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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 | |
0.089 | -0.360 | 0.007 | 0.816 | 106.45% | 0.00 | 0.03 | 41.66% | 30.25 | 150PCR: 103.00 | 0.05 | 0.35% | 3.24 | 9.45 | 31.25% | -0.003 | 0.001 | -0.004 | 0.003 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.79 | 99.00% | 19.75 | 155PCR: 4.92 | 0.10 | 1.59% | 3.87 | 75.60 | 31.25% | -0.014 | 0.003 | -0.014 | 0.012 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.13 | 99.00% | 18.05 | 157.50PCR: 0.22 | 0.25 | 4.69% | 0.25 | 0.00 | 35.16% | -0.043 | 0.008 | -0.041 | 0.031 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 2.77 | 99.00% | 15.65 | 160PCR: 5.34 | 0.25 | 5.04% | 14.81 | 113.40 | 31.25% | -0.047 | 0.009 | -0.039 | 0.033 | Login To Trade |
0.044 | -0.049 | 0.013 | 0.932 | 29.30% | 40.95 | 1.70 | 47.67% | 14.10 | 162.50PCR: 1.63 | 0.45 | 9.64% | 2.77 | 0.00 | 33.20% | -0.093 | 0.015 | -0.070 | 0.056 | Login To Trade |
0.064 | -0.071 | 0.019 | 0.888 | 29.30% | 40.95 | 4.63 | 46.86% | 11.80 | 165PCR: 2.63 | 0.55 | 11.12% | 12.16 | 333.90 | 29.30% | -0.112 | 0.019 | -0.071 | 0.064 | Login To Trade |
0.074 | -0.071 | 0.026 | 0.861 | 25.39% | 47.25 | 3.91 | 46.24% | 9.40 | 167.50PCR: 1.15 | 0.70 | 14.03% | 4.50 | 6.30 | 26.37% | -0.148 | 0.026 | -0.077 | 0.077 | Login To Trade |
0.103 | -0.106 | 0.033 | 0.766 | 27.34% | 163.80 | 8.32 | 43.57% | 7.60 | 170PCR: 2.70 | 1.15 | 19.57% | 22.49 | 305.55 | 26.37% | -0.222 | 0.034 | -0.100 | 0.100 | Login To Trade |
0.120 | -0.117 | 0.041 | 0.680 | 25.88% | 182.70 | 4.10 | 40.65% | 5.65 | 172.50PCR: 2.08 | 1.80 | 26.21% | 8.51 | 715.05 | 25.88% | -0.320 | 0.041 | -0.117 | 0.120 | Login To Trade |
0.131 | -0.124 | 0.047 | 0.578 | 24.90% | 1,552.95 | 24.95 | 36.71% | 4.20 | 175PCR: 1.20 | 2.60 | 32.02% | 30.02 | 1,329.30 | 25.39% | -0.423 | 0.046 | -0.126 | 0.132 | Login To Trade |
0.133 | -0.123 | 0.048 | 0.458 | 24.41% | 1,823.85 | 33.17 | 31.24% | 2.90 | 177.50PCR: 0.61 | 3.85 | 37.31% | 20.13 | 1,518.30 | 25.39% | -0.540 | 0.047 | -0.128 | 0.133 | Login To Trade |
0.124 | -0.119 | 0.043 | 0.348 | 25.39% | 3,361.05 | 87.70 | 25.44% | 2.00 | 180PCR: 0.33 | 5.45 | 41.89% | 29.04 | 819.00 | 25.39% | -0.651 | 0.043 | -0.119 | 0.124 | Login To Trade |
0.105 | -0.101 | 0.037 | 0.245 | 25.39% | 1,030.05 | 21.89 | 18.92% | 1.30 | 182.50PCR: 0.26 | 7.40 | 45.34% | 5.67 | 195.30 | 25.39% | -0.755 | 0.037 | -0.101 | 0.105 | Login To Trade |
0.086 | -0.086 | 0.029 | 0.175 | 26.37% | 1,093.05 | 55.88 | 14.09% | 0.85 | 185PCR: 0.31 | 9.50 | 47.39% | 17.36 | 56.70 | 26.37% | -0.825 | 0.029 | -0.086 | 0.086 | Login To Trade |
0.072 | -0.077 | 0.022 | 0.132 | 28.32% | 192.15 | 6.52 | 10.95% | 0.60 | 187.50PCR: 0.51 | 11.80 | 48.55% | 3.34 | 34.65 | 28.32% | -0.868 | 0.022 | -0.077 | 0.072 | Login To Trade |
0.058 | -0.064 | 0.017 | 0.097 | 29.30% | 529.20 | 63.85 | 8.10% | 0.45 | 190PCR: 0.15 | 14.10 | 49.49% | 9.36 | 37.80 | 29.30% | -0.906 | 0.017 | -0.063 | 0.056 | Login To Trade |
0.047 | -0.055 | 0.013 | 0.074 | 31.25% | 103.95 | 8.38 | 6.25% | 0.30 | 192.50PCR: 0.27 | 16.50 | 50.04% | 2.30 | 40.95 | 31.25% | -0.926 | 0.013 | -0.055 | 0.047 | Login To Trade |
0.033 | -0.040 | 0.009 | 0.048 | 31.25% | 283.50 | 15.81 | 4.04% | 0.25 | 195PCR: 0.55 | 18.90 | 50.42% | 8.63 | 28.35 | 31.25% | -0.952 | 0.009 | -0.040 | 0.033 | Login To Trade |
0.034 | -0.045 | 0.009 | 0.048 | 35.16% | 0.00 | 3.50 | 4.05% | 0.20 | 197.50PCR: 0.40 | 21.35 | 50.62% | 1.39 | 9.45 | 31.25% | -0.970 | 0.006 | -0.027 | 0.023 | Login To Trade |
0.024 | -0.032 | 0.006 | 0.032 | 35.16% | 85.05 | 42.24 | 2.69% | 0.15 | 200PCR: 0.34 | 24.30 | 50.23% | 14.18 | 0.00 | 46.88% | -0.914 | 0.010 | -0.093 | 0.052 | Login To Trade |
0.006 | -0.008 | 0.002 | 0.007 | 31.25% | 0.00 | 6.84 | 0.57% | 0.05 | 205PCR: 3.07 | 30.65 | 49.68% | 21.01 | 0.00 | 74.22% | -0.841 | 0.010 | -0.229 | 0.081 | Login To Trade |
0.002 | -0.003 | 0.001 | 0.002 | 31.25% | 59.85 | 4.35 | 0.19% | 0.05 | 210PCR: 0.75 | 29.85 | 99.00% | 3.24 | 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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