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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 | 0.04 | 99.00% | 398.85 | 1,320PCR: 2.00 | 0.45 | 0.98% | 0.08 | 0.00 | 121.09% | -0.007 | 0.000 | -0.629 | 0.032 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 335.00 | 1,340PCR: 16.00 | 0.30 | 0.64% | 0.10 | 0.00 | 109.38% | -0.005 | 0.000 | -0.396 | 0.022 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.33 | 0.02 | 99.00% | 334.85 | 1,360PCR: 8.20 | 0.30 | 0.79% | 0.13 | 2.93 | 105.47% | -0.006 | 0.000 | -0.469 | 0.027 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 305.00 | 1,380PCR: 29.00 | 0.45 | 0.96% | 0.19 | 0.33 | 101.56% | -0.007 | 0.000 | -0.544 | 0.033 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.21 | 99.00% | 304.00 | 1,400PCR: 2.41 | 0.40 | 0.97% | 0.50 | 7.48 | 95.70% | -0.008 | 0.000 | -0.525 | 0.033 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 211.75 | 1,420PCR: 6.40 | 0.50 | 1.31% | 0.10 | 0.00 | 93.75% | -0.011 | 0.000 | -0.680 | 0.044 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.13 | 99.00% | 236.65 | 1,440PCR: 1.02 | 0.40 | 1.05% | 0.14 | 2.93 | 83.98% | -0.009 | 0.000 | -0.509 | 0.037 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.14 | 99.00% | 252.55 | 1,460PCR: 1.02 | 0.60 | 1.46% | 0.15 | 0.00 | 82.03% | -0.012 | 0.000 | -0.671 | 0.050 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.30 | 0.11 | 99.00% | 214.75 | 1,480PCR: 2.42 | 0.70 | 1.75% | 0.26 | 0.00 | 78.13% | -0.015 | 0.000 | -0.759 | 0.059 | Login To Trade |
0.099 | -1.322 | 0.001 | 0.973 | 81.05% | 1.95 | 0.44 | 48.10% | 225.75 | 1,500PCR: 1.72 | 0.60 | 1.72% | 0.75 | 40.95 | 71.29% | -0.015 | 0.000 | -0.692 | 0.059 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.33 | 0.35 | 99.00% | 184.55 | 1,520PCR: 1.58 | 0.90 | 2.45% | 0.55 | 1.63 | 68.36% | -0.022 | 0.001 | -0.914 | 0.081 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.95 | 0.73 | 99.00% | 158.35 | 1,540PCR: 0.46 | 1.00 | 2.83% | 0.34 | 18.85 | 63.48% | -0.025 | 0.001 | -0.971 | 0.093 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.14 | 99.00% | 109.35 | 1,560PCR: 3.93 | 1.15 | 3.42% | 0.54 | 6.83 | 59.08% | -0.031 | 0.001 | -1.074 | 0.111 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 9.10 | 0.16 | 99.00% | 143.50 | 1,580PCR: 2.40 | 1.35 | 4.06% | 0.37 | 47.13 | 54.69% | -0.038 | 0.001 | -1.165 | 0.130 | Login To Trade |
0.281 | -3.042 | 0.002 | 0.898 | 65.92% | 11.05 | 1.49 | 46.81% | 129.00 | 1,600PCR: 1.03 | 1.55 | 5.07% | 1.54 | 203.78 | 49.80% | -0.048 | 0.001 | -1.292 | 0.158 | Login To Trade |
0.073 | -0.398 | 0.001 | 0.981 | 33.20% | 7.48 | 0.38 | 49.13% | 104.75 | 1,620PCR: 1.52 | 2.15 | 6.88% | 0.57 | 87.10 | 46.39% | -0.067 | 0.002 | -1.564 | 0.205 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 15.93 | 0.39 | 99.00% | 82.00 | 1,640PCR: 2.36 | 3.30 | 9.90% | 0.93 | 52.65 | 43.46% | -0.101 | 0.003 | -1.987 | 0.278 | Login To Trade |
0.340 | -2.111 | 0.004 | 0.866 | 37.84% | 43.88 | 0.66 | 46.61% | 67.85 | 1,660PCR: 0.66 | 5.30 | 14.29% | 0.44 | 95.55 | 41.26% | -0.154 | 0.004 | -2.531 | 0.373 | Login To Trade |
0.463 | -2.803 | 0.005 | 0.783 | 36.87% | 150.80 | 1.10 | 44.34% | 51.10 | 1,680PCR: 1.01 | 8.30 | 19.88% | 1.11 | 253.50 | 39.43% | -0.229 | 0.005 | -3.089 | 0.477 | Login To Trade |
0.572 | -3.441 | 0.006 | 0.667 | 36.62% | 376.03 | 1.81 | 40.53% | 36.70 | 1,700PCR: 0.71 | 14.40 | 27.45% | 1.29 | 221.98 | 41.38% | -0.346 | 0.006 | -3.950 | 0.581 | Login To Trade |
0.626 | -4.168 | 0.006 | 0.535 | 40.53% | 367.90 | 1.24 | 35.15% | 27.90 | 1,720PCR: 0.32 | 24.00 | 33.85% | 0.40 | 82.55 | 41.75% | -0.466 | 0.006 | -4.293 | 0.626 | Login To Trade |
0.612 | -4.014 | 0.006 | 0.409 | 39.92% | 331.83 | 1.08 | 29.11% | 18.15 | 1,740PCR: 0.08 | 35.15 | 39.29% | 0.08 | 48.43 | 41.63% | -0.590 | 0.006 | -4.186 | 0.612 | Login To Trade |
0.538 | -3.508 | 0.005 | 0.289 | 39.67% | 105.30 | 1.02 | 22.20% | 11.10 | 1,760PCR: 0.12 | 51.35 | 42.69% | 0.13 | 23.08 | 47.00% | -0.678 | 0.005 | -4.357 | 0.564 | Login To Trade |
0.442 | -2.979 | 0.004 | 0.201 | 41.02% | 53.95 | 0.42 | 16.29% | 7.15 | 1,780PCR: 0.23 | 88.10 | 42.26% | 0.10 | 0.00 | 87.04% | -0.642 | 0.003 | -8.405 | 0.588 | Login To Trade |
0.347 | -2.435 | 0.003 | 0.138 | 42.72% | 140.08 | 0.88 | 11.61% | 4.65 | 1,800PCR: 0.04 | 82.05 | 47.62% | 0.03 | 8.78 | 46.14% | -0.843 | 0.003 | -2.871 | 0.379 | Login To Trade |
0.266 | -1.945 | 0.002 | 0.095 | 44.43% | 155.35 | 0.37 | 8.20% | 3.05 | 1,820PCR: 0.10 | 119.80 | 45.11% | 0.04 | 0.00 | 93.51% | -0.722 | 0.002 | -8.113 | 0.528 | Login To Trade |
0.198 | -1.509 | 0.002 | 0.064 | 46.39% | 23.40 | 0.39 | 5.62% | 2.05 | 1,840PCR: 0.02 | 150.85 | 45.02% | 0.01 | 0.00 | 122.80% | -0.701 | 0.002 | -11.036 | 0.547 | Login To Trade |
0.161 | -1.318 | 0.001 | 0.050 | 49.80% | 14.95 | 0.18 | 4.33% | 1.60 | 1,860PCR: 0.07 | 197.15 | 44.49% | 0.01 | 0.00 | 178.96% | -0.649 | 0.001 | -17.155 | 0.583 | Login To Trade |
0.089 | -0.718 | 0.001 | 0.024 | 48.83% | 0.65 | 0.00 | 2.14% | 0.70 | 1,880PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.092 | -0.811 | 0.001 | 0.025 | 53.71% | 3.58 | 0.33 | 2.18% | 0.75 | 1,900PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,920PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.077 | -0.793 | 0.001 | 0.020 | 62.50% | 2.93 | 0.52 | 1.74% | 0.70 | 1,940PCR: 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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