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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 | 0.18 | 99.00% | 84.20 | 350PCR: 21.64 | 0.10 | 0.75% | 3.81 | 0.00 | 35.16% | -0.006 | 0.000 | -0.014 | 0.018 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 370PCR: -- | 0.25 | 1.97% | 5.44 | 12.80 | 31.25% | -0.017 | 0.001 | -0.031 | 0.045 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.18 | 99.00% | 47.50 | 380PCR: 25.00 | 0.35 | 3.29% | 4.40 | 27.20 | 29.30% | -0.029 | 0.002 | -0.045 | 0.072 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 385PCR: -- | 0.50 | 4.26% | 3.22 | 4.80 | 28.32% | -0.038 | 0.003 | -0.055 | 0.091 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.04 | 99.00% | 42.15 | 390PCR: 9.15 | 0.60 | 5.35% | 9.52 | 35.20 | 27.34% | -0.049 | 0.003 | -0.065 | 0.111 | Login To Trade |
0.103 | -0.052 | 0.004 | 0.956 | 23.44% | 19.20 | 2.74 | 48.05% | 41.60 | 395PCR: 2.11 | 0.70 | 6.15% | 5.78 | 30.40 | 25.39% | -0.057 | 0.004 | -0.069 | 0.126 | Login To Trade |
0.143 | -0.072 | 0.005 | 0.933 | 23.44% | 12.80 | 3.98 | 47.59% | 37.00 | 400PCR: 4.66 | 1.00 | 8.25% | 18.58 | 184.00 | 24.90% | -0.079 | 0.005 | -0.087 | 0.162 | Login To Trade |
0.214 | -0.116 | 0.007 | 0.885 | 25.15% | 1.60 | 1.60 | 46.44% | 32.70 | 405PCR: 3.98 | 1.30 | 10.08% | 6.37 | 112.00 | 23.44% | -0.100 | 0.007 | -0.098 | 0.193 | Login To Trade |
0.177 | -0.071 | 0.008 | 0.911 | 18.55% | 38.40 | 2.61 | 47.31% | 27.10 | 410PCR: 7.23 | 1.80 | 13.18% | 18.86 | 361.60 | 22.95% | -0.136 | 0.009 | -0.119 | 0.240 | Login To Trade |
0.270 | -0.119 | 0.011 | 0.838 | 20.51% | 12.80 | 3.14 | 45.45% | 23.10 | 415PCR: 3.07 | 2.45 | 16.77% | 9.62 | 411.20 | 22.22% | -0.180 | 0.011 | -0.138 | 0.289 | Login To Trade |
0.337 | -0.156 | 0.013 | 0.766 | 21.48% | 166.40 | 7.89 | 43.40% | 19.50 | 420PCR: 2.17 | 3.30 | 20.69% | 17.10 | 747.20 | 21.48% | -0.234 | 0.013 | -0.156 | 0.337 | Login To Trade |
0.385 | -0.176 | 0.015 | 0.696 | 21.24% | 307.20 | 10.34 | 41.02% | 15.90 | 425PCR: 1.64 | 4.55 | 25.00% | 16.99 | 996.80 | 20.75% | -0.300 | 0.015 | -0.171 | 0.383 | Login To Trade |
0.419 | -0.188 | 0.017 | 0.618 | 20.75% | 1,160.00 | 38.46 | 38.20% | 12.50 | 430PCR: 0.85 | 6.05 | 29.73% | 32.59 | 1,596.80 | 20.26% | -0.380 | 0.017 | -0.183 | 0.419 | Login To Trade |
0.437 | -0.193 | 0.018 | 0.531 | 20.51% | 1,803.20 | 20.78 | 34.73% | 9.60 | 435PCR: 0.81 | 8.20 | 34.39% | 16.74 | 1,732.80 | 20.02% | -0.470 | 0.018 | -0.189 | 0.437 | Login To Trade |
437.15 | |||||||||||||||||||
0.434 | -0.187 | 0.018 | 0.442 | 20.02% | 3,428.80 | 42.37 | 30.35% | 7.10 | 440PCR: 0.29 | 10.65 | 38.33% | 12.30 | 966.40 | 19.53% | -0.560 | 0.018 | -0.183 | 0.434 | Login To Trade |
0.410 | -0.179 | 0.017 | 0.356 | 20.26% | 1,414.40 | 10.70 | 25.84% | 5.20 | 445PCR: 0.15 | 13.70 | 41.94% | 1.57 | 108.80 | 19.29% | -0.652 | 0.017 | -0.169 | 0.406 | Login To Trade |
0.368 | -0.159 | 0.015 | 0.277 | 20.02% | 2,123.20 | 55.41 | 21.12% | 3.65 | 450PCR: 0.14 | 17.30 | 44.47% | 7.73 | 116.80 | 19.53% | -0.728 | 0.015 | -0.153 | 0.365 | Login To Trade |
0.317 | -0.139 | 0.013 | 0.210 | 20.26% | 369.60 | 9.23 | 16.66% | 2.60 | 455PCR: 0.09 | 20.50 | 47.46% | 0.85 | 33.60 | 17.09% | -0.832 | 0.013 | -0.102 | 0.276 | Login To Trade |
0.266 | -0.117 | 0.011 | 0.158 | 20.51% | 662.40 | 26.40 | 12.90% | 1.85 | 460PCR: 0.11 | 25.20 | 48.24% | 2.86 | 20.80 | 18.80% | -0.864 | 0.011 | -0.097 | 0.240 | Login To Trade |
0.210 | -0.093 | 0.009 | 0.112 | 20.51% | 185.60 | 8.90 | 9.40% | 1.20 | 465PCR: 0.04 | 29.55 | 49.54% | 0.37 | 11.20 | 17.58% | -0.923 | 0.007 | -0.060 | 0.159 | Login To Trade |
0.169 | -0.076 | 0.007 | 0.083 | 21.00% | 294.40 | 15.10 | 7.07% | 0.85 | 470PCR: 0.13 | 34.50 | 49.74% | 1.90 | 22.40 | 20.02% | -0.927 | 0.006 | -0.066 | 0.153 | Login To Trade |
0.132 | -0.061 | 0.005 | 0.060 | 21.48% | 123.20 | 2.66 | 5.16% | 0.65 | 475PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.110 | -0.053 | 0.004 | 0.048 | 22.46% | 627.20 | 11.39 | 4.09% | 0.50 | 480PCR: 0.11 | 44.45 | 50.17% | 1.20 | 33.60 | 23.44% | -0.944 | 0.004 | -0.063 | 0.124 | Login To Trade |
0.077 | -0.041 | 0.003 | 0.031 | 24.41% | 267.20 | 10.74 | 2.66% | 0.30 | 490PCR: 0.03 | 58.50 | 48.70% | 0.35 | 0.00 | 46.88% | -0.823 | 0.005 | -0.289 | 0.286 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 500PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 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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