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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 | |
0.960 | -8.241 | 0.000 | 0.871 | 137.33% | 0.00 | 0.06 | 43.18% | 626.30 | 2,500PCR: 9.00 | 0.20 | 0.30% | 0.51 | 5.25 | 50.78% | -0.002 | 0.000 | -0.108 | 0.034 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,550PCR: -- | 0.15 | 0.35% | 0.24 | 0.38 | 46.88% | -0.003 | 0.000 | -0.117 | 0.040 | Login To Trade |
0.241 | -0.877 | 0.000 | 0.978 | 58.35% | 2.25 | 0.13 | 47.94% | 484.25 | 2,600PCR: 4.71 | 0.60 | 1.02% | 0.60 | 6.00 | 48.83% | -0.009 | 0.000 | -0.320 | 0.105 | Login To Trade |
0.897 | -5.095 | 0.001 | 0.883 | 90.88% | 0.00 | 0.02 | 44.92% | 457.20 | 2,650PCR: 9.20 | 1.60 | 2.17% | 0.17 | 1.13 | 49.80% | -0.018 | 0.000 | -0.645 | 0.207 | Login To Trade |
0.168 | -0.435 | 0.000 | 0.986 | 41.50% | 3.00 | 0.22 | 48.56% | 383.00 | 2,700PCR: 2.84 | 1.10 | 1.77% | 0.62 | 11.25 | 41.99% | -0.015 | 0.000 | -0.464 | 0.177 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,750PCR: -- | 2.10 | 3.15% | 0.33 | 4.50 | 41.02% | -0.028 | 0.000 | -0.757 | 0.295 | Login To Trade |
0.676 | -1.997 | 0.001 | 0.920 | 47.24% | 0.75 | 0.30 | 47.13% | 290.00 | 2,800PCR: 2.49 | 1.65 | 2.99% | 0.74 | 35.63 | 34.18% | -0.027 | 0.000 | -0.614 | 0.287 | Login To Trade |
1.353 | -6.252 | 0.001 | 0.779 | 73.91% | 0.00 | 0.15 | 42.56% | 277.10 | 2,850PCR: 2.73 | 3.45 | 5.57% | 0.41 | 7.88 | 33.20% | -0.053 | 0.001 | -1.023 | 0.493 | Login To Trade |
1.014 | -2.476 | 0.001 | 0.860 | 39.06% | 13.13 | 1.07 | 45.95% | 195.00 | 2,900PCR: 1.00 | 3.95 | 6.99% | 1.07 | 138.75 | 28.08% | -0.069 | 0.001 | -1.060 | 0.604 | Login To Trade |
0.851 | -1.285 | 0.002 | 0.891 | 24.17% | 29.63 | 0.37 | 47.16% | 137.00 | 2,950PCR: 3.03 | 7.50 | 11.93% | 1.13 | 164.63 | 26.12% | -0.125 | 0.002 | -1.532 | 0.938 | Login To Trade |
1.396 | -2.215 | 0.003 | 0.767 | 25.39% | 126.38 | 2.03 | 43.74% | 97.20 | 3,000PCR: 1.36 | 14.70 | 19.51% | 2.76 | 417.75 | 24.54% | -0.224 | 0.003 | -2.090 | 1.363 | Login To Trade |
1.741 | -2.677 | 0.003 | 0.617 | 24.60% | 184.13 | 1.43 | 38.57% | 61.75 | 3,050PCR: 1.44 | 30.00 | 29.41% | 2.06 | 390.75 | 24.17% | -0.382 | 0.004 | -2.627 | 1.739 | Login To Trade |
1.803 | -2.806 | 0.004 | 0.445 | 24.90% | 1,256.63 | 2.92 | 30.92% | 36.35 | 3,100PCR: 0.69 | 54.25 | 38.06% | 2.01 | 1,576.13 | 23.99% | -0.561 | 0.004 | -2.696 | 1.798 | Login To Trade |
1.552 | -2.487 | 0.003 | 0.286 | 25.63% | 1,549.88 | 4.74 | 21.99% | 20.55 | 3,150PCR: 0.33 | 87.20 | 43.90% | 1.58 | 210.38 | 24.60% | -0.719 | 0.003 | -2.364 | 1.538 | Login To Trade |
1.146 | -1.866 | 0.002 | 0.168 | 26.06% | 810.00 | 4.18 | 13.89% | 10.35 | 3,200PCR: 0.18 | 130.20 | 47.10% | 0.75 | 108.75 | 26.79% | -0.825 | 0.002 | -1.969 | 1.176 | Login To Trade |
0.760 | -1.271 | 0.001 | 0.093 | 26.73% | 292.13 | 1.48 | 8.06% | 5.20 | 3,250PCR: 0.10 | 176.90 | 48.57% | 0.15 | 7.13 | 30.15% | -0.880 | 0.002 | -1.723 | 0.914 | Login To Trade |
0.476 | -0.828 | 0.001 | 0.051 | 27.83% | 312.75 | 1.70 | 4.47% | 2.70 | 3,300PCR: 0.04 | 223.85 | 49.59% | 0.06 | 0.75 | 31.98% | -0.923 | 0.001 | -1.316 | 0.658 | Login To Trade |
0.318 | -0.591 | 0.001 | 0.031 | 29.79% | 46.13 | 0.77 | 2.72% | 1.65 | 3,350PCR: 0.02 | 251.30 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.215 | -0.427 | 0.000 | 0.019 | 31.74% | 100.50 | 1.45 | 1.70% | 1.00 | 3,400PCR: 0.04 | 310.65 | 99.00% | 0.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.172 | -0.373 | 0.000 | 0.015 | 34.67% | 20.25 | 0.43 | 1.29% | 0.85 | 3,450PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.152 | -0.363 | 0.000 | 0.013 | 38.09% | 17.25 | 1.16 | 1.11% | 0.80 | 3,500PCR: 0.05 | 380.00 | 99.00% | 0.06 | 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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