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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 | |
0.086 | -0.203 | 0.008 | 0.821 | 103.52% | 0.00 | 0.99 | 40.75% | 28.25 | 110PCR: 6.33 | 0.15 | 3.08% | 6.25 | 178.60 | 42.97% | -0.025 | 0.004 | -0.019 | 0.019 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 28.20 | 1.08 | 99.00% | 19.40 | 115PCR: 10.04 | 0.30 | 5.31% | 10.86 | 554.60 | 39.06% | -0.046 | 0.007 | -0.028 | 0.032 | Login To Trade |
0.041 | -0.029 | 0.012 | 0.937 | 31.25% | 65.80 | 2.68 | 47.27% | 14.85 | 120PCR: 4.79 | 0.55 | 10.38% | 12.83 | 2,049.20 | 37.11% | -0.097 | 0.014 | -0.048 | 0.057 | Login To Trade |
0.060 | -0.043 | 0.018 | 0.894 | 31.25% | 145.70 | 1.32 | 46.35% | 12.45 | 122.50PCR: 8.79 | 0.70 | 13.14% | 11.56 | 925.90 | 35.16% | -0.129 | 0.018 | -0.056 | 0.070 | Login To Trade |
0.070 | -0.043 | 0.023 | 0.871 | 27.34% | 202.10 | 8.23 | 45.98% | 10.15 | 125PCR: 4.38 | 1.05 | 16.25% | 36.05 | 3,083.20 | 33.20% | -0.168 | 0.023 | -0.063 | 0.083 | Login To Trade |
0.108 | -0.091 | 0.027 | 0.734 | 37.11% | 0.00 | 5.41 | 41.62% | 8.95 | 127.50PCR: 4.66 | 1.50 | 21.74% | 25.19 | 12,854.50 | 32.23% | -0.240 | 0.029 | -0.075 | 0.103 | Login To Trade |
0.118 | -0.084 | 0.035 | 0.682 | 31.25% | 3,637.80 | 24.06 | 40.13% | 6.70 | 130PCR: 1.55 | 2.15 | 26.35% | 37.32 | 5,541.30 | 31.25% | -0.313 | 0.034 | -0.083 | 0.117 | Login To Trade |
0.128 | -0.088 | 0.039 | 0.596 | 30.27% | 3,520.30 | 13.07 | 36.92% | 5.05 | 132.50PCR: 1.64 | 3.10 | 31.91% | 21.48 | 4,230.00 | 31.25% | -0.406 | 0.038 | -0.091 | 0.128 | Login To Trade |
0.132 | -0.091 | 0.040 | 0.497 | 30.27% | 8,384.80 | 44.60 | 32.61% | 3.70 | 135PCR: 1.08 | 4.25 | 36.21% | 48.36 | 4,211.20 | 30.27% | -0.495 | 0.040 | -0.091 | 0.132 | Login To Trade |
0.128 | -0.088 | 0.039 | 0.400 | 30.27% | 1,912.90 | 22.65 | 27.74% | 2.70 | 137.50PCR: 0.34 | 5.80 | 40.68% | 7.61 | 658.00 | 30.27% | -0.606 | 0.038 | -0.087 | 0.127 | Login To Trade |
0.117 | -0.080 | 0.035 | 0.310 | 30.27% | 7,017.10 | 71.30 | 22.44% | 1.95 | 140PCR: 0.28 | 7.60 | 43.52% | 19.79 | 535.80 | 32.23% | -0.678 | 0.034 | -0.087 | 0.118 | Login To Trade |
0.101 | -0.072 | 0.030 | 0.234 | 31.25% | 2,143.20 | 15.70 | 17.77% | 1.35 | 142.50PCR: 0.14 | 9.70 | 45.77% | 2.21 | 319.60 | 33.20% | -0.751 | 0.029 | -0.079 | 0.105 | Login To Trade |
0.085 | -0.060 | 0.025 | 0.174 | 31.25% | 2,660.20 | 45.54 | 13.60% | 1.00 | 145PCR: 0.07 | 11.85 | 47.10% | 3.38 | 173.90 | 36.13% | -0.788 | 0.024 | -0.079 | 0.096 | Login To Trade |
0.069 | -0.051 | 0.020 | 0.128 | 32.23% | 338.40 | 3.01 | 10.19% | 0.65 | 147.50PCR: 0.09 | 12.15 | 99.00% | 0.28 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.062 | -0.049 | 0.016 | 0.110 | 35.16% | 2,815.30 | 45.17 | 8.73% | 0.55 | 150PCR: 0.04 | 14.30 | 99.00% | 2.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.037 | -0.029 | 0.010 | 0.055 | 35.16% | 2,552.10 | 16.31 | 4.41% | 0.30 | 155PCR: 0.02 | 18.90 | 99.00% | 0.38 | 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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