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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 | |
0.138 | -0.175 | 0.002 | 0.927 | 59.08% | 2.55 | 0.29 | 45.64% | 74.90 | 320PCR: 19.78 | 0.40 | 3.22% | 5.80 | 35.70 | 42.97% | -0.026 | 0.001 | -0.055 | 0.059 | Login To Trade |
0.148 | -0.135 | 0.004 | 0.920 | 42.48% | 2.55 | 0.94 | 46.35% | 54.45 | 340PCR: 4.73 | 0.75 | 5.36% | 4.46 | 66.30 | 35.16% | -0.047 | 0.003 | -0.074 | 0.097 | Login To Trade |
0.163 | -0.125 | 0.005 | 0.908 | 35.64% | 11.48 | 1.81 | 46.46% | 44.40 | 350PCR: 4.45 | 1.30 | 9.01% | 8.06 | 98.18 | 34.18% | -0.083 | 0.004 | -0.112 | 0.152 | Login To Trade |
0.223 | -0.162 | 0.007 | 0.858 | 33.69% | 28.05 | 1.45 | 45.34% | 35.35 | 360PCR: 9.11 | 2.25 | 13.32% | 13.23 | 59.93 | 32.23% | -0.132 | 0.007 | -0.147 | 0.212 | Login To Trade |
0.287 | -0.193 | 0.009 | 0.788 | 31.25% | 147.90 | 8.38 | 43.52% | 26.70 | 370PCR: 1.43 | 4.00 | 19.92% | 12.01 | 335.33 | 31.74% | -0.215 | 0.009 | -0.198 | 0.289 | Login To Trade |
0.357 | -0.248 | 0.011 | 0.674 | 32.23% | 242.25 | 6.31 | 39.64% | 20.00 | 380PCR: 3.55 | 6.75 | 27.09% | 22.40 | 499.80 | 31.25% | -0.322 | 0.012 | -0.239 | 0.355 | Login To Trade |
0.392 | -0.268 | 0.013 | 0.552 | 31.74% | 1,315.80 | 17.29 | 34.89% | 14.00 | 390PCR: 1.62 | 10.85 | 33.91% | 27.96 | 872.10 | 31.01% | -0.447 | 0.013 | -0.262 | 0.392 | Login To Trade |
0.389 | -0.268 | 0.012 | 0.427 | 31.98% | 4,437.00 | 77.71 | 28.94% | 9.50 | 400PCR: 0.59 | 16.35 | 39.65% | 45.63 | 585.23 | 31.01% | -0.576 | 0.013 | -0.259 | 0.388 | Login To Trade |
0.350 | -0.239 | 0.011 | 0.311 | 31.74% | 1,023.83 | 43.83 | 22.50% | 6.00 | 410PCR: 0.39 | 22.80 | 44.12% | 16.89 | 81.60 | 30.76% | -0.696 | 0.011 | -0.230 | 0.347 | Login To Trade |
0.288 | -0.197 | 0.009 | 0.213 | 31.74% | 1,123.28 | 34.09 | 16.28% | 3.65 | 420PCR: 0.34 | 30.40 | 47.18% | 11.62 | 26.78 | 30.27% | -0.799 | 0.009 | -0.181 | 0.278 | Login To Trade |
0.223 | -0.155 | 0.007 | 0.142 | 32.23% | 657.90 | 25.58 | 11.18% | 2.25 | 430PCR: 0.19 | 38.85 | 49.19% | 4.81 | 35.70 | 29.79% | -0.878 | 0.007 | -0.129 | 0.200 | Login To Trade |
0.167 | -0.119 | 0.005 | 0.095 | 33.20% | 299.63 | 29.02 | 7.58% | 1.40 | 440PCR: 0.16 | 48.00 | 50.30% | 4.76 | 31.88 | 29.30% | -0.933 | 0.004 | -0.081 | 0.129 | Login To Trade |
0.126 | -0.094 | 0.004 | 0.066 | 34.67% | 131.33 | 21.61 | 5.24% | 0.95 | 450PCR: 0.28 | 57.00 | 99.00% | 6.03 | 16.58 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.096 | -0.075 | 0.003 | 0.046 | 36.13% | 155.55 | 9.75 | 3.67% | 0.65 | 460PCR: 0.26 | 66.80 | 99.00% | 2.50 | 8.93 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.076 | -0.062 | 0.002 | 0.035 | 38.09% | 14.03 | 3.70 | 2.72% | 0.50 | 470PCR: 0.27 | 77.65 | 51.39% | 0.99 | 0.00 | 38.09% | -0.966 | 0.002 | -0.062 | 0.075 | Login To Trade |
0.057 | -0.048 | 0.002 | 0.024 | 39.06% | 2.55 | 6.13 | 1.89% | 0.30 | 480PCR: 1.77 | 87.00 | 99.00% | 10.82 | 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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