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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 | 0.14 | 99.00% | 19.05 | 100PCR: 49.67 | 0.05 | 0.24% | 7.00 | 4.70 | 62.50% | -0.002 | 0.000 | -0.004 | 0.001 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.56 | 99.00% | 17.00 | 105PCR: 6.33 | 0.05 | 0.90% | 3.57 | 14.10 | 62.50% | -0.007 | 0.001 | -0.013 | 0.004 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.60 | 99.00% | 20.90 | 107.50PCR: 1.15 | 0.10 | 1.56% | 1.83 | 0.00 | 62.50% | -0.012 | 0.002 | -0.021 | 0.007 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 2.49 | 99.00% | 22.10 | 110PCR: 3.75 | 0.05 | 0.00% | 9.35 | 94.00 | 31.25% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.36 | 99.00% | 16.30 | 112.50PCR: 2.07 | 0.10 | 2.29% | 2.82 | 51.70 | 54.69% | -0.019 | 0.004 | -0.027 | 0.011 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 4.70 | 3.57 | 99.00% | 21.00 | 115PCR: 3.78 | 0.05 | 0.09% | 13.49 | 197.40 | 31.25% | -0.001 | 0.000 | -0.001 | 0.001 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 3.20 | 99.00% | 15.40 | 117.50PCR: 3.13 | 0.05 | 0.31% | 10.01 | 79.90 | 31.25% | -0.003 | 0.001 | -0.003 | 0.002 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 15.63% | 42.30 | 18.19 | 49.78% | 16.45 | 120PCR: 1.55 | 0.10 | 3.03% | 28.15 | 1,955.20 | 39.06% | -0.027 | 0.007 | -0.026 | 0.015 | Login To Trade |
0.031 | -0.061 | 0.013 | 0.931 | 42.97% | 14.10 | 11.28 | 47.26% | 14.30 | 122.50PCR: 0.93 | 0.20 | 5.81% | 10.48 | 648.60 | 39.06% | -0.053 | 0.012 | -0.045 | 0.026 | Login To Trade |
0.025 | -0.035 | 0.014 | 0.949 | 31.25% | 747.30 | 16.17 | 48.16% | 11.50 | 125PCR: 1.47 | 0.20 | 7.47% | 23.83 | 2,100.90 | 35.16% | -0.071 | 0.016 | -0.051 | 0.032 | Login To Trade |
0.033 | -0.041 | 0.021 | 0.927 | 27.34% | 535.80 | 13.21 | 47.64% | 9.20 | 127.50PCR: 1.09 | 0.30 | 8.71% | 14.43 | 1,771.90 | 29.30% | -0.086 | 0.023 | -0.050 | 0.037 | Login To Trade |
0.050 | -0.058 | 0.035 | 0.870 | 25.39% | 4,389.80 | 27.54 | 46.61% | 6.85 | 130PCR: 1.90 | 0.55 | 13.81% | 52.45 | 6,128.80 | 27.34% | -0.148 | 0.036 | -0.068 | 0.055 | Login To Trade |
0.074 | -0.086 | 0.052 | 0.755 | 25.39% | 4,982.00 | 18.00 | 43.33% | 4.85 | 132.50PCR: 0.88 | 1.00 | 22.38% | 15.79 | 4,568.40 | 27.34% | -0.259 | 0.050 | -0.095 | 0.077 | Login To Trade |
0.091 | -0.105 | 0.064 | 0.606 | 25.39% | 27,777.00 | 53.86 | 38.22% | 3.15 | 135PCR: 0.77 | 1.75 | 30.16% | 41.64 | 9,987.50 | 25.39% | -0.395 | 0.064 | -0.105 | 0.091 | Login To Trade |
0.093 | -0.104 | 0.068 | 0.439 | 24.41% | 10,518.60 | 26.74 | 30.43% | 1.85 | 137.50PCR: 0.36 | 3.00 | 38.61% | 9.73 | 2,227.80 | 25.39% | -0.566 | 0.066 | -0.107 | 0.093 | Login To Trade |
0.081 | -0.093 | 0.057 | 0.289 | 25.39% | 14,114.10 | 55.41 | 21.80% | 1.10 | 140PCR: 0.23 | 4.70 | 43.84% | 12.55 | 1,569.80 | 25.39% | -0.718 | 0.056 | -0.092 | 0.080 | Login To Trade |
0.062 | -0.074 | 0.042 | 0.179 | 26.37% | 2,951.60 | 9.17 | 14.51% | 0.60 | 142.50PCR: 0.16 | 6.80 | 46.58% | 1.50 | 253.80 | 29.30% | -0.795 | 0.041 | -0.090 | 0.067 | Login To Trade |
0.042 | -0.052 | 0.028 | 0.102 | 27.34% | 3,896.30 | 25.57 | 8.55% | 0.35 | 145PCR: 0.14 | 8.95 | 48.60% | 3.57 | 235.00 | 29.30% | -0.878 | 0.029 | -0.064 | 0.048 | Login To Trade |
0.033 | -0.048 | 0.019 | 0.075 | 31.25% | 357.20 | 2.91 | 6.35% | 0.25 | 147.50PCR: 0.11 | 11.55 | 48.92% | 0.33 | 14.10 | 37.11% | -0.880 | 0.023 | -0.080 | 0.047 | Login To Trade |
0.022 | -0.031 | 0.012 | 0.043 | 31.25% | 874.20 | 5.59 | 3.75% | 0.10 | 150PCR: 0.03 | 13.85 | 49.93% | 0.19 | 9.40 | 39.06% | -0.913 | 0.017 | -0.067 | 0.037 | Login To Trade |
0.012 | -0.018 | 0.007 | 0.022 | 31.25% | 65.80 | 4.23 | 1.85% | 0.10 | 152.50PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.017 | -0.030 | 0.008 | 0.032 | 39.06% | 4.70 | 0.00 | 2.67% | 0.15 | 155PCR: -- | 0.00 | 99.00% | 0.00 | 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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