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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% | 1220.00 | 3,600PCR: 19.50 | 1.40 | 0.96% | 0.06 | 0.00 | 56.15% | -0.007 | 0.000 | -0.323 | 0.207 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 849.00 | 4,000PCR: 20.35 | 2.20 | 1.72% | 0.61 | 92.85 | 40.53% | -0.014 | 0.000 | -0.431 | 0.383 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 4,100PCR: -- | 4.00 | 2.90% | 0.00 | 0.00 | 39.55% | -0.024 | 0.000 | -0.676 | 0.615 | Login To Trade |
0.995 | -1.083 | 0.000 | 0.957 | 39.18% | 0.30 | 0.05 | 47.53% | 663.75 | 4,200PCR: 22.79 | 3.20 | 2.70% | 1.13 | 21.00 | 33.45% | -0.023 | 0.000 | -0.551 | 0.593 | Login To Trade |
1.597 | -1.784 | 0.000 | 0.920 | 40.22% | 0.15 | 0.06 | 46.73% | 573.00 | 4,300PCR: 8.59 | 5.00 | 4.06% | 0.48 | 35.70 | 31.13% | -0.036 | 0.000 | -0.742 | 0.858 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 4,350PCR: -- | 6.00 | 4.90% | 0.12 | 2.25 | 29.79% | -0.045 | 0.000 | -0.840 | 1.015 | Login To Trade |
2.423 | -2.921 | 0.001 | 0.858 | 43.40% | 0.90 | 0.19 | 45.07% | 491.50 | 4,400PCR: 10.43 | 8.00 | 6.17% | 1.99 | 61.35 | 28.81% | -0.057 | 0.000 | -0.994 | 1.242 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 4,450PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.919 | -1.477 | 0.001 | 0.898 | 27.71% | 3.75 | 0.43 | 46.79% | 371.70 | 4,500PCR: 4.41 | 14.15 | 9.82% | 1.91 | 152.70 | 27.04% | -0.097 | 0.001 | -1.386 | 1.845 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 4,550PCR: -- | 18.30 | 12.36% | 0.24 | 24.45 | 26.31% | -0.126 | 0.001 | -1.629 | 2.229 | Login To Trade |
2.600 | -1.812 | 0.001 | 0.842 | 25.09% | 14.70 | 0.53 | 45.52% | 279.90 | 4,600PCR: 4.07 | 24.95 | 15.50% | 2.14 | 191.25 | 25.79% | -0.164 | 0.001 | -1.911 | 2.667 | Login To Trade |
3.314 | -2.613 | 0.001 | 0.765 | 28.38% | 2.40 | 0.05 | 43.15% | 238.55 | 4,650PCR: 4.66 | 33.65 | 19.07% | 0.24 | 93.75 | 25.33% | -0.211 | 0.001 | -2.194 | 3.119 | Login To Trade |
3.583 | -2.539 | 0.001 | 0.727 | 25.51% | 45.60 | 1.18 | 42.08% | 202.00 | 4,700PCR: 2.28 | 45.45 | 22.94% | 2.70 | 307.20 | 24.87% | -0.267 | 0.001 | -2.449 | 3.545 | Login To Trade |
3.934 | -2.775 | 0.001 | 0.664 | 25.39% | 20.25 | 0.26 | 39.89% | 167.15 | 4,750PCR: 1.65 | 60.75 | 27.11% | 0.43 | 112.35 | 24.84% | -0.333 | 0.001 | -2.705 | 3.921 | Login To Trade |
4.180 | -2.899 | 0.001 | 0.595 | 24.96% | 511.65 | 4.70 | 37.27% | 136.00 | 4,800PCR: 1.01 | 80.00 | 31.14% | 4.73 | 444.15 | 24.81% | -0.405 | 0.001 | -2.880 | 4.179 | Login To Trade |
4.297 | -2.949 | 0.002 | 0.521 | 24.70% | 425.55 | 1.33 | 34.13% | 110.65 | 4,850PCR: 0.72 | 103.95 | 34.86% | 0.96 | 179.10 | 24.77% | -0.479 | 0.002 | -2.956 | 4.297 | Login To Trade |
4.266 | -2.971 | 0.002 | 0.448 | 25.07% | 1,808.10 | 8.07 | 30.62% | 87.00 | 4,900PCR: 0.36 | 131.85 | 38.15% | 2.93 | 291.30 | 25.22% | -0.551 | 0.002 | -2.990 | 4.267 | Login To Trade |
4.099 | -2.863 | 0.001 | 0.378 | 25.15% | 213.00 | 0.65 | 26.91% | 69.00 | 4,950PCR: 0.36 | 161.90 | 41.02% | 0.23 | 27.00 | 24.93% | -0.624 | 0.001 | -2.836 | 4.095 | Login To Trade |
3.830 | -2.721 | 0.001 | 0.315 | 25.57% | 1,290.45 | 10.42 | 23.27% | 54.45 | 5,000PCR: 0.19 | 196.55 | 43.23% | 1.98 | 73.50 | 25.70% | -0.684 | 0.001 | -2.737 | 3.835 | Login To Trade |
3.504 | -2.548 | 0.001 | 0.261 | 26.18% | 107.70 | 0.23 | 19.88% | 42.20 | 5,050PCR: 0.00 | 232.15 | 45.30% | 0.00 | 0.15 | 24.99% | -0.750 | 0.001 | -2.380 | 3.428 | Login To Trade |
3.108 | -2.271 | 0.001 | 0.210 | 26.31% | 434.55 | 2.36 | 16.49% | 33.00 | 5,100PCR: 0.09 | 275.70 | 46.66% | 0.20 | 11.40 | 25.82% | -0.795 | 0.001 | -2.200 | 3.067 | Login To Trade |
2.734 | -2.040 | 0.001 | 0.171 | 26.86% | 35.70 | 0.36 | 13.67% | 25.30 | 5,150PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
2.353 | -1.780 | 0.001 | 0.136 | 27.22% | 267.60 | 2.84 | 11.09% | 19.70 | 5,200PCR: 0.17 | 360.85 | 48.75% | 0.49 | 2.40 | 26.03% | -0.876 | 0.001 | -1.597 | 2.208 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 5,250PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.736 | -1.375 | 0.001 | 0.089 | 28.50% | 135.60 | 1.24 | 7.39% | 12.35 | 5,300PCR: 0.03 | 456.70 | 49.58% | 0.03 | 1.35 | 29.17% | -0.906 | 0.001 | -1.468 | 1.811 | Login To Trade |
1.503 | -1.226 | 0.000 | 0.073 | 29.36% | 15.30 | 0.10 | 6.12% | 10.15 | 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 |
1.322 | -1.116 | 0.000 | 0.062 | 30.40% | 122.55 | 2.92 | 5.18% | 8.65 | 5,400PCR: 0.12 | 545.85 | 50.73% | 0.35 | 0.60 | 23.19% | -0.979 | 0.000 | -0.349 | 0.542 | Login To Trade |
0.995 | -0.887 | 0.000 | 0.043 | 32.10% | 143.70 | 0.95 | 3.61% | 5.80 | 5,500PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.712 | -0.657 | 0.000 | 0.029 | 33.20% | 13.35 | 1.02 | 2.39% | 3.90 | 5,600PCR: 0.13 | 737.90 | 99.00% | 0.13 | 0.30 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.460 | -0.474 | 0.000 | 0.017 | 37.11% | 21.75 | 0.74 | 1.38% | 2.45 | 5,800PCR: 0.11 | 950.00 | 51.37% | 0.08 | 0.00 | 42.72% | -0.966 | 0.000 | -0.966 | 0.814 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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