 4.40% | 0.61 | 10.00 | 35.40% | -0.039 | 0.000 | -3.200 | 3.255 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.45 | 0.02 | 99.00% | 1916.60 | 15,500PCR: 17.08 | 30.20 | 5.91% | 0.42 | 69.75 | 34.39% | -0.053 | 0.000 | -4.034 | 4.222 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 1501.90 | 15,750PCR: 18.32 | 44.75 | 8.03% | 0.17 | 29.95 | 33.25% | -0.075 | 0.000 | -5.080 | 5.501 | Login To Trade |
7.387 | -6.932 | 0.000 | 0.888 | 33.78% | 6.00 | 0.15 | 46.28% | 1553.40 | 16,000PCR: 5.75 | 63.90 | 10.63% | 0.84 | 142.85 | 32.47% | -0.103 | 0.000 | -6.292 | 6.976 | Login To Trade |
8.421 | -7.217 | 0.000 | 0.865 | 30.85% | 2.55 | 0.08 | 45.85% | 1320.00 | 16,250PCR: 4.72 | 89.55 | 13.77% | 0.39 | 37.45 | 31.40% | -0.140 | 0.000 | -7.530 | 8.632 | Login To Trade |
10.546 | -9.088 | 0.000 | 0.810 | 31.02% | 9.70 | 0.23 | 44.34% | 1116.40 | 16,500PCR: 3.54 | 129.10 | 17.67% | 0.81 | 87.00 | 30.64% | -0.189 | 0.000 | -8.933 | 10.496 | Login To Trade |
12.423 | -10.347 | 0.000 | 0.746 | 29.98% | 19.00 | 0.26 | 42.47% | 900.00 | 16,750PCR: 1.00 | 179.95 | 22.21% | 0.26 | 35.30 | 29.74% | -0.252 | 0.000 | -10.229 | 12.383 | Login To Trade |
13.913 | -11.254 | 0.000 | 0.678 | 29.12% | 184.15 | 0.78 | 40.21% | 730.00 | 17,000PCR: 1.10 | 250.90 | 26.70% | 0.86 | 184.50 | 29.21% | -0.322 | 0.000 | -11.296 | 13.921 | Login To Trade |
15.045 | -11.941 | 0.000 | 0.595 | 28.57% | 209.70 | 0.29 | 37.07% | 570.00 | 17,250PCR: 0.96 | 341.95 | 31.47% | 0.28 | 74.90 | 29.10% | -0.406 | 0.000 | -12.170 | 15.056 | Login To Trade |
15.485 | -12.467 | 0.000 | 0.506 | 28.98% | 378.60 | 0.91 | 33.18% | 439.00 | 17,500PCR: 0.36 | 450.70 | 35.81% | 0.33 | 57.00 | 28.33% | -0.495 | 0.000 | -12.186 | 15.485 | Login To Trade |
15.151 | -12.060 | 0.000 | 0.417 | 28.66% | 91.75 | 0.27 | 28.85% | 325.15 | 17,750PCR: 0.35 | 574.85 | 39.65% | 0.09 | 8.55 | 27.56% | -0.585 | 0.000 | -11.589 | 15.140 | Login To Trade |
14.164 | -11.421 | 0.000 | 0.336 | 29.03% | 303.45 | 1.06 | 24.37% | 241.85 | 18,000PCR: 0.55 | 751.10 | 42.70% | 0.58 | 19.95 | 28.50% | -0.665 | 0.000 | -11.201 | 14.147 | Login To Trade |
12.737 | -10.438 | 0.000 | 0.266 | 29.50% | 43.35 | 0.30 | 20.04% | 179.40 | 18,250PCR: 0.32 | 940.50 | 45.05% | 0.10 | 1.00 | 29.15% | -0.735 | 0.000 | -10.298 | 12.717 | Login To Trade |
11.052 | -9.174 | 0.000 | 0.206 | 29.88% | 122.50 | 0.69 | 16.03% | 130.15 | 18,500PCR: 0.12 | 1130.85 | 47.05% | 0.08 | 2.10 | 28.56% | -0.804 | 0.000 | -8.510 | 10.729 | Login To Trade |
9.289 | -7.886 | 0.000 | 0.156 | 30.56% | 38.60 | 0.22 | 12.47% | 94.00 | 18,750PCR: 0.04 | 1356.95 | 48.56% | 0.01 | 0.75 | 28.32% | -0.863 | 0.000 | -6.680 | 8.491 | Login To Trade |
7.773 | -6.708 | 0.000 | 0.120 | 31.07% | 138.30 | 0.94 | 9.75% | 69.30 | 19,000PCR: 0.02 | 1522.00 | 50.43% | 0.02 | 0.15 | 19.38% | -0.972 | 0.000 | -1.351 | 2.509 | Login To Trade |
6.344 | -5.582 | 0.000 | 0.091 | 31.68% | 20.75 | 0.16 | 7.44% | 50.00 | 19,250PCR: 0.01 | 2281.65 | 46.09% | 0.00 | 0.00 | 72.84% | -0.699 | 0.000 | -27.349 | 13.518 | Login To Trade |
5.287 | -4.798 | 0.000 | 0.071 | 32.67% | 9.95 | 0.08 | 5.86% | 36.35 | 19,500PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
3.517 | -3.365 | 0.000 | 0.043 | 34.45% | 79.35 | 1.10 | 3.49% | 23.50 | 20,000PCR: 0.01 | 1850.00 | 99.00% | 0.01 | 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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