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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 | 0.90 | 99.00% | 59.75 | 350PCR: 1.98 | 0.15 | 1.64% | 1.78 | 35.20 | 31.25% | -0.014 | 0.001 | -0.026 | 0.034 | Login To Trade |
0.231 | -0.344 | 0.004 | 0.842 | 59.57% | 0.00 | 0.03 | 43.78% | 55.10 | 360PCR: 86.00 | 0.20 | 2.19% | 2.75 | 54.40 | 27.34% | -0.019 | 0.002 | -0.031 | 0.045 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 365PCR: -- | 0.25 | 2.59% | 2.45 | 11.20 | 25.39% | -0.023 | 0.002 | -0.033 | 0.053 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 370PCR: -- | 0.30 | 3.12% | 5.42 | 123.20 | 23.44% | -0.029 | 0.003 | -0.037 | 0.063 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 6.40 | 0.19 | 99.00% | 32.65 | 375PCR: 10.00 | 0.40 | 4.47% | 1.92 | 132.80 | 22.46% | -0.042 | 0.004 | -0.048 | 0.086 | Login To Trade |
0.162 | -0.103 | 0.007 | 0.905 | 25.39% | 32.00 | 1.92 | 47.02% | 31.20 | 380PCR: 7.81 | 0.50 | 5.58% | 14.99 | 880.00 | 20.51% | -0.053 | 0.005 | -0.054 | 0.104 | Login To Trade |
0.142 | -0.070 | 0.008 | 0.920 | 19.53% | 35.20 | 0.59 | 47.71% | 25.80 | 385PCR: 9.62 | 0.70 | 8.06% | 5.70 | 793.60 | 19.53% | -0.080 | 0.008 | -0.070 | 0.142 | Login To Trade |
0.191 | -0.089 | 0.011 | 0.881 | 18.55% | 244.80 | 3.28 | 46.79% | 21.15 | 390PCR: 3.13 | 1.05 | 11.56% | 10.26 | 1,470.40 | 18.55% | -0.119 | 0.011 | -0.089 | 0.191 | Login To Trade |
0.247 | -0.109 | 0.015 | 0.825 | 17.58% | 185.60 | 1.49 | 45.30% | 16.80 | 395PCR: 6.33 | 1.65 | 15.97% | 9.42 | 1,814.40 | 17.58% | -0.175 | 0.015 | -0.109 | 0.247 | Login To Trade |
0.311 | -0.133 | 0.020 | 0.740 | 17.09% | 2,675.20 | 12.08 | 42.94% | 12.70 | 400PCR: 2.71 | 2.55 | 21.92% | 32.77 | 7,352.00 | 16.85% | -0.257 | 0.020 | -0.130 | 0.310 | Login To Trade |
0.361 | -0.150 | 0.024 | 0.635 | 16.60% | 4,320.00 | 15.63 | 39.15% | 9.25 | 405PCR: 1.04 | 4.10 | 28.43% | 16.30 | 5,536.00 | 16.36% | -0.363 | 0.024 | -0.147 | 0.360 | Login To Trade |
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0.383 | -0.159 | 0.025 | 0.510 | 16.60% | 16,200.00 | 113.82 | 34.03% | 6.40 | 410PCR: 0.26 | 6.20 | 35.01% | 29.74 | 5,649.60 | 16.36% | -0.490 | 0.025 | -0.157 | 0.383 | Login To Trade |
0.367 | -0.150 | 0.024 | 0.387 | 16.36% | 10,844.80 | 47.39 | 27.89% | 4.20 | 415PCR: 0.31 | 8.85 | 40.31% | 14.72 | 2,022.40 | 15.87% | -0.617 | 0.025 | -0.145 | 0.366 | Login To Trade |
0.321 | -0.133 | 0.021 | 0.276 | 16.60% | 12,044.80 | 81.31 | 21.24% | 2.70 | 420PCR: 0.22 | 12.45 | 44.18% | 17.52 | 849.60 | 16.11% | -0.730 | 0.021 | -0.128 | 0.317 | Login To Trade |
0.263 | -0.112 | 0.017 | 0.192 | 17.09% | 3,592.00 | 17.33 | 15.65% | 1.70 | 425PCR: 0.20 | 16.40 | 46.89% | 3.46 | 220.80 | 16.60% | -0.815 | 0.017 | -0.106 | 0.256 | Login To Trade |
0.209 | -0.095 | 0.013 | 0.136 | 18.07% | 5,518.40 | 54.59 | 11.36% | 1.20 | 430PCR: 0.12 | 20.80 | 48.52% | 6.38 | 180.80 | 16.60% | -0.885 | 0.012 | -0.077 | 0.186 | Login To Trade |
0.165 | -0.079 | 0.009 | 0.097 | 19.04% | 1,179.20 | 15.66 | 8.33% | 0.80 | 435PCR: 0.08 | 25.70 | 49.03% | 1.25 | 0.00 | 19.04% | -0.903 | 0.009 | -0.079 | 0.165 | Login To Trade |
0.135 | -0.069 | 0.007 | 0.075 | 20.51% | 2,190.40 | 21.92 | 6.45% | 0.55 | 440PCR: 0.14 | 31.70 | 48.46% | 3.07 | 33.60 | 26.86% | -0.862 | 0.009 | -0.142 | 0.212 | Login To Trade |
0.107 | -0.058 | 0.005 | 0.055 | 21.48% | 177.60 | 4.32 | 4.78% | 0.45 | 445PCR: 0.17 | 35.55 | 49.85% | 0.74 | 4.80 | 23.44% | -0.928 | 0.006 | -0.077 | 0.132 | Login To Trade |
0.096 | -0.056 | 0.004 | 0.048 | 23.44% | 3,100.80 | 44.00 | 4.13% | 0.35 | 450PCR: 0.18 | 40.15 | 50.52% | 7.79 | 11.20 | 21.48% | -0.966 | 0.004 | -0.039 | 0.073 | Login To Trade |
0.067 | -0.040 | 0.003 | 0.031 | 23.44% | 254.40 | 5.86 | 2.69% | 0.25 | 455PCR: 0.01 | 39.25 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.063 | -0.040 | 0.003 | 0.029 | 25.39% | 723.20 | 11.86 | 2.44% | 0.25 | 460PCR: 0.06 | 49.80 | 99.00% | 0.67 | 14.40 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.042 | -0.029 | 0.002 | 0.018 | 27.34% | 144.00 | 2.35 | 1.51% | 0.15 | 470PCR: 0.22 | 58.90 | 99.00% | 0.51 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 15.63% | 153.60 | 3.66 | 0.00% | 0.05 | 480PCR: 0.73 | 69.20 | 99.00% | 2.67 | 33.60 | 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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