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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 | 620PCR: -- | 0.90 | 3.20% | 0.62 | 0.00 | 42.48% | -0.025 | 0.001 | -0.098 | 0.124 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 640PCR: -- | 0.55 | 2.39% | 1.32 | 4.20 | 34.18% | -0.020 | 0.001 | -0.063 | 0.100 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 660PCR: -- | 0.90 | 3.93% | 1.80 | 18.90 | 32.23% | -0.034 | 0.001 | -0.093 | 0.157 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 670PCR: -- | 1.20 | 4.99% | 0.45 | 21.00 | 31.25% | -0.044 | 0.001 | -0.112 | 0.194 | Login To Trade |
0.165 | -0.080 | 0.001 | 0.964 | 26.37% | 21.70 | 0.24 | 47.99% | 92.75 | 680PCR: 16.74 | 1.30 | 5.44% | 3.98 | 48.30 | 28.81% | -0.049 | 0.002 | -0.113 | 0.212 | Login To Trade |
0.222 | -0.106 | 0.002 | 0.949 | 25.88% | 25.20 | 0.25 | 47.72% | 83.20 | 690PCR: 3.26 | 1.75 | 7.14% | 0.80 | 29.40 | 28.08% | -0.066 | 0.002 | -0.140 | 0.268 | Login To Trade |
0.303 | -0.145 | 0.003 | 0.923 | 25.88% | 63.70 | 1.53 | 47.20% | 73.85 | 700PCR: 3.50 | 2.35 | 9.07% | 5.36 | 398.30 | 27.10% | -0.086 | 0.003 | -0.166 | 0.330 | Login To Trade |
0.368 | -0.168 | 0.003 | 0.900 | 24.66% | 4.90 | 0.36 | 46.70% | 64.55 | 710PCR: 3.45 | 3.05 | 11.44% | 1.23 | 57.40 | 26.12% | -0.112 | 0.004 | -0.194 | 0.401 | Login To Trade |
0.471 | -0.215 | 0.004 | 0.858 | 24.66% | 30.10 | 1.02 | 45.71% | 55.80 | 720PCR: 9.84 | 4.10 | 14.38% | 9.99 | 359.80 | 25.27% | -0.147 | 0.004 | -0.226 | 0.484 | Login To Trade |
0.575 | -0.263 | 0.005 | 0.807 | 24.66% | 61.60 | 0.58 | 44.34% | 47.60 | 730PCR: 5.67 | 5.85 | 17.97% | 3.30 | 200.90 | 24.66% | -0.193 | 0.005 | -0.263 | 0.576 | Login To Trade |
0.667 | -0.298 | 0.006 | 0.750 | 24.17% | 242.20 | 1.51 | 42.63% | 39.35 | 740PCR: 2.48 | 7.65 | 21.87% | 3.74 | 308.00 | 23.93% | -0.248 | 0.006 | -0.294 | 0.664 | Login To Trade |
0.745 | -0.323 | 0.007 | 0.686 | 23.44% | 747.60 | 5.59 | 40.52% | 32.20 | 750PCR: 1.30 | 10.40 | 26.20% | 7.28 | 802.90 | 23.56% | -0.315 | 0.007 | -0.325 | 0.745 | Login To Trade |
0.805 | -0.344 | 0.008 | 0.610 | 23.07% | 1,968.40 | 9.81 | 37.69% | 25.75 | 760PCR: 0.95 | 13.95 | 30.59% | 9.31 | 854.00 | 23.32% | -0.390 | 0.008 | -0.348 | 0.806 | Login To Trade |
0.835 | -0.357 | 0.008 | 0.529 | 23.07% | 1,289.40 | 7.65 | 34.28% | 20.30 | 770PCR: 0.71 | 18.10 | 34.69% | 5.44 | 347.20 | 22.95% | -0.471 | 0.008 | -0.355 | 0.835 | Login To Trade |
0.830 | -0.353 | 0.008 | 0.446 | 22.95% | 1,248.80 | 9.67 | 30.37% | 15.40 | 780PCR: 0.38 | 23.20 | 38.44% | 3.65 | 231.00 | 22.46% | -0.555 | 0.008 | -0.345 | 0.830 | Login To Trade |
0.789 | -0.330 | 0.008 | 0.365 | 22.58% | 610.40 | 3.73 | 26.07% | 11.55 | 790PCR: 0.22 | 29.50 | 41.54% | 0.81 | 75.60 | 22.58% | -0.635 | 0.008 | -0.330 | 0.789 | Login To Trade |
0.722 | -0.303 | 0.007 | 0.292 | 22.71% | 1,468.60 | 15.24 | 21.80% | 8.50 | 800PCR: 0.60 | 36.05 | 44.26% | 9.07 | 101.50 | 21.97% | -0.715 | 0.007 | -0.290 | 0.713 | Login To Trade |
0.636 | -0.269 | 0.006 | 0.229 | 22.83% | 282.80 | 1.60 | 17.68% | 6.20 | 810PCR: 0.55 | 58.10 | 43.06% | 0.88 | 0.00 | 41.87% | -0.642 | 0.004 | -0.608 | 0.784 | Login To Trade |
0.546 | -0.234 | 0.005 | 0.177 | 23.19% | 590.10 | 4.84 | 14.08% | 4.55 | 820PCR: 0.14 | 51.80 | 47.89% | 0.69 | 27.30 | 21.73% | -0.840 | 0.005 | -0.206 | 0.512 | Login To Trade |
0.458 | -0.200 | 0.004 | 0.136 | 23.56% | 92.40 | 1.97 | 11.02% | 3.30 | 830PCR: 0.99 | 76.10 | 45.13% | 1.95 | 0.00 | 46.88% | -0.693 | 0.004 | -0.640 | 0.738 | Login To Trade |
0.383 | -0.171 | 0.004 | 0.105 | 24.17% | 184.80 | 3.96 | 8.67% | 2.45 | 840PCR: 0.18 | 70.20 | 49.49% | 0.70 | 21.70 | 23.19% | -0.904 | 0.004 | -0.153 | 0.356 | Login To Trade |
0.307 | -0.139 | 0.003 | 0.078 | 24.41% | 201.60 | 4.57 | 6.49% | 1.80 | 850PCR: 1.11 | 79.25 | 50.16% | 5.07 | 16.10 | 22.46% | -0.939 | 0.003 | -0.106 | 0.254 | Login To Trade |
0.260 | -0.122 | 0.002 | 0.063 | 25.39% | 112.70 | 1.42 | 5.23% | 1.45 | 860PCR: 0.14 | 118.05 | 46.04% | 0.20 | 0.00 | 73.24% | -0.671 | 0.002 | -1.030 | 0.759 | Login To Trade |
0.169 | -0.082 | 0.001 | 0.037 | 26.37% | 14.70 | 0.25 | 3.04% | 0.75 | 880PCR: 0.91 | 129.35 | 47.64% | 0.22 | 0.00 | 67.87% | -0.732 | 0.002 | -0.870 | 0.692 | Login To Trade |
0.150 | -0.083 | 0.001 | 0.032 | 29.79% | 92.40 | 5.26 | 2.59% | 0.75 | 900PCR: 0.56 | 134.00 | 50.12% | 2.97 | 2.80 | 46.88% | -0.873 | 0.002 | -0.380 | 0.437 | Login To Trade |
0.081 | -0.044 | 0.001 | 0.015 | 29.30% | 2.80 | 0.43 | 1.23% | 0.35 | 920PCR: 0.08 | 160.60 | 49.82% | 0.04 | 0.00 | 64.94% | -0.817 | 0.002 | -0.669 | 0.556 | Login To Trade |
0.069 | -0.045 | 0.000 | 0.013 | 35.16% | 0.00 | 0.34 | 0.99% | 0.35 | 960PCR: 8.58 | 209.50 | 50.30% | 2.88 | 0.00 | 90.09% | -0.778 | 0.002 | -1.041 | 0.624 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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