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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 | |
0.043 | -0.096 | 0.002 | 0.974 | 48.83% | 6.40 | 0.30 | 47.91% | 61.40 | 350PCR: 8.42 | 0.05 | 0.17% | 2.56 | 0.00 | 31.25% | -0.001 | 0.000 | -0.005 | 0.003 | Login To Trade |
0.147 | -0.471 | 0.004 | 0.874 | 70.31% | 0.00 | 0.54 | 44.97% | 54.35 | 360PCR: 5.32 | 0.15 | 1.58% | 2.90 | 3.20 | 35.16% | -0.014 | 0.001 | -0.040 | 0.025 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 365PCR: -- | 0.05 | 0.00% | 1.17 | 12.80 | 15.63% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.146 | -0.363 | 0.005 | 0.876 | 54.69% | 0.00 | 0.26 | 45.62% | 43.50 | 370PCR: 30.81 | 0.10 | 1.40% | 7.89 | 3.20 | 27.34% | -0.013 | 0.002 | -0.029 | 0.023 | Login To Trade |
0.149 | -0.324 | 0.006 | 0.872 | 47.85% | 0.00 | 0.51 | 45.73% | 38.00 | 375PCR: 5.75 | 0.10 | 1.28% | 2.94 | 3.20 | 23.44% | -0.012 | 0.002 | -0.023 | 0.022 | Login To Trade |
0.130 | -0.220 | 0.007 | 0.895 | 37.11% | 4.80 | 1.76 | 46.61% | 32.45 | 380PCR: 8.42 | 0.20 | 2.72% | 14.82 | 134.40 | 23.44% | -0.025 | 0.004 | -0.045 | 0.043 | Login To Trade |
0.141 | -0.206 | 0.009 | 0.882 | 32.23% | 0.00 | 1.79 | 46.55% | 27.10 | 385PCR: 6.02 | 0.25 | 4.14% | 10.78 | 137.60 | 21.48% | -0.040 | 0.006 | -0.060 | 0.061 | Login To Trade |
0.083 | -0.074 | 0.008 | 0.942 | 19.53% | 40.00 | 1.52 | 48.18% | 21.45 | 390PCR: 15.88 | 0.30 | 5.05% | 24.14 | 280.00 | 18.55% | -0.050 | 0.008 | -0.062 | 0.073 | Login To Trade |
0.143 | -0.127 | 0.014 | 0.879 | 19.53% | 99.20 | 1.86 | 46.89% | 16.60 | 395PCR: 6.47 | 0.50 | 8.53% | 12.02 | 550.40 | 17.09% | -0.087 | 0.013 | -0.088 | 0.113 | Login To Trade |
0.170 | -0.121 | 0.021 | 0.845 | 15.63% | 515.20 | 10.02 | 46.25% | 11.90 | 400PCR: 4.54 | 0.75 | 12.87% | 45.50 | 1,724.80 | 14.65% | -0.139 | 0.021 | -0.105 | 0.158 | Login To Trade |
0.228 | -0.136 | 0.034 | 0.749 | 13.18% | 1,470.40 | 13.31 | 43.65% | 7.55 | 405PCR: 3.03 | 1.45 | 21.38% | 40.32 | 3,075.20 | 13.18% | -0.255 | 0.034 | -0.137 | 0.229 | Login To Trade |
0.281 | -0.153 | 0.046 | 0.560 | 11.96% | 9,188.80 | 84.75 | 36.58% | 4.05 | 410PCR: 0.56 | 2.95 | 31.99% | 47.62 | 8,497.60 | 12.21% | -0.441 | 0.045 | -0.156 | 0.282 | Login To Trade |
0.260 | -0.144 | 0.042 | 0.336 | 12.21% | 9,694.40 | 56.51 | 25.27% | 1.95 | 415PCR: 0.51 | 5.80 | 41.99% | 28.67 | 3,259.20 | 12.21% | -0.670 | 0.042 | -0.143 | 0.258 | Login To Trade |
0.192 | -0.120 | 0.028 | 0.188 | 13.67% | 5,652.80 | 92.48 | 15.64% | 1.00 | 420PCR: 0.25 | 10.05 | 46.85% | 22.93 | 648.00 | 13.18% | -0.824 | 0.028 | -0.111 | 0.185 | Login To Trade |
0.131 | -0.090 | 0.017 | 0.106 | 15.14% | 3,662.40 | 66.70 | 9.29% | 0.55 | 425PCR: 0.09 | 14.30 | 49.91% | 6.19 | 208.00 | 7.81% | -0.994 | 0.003 | -0.004 | 0.012 | Login To Trade |
0.096 | -0.076 | 0.011 | 0.070 | 17.58% | 1,371.20 | 50.86 | 6.24% | 0.35 | 430PCR: 0.13 | 19.05 | 50.06% | 6.45 | 140.80 | 13.67% | -0.970 | 0.007 | -0.030 | 0.048 | Login To Trade |
0.074 | -0.066 | 0.007 | 0.050 | 19.53% | 252.80 | 19.74 | 4.52% | 0.25 | 435PCR: 0.09 | 20.15 | 99.00% | 1.73 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.039 | -0.035 | 0.004 | 0.023 | 19.53% | 243.20 | 15.30 | 2.10% | 0.15 | 440PCR: 0.20 | 27.25 | 99.00% | 3.07 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.043 | -0.045 | 0.004 | 0.026 | 23.44% | 62.40 | 4.24 | 2.28% | 0.20 | 445PCR: 0.37 | 30.90 | 99.00% | 1.55 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.025 | -0.027 | 0.002 | 0.014 | 23.44% | 176.00 | 18.16 | 1.22% | 0.10 | 450PCR: 0.39 | 37.10 | 99.00% | 7.10 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.030 | -0.037 | 0.002 | 0.017 | 27.34% | 4.80 | 2.18 | 1.50% | 0.10 | 455PCR: 0.17 | 39.55 | 99.00% | 0.37 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.018 | -0.023 | 0.001 | 0.009 | 27.34% | 99.20 | 8.00 | 0.82% | 0.10 | 460PCR: 0.05 | 43.10 | 99.00% | 0.38 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.015 | -0.021 | 0.001 | 0.007 | 31.25% | 38.40 | 2.42 | 0.64% | 0.05 | 470PCR: 0.52 | 49.20 | 99.00% | 1.25 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.005 | -0.007 | 0.000 | 0.002 | 31.25% | 6.40 | 2.34 | 0.20% | 0.05 | 480PCR: 0.90 | 68.10 | 99.00% | 2.11 | 6.40 | 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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