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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% | 3.20 | 0.18 | 99.00% | 57.45 | 350PCR: 26.18 | 0.15 | 1.60% | 4.61 | 227.20 | 27.34% | -0.013 | 0.001 | -0.020 | 0.037 | Login To Trade |
0.243 | -0.237 | 0.004 | 0.856 | 48.83% | 0.00 | 0.54 | 44.39% | 53.00 | 360PCR: 7.82 | 0.10 | 1.24% | 4.26 | 480.00 | 21.48% | -0.011 | 0.001 | -0.013 | 0.031 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 365PCR: -- | 0.15 | 2.27% | 0.94 | 121.60 | 21.48% | -0.020 | 0.002 | -0.022 | 0.052 | Login To Trade |
0.274 | -0.237 | 0.005 | 0.827 | 43.21% | 0.00 | 0.26 | 43.87% | 43.50 | 370PCR: 35.75 | 0.20 | 2.61% | 9.15 | 574.40 | 19.53% | -0.024 | 0.003 | -0.023 | 0.060 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 14.40 | 0.51 | 99.00% | 31.95 | 375PCR: 6.69 | 0.30 | 3.78% | 3.42 | 508.80 | 18.55% | -0.035 | 0.004 | -0.031 | 0.083 | Login To Trade |
0.131 | -0.049 | 0.006 | 0.938 | 18.55% | 134.40 | 1.84 | 47.93% | 29.50 | 380PCR: 10.86 | 0.45 | 5.52% | 19.98 | 2,883.20 | 17.58% | -0.053 | 0.006 | -0.041 | 0.116 | Login To Trade |
0.191 | -0.071 | 0.009 | 0.897 | 18.55% | 123.20 | 1.66 | 47.13% | 24.90 | 385PCR: 7.24 | 0.70 | 8.53% | 12.05 | 1,555.20 | 17.09% | -0.085 | 0.009 | -0.057 | 0.166 | Login To Trade |
0.221 | -0.071 | 0.012 | 0.875 | 16.11% | 161.60 | 1.86 | 46.74% | 20.20 | 390PCR: 13.76 | 1.05 | 12.08% | 25.54 | 7,403.20 | 16.11% | -0.125 | 0.012 | -0.071 | 0.221 | Login To Trade |
0.293 | -0.091 | 0.016 | 0.808 | 15.63% | 276.80 | 1.95 | 44.91% | 15.75 | 395PCR: 7.70 | 1.60 | 16.47% | 15.02 | 5,720.00 | 14.89% | -0.181 | 0.017 | -0.084 | 0.282 | Login To Trade |
0.356 | -0.103 | 0.022 | 0.727 | 14.40% | 2,758.40 | 16.16 | 42.46% | 11.50 | 400PCR: 2.44 | 2.40 | 22.32% | 39.36 | 16,491.20 | 13.92% | -0.265 | 0.022 | -0.098 | 0.350 | Login To Trade |
0.409 | -0.110 | 0.027 | 0.614 | 13.43% | 6,571.20 | 24.42 | 38.55% | 7.85 | 405PCR: 1.42 | 3.75 | 29.31% | 34.74 | 18,128.00 | 12.94% | -0.382 | 0.028 | -0.106 | 0.408 | Login To Trade |
0.426 | -0.111 | 0.029 | 0.475 | 13.06% | 23,777.60 | 101.86 | 32.50% | 5.10 | 410PCR: 0.42 | 5.95 | 36.46% | 42.27 | 19,334.40 | 12.94% | -0.522 | 0.029 | -0.110 | 0.426 | Login To Trade |
0.394 | -0.106 | 0.026 | 0.343 | 13.43% | 13,745.60 | 35.73 | 25.54% | 3.15 | 415PCR: 0.75 | 8.90 | 42.02% | 26.77 | 5,068.80 | 12.70% | -0.663 | 0.027 | -0.099 | 0.391 | Login To Trade |
0.330 | -0.092 | 0.021 | 0.237 | 13.92% | 22,619.20 | 90.91 | 18.83% | 1.95 | 420PCR: 0.43 | 12.80 | 45.74% | 39.25 | 4,779.20 | 13.18% | -0.776 | 0.021 | -0.084 | 0.320 | Login To Trade |
0.258 | -0.074 | 0.016 | 0.157 | 14.40% | 11,361.60 | 49.44 | 13.11% | 1.25 | 425PCR: 0.12 | 16.95 | 48.08% | 6.06 | 844.80 | 12.94% | -0.869 | 0.015 | -0.059 | 0.228 | Login To Trade |
0.195 | -0.059 | 0.011 | 0.106 | 15.14% | 9,048.00 | 52.35 | 9.06% | 0.80 | 430PCR: 0.13 | 21.50 | 49.42% | 6.85 | 518.40 | 13.18% | -0.925 | 0.010 | -0.040 | 0.152 | Login To Trade |
0.141 | -0.044 | 0.008 | 0.068 | 15.63% | 3,180.80 | 21.42 | 5.95% | 0.50 | 435PCR: 0.09 | 26.20 | 50.13% | 1.90 | 52.80 | 11.72% | -0.977 | 0.004 | -0.014 | 0.058 | Login To Trade |
0.116 | -0.040 | 0.006 | 0.053 | 17.09% | 8,028.80 | 19.78 | 4.63% | 0.40 | 440PCR: 0.17 | 30.95 | 99.00% | 3.44 | 30.40 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.083 | -0.029 | 0.004 | 0.035 | 17.58% | 752.00 | 5.44 | 3.06% | 0.25 | 445PCR: 0.29 | 37.95 | 48.90% | 1.57 | 6.40 | 27.83% | -0.869 | 0.007 | -0.127 | 0.227 | Login To Trade |
0.064 | -0.024 | 0.003 | 0.026 | 18.55% | 4,128.00 | 26.69 | 2.26% | 0.20 | 450PCR: 0.27 | 40.70 | 99.00% | 7.23 | 54.40 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.051 | -0.020 | 0.002 | 0.020 | 19.53% | 57.60 | 2.59 | 1.70% | 0.15 | 455PCR: 0.15 | 37.60 | 99.00% | 0.38 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.051 | -0.022 | 0.002 | 0.019 | 21.48% | 1,140.80 | 9.82 | 1.68% | 0.15 | 460PCR: 0.04 | 42.05 | 99.00% | 0.37 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.035 | -0.016 | 0.001 | 0.013 | 23.44% | 302.40 | 4.32 | 1.07% | 0.10 | 470PCR: 0.29 | 49.20 | 99.00% | 1.25 | 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% | 172.80 | 3.28 | 0.00% | 0.05 | 480PCR: 0.71 | 72.80 | 50.72% | 2.34 | 14.40 | 42.97% | -0.914 | 0.003 | -0.144 | 0.167 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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