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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 | 85PCR: -- | 0.10 | 1.51% | 4.00 | 16.00 | 93.75% | -0.011 | 0.002 | -0.031 | 0.005 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 87.50PCR: -- | 0.10 | 2.59% | 1.12 | 16.00 | 93.75% | -0.019 | 0.003 | -0.050 | 0.007 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 2.08 | 99.00% | 20.95 | 90PCR: 5.21 | 0.05 | 0.42% | 10.84 | 212.00 | 62.50% | -0.003 | 0.001 | -0.007 | 0.002 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 92.50PCR: -- | 0.05 | 1.05% | 4.56 | 108.00 | 62.50% | -0.009 | 0.002 | -0.016 | 0.004 | Login To Trade |
0.030 | -0.244 | 0.011 | 0.886 | 113.28% | 4.00 | 0.16 | 44.48% | 19.50 | 95PCR: 65.00 | 0.05 | 2.22% | 10.40 | 644.00 | 62.50% | -0.018 | 0.005 | -0.031 | 0.007 | Login To Trade |
0.033 | -0.245 | 0.013 | 0.871 | 103.52% | 16.00 | 1.52 | 44.40% | 17.10 | 97.50PCR: 5.71 | 0.05 | 2.50% | 8.68 | 112.00 | 54.69% | -0.022 | 0.006 | -0.032 | 0.008 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 160.00 | 10.12 | 99.00% | 13.15 | 100PCR: 4.59 | 0.10 | 2.73% | 46.44 | 5,060.00 | 46.88% | -0.024 | 0.008 | -0.030 | 0.009 | Login To Trade |
0.045 | -0.315 | 0.019 | 0.791 | 97.66% | 64.00 | 2.88 | 42.34% | 12.75 | 102.50PCR: 2.90 | 0.20 | 6.15% | 8.36 | 532.00 | 46.88% | -0.057 | 0.016 | -0.060 | 0.018 | Login To Trade |
0.027 | -0.082 | 0.025 | 0.905 | 42.97% | 608.00 | 17.56 | 47.10% | 8.65 | 105PCR: 1.40 | 0.30 | 9.23% | 24.56 | 3,340.00 | 42.97% | -0.090 | 0.024 | -0.079 | 0.026 | Login To Trade |
0.041 | -0.127 | 0.039 | 0.820 | 42.97% | 412.00 | 13.60 | 44.76% | 6.50 | 107.50PCR: 1.74 | 0.55 | 14.90% | 23.64 | 2,288.00 | 39.06% | -0.159 | 0.040 | -0.106 | 0.038 | Login To Trade |
0.052 | -0.138 | 0.057 | 0.727 | 37.11% | 3,404.00 | 32.96 | 41.94% | 4.35 | 110PCR: 1.32 | 0.95 | 23.30% | 43.56 | 5,936.00 | 37.11% | -0.273 | 0.057 | -0.138 | 0.052 | Login To Trade |
0.062 | -0.164 | 0.068 | 0.566 | 37.11% | 3,140.00 | 9.64 | 36.41% | 2.70 | 112.50PCR: 1.96 | 1.85 | 32.15% | 18.92 | 5,576.00 | 35.16% | -0.432 | 0.071 | -0.155 | 0.062 | Login To Trade |
0.061 | -0.165 | 0.065 | 0.400 | 38.09% | 18,280.00 | 52.40 | 28.19% | 1.60 | 115PCR: 0.40 | 3.25 | 40.08% | 20.72 | 5,824.00 | 35.16% | -0.610 | 0.070 | -0.151 | 0.060 | Login To Trade |
0.052 | -0.152 | 0.051 | 0.271 | 41.02% | 6,672.00 | 21.80 | 20.70% | 1.00 | 117.50PCR: 0.39 | 5.05 | 45.12% | 8.60 | 1,876.00 | 37.11% | -0.752 | 0.054 | -0.132 | 0.050 | Login To Trade |
0.042 | -0.128 | 0.039 | 0.182 | 42.97% | 7,396.00 | 99.28 | 14.54% | 0.60 | 120PCR: 0.21 | 7.20 | 47.51% | 20.76 | 1,416.00 | 42.97% | -0.821 | 0.039 | -0.126 | 0.041 | Login To Trade |
0.028 | -0.085 | 0.026 | 0.100 | 42.97% | 1,644.00 | 17.92 | 8.36% | 0.30 | 122.50PCR: 0.10 | 9.70 | 48.84% | 1.80 | 364.00 | 50.78% | -0.859 | 0.028 | -0.128 | 0.035 | Login To Trade |
0.018 | -0.054 | 0.017 | 0.056 | 42.97% | 4,152.00 | 52.08 | 4.73% | 0.20 | 125PCR: 0.18 | 12.00 | 49.56% | 9.56 | 284.00 | 54.69% | -0.894 | 0.021 | -0.113 | 0.029 | Login To Trade |
0.013 | -0.043 | 0.011 | 0.037 | 46.88% | 584.00 | 7.28 | 3.09% | 0.15 | 127.50PCR: 0.04 | 11.75 | 99.00% | 0.32 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.007 | -0.025 | 0.006 | 0.019 | 46.88% | 940.00 | 28.92 | 1.59% | 0.10 | 130PCR: 0.50 | 16.70 | 50.95% | 14.36 | 260.00 | 54.69% | -0.961 | 0.010 | -0.052 | 0.013 | Login To Trade |
0.009 | -0.040 | 0.006 | 0.025 | 62.50% | 56.00 | 31.68 | 1.97% | 0.05 | 135PCR: 1.05 | 20.70 | 99.00% | 33.20 | 88.00 | 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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