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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% | 0.50 | 0.01 | 99.00% | 170.00 | 1,000PCR: 22.00 | 0.70 | 2.24% | 0.22 | 0.00 | 28.81% | -0.019 | 0.001 | -0.076 | 0.153 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 160.75 | 1,020PCR: 0.00 | 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: -- | 1.95 | 5.45% | 0.18 | 0.50 | 27.83% | -0.049 | 0.001 | -0.161 | 0.336 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,050PCR: -- | 1.20 | 4.12% | 0.88 | 43.00 | 23.68% | -0.037 | 0.001 | -0.110 | 0.269 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,060PCR: -- | 1.35 | 4.65% | 0.77 | 61.50 | 22.46% | -0.042 | 0.001 | -0.116 | 0.301 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,070PCR: -- | 2.20 | 6.88% | 0.10 | 1.00 | 23.44% | -0.064 | 0.002 | -0.169 | 0.419 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,080PCR: -- | 2.05 | 6.96% | 0.57 | 35.00 | 21.24% | -0.066 | 0.002 | -0.156 | 0.427 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 82.65 | 1,090PCR: 15.00 | 2.75 | 8.69% | 0.30 | 7.50 | 21.00% | -0.084 | 0.002 | -0.186 | 0.515 | Login To Trade |
0.587 | -0.201 | 0.003 | 0.899 | 19.90% | 6.50 | 0.27 | 46.93% | 83.15 | 1,100PCR: 6.85 | 3.40 | 10.38% | 1.82 | 106.00 | 20.14% | -0.103 | 0.003 | -0.207 | 0.598 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 58.40 | 1,110PCR: 19.50 | 4.50 | 12.84% | 0.20 | 14.50 | 20.02% | -0.132 | 0.003 | -0.245 | 0.711 | Login To Trade |
0.783 | -0.248 | 0.004 | 0.848 | 18.43% | 6.50 | 0.16 | 45.76% | 64.85 | 1,120PCR: 2.35 | 5.70 | 15.45% | 0.37 | 33.50 | 19.41% | -0.164 | 0.004 | -0.275 | 0.822 | Login To Trade |
0.899 | -0.280 | 0.004 | 0.811 | 18.07% | 7.00 | 0.19 | 44.77% | 56.90 | 1,130PCR: 1.92 | 7.40 | 18.32% | 0.37 | 21.50 | 19.17% | -0.202 | 0.004 | -0.309 | 0.937 | Login To Trade |
1.032 | -0.317 | 0.005 | 0.761 | 17.82% | 20.00 | 0.24 | 43.30% | 48.45 | 1,140PCR: 2.72 | 9.30 | 21.54% | 0.64 | 47.00 | 18.55% | -0.247 | 0.005 | -0.336 | 1.051 | Login To Trade |
1.149 | -0.357 | 0.006 | 0.705 | 18.07% | 62.50 | 0.86 | 41.46% | 42.00 | 1,150PCR: 1.64 | 11.90 | 24.90% | 1.40 | 83.50 | 18.43% | -0.298 | 0.006 | -0.366 | 1.155 | Login To Trade |
1.247 | -0.393 | 0.006 | 0.639 | 18.31% | 278.50 | 0.88 | 39.09% | 35.30 | 1,160PCR: 1.23 | 15.30 | 28.61% | 1.08 | 175.00 | 18.19% | -0.360 | 0.006 | -0.390 | 1.246 | Login To Trade |
1.302 | -0.401 | 0.007 | 0.580 | 17.88% | 180.00 | 4.85 | 36.78% | 29.25 | 1,170PCR: 0.17 | 19.20 | 31.88% | 0.83 | 99.50 | 18.19% | -0.421 | 0.006 | -0.408 | 1.302 | Login To Trade |
1.327 | -0.417 | 0.007 | 0.510 | 18.25% | 237.00 | 2.12 | 33.69% | 24.15 | 1,180PCR: 0.51 | 23.90 | 35.30% | 1.09 | 115.00 | 17.94% | -0.491 | 0.007 | -0.410 | 1.327 | Login To Trade |
1.317 | -0.411 | 0.007 | 0.448 | 18.13% | 81.00 | 0.82 | 30.73% | 19.70 | 1,190PCR: 0.07 | 29.45 | 38.05% | 0.06 | 19.50 | 18.31% | -0.551 | 0.006 | -0.415 | 1.317 | Login To Trade |
1.268 | -0.397 | 0.006 | 0.381 | 18.19% | 457.50 | 5.31 | 27.20% | 15.70 | 1,200PCR: 0.20 | 35.60 | 40.75% | 1.09 | 32.50 | 18.07% | -0.620 | 0.006 | -0.394 | 1.267 | Login To Trade |
1.198 | -0.377 | 0.006 | 0.325 | 18.25% | 91.50 | 1.41 | 24.02% | 12.55 | 1,210PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.098 | -0.348 | 0.005 | 0.269 | 18.43% | 57.00 | 1.48 | 20.51% | 9.85 | 1,220PCR: 0.25 | 50.05 | 44.61% | 0.37 | 3.50 | 18.55% | -0.730 | 0.005 | -0.352 | 1.101 | Login To Trade |
0.992 | -0.315 | 0.005 | 0.222 | 18.43% | 35.50 | 0.61 | 17.46% | 7.70 | 1,230PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.877 | -0.284 | 0.004 | 0.181 | 18.80% | 47.50 | 0.77 | 14.57% | 6.05 | 1,240PCR: 0.07 | 82.20 | 44.02% | 0.06 | 0.00 | 33.81% | -0.682 | 0.003 | -0.691 | 1.187 | Login To Trade |
0.775 | -0.254 | 0.004 | 0.150 | 19.04% | 73.00 | 1.23 | 12.24% | 4.80 | 1,250PCR: 0.31 | 75.00 | 47.80% | 0.38 | 21.00 | 19.90% | -0.839 | 0.004 | -0.279 | 0.813 | Login To Trade |
0.680 | -0.230 | 0.003 | 0.124 | 19.65% | 25.00 | 0.64 | 10.23% | 3.90 | 1,260PCR: 0.01 | 93.00 | 46.50% | 0.01 | 0.00 | 29.97% | -0.769 | 0.003 | -0.523 | 1.014 | Login To Trade |
0.584 | -0.199 | 0.003 | 0.100 | 19.78% | 9.00 | 0.21 | 8.37% | 3.00 | 1,270PCR: 0.00 | 92.60 | 49.25% | 0.00 | 0.50 | 19.90% | -0.899 | 0.003 | -0.202 | 0.590 | Login To Trade |
0.507 | -0.178 | 0.002 | 0.083 | 20.39% | 33.50 | 0.59 | 6.96% | 2.50 | 1,280PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.365 | -0.132 | 0.002 | 0.054 | 21.00% | 130.50 | 2.29 | 4.58% | 1.60 | 1,300PCR: 0.03 | 120.95 | 50.49% | 0.06 | 5.50 | 18.55% | -0.966 | 0.001 | -0.080 | 0.251 | Login To Trade |
0.368 | -0.153 | 0.001 | 0.054 | 24.17% | 0.50 | 0.03 | 4.54% | 1.80 | 1,320PCR: 0.00 | 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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