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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 | |
0.479 | -0.957 | 0.002 | 0.817 | 83.98% | 4.50 | 0.11 | 41.71% | 129.00 | 640PCR: 145.40 | 1.15 | 4.48% | 16.36 | 1,263.00 | 39.06% | -0.038 | 0.001 | -0.139 | 0.150 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 660PCR: -- | 2.05 | 7.46% | 9.67 | 1,170.75 | 37.60% | -0.067 | 0.002 | -0.210 | 0.234 | Login To Trade |
0.327 | -0.270 | 0.003 | 0.896 | 34.67% | 8.25 | 0.20 | 46.28% | 75.60 | 680PCR: 46.30 | 3.75 | 11.61% | 9.38 | 1,383.75 | 35.89% | -0.112 | 0.003 | -0.293 | 0.343 | Login To Trade |
0.471 | -0.384 | 0.004 | 0.821 | 34.18% | 109.50 | 2.38 | 44.39% | 58.25 | 700PCR: 12.83 | 6.30 | 17.30% | 30.51 | 4,653.75 | 34.42% | -0.180 | 0.004 | -0.388 | 0.473 | Login To Trade |
0.539 | -0.429 | 0.005 | 0.777 | 33.45% | 27.00 | 0.35 | 43.11% | 50.40 | 710PCR: 20.83 | 7.90 | 20.40% | 7.19 | 1,417.50 | 33.33% | -0.222 | 0.005 | -0.426 | 0.537 | Login To Trade |
0.608 | -0.491 | 0.005 | 0.720 | 33.94% | 355.50 | 0.94 | 41.27% | 43.50 | 720PCR: 21.80 | 10.10 | 23.80% | 20.44 | 3,818.25 | 32.23% | -0.272 | 0.006 | -0.459 | 0.599 | Login To Trade |
0.655 | -0.493 | 0.006 | 0.669 | 31.62% | 132.75 | 1.88 | 39.60% | 35.40 | 730PCR: 9.64 | 12.55 | 27.29% | 18.08 | 4,947.75 | 30.88% | -0.328 | 0.006 | -0.479 | 0.652 | Login To Trade |
0.695 | -0.495 | 0.007 | 0.606 | 29.91% | 582.75 | 3.56 | 37.31% | 28.30 | 740PCR: 5.59 | 15.90 | 31.05% | 19.92 | 5,268.00 | 30.03% | -0.395 | 0.007 | -0.497 | 0.695 | Login To Trade |
0.718 | -0.501 | 0.007 | 0.532 | 29.30% | 1,566.75 | 8.36 | 34.21% | 22.25 | 750PCR: 5.22 | 19.85 | 34.75% | 43.68 | 7,762.50 | 29.30% | -0.468 | 0.007 | -0.501 | 0.718 | Login To Trade |
0.716 | -0.493 | 0.008 | 0.456 | 28.93% | 3,869.25 | 15.56 | 30.68% | 17.35 | 760PCR: 2.15 | 25.00 | 38.17% | 33.41 | 7,959.75 | 28.81% | -0.544 | 0.008 | -0.491 | 0.716 | Login To Trade |
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0.687 | -0.465 | 0.007 | 0.380 | 28.44% | 8,061.00 | 23.87 | 26.75% | 13.20 | 770PCR: 1.03 | 30.55 | 41.15% | 24.57 | 5,781.75 | 28.32% | -0.620 | 0.007 | -0.463 | 0.687 | Login To Trade |
0.637 | -0.432 | 0.007 | 0.311 | 28.44% | 14,871.00 | 49.97 | 22.75% | 9.85 | 780PCR: 0.57 | 37.15 | 43.72% | 28.69 | 4,299.75 | 28.08% | -0.692 | 0.007 | -0.424 | 0.635 | Login To Trade |
0.572 | -0.389 | 0.006 | 0.249 | 28.56% | 8,869.50 | 37.99 | 18.89% | 7.40 | 790PCR: 0.45 | 44.90 | 45.79% | 16.98 | 1,260.00 | 27.83% | -0.757 | 0.006 | -0.374 | 0.565 | Login To Trade |
0.504 | -0.348 | 0.005 | 0.199 | 29.05% | 15,618.75 | 121.42 | 15.50% | 5.65 | 800PCR: 0.37 | 52.95 | 47.18% | 44.35 | 1,106.25 | 28.56% | -0.805 | 0.005 | -0.338 | 0.497 | Login To Trade |
0.430 | -0.300 | 0.004 | 0.155 | 29.30% | 5,014.50 | 42.98 | 12.33% | 4.15 | 810PCR: 0.23 | 62.50 | 48.65% | 9.98 | 111.00 | 26.86% | -0.867 | 0.004 | -0.248 | 0.388 | Login To Trade |
0.368 | -0.263 | 0.004 | 0.123 | 30.03% | 6,639.75 | 101.36 | 9.95% | 3.20 | 820PCR: 0.21 | 69.70 | 49.57% | 20.99 | 88.50 | 26.61% | -0.906 | 0.004 | -0.192 | 0.302 | Login To Trade |
0.311 | -0.228 | 0.003 | 0.098 | 30.76% | 2,919.00 | 49.82 | 7.93% | 2.50 | 830PCR: 0.16 | 79.10 | 50.02% | 7.83 | 64.50 | 27.83% | -0.925 | 0.003 | -0.169 | 0.256 | Login To Trade |
0.253 | -0.187 | 0.003 | 0.074 | 31.01% | 2,327.25 | 33.16 | 6.07% | 1.85 | 840PCR: 0.18 | 89.25 | 50.28% | 6.13 | 47.25 | 30.27% | -0.931 | 0.002 | -0.173 | 0.240 | Login To Trade |
0.203 | -0.151 | 0.002 | 0.056 | 31.25% | 4,134.00 | 80.92 | 4.59% | 1.35 | 850PCR: 0.25 | 98.10 | 50.87% | 20.38 | 61.50 | 25.39% | -0.976 | 0.001 | -0.062 | 0.102 | Login To Trade |
0.172 | -0.132 | 0.002 | 0.045 | 32.23% | 1,298.25 | 26.42 | 3.71% | 1.10 | 860PCR: 0.14 | 102.70 | 99.00% | 3.80 | 12.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.139 | -0.108 | 0.001 | 0.035 | 32.71% | 808.50 | 15.20 | 2.85% | 0.80 | 870PCR: 0.04 | 108.00 | 99.00% | 0.62 | 3.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.119 | -0.095 | 0.001 | 0.029 | 33.69% | 957.00 | 17.69 | 2.34% | 0.65 | 880PCR: 0.06 | 126.00 | 99.00% | 1.05 | 9.75 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.108 | -0.090 | 0.001 | 0.026 | 35.16% | 293.25 | 6.53 | 2.06% | 0.55 | 890PCR: 0.10 | 112.30 | 99.00% | 0.64 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.103 | -0.091 | 0.001 | 0.025 | 37.11% | 1,455.75 | 62.27 | 1.94% | 0.55 | 900PCR: 0.07 | 144.40 | 99.00% | 4.41 | 15.75 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.062 | -0.055 | 0.001 | 0.013 | 37.11% | 510.00 | 20.48 | 1.05% | 0.35 | 920PCR: 0.02 | 149.30 | 99.00% | 0.32 | 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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