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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 | 0.00 | 99.00% | 0.00 | 960PCR: -- | 0.40 | 1.39% | 0.01 | 2.10 | 49.80% | -0.011 | 0.000 | -0.135 | 0.060 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,000PCR: -- | 0.50 | 1.94% | 0.23 | 2.63 | 41.99% | -0.017 | 0.001 | -0.159 | 0.083 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,020PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,040PCR: -- | 0.50 | 2.26% | 0.60 | 0.00 | 32.23% | -0.020 | 0.001 | -0.144 | 0.099 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.06 | 99.00% | 98.25 | 1,060PCR: 13.45 | 0.85 | 3.68% | 0.78 | 0.00 | 30.27% | -0.034 | 0.001 | -0.209 | 0.152 | Login To Trade |
0.617 | -1.812 | 0.002 | 0.768 | 64.58% | 0.00 | 0.01 | 42.15% | 103.70 | 1,080PCR: 98.50 | 1.60 | 6.43% | 1.03 | 81.38 | 28.81% | -0.062 | 0.002 | -0.323 | 0.247 | Login To Trade |
0.187 | -0.166 | 0.002 | 0.956 | 19.53% | 80.85 | 0.34 | 48.57% | 65.75 | 1,100PCR: 8.34 | 2.90 | 10.51% | 2.80 | 388.50 | 27.10% | -0.107 | 0.003 | -0.459 | 0.372 | Login To Trade |
0.511 | -0.565 | 0.005 | 0.830 | 24.29% | 71.93 | 0.28 | 45.48% | 49.55 | 1,120PCR: 7.13 | 5.75 | 17.33% | 1.98 | 317.63 | 26.61% | -0.191 | 0.005 | -0.665 | 0.550 | Login To Trade |
0.701 | -0.782 | 0.007 | 0.702 | 24.54% | 353.85 | 1.08 | 41.53% | 34.05 | 1,140PCR: 1.55 | 10.35 | 25.14% | 1.68 | 480.38 | 25.63% | -0.305 | 0.007 | -0.826 | 0.709 | Login To Trade |
0.802 | -0.934 | 0.008 | 0.543 | 25.63% | 1,187.55 | 3.83 | 35.33% | 22.90 | 1,160PCR: 0.66 | 18.70 | 33.59% | 2.51 | 561.23 | 25.88% | -0.458 | 0.008 | -0.943 | 0.802 | Login To Trade |
0.780 | -0.917 | 0.007 | 0.397 | 25.88% | 1,272.08 | 5.36 | 28.22% | 14.35 | 1,180PCR: 0.25 | 29.90 | 39.92% | 1.34 | 212.10 | 26.61% | -0.600 | 0.007 | -0.945 | 0.781 | Login To Trade |
0.673 | -0.833 | 0.006 | 0.273 | 27.22% | 877.80 | 11.27 | 20.95% | 8.75 | 1,200PCR: 0.21 | 45.70 | 43.90% | 2.37 | 122.85 | 29.66% | -0.709 | 0.006 | -0.936 | 0.694 | Login To Trade |
0.519 | -0.651 | 0.005 | 0.174 | 27.59% | 427.35 | 4.70 | 14.16% | 5.05 | 1,220PCR: 0.09 | 61.65 | 46.75% | 0.44 | 1.58 | 30.52% | -0.801 | 0.004 | -0.784 | 0.565 | Login To Trade |
0.387 | -0.511 | 0.003 | 0.113 | 29.05% | 236.25 | 2.64 | 9.47% | 3.15 | 1,240PCR: 0.31 | 70.20 | 99.00% | 0.82 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.286 | -0.399 | 0.002 | 0.075 | 30.76% | 77.18 | 1.83 | 6.36% | 2.05 | 1,260PCR: 0.15 | 97.70 | 49.52% | 0.28 | 36.75 | 32.96% | -0.910 | 0.002 | -0.492 | 0.328 | Login To Trade |
0.196 | -0.283 | 0.002 | 0.046 | 31.74% | 48.83 | 1.17 | 3.98% | 1.20 | 1,280PCR: 0.11 | 116.65 | 50.20% | 0.13 | 0.00 | 33.69% | -0.943 | 0.002 | -0.354 | 0.232 | Login To Trade |
0.154 | -0.240 | 0.001 | 0.035 | 34.18% | 226.28 | 5.69 | 2.94% | 0.90 | 1,300PCR: 0.49 | 126.35 | 99.00% | 2.77 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.149 | -0.262 | 0.001 | 0.033 | 38.57% | 0.00 | 0.32 | 2.77% | 1.00 | 1,320PCR: 0.02 | 137.00 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.082 | -0.153 | 0.001 | 0.016 | 41.02% | 9.45 | 1.71 | 1.34% | 0.50 | 1,360PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.076 | -0.167 | 0.000 | 0.015 | 47.85% | 2.10 | 0.35 | 1.20% | 0.50 | 1,400PCR: 0.01 | 216.85 | 99.00% | 0.01 | 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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