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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% | 6.75 | 0.15 | 99.00% | 126.00 | 640PCR: 114.50 | 0.80 | 3.65% | 17.18 | 1,989.00 | 41.99% | -0.030 | 0.001 | -0.129 | 0.123 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 660PCR: -- | 1.50 | 5.53% | 10.91 | 1,479.00 | 39.55% | -0.048 | 0.001 | -0.177 | 0.179 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 13.50 | 0.27 | 99.00% | 85.35 | 680PCR: 33.94 | 2.50 | 8.41% | 9.17 | 1,550.25 | 37.11% | -0.077 | 0.002 | -0.241 | 0.260 | Login To Trade |
0.381 | -0.342 | 0.003 | 0.870 | 35.89% | 165.00 | 2.62 | 45.62% | 71.00 | 700PCR: 11.70 | 4.25 | 13.29% | 30.63 | 7,104.75 | 35.64% | -0.131 | 0.003 | -0.340 | 0.381 | Login To Trade |
0.280 | -0.169 | 0.004 | 0.915 | 24.17% | 15.75 | 0.32 | 47.26% | 57.75 | 710PCR: 25.14 | 5.25 | 15.60% | 7.92 | 2,070.75 | 33.94% | -0.160 | 0.004 | -0.370 | 0.436 | Login To Trade |
0.501 | -0.411 | 0.005 | 0.801 | 32.84% | 633.00 | 1.66 | 43.90% | 52.85 | 720PCR: 14.10 | 6.70 | 18.44% | 23.38 | 7,942.50 | 32.47% | -0.197 | 0.005 | -0.404 | 0.497 | Login To Trade |
0.565 | -0.446 | 0.006 | 0.754 | 31.62% | 210.00 | 1.94 | 42.55% | 44.60 | 730PCR: 9.58 | 8.20 | 21.78% | 18.54 | 7,312.50 | 31.25% | -0.244 | 0.006 | -0.439 | 0.562 | Login To Trade |
0.628 | -0.489 | 0.006 | 0.695 | 31.13% | 1,542.75 | 3.43 | 40.62% | 36.95 | 740PCR: 5.63 | 10.35 | 25.39% | 19.31 | 8,916.00 | 30.03% | -0.299 | 0.006 | -0.468 | 0.623 | Login To Trade |
0.675 | -0.499 | 0.007 | 0.633 | 29.54% | 4,490.25 | 11.39 | 38.45% | 30.05 | 750PCR: 3.84 | 13.40 | 29.27% | 43.73 | 11,893.50 | 28.81% | -0.364 | 0.007 | -0.485 | 0.674 | Login To Trade |
0.707 | -0.503 | 0.008 | 0.560 | 28.44% | 9,062.25 | 16.30 | 35.54% | 23.50 | 760PCR: 1.75 | 16.90 | 33.21% | 28.46 | 11,635.50 | 27.95% | -0.439 | 0.008 | -0.494 | 0.707 | Login To Trade |
0.715 | -0.495 | 0.008 | 0.481 | 27.71% | 14,022.75 | 21.75 | 31.99% | 18.10 | 770PCR: 1.34 | 21.30 | 36.99% | 29.24 | 7,723.50 | 27.34% | -0.520 | 0.008 | -0.488 | 0.715 | Login To Trade |
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0.693 | -0.474 | 0.008 | 0.401 | 27.34% | 14,624.25 | 44.26 | 27.96% | 13.60 | 780PCR: 0.65 | 26.90 | 40.36% | 28.61 | 3,420.00 | 26.86% | -0.601 | 0.008 | -0.465 | 0.692 | Login To Trade |
0.645 | -0.437 | 0.007 | 0.325 | 27.10% | 8,588.25 | 35.13 | 23.69% | 10.05 | 790PCR: 0.43 | 33.45 | 43.20% | 15.10 | 877.50 | 26.37% | -0.680 | 0.008 | -0.422 | 0.641 | Login To Trade |
0.580 | -0.397 | 0.007 | 0.259 | 27.34% | 16,752.75 | 105.42 | 19.65% | 7.40 | 800PCR: 0.41 | 40.45 | 45.52% | 42.71 | 1,222.50 | 25.88% | -0.754 | 0.007 | -0.366 | 0.565 | Login To Trade |
0.506 | -0.349 | 0.006 | 0.203 | 27.59% | 4,758.00 | 41.58 | 15.86% | 5.40 | 810PCR: 0.23 | 48.70 | 47.26% | 9.77 | 112.50 | 25.76% | -0.815 | 0.006 | -0.308 | 0.479 | Login To Trade |
0.434 | -0.306 | 0.005 | 0.159 | 28.20% | 6,768.75 | 96.27 | 12.70% | 4.05 | 820PCR: 0.22 | 57.60 | 48.02% | 21.05 | 132.00 | 28.32% | -0.837 | 0.005 | -0.313 | 0.442 | Login To Trade |
0.367 | -0.264 | 0.004 | 0.124 | 28.81% | 3,792.00 | 50.72 | 10.06% | 3.05 | 830PCR: 0.15 | 66.95 | 49.00% | 7.57 | 66.00 | 28.32% | -0.880 | 0.004 | -0.253 | 0.358 | Login To Trade |
0.303 | -0.222 | 0.003 | 0.095 | 29.30% | 2,281.50 | 34.85 | 7.80% | 2.25 | 840PCR: 0.17 | 75.50 | 49.96% | 5.99 | 52.50 | 26.37% | -0.928 | 0.003 | -0.162 | 0.245 | Login To Trade |
0.256 | -0.194 | 0.003 | 0.076 | 30.27% | 4,102.50 | 75.56 | 6.26% | 1.80 | 850PCR: 0.27 | 84.50 | 50.38% | 20.43 | 75.00 | 26.86% | -0.948 | 0.002 | -0.129 | 0.191 | Login To Trade |
0.208 | -0.160 | 0.002 | 0.058 | 30.76% | 1,463.25 | 24.76 | 4.79% | 1.35 | 860PCR: 0.15 | 94.25 | 99.00% | 3.74 | 16.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.168 | -0.131 | 0.002 | 0.044 | 31.25% | 936.75 | 15.28 | 3.65% | 1.05 | 870PCR: 0.04 | 115.65 | 48.51% | 0.62 | 6.00 | 60.55% | -0.796 | 0.003 | -0.769 | 0.508 | Login To Trade |
0.137 | -0.108 | 0.001 | 0.034 | 31.74% | 962.25 | 17.18 | 2.84% | 0.75 | 880PCR: 0.06 | 113.00 | 99.00% | 0.97 | 7.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.119 | -0.099 | 0.001 | 0.029 | 33.20% | 374.25 | 6.59 | 2.39% | 0.65 | 890PCR: 0.10 | 112.30 | 99.00% | 0.64 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.114 | -0.100 | 0.001 | 0.028 | 35.16% | 1,407.75 | 60.17 | 2.23% | 0.65 | 900PCR: 0.07 | 137.00 | 50.68% | 4.34 | 19.50 | 49.32% | -0.909 | 0.002 | -0.363 | 0.295 | Login To Trade |
0.085 | -0.079 | 0.001 | 0.020 | 37.11% | 525.75 | 20.03 | 1.56% | 0.45 | 920PCR: 0.02 | 154.05 | 51.45% | 0.31 | 6.75 | 39.06% | -0.974 | 0.001 | -0.105 | 0.107 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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