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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% | 8.00 | 0.66 | 99.00% | 67.00 | 350PCR: 7.95 | 0.30 | 2.26% | 5.22 | 38.40 | 42.97% | -0.019 | 0.001 | -0.055 | 0.039 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 55.10 | 360PCR: 145.50 | 0.35 | 3.11% | 4.66 | 54.40 | 39.06% | -0.027 | 0.002 | -0.068 | 0.053 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 40.50 | 365PCR: 83.00 | 0.40 | 3.70% | 2.66 | 40.00 | 37.11% | -0.032 | 0.002 | -0.075 | 0.062 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.08 | 99.00% | 36.10 | 370PCR: 82.60 | 0.50 | 4.42% | 6.61 | 198.40 | 35.16% | -0.040 | 0.003 | -0.084 | 0.073 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.27 | 99.00% | 31.65 | 375PCR: 12.29 | 0.60 | 5.33% | 3.34 | 246.40 | 33.20% | -0.049 | 0.004 | -0.094 | 0.086 | Login To Trade |
0.102 | -0.106 | 0.004 | 0.939 | 31.25% | 108.80 | 2.99 | 47.61% | 39.30 | 380PCR: 5.01 | 0.75 | 6.47% | 14.98 | 552.00 | 31.25% | -0.061 | 0.004 | -0.106 | 0.102 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 6.40 | 2.05 | 99.00% | 32.00 | 385PCR: 2.46 | 0.90 | 7.95% | 5.04 | 363.20 | 29.30% | -0.076 | 0.006 | -0.118 | 0.123 | Login To Trade |
0.134 | -0.114 | 0.007 | 0.914 | 25.88% | 59.20 | 3.87 | 47.33% | 29.45 | 390PCR: 3.89 | 1.10 | 9.84% | 15.07 | 1,040.00 | 27.34% | -0.098 | 0.007 | -0.133 | 0.147 | Login To Trade |
0.102 | -0.063 | 0.008 | 0.940 | 18.55% | 14.40 | 2.21 | 48.11% | 24.00 | 395PCR: 5.02 | 1.45 | 12.69% | 11.09 | 923.20 | 25.88% | -0.130 | 0.010 | -0.154 | 0.181 | Login To Trade |
0.208 | -0.157 | 0.013 | 0.840 | 22.95% | 1,056.00 | 12.85 | 45.72% | 20.20 | 400PCR: 2.67 | 1.80 | 15.40% | 34.34 | 3,144.00 | 23.44% | -0.165 | 0.012 | -0.164 | 0.212 | Login To Trade |
0.256 | -0.185 | 0.016 | 0.776 | 21.97% | 1,128.00 | 14.34 | 43.93% | 16.00 | 405PCR: 1.15 | 2.50 | 19.75% | 16.45 | 2,436.80 | 21.97% | -0.224 | 0.016 | -0.185 | 0.256 | Login To Trade |
0.297 | -0.199 | 0.020 | 0.699 | 20.26% | 7,281.60 | 107.97 | 41.43% | 11.95 | 410PCR: 0.24 | 3.55 | 24.89% | 26.37 | 5,252.80 | 20.51% | -0.303 | 0.020 | -0.202 | 0.298 | Login To Trade |
0.331 | -0.216 | 0.023 | 0.592 | 19.78% | 8,948.80 | 42.06 | 37.42% | 8.70 | 415PCR: 0.53 | 5.20 | 30.95% | 22.11 | 3,936.00 | 20.02% | -0.409 | 0.023 | -0.219 | 0.332 | Login To Trade |
0.340 | -0.219 | 0.024 | 0.473 | 19.53% | 15,510.40 | 111.18 | 32.16% | 5.95 | 420PCR: 0.17 | 7.55 | 36.71% | 19.42 | 2,201.60 | 20.02% | -0.526 | 0.023 | -0.224 | 0.340 | Login To Trade |
0.319 | -0.208 | 0.022 | 0.360 | 19.78% | 6,195.20 | 21.26 | 26.27% | 4.05 | 425PCR: 0.20 | 10.60 | 41.16% | 4.19 | 395.20 | 20.26% | -0.637 | 0.022 | -0.214 | 0.320 | Login To Trade |
0.280 | -0.189 | 0.019 | 0.266 | 20.51% | 7,568.00 | 52.75 | 20.64% | 2.80 | 430PCR: 0.12 | 14.20 | 44.56% | 6.06 | 296.00 | 20.51% | -0.734 | 0.019 | -0.189 | 0.280 | Login To Trade |
0.231 | -0.160 | 0.015 | 0.190 | 21.00% | 1,398.40 | 17.97 | 15.42% | 1.80 | 435PCR: 0.07 | 18.35 | 46.73% | 1.17 | 62.40 | 21.48% | -0.805 | 0.015 | -0.167 | 0.235 | Login To Trade |
0.187 | -0.136 | 0.012 | 0.137 | 21.97% | 3,139.20 | 27.98 | 11.42% | 1.30 | 440PCR: 0.10 | 23.00 | 47.86% | 2.78 | 83.20 | 23.44% | -0.847 | 0.012 | -0.156 | 0.202 | Login To Trade |
0.154 | -0.119 | 0.009 | 0.104 | 23.44% | 524.80 | 5.68 | 8.83% | 0.95 | 445PCR: 0.13 | 31.30 | 46.11% | 0.74 | 0.00 | 41.02% | -0.755 | 0.009 | -0.362 | 0.268 | Login To Trade |
0.127 | -0.105 | 0.007 | 0.080 | 24.90% | 3,022.40 | 37.55 | 6.87% | 0.75 | 450PCR: 0.19 | 31.90 | 49.98% | 7.02 | 75.20 | 22.46% | -0.941 | 0.006 | -0.075 | 0.101 | Login To Trade |
0.097 | -0.081 | 0.005 | 0.056 | 25.39% | 489.60 | 4.88 | 4.82% | 0.55 | 455PCR: 0.01 | 39.30 | 48.29% | 0.05 | 0.00 | 40.04% | -0.837 | 0.007 | -0.277 | 0.210 | Login To Trade |
0.076 | -0.066 | 0.004 | 0.042 | 26.37% | 878.40 | 9.98 | 3.59% | 0.40 | 460PCR: 0.05 | 45.55 | 48.10% | 0.51 | 0.00 | 49.32% | -0.813 | 0.006 | -0.373 | 0.229 | Login To Trade |
0.056 | -0.054 | 0.003 | 0.029 | 29.30% | 147.20 | 2.69 | 2.43% | 0.30 | 470PCR: 0.18 | 52.00 | 50.57% | 0.48 | 52.80 | 33.20% | -0.954 | 0.003 | -0.091 | 0.083 | Login To Trade |
0.048 | -0.052 | 0.002 | 0.024 | 33.20% | 297.60 | 4.21 | 1.98% | 0.25 | 480PCR: 0.45 | 62.50 | 50.67% | 1.90 | 56.00 | 43.95% | -0.931 | 0.004 | -0.164 | 0.113 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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