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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 | 110PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 115PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.051 | -0.043 | 0.007 | 0.932 | 44.92% | 0.00 | 0.56 | 46.31% | 23.45 | 120PCR: 25.13 | 0.30 | 5.35% | 14.14 | 45.00 | 39.06% | -0.045 | 0.006 | -0.027 | 0.037 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 122.50PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.048 | -0.029 | 0.009 | 0.937 | 33.20% | 11.25 | 0.71 | 47.18% | 18.30 | 125PCR: 8.32 | 0.40 | 8.16% | 5.93 | 142.50 | 35.16% | -0.073 | 0.010 | -0.035 | 0.054 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 7.50 | 0.23 | 99.00% | 14.65 | 127.50PCR: 13.67 | 0.60 | 10.26% | 3.08 | 45.00 | 33.20% | -0.096 | 0.013 | -0.041 | 0.066 | Login To Trade |
0.073 | -0.040 | 0.017 | 0.890 | 29.30% | 22.50 | 2.03 | 46.14% | 13.55 | 130PCR: 6.43 | 0.70 | 12.03% | 13.01 | 296.25 | 30.27% | -0.117 | 0.017 | -0.043 | 0.076 | Login To Trade |
0.095 | -0.052 | 0.021 | 0.839 | 29.30% | 26.25 | 1.09 | 44.93% | 11.40 | 132.50PCR: 2.48 | 0.95 | 15.01% | 2.70 | 120.00 | 28.32% | -0.154 | 0.022 | -0.048 | 0.092 | Login To Trade |
0.115 | -0.060 | 0.027 | 0.781 | 28.32% | 11.25 | 2.55 | 43.27% | 9.35 | 135PCR: 4.07 | 1.40 | 20.18% | 10.39 | 416.25 | 28.32% | -0.219 | 0.027 | -0.060 | 0.115 | Login To Trade |
0.132 | -0.064 | 0.033 | 0.717 | 26.37% | 127.50 | 1.20 | 41.48% | 7.25 | 137.50PCR: 6.97 | 2.00 | 24.89% | 8.36 | 431.25 | 27.34% | -0.289 | 0.032 | -0.067 | 0.133 | Login To Trade |
0.147 | -0.072 | 0.037 | 0.626 | 26.37% | 1,406.25 | 13.61 | 37.96% | 5.70 | 140PCR: 1.40 | 2.75 | 29.92% | 19.05 | 1,005.00 | 26.37% | -0.374 | 0.037 | -0.072 | 0.147 | Login To Trade |
0.155 | -0.075 | 0.039 | 0.530 | 26.37% | 1,200.00 | 10.01 | 34.04% | 4.30 | 142.50PCR: 0.73 | 3.90 | 34.82% | 7.28 | 378.75 | 26.37% | -0.470 | 0.039 | -0.075 | 0.155 | Login To Trade |
0.153 | -0.073 | 0.039 | 0.432 | 25.88% | 1,961.25 | 33.45 | 29.36% | 3.15 | 145PCR: 0.33 | 5.25 | 39.17% | 11.14 | 311.25 | 26.37% | -0.567 | 0.038 | -0.075 | 0.153 | Login To Trade |
0.143 | -0.070 | 0.036 | 0.342 | 26.37% | 596.25 | 11.44 | 24.55% | 2.25 | 147.50PCR: 0.31 | 6.75 | 42.66% | 3.53 | 221.25 | 25.39% | -0.664 | 0.037 | -0.067 | 0.142 | Login To Trade |
0.126 | -0.062 | 0.032 | 0.261 | 26.37% | 1,950.00 | 37.24 | 19.49% | 1.60 | 150PCR: 0.26 | 8.55 | 45.50% | 9.79 | 168.75 | 25.39% | -0.748 | 0.032 | -0.058 | 0.124 | Login To Trade |
0.108 | -0.054 | 0.027 | 0.197 | 26.86% | 78.75 | 2.85 | 15.27% | 1.10 | 152.50PCR: 0.21 | 10.60 | 47.53% | 0.60 | 22.50 | 26.37% | -0.808 | 0.027 | -0.052 | 0.106 | Login To Trade |
0.089 | -0.045 | 0.021 | 0.145 | 27.34% | 420.00 | 8.21 | 11.52% | 0.80 | 155PCR: 0.59 | 12.75 | 48.74% | 4.88 | 15.00 | 25.39% | -0.873 | 0.021 | -0.038 | 0.081 | Login To Trade |
0.069 | -0.035 | 0.017 | 0.102 | 27.34% | 41.25 | 2.55 | 8.22% | 0.55 | 157.50PCR: 0.41 | 15.30 | 49.26% | 1.05 | 7.50 | 30.27% | -0.873 | 0.018 | -0.045 | 0.081 | Login To Trade |
0.068 | -0.039 | 0.014 | 0.099 | 31.25% | 570.00 | 21.94 | 7.94% | 0.50 | 160PCR: 0.19 | 17.45 | 50.17% | 4.24 | 15.00 | 27.34% | -0.931 | 0.013 | -0.026 | 0.052 | Login To Trade |
0.053 | -0.030 | 0.011 | 0.071 | 31.25% | 0.00 | 0.41 | 5.70% | 0.35 | 162.50PCR: 0.18 | 18.65 | 99.00% | 0.08 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.047 | -0.029 | 0.009 | 0.061 | 33.20% | 82.50 | 6.04 | 4.84% | 0.35 | 165PCR: 0.24 | 23.00 | 50.17% | 1.46 | 0.00 | 42.97% | -0.879 | 0.012 | -0.062 | 0.078 | Login To Trade |
0.032 | -0.021 | 0.006 | 0.038 | 35.16% | 26.25 | 17.10 | 2.99% | 0.25 | 170PCR: 0.20 | 26.75 | 99.00% | 3.45 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.033 | -0.025 | 0.005 | 0.039 | 41.02% | 0.00 | 0.04 | 2.95% | 0.25 | 175PCR: 14.00 | 33.00 | 51.20% | 0.53 | 0.00 | 52.73% | -0.910 | 0.008 | -0.061 | 0.063 | Login To Trade |
0.025 | -0.020 | 0.004 | 0.028 | 42.97% | 18.75 | 3.75 | 2.05% | 0.15 | 180PCR: 1.67 | 36.60 | 99.00% | 6.26 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.014 | -0.014 | 0.002 | 0.014 | 54.69% | 15.00 | 18.68 | 0.96% | 0.15 | 200PCR: 0.45 | 58.40 | 53.12% | 8.36 | 0.00 | 85.94% | -0.907 | 0.005 | -0.103 | 0.065 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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