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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% | 77.30 | 350PCR: 21.64 | 0.20 | 1.84% | 3.81 | 20.80 | 39.06% | -0.015 | 0.001 | -0.033 | 0.041 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 370PCR: -- | 0.30 | 2.60% | 5.30 | 129.60 | 31.25% | -0.022 | 0.002 | -0.038 | 0.059 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.18 | 99.00% | 47.50 | 380PCR: 27.73 | 0.45 | 4.19% | 4.88 | 171.20 | 29.30% | -0.037 | 0.003 | -0.054 | 0.090 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 385PCR: -- | 0.65 | 5.31% | 3.23 | 19.20 | 28.32% | -0.048 | 0.003 | -0.065 | 0.111 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.60 | 1.04 | 99.00% | 42.15 | 390PCR: 10.14 | 0.75 | 5.97% | 10.54 | 57.60 | 26.37% | -0.055 | 0.004 | -0.068 | 0.124 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 2.13 | 99.00% | 31.75 | 395PCR: 2.41 | 1.00 | 8.03% | 5.14 | 56.00 | 25.88% | -0.076 | 0.005 | -0.085 | 0.160 | Login To Trade |
0.147 | -0.065 | 0.005 | 0.932 | 21.48% | 14.40 | 4.40 | 47.65% | 34.45 | 400PCR: 4.17 | 1.40 | 10.43% | 18.37 | 456.00 | 25.39% | -0.102 | 0.006 | -0.104 | 0.199 | Login To Trade |
0.247 | -0.128 | 0.008 | 0.861 | 25.15% | 6.40 | 1.60 | 45.81% | 30.65 | 405PCR: 3.78 | 1.85 | 13.01% | 6.05 | 156.80 | 24.41% | -0.132 | 0.008 | -0.120 | 0.239 | Login To Trade |
0.265 | -0.120 | 0.010 | 0.846 | 21.97% | 33.60 | 2.77 | 45.56% | 25.75 | 410PCR: 7.07 | 2.50 | 16.09% | 19.57 | 608.00 | 23.68% | -0.171 | 0.010 | -0.139 | 0.283 | Login To Trade |
0.345 | -0.177 | 0.011 | 0.763 | 24.90% | 8.00 | 3.39 | 43.12% | 22.55 | 415PCR: 2.72 | 3.30 | 19.85% | 9.22 | 403.20 | 22.95% | -0.220 | 0.012 | -0.157 | 0.331 | Login To Trade |
0.373 | -0.169 | 0.014 | 0.724 | 21.97% | 323.20 | 9.50 | 41.97% | 18.00 | 420PCR: 2.13 | 4.45 | 23.89% | 20.24 | 1,422.40 | 22.46% | -0.280 | 0.013 | -0.174 | 0.376 | Login To Trade |
0.414 | -0.185 | 0.015 | 0.650 | 21.73% | 566.40 | 12.75 | 39.38% | 14.50 | 425PCR: 1.46 | 5.90 | 27.97% | 18.64 | 1,904.00 | 21.73% | -0.348 | 0.015 | -0.185 | 0.413 | Login To Trade |
0.439 | -0.197 | 0.016 | 0.572 | 21.73% | 3,924.80 | 46.16 | 36.30% | 11.60 | 430PCR: 0.69 | 7.75 | 32.33% | 31.98 | 1,979.20 | 21.36% | -0.427 | 0.016 | -0.193 | 0.438 | Login To Trade |
434.50 | |||||||||||||||||||
0.446 | -0.196 | 0.017 | 0.489 | 21.36% | 2,406.40 | 23.18 | 32.64% | 8.95 | 435PCR: 0.54 | 10.05 | 36.42% | 12.45 | 896.00 | 21.24% | -0.511 | 0.017 | -0.195 | 0.446 | Login To Trade |
0.434 | -0.190 | 0.016 | 0.407 | 21.24% | 2,324.80 | 42.14 | 28.54% | 6.75 | 440PCR: 0.22 | 12.95 | 39.80% | 9.10 | 422.40 | 21.00% | -0.595 | 0.017 | -0.188 | 0.433 | Login To Trade |
0.404 | -0.177 | 0.015 | 0.329 | 21.24% | 932.80 | 9.62 | 24.21% | 4.95 | 445PCR: 0.11 | 16.30 | 42.74% | 1.06 | 22.40 | 21.00% | -0.675 | 0.015 | -0.174 | 0.402 | Login To Trade |
0.360 | -0.156 | 0.014 | 0.256 | 21.00% | 1,971.20 | 58.35 | 19.65% | 3.55 | 450PCR: 0.14 | 20.00 | 44.94% | 7.89 | 52.80 | 21.48% | -0.739 | 0.013 | -0.161 | 0.363 | Login To Trade |
0.310 | -0.136 | 0.012 | 0.197 | 21.24% | 326.40 | 9.15 | 15.63% | 2.55 | 455PCR: 0.07 | 24.35 | 46.45% | 0.61 | 6.40 | 22.46% | -0.789 | 0.011 | -0.150 | 0.323 | Login To Trade |
0.261 | -0.116 | 0.010 | 0.150 | 21.48% | 635.20 | 26.42 | 12.27% | 1.80 | 460PCR: 0.13 | 28.70 | 47.54% | 3.42 | 1.60 | 23.44% | -0.828 | 0.010 | -0.138 | 0.285 | Login To Trade |
0.208 | -0.092 | 0.008 | 0.108 | 21.48% | 227.20 | 7.26 | 9.03% | 1.25 | 465PCR: 0.06 | 32.00 | 49.74% | 0.45 | 1.60 | 18.07% | -0.930 | 0.007 | -0.056 | 0.149 | Login To Trade |
0.169 | -0.077 | 0.006 | 0.082 | 21.97% | 235.20 | 14.40 | 6.92% | 0.90 | 470PCR: 0.14 | 37.40 | 49.47% | 2.00 | 4.80 | 22.95% | -0.908 | 0.006 | -0.087 | 0.184 | Login To Trade |
0.114 | -0.055 | 0.004 | 0.050 | 23.44% | 648.00 | 10.94 | 4.21% | 0.50 | 480PCR: 0.09 | 48.25 | 49.43% | 1.02 | 11.20 | 31.74% | -0.885 | 0.005 | -0.142 | 0.217 | Login To Trade |
0.072 | -0.036 | 0.002 | 0.028 | 24.41% | 401.60 | 9.73 | 2.38% | 0.30 | 490PCR: 0.04 | 58.50 | 49.41% | 0.35 | 0.00 | 41.02% | -0.860 | 0.005 | -0.210 | 0.249 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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