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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 | 3,900PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.172 | -11.417 | 0.000 | 0.886 | 116.94% | 0.30 | 0.02 | 44.67% | 781.25 | 4,000PCR: 45.27 | 0.50 | 0.57% | 0.75 | 7.05 | 51.76% | -0.005 | 0.000 | -0.361 | 0.084 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 600.10 | 4,100PCR: 32.00 | 0.60 | 0.74% | 0.53 | 100.80 | 45.90% | -0.006 | 0.000 | -0.412 | 0.108 | Login To Trade |
1.500 | -14.314 | 0.000 | 0.836 | 114.50% | 0.00 | 0.00 | 43.43% | 655.30 | 4,150PCR: 11.33 | 0.60 | 0.82% | 0.05 | 0.00 | 42.97% | -0.007 | 0.000 | -0.430 | 0.121 | Login To Trade |
1.136 | -7.578 | 0.000 | 0.891 | 80.08% | 1.20 | 0.02 | 45.77% | 567.95 | 4,200PCR: 38.31 | 1.30 | 1.50% | 0.75 | 22.50 | 42.97% | -0.013 | 0.000 | -0.740 | 0.207 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 4,250PCR: -- | 2.15 | 2.41% | 0.14 | 0.60 | 42.72% | -0.022 | 0.000 | -1.120 | 0.315 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 436.20 | 4,300PCR: 18.62 | 1.50 | 1.97% | 0.81 | 32.40 | 36.62% | -0.018 | 0.000 | -0.816 | 0.267 | Login To Trade |
0.503 | -1.607 | 0.000 | 0.962 | 38.33% | 0.15 | 0.00 | 48.40% | 394.00 | 4,350PCR: 131.00 | 1.70 | 2.40% | 0.19 | 3.00 | 33.69% | -0.022 | 0.000 | -0.901 | 0.321 | Login To Trade |
0.996 | -3.703 | 0.001 | 0.909 | 44.62% | 2.55 | 0.07 | 47.14% | 352.95 | 4,400PCR: 15.80 | 2.55 | 3.48% | 1.16 | 102.60 | 31.98% | -0.033 | 0.000 | -1.185 | 0.445 | Login To Trade |
2.013 | -14.978 | 0.001 | 0.729 | 89.29% | 0.00 | 0.01 | 40.84% | 386.45 | 4,450PCR: 25.86 | 3.60 | 4.87% | 0.27 | 20.85 | 29.79% | -0.047 | 0.001 | -1.481 | 0.597 | Login To Trade |
0.818 | -1.888 | 0.001 | 0.930 | 27.71% | 13.65 | 0.38 | 48.03% | 244.00 | 4,500PCR: 6.48 | 5.00 | 6.79% | 2.45 | 291.30 | 27.47% | -0.067 | 0.001 | -1.814 | 0.793 | Login To Trade |
2.166 | -13.505 | 0.001 | 0.683 | 74.83% | 0.00 | 0.16 | 39.65% | 288.90 | 4,550PCR: 7.69 | 7.55 | 9.77% | 1.26 | 273.45 | 25.45% | -0.101 | 0.001 | -2.276 | 1.073 | Login To Trade |
1.393 | -2.635 | 0.002 | 0.854 | 22.71% | 64.05 | 0.50 | 46.39% | 151.70 | 4,600PCR: 4.43 | 12.50 | 14.67% | 2.22 | 543.15 | 24.11% | -0.160 | 0.002 | -2.974 | 1.480 | Login To Trade |
1.941 | -3.721 | 0.002 | 0.748 | 23.01% | 57.75 | 0.37 | 43.34% | 111.85 | 4,650PCR: 3.00 | 21.65 | 21.34% | 1.12 | 483.45 | 23.19% | -0.252 | 0.002 | -3.752 | 1.941 | Login To Trade |
2.309 | -4.381 | 0.003 | 0.623 | 22.77% | 440.70 | 2.19 | 38.99% | 76.85 | 4,700PCR: 1.47 | 37.90 | 29.36% | 3.22 | 756.60 | 22.89% | -0.384 | 0.003 | -4.425 | 2.320 | Login To Trade |
2.422 | -4.774 | 0.003 | 0.481 | 23.65% | 1,055.10 | 2.72 | 32.88% | 53.05 | 4,750PCR: 0.63 | 62.00 | 36.35% | 1.70 | 811.05 | 23.19% | -0.525 | 0.003 | -4.676 | 2.419 | Login To Trade |
2.266 | -4.725 | 0.003 | 0.356 | 25.02% | 2,380.95 | 8.25 | 26.29% | 36.50 | 4,800PCR: 0.47 | 96.00 | 41.48% | 3.87 | 582.15 | 24.66% | -0.651 | 0.003 | -4.618 | 2.248 | Login To Trade |
1.969 | -4.387 | 0.002 | 0.259 | 26.73% | 1,340.85 | 4.78 | 20.34% | 25.00 | 4,850PCR: 0.29 | 134.85 | 44.54% | 1.41 | 106.95 | 26.95% | -0.740 | 0.002 | -4.424 | 1.970 | Login To Trade |
1.641 | -3.898 | 0.002 | 0.188 | 28.50% | 2,020.20 | 12.04 | 15.42% | 17.65 | 4,900PCR: 0.19 | 178.90 | 46.47% | 2.31 | 52.35 | 29.60% | -0.803 | 0.002 | -4.155 | 1.685 | Login To Trade |
1.330 | -3.342 | 0.001 | 0.137 | 30.15% | 632.10 | 2.36 | 11.51% | 12.50 | 4,950PCR: 0.09 | 218.50 | 48.56% | 0.22 | 10.35 | 27.34% | -0.888 | 0.001 | -2.636 | 1.157 | Login To Trade |
1.061 | -2.807 | 0.001 | 0.099 | 31.74% | 1,492.35 | 12.01 | 8.53% | 8.95 | 5,000PCR: 0.18 | 268.45 | 48.88% | 2.12 | 27.90 | 32.47% | -0.895 | 0.001 | -2.983 | 1.102 | Login To Trade |
0.856 | -2.403 | 0.001 | 0.074 | 33.69% | 444.90 | 1.94 | 6.46% | 6.75 | 5,050PCR: 0.02 | 250.05 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.711 | -2.128 | 0.001 | 0.059 | 35.89% | 686.85 | 5.03 | 5.10% | 5.45 | 5,100PCR: 0.03 | 352.00 | 99.00% | 0.17 | 0.75 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.576 | -1.810 | 0.000 | 0.045 | 37.72% | 324.90 | 1.05 | 3.92% | 4.15 | 5,150PCR: 0.02 | 348.50 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.493 | -1.635 | 0.000 | 0.037 | 39.79% | 457.95 | 3.98 | 3.22% | 3.45 | 5,200PCR: 0.12 | 458.15 | 99.00% | 0.50 | 0.90 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.414 | -1.439 | 0.000 | 0.030 | 41.75% | 72.90 | 0.52 | 2.59% | 2.90 | 5,250PCR: 0.00 | 420.05 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.345 | -1.249 | 0.000 | 0.024 | 43.46% | 343.65 | 2.93 | 2.08% | 2.35 | 5,300PCR: 0.01 | 528.65 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.297 | -1.125 | 0.000 | 0.020 | 45.41% | 29.70 | 0.25 | 1.73% | 2.05 | 5,350PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.248 | -0.970 | 0.000 | 0.016 | 46.88% | 244.50 | 2.40 | 1.39% | 1.65 | 5,400PCR: 0.10 | 575.00 | 99.00% | 0.25 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.193 | -0.816 | 0.000 | 0.012 | 50.78% | 174.60 | 2.20 | 1.02% | 1.25 | 5,500PCR: 0.03 | 737.70 | 99.00% | 0.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.113 | -0.488 | 0.000 | 0.007 | 51.76% | 3.00 | 0.90 | 0.55% | 0.65 | 5,600PCR: 0.22 | 856.00 | 99.00% | 0.20 | 1.65 | 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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