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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 | 11,500PCR: -- | 1.80 | 0.62% | 0.01 | 0.68 | 68.85% | -0.005 | 0.000 | -1.636 | 0.238 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 12,000PCR: -- | 1.05 | 0.47% | 0.12 | 1.28 | 52.73% | -0.004 | 0.000 | -1.026 | 0.195 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 12,250PCR: -- | 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% | 1600.65 | 12,500PCR: 63.50 | 1.80 | 0.85% | 0.10 | 0.38 | 42.97% | -0.007 | 0.000 | -1.468 | 0.342 | Login To Trade |
4.435 | -47.464 | 0.000 | 0.814 | 107.06% | 0.00 | 0.01 | 43.25% | 1589.55 | 12,750PCR: 3.00 | 1.50 | 0.84% | 0.02 | 0.08 | 35.89% | -0.007 | 0.000 | -1.228 | 0.342 | Login To Trade |
4.506 | -38.352 | 0.000 | 0.808 | 85.11% | 0.23 | 0.01 | 43.64% | 1264.95 | 13,000PCR: 88.60 | 3.90 | 2.02% | 0.66 | 84.38 | 33.94% | -0.019 | 0.000 | -2.565 | 0.756 | Login To Trade |
5.920 | -83.629 | 0.000 | 0.678 | 141.28% | 0.00 | 0.01 | 37.90% | 1395.00 | 13,250PCR: 13.14 | 6.55 | 3.52% | 0.07 | 17.85 | 29.60% | -0.034 | 0.000 | -3.653 | 1.234 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 587.25 | 13,500PCR: 9.83 | 13.05 | 6.70% | 0.21 | 74.70 | 25.39% | -0.067 | 0.000 | -5.453 | 2.148 | Login To Trade |
5.153 | -16.637 | 0.001 | 0.758 | 32.29% | 3.15 | 0.03 | 43.49% | 436.55 | 13,750PCR: 7.44 | 40.00 | 16.11% | 0.25 | 53.10 | 24.38% | -0.179 | 0.001 | -10.546 | 4.325 | Login To Trade |
6.384 | -17.914 | 0.001 | 0.599 | 28.06% | 83.78 | 0.21 | 37.95% | 244.00 | 14,000PCR: 1.85 | 102.65 | 29.18% | 0.40 | 116.48 | 22.99% | -0.382 | 0.001 | -14.475 | 6.295 | Login To Trade |
6.312 | -17.374 | 0.001 | 0.385 | 27.53% | 191.18 | 0.24 | 27.90% | 120.40 | 14,250PCR: 0.41 | 247.95 | 40.47% | 0.10 | 35.03 | 25.39% | -0.625 | 0.001 | -15.893 | 6.260 | Login To Trade |
4.870 | -13.748 | 0.001 | 0.218 | 28.23% | 297.98 | 0.65 | 17.59% | 56.40 | 14,500PCR: 0.26 | 420.85 | 47.35% | 0.17 | 6.60 | 22.67% | -0.845 | 0.001 | -8.908 | 3.929 | Login To Trade |
3.155 | -9.724 | 0.000 | 0.113 | 30.82% | 187.58 | 0.39 | 9.66% | 28.30 | 14,750PCR: 0.21 | 620.15 | 99.00% | 0.08 | 5.78 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.992 | -6.664 | 0.000 | 0.061 | 33.45% | 412.88 | 1.33 | 5.37% | 12.45 | 15,000PCR: 0.06 | 854.75 | 99.00% | 0.08 | 6.90 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.328 | -4.870 | 0.000 | 0.037 | 36.68% | 124.65 | 0.34 | 3.24% | 8.75 | 15,250PCR: 0.01 | 1035.00 | 99.00% | 0.00 | 0.38 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.046 | -4.327 | 0.000 | 0.028 | 41.38% | 134.03 | 0.64 | 2.41% | 7.00 | 15,500PCR: 0.04 | 1259.50 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.779 | -3.500 | 0.000 | 0.019 | 44.92% | 25.28 | 0.16 | 1.68% | 5.15 | 15,750PCR: 0.02 | 1504.95 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.661 | -3.266 | 0.000 | 0.016 | 49.44% | 79.80 | 0.62 | 1.36% | 4.60 | 16,000PCR: 0.06 | 1770.00 | 99.00% | 0.04 | 3.45 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.079 | -6.714 | 0.000 | 0.029 | 62.26% | 0.00 | 0.02 | 2.36% | 11.00 | 16,250PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.348 | -1.896 | 0.000 | 0.008 | 54.44% | 97.35 | 0.33 | 0.64% | 2.20 | 16,500PCR: 0.02 | 1700.00 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.227 | -1.376 | 0.000 | 0.005 | 60.55% | 18.75 | 0.07 | 0.38% | 1.50 | 17,000PCR: 0.01 | 3075.00 | 50.16% | 0.00 | 0.00 | 151.18% | -0.830 | 0.000 | -63.271 | 4.187 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 17,500PCR: -- | 3480.00 | 51.34% | 0.00 | 0.00 | 136.05% | -0.897 | 0.000 | -40.219 | 2.957 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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