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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 | 190PCR: -- | 0.10 | 1.44% | 1.06 | 245.25 | 39.06% | -0.012 | 0.001 | -0.016 | 0.017 | Login To Trade |
0.141 | -0.271 | 0.006 | 0.825 | 77.15% | 0.00 | 0.02 | 42.34% | 37.25 | 200PCR: 66.00 | 0.15 | 2.00% | 1.49 | 18.00 | 31.25% | -0.017 | 0.003 | -0.018 | 0.023 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 205PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.016 | -0.008 | 0.003 | 0.989 | 19.53% | 4.50 | 0.88 | 48.83% | 22.95 | 210PCR: 4.15 | 0.30 | 5.41% | 3.65 | 9.00 | 27.34% | -0.050 | 0.007 | -0.038 | 0.056 | Login To Trade |
0.085 | -0.054 | 0.011 | 0.915 | 25.39% | 40.50 | 1.76 | 47.32% | 18.40 | 215PCR: 2.06 | 0.40 | 7.18% | 3.62 | 157.50 | 23.44% | -0.069 | 0.010 | -0.042 | 0.072 | Login To Trade |
0.105 | -0.054 | 0.017 | 0.887 | 20.51% | 238.50 | 3.71 | 46.84% | 13.50 | 220PCR: 2.61 | 0.70 | 12.11% | 9.68 | 317.25 | 21.48% | -0.124 | 0.018 | -0.060 | 0.111 | Login To Trade |
0.157 | -0.075 | 0.028 | 0.790 | 19.04% | 663.75 | 4.12 | 44.34% | 9.45 | 225PCR: 3.09 | 1.35 | 19.21% | 12.71 | 936.00 | 19.53% | -0.216 | 0.028 | -0.078 | 0.160 | Login To Trade |
0.207 | -0.099 | 0.037 | 0.623 | 19.04% | 3,883.50 | 21.40 | 38.76% | 5.75 | 230PCR: 1.16 | 2.75 | 29.44% | 24.82 | 3,420.00 | 18.55% | -0.376 | 0.037 | -0.096 | 0.207 | Login To Trade |
0.214 | -0.097 | 0.040 | 0.428 | 18.07% | 7,679.25 | 40.75 | 29.87% | 3.05 | 235PCR: 0.79 | 4.90 | 38.63% | 32.13 | 1,854.00 | 17.58% | -0.574 | 0.041 | -0.094 | 0.214 | Login To Trade |
0.173 | -0.078 | 0.032 | 0.249 | 18.07% | 5,006.25 | 141.91 | 19.39% | 1.45 | 240PCR: 0.15 | 8.40 | 45.49% | 20.63 | 380.25 | 17.58% | -0.762 | 0.032 | -0.074 | 0.169 | Login To Trade |
0.118 | -0.056 | 0.021 | 0.135 | 19.04% | 2,902.50 | 33.89 | 11.26% | 0.70 | 245PCR: 0.30 | 12.55 | 48.88% | 10.19 | 139.50 | 16.60% | -0.901 | 0.019 | -0.040 | 0.095 | Login To Trade |
0.083 | -0.045 | 0.013 | 0.083 | 21.48% | 1,134.00 | 50.99 | 7.06% | 0.45 | 250PCR: 0.16 | 17.30 | 50.07% | 8.01 | 96.75 | 17.58% | -0.956 | 0.010 | -0.022 | 0.051 | Login To Trade |
0.058 | -0.034 | 0.008 | 0.052 | 23.44% | 258.75 | 11.54 | 4.43% | 0.30 | 255PCR: 0.15 | 22.15 | 50.59% | 1.76 | 27.00 | 15.63% | -0.993 | 0.002 | -0.004 | 0.011 | Login To Trade |
0.031 | -0.018 | 0.004 | 0.024 | 23.44% | 56.25 | 13.64 | 2.04% | 0.15 | 260PCR: 0.31 | 24.30 | 99.00% | 4.21 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.030 | -0.021 | 0.004 | 0.024 | 27.34% | 13.50 | 2.66 | 1.99% | 0.10 | 265PCR: 0.07 | 27.50 | 99.00% | 0.18 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.030 | -0.024 | 0.003 | 0.024 | 31.25% | 29.25 | 6.64 | 1.95% | 0.10 | 270PCR: 2.13 | 37.00 | 99.00% | 14.11 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.019 | -0.017 | 0.002 | 0.014 | 35.16% | 0.00 | 2.79 | 1.12% | 0.10 | 280PCR: 2.44 | 44.35 | 99.00% | 6.82 | 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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