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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 | |
0.122 | -0.072 | 0.002 | 0.956 | 40.53% | 0.00 | 0.02 | 46.79% | 80.00 | 350PCR: 217.00 | 0.35 | 2.46% | 3.47 | 392.00 | 33.20% | -0.020 | 0.001 | -0.031 | 0.063 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 370PCR: -- | 0.50 | 4.03% | 2.43 | 214.40 | 27.34% | -0.035 | 0.002 | -0.041 | 0.101 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.18 | 99.00% | 47.50 | 380PCR: 24.73 | 0.80 | 6.01% | 4.35 | 595.20 | 25.39% | -0.054 | 0.003 | -0.054 | 0.144 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 104.00 | 0.82 | 99.00% | 38.40 | 390PCR: 13.24 | 1.35 | 9.41% | 10.80 | 760.00 | 23.93% | -0.090 | 0.005 | -0.075 | 0.212 | Login To Trade |
0.235 | -0.076 | 0.006 | 0.897 | 21.97% | 232.00 | 1.60 | 46.66% | 35.50 | 395PCR: 1.89 | 1.75 | 11.46% | 3.02 | 456.00 | 22.95% | -0.113 | 0.006 | -0.085 | 0.252 | Login To Trade |
0.292 | -0.095 | 0.008 | 0.859 | 21.97% | 288.00 | 3.34 | 45.77% | 31.10 | 400PCR: 5.37 | 2.40 | 14.68% | 17.95 | 1,697.60 | 22.95% | -0.150 | 0.008 | -0.103 | 0.306 | Login To Trade |
0.349 | -0.112 | 0.009 | 0.815 | 21.73% | 12.80 | 0.35 | 44.50% | 26.85 | 405PCR: 16.00 | 3.15 | 17.75% | 5.63 | 843.20 | 22.22% | -0.190 | 0.009 | -0.116 | 0.355 | Login To Trade |
0.400 | -0.125 | 0.011 | 0.768 | 21.24% | 232.00 | 3.02 | 43.17% | 22.90 | 410PCR: 6.01 | 4.10 | 21.37% | 18.16 | 2,004.80 | 21.97% | -0.239 | 0.011 | -0.131 | 0.406 | Login To Trade |
0.450 | -0.139 | 0.013 | 0.707 | 21.00% | 182.40 | 2.78 | 41.22% | 19.10 | 415PCR: 2.52 | 5.45 | 25.16% | 7.01 | 1,841.60 | 21.48% | -0.297 | 0.012 | -0.143 | 0.453 | Login To Trade |
0.488 | -0.147 | 0.014 | 0.644 | 20.51% | 1,809.60 | 7.62 | 38.95% | 15.70 | 420PCR: 1.92 | 6.85 | 28.80% | 14.66 | 4,436.80 | 21.00% | -0.358 | 0.014 | -0.151 | 0.489 | Login To Trade |
0.514 | -0.155 | 0.015 | 0.572 | 20.51% | 3,364.80 | 5.95 | 36.10% | 12.70 | 425PCR: 1.76 | 8.75 | 32.54% | 10.45 | 5,008.00 | 20.51% | -0.429 | 0.015 | -0.155 | 0.514 | Login To Trade |
0.522 | -0.156 | 0.015 | 0.497 | 20.26% | 9,622.40 | 36.83 | 32.79% | 10.15 | 430PCR: 0.51 | 11.15 | 36.08% | 18.72 | 5,235.20 | 20.26% | -0.503 | 0.015 | -0.156 | 0.522 | Login To Trade |
0.513 | -0.155 | 0.015 | 0.424 | 20.51% | 5,155.20 | 17.42 | 29.25% | 8.00 | 435PCR: 0.50 | 14.05 | 39.37% | 8.64 | 1,528.00 | 20.26% | -0.579 | 0.015 | -0.152 | 0.512 | Login To Trade |
0.486 | -0.144 | 0.014 | 0.352 | 20.14% | 6,278.40 | 28.06 | 25.31% | 6.10 | 440PCR: 0.30 | 17.05 | 42.06% | 8.40 | 1,873.60 | 20.14% | -0.648 | 0.014 | -0.144 | 0.486 | Login To Trade |
0.446 | -0.133 | 0.013 | 0.287 | 20.26% | 2,742.40 | 6.85 | 21.39% | 4.65 | 445PCR: 0.17 | 20.35 | 44.62% | 1.14 | 172.80 | 19.53% | -0.723 | 0.013 | -0.126 | 0.439 | Login To Trade |
0.400 | -0.120 | 0.011 | 0.232 | 20.51% | 7,598.40 | 48.74 | 17.87% | 3.50 | 450PCR: 0.19 | 24.40 | 46.18% | 9.28 | 278.40 | 20.02% | -0.774 | 0.011 | -0.116 | 0.394 | Login To Trade |
0.345 | -0.104 | 0.010 | 0.181 | 20.51% | 1,067.20 | 6.80 | 14.40% | 2.60 | 455PCR: 0.09 | 28.05 | 48.00% | 0.59 | 19.20 | 18.55% | -0.845 | 0.010 | -0.085 | 0.311 | Login To Trade |
0.290 | -0.088 | 0.008 | 0.139 | 20.51% | 3,168.00 | 22.72 | 11.31% | 1.85 | 460PCR: 0.18 | 34.15 | 47.54% | 4.02 | 62.40 | 24.41% | -0.816 | 0.008 | -0.125 | 0.349 | Login To Trade |
0.245 | -0.076 | 0.007 | 0.109 | 21.00% | 852.80 | 5.30 | 8.98% | 1.40 | 465PCR: 0.08 | 33.55 | 99.00% | 0.40 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.207 | -0.066 | 0.006 | 0.087 | 21.48% | 1,644.80 | 13.73 | 7.23% | 1.05 | 470PCR: 0.13 | 43.10 | 49.06% | 1.76 | 1.60 | 25.63% | -0.870 | 0.006 | -0.104 | 0.277 | Login To Trade |
0.127 | -0.040 | 0.004 | 0.046 | 21.48% | 2,878.40 | 11.41 | 3.89% | 0.55 | 480PCR: 0.08 | 50.15 | 99.00% | 0.86 | 8.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.099 | -0.034 | 0.003 | 0.034 | 23.44% | 1,163.20 | 5.79 | 2.83% | 0.40 | 490PCR: 0.06 | 58.50 | 99.00% | 0.35 | 3.20 | 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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