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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 | 3,600PCR: -- | 3.00 | 2.14% | 0.00 | 0.00 | 58.35% | -0.017 | 0.000 | -0.825 | 0.339 | Login To Trade |
1.970 | -8.243 | 0.000 | 0.841 | 100.40% | 0.00 | 0.02 | 42.80% | 756.55 | 3,800PCR: 5.75 | 2.30 | 2.07% | 0.12 | 0.53 | 43.95% | -0.017 | 0.000 | -0.638 | 0.349 | Login To Trade |
2.102 | -7.913 | 0.000 | 0.824 | 90.36% | 0.00 | 0.01 | 42.72% | 657.50 | 3,900PCR: 7.25 | 2.25 | 2.26% | 0.05 | 0.00 | 37.84% | -0.020 | 0.000 | -0.610 | 0.387 | Login To Trade |
2.269 | -7.698 | 0.000 | 0.801 | 81.42% | 0.00 | 0.02 | 42.39% | 561.10 | 4,000PCR: 8.78 | 4.75 | 4.36% | 0.14 | 94.15 | 36.38% | -0.039 | 0.000 | -1.047 | 0.691 | Login To Trade |
2.462 | -7.457 | 0.001 | 0.771 | 72.69% | 0.00 | 0.03 | 41.81% | 466.15 | 4,100PCR: 5.73 | 7.80 | 6.84% | 0.15 | 15.40 | 33.08% | -0.065 | 0.001 | -1.417 | 1.028 | Login To Trade |
1.645 | -2.162 | 0.001 | 0.878 | 31.56% | 2.10 | 0.03 | 46.41% | 298.00 | 4,200PCR: 14.63 | 14.30 | 11.38% | 0.49 | 37.10 | 30.58% | -0.115 | 0.001 | -2.009 | 1.577 | Login To Trade |
2.413 | -3.109 | 0.001 | 0.779 | 30.91% | 2.28 | 0.14 | 43.72% | 215.00 | 4,300PCR: 3.02 | 28.80 | 18.75% | 0.43 | 45.68 | 29.05% | -0.208 | 0.001 | -2.818 | 2.328 | Login To Trade |
3.032 | -3.809 | 0.002 | 0.643 | 30.15% | 13.65 | 0.23 | 39.15% | 143.40 | 4,400PCR: 1.46 | 57.00 | 28.18% | 0.33 | 33.08 | 28.93% | -0.352 | 0.002 | -3.637 | 3.018 | Login To Trade |
3.239 | -4.015 | 0.002 | 0.481 | 29.75% | 135.10 | 0.62 | 32.30% | 86.10 | 4,500PCR: 0.69 | 105.35 | 36.68% | 0.43 | 49.88 | 28.96% | -0.520 | 0.002 | -3.908 | 3.238 | Login To Trade |
2.934 | -3.686 | 0.002 | 0.327 | 30.15% | 100.63 | 0.85 | 24.08% | 51.05 | 4,600PCR: 0.18 | 158.20 | 43.46% | 0.15 | 11.03 | 26.46% | -0.697 | 0.002 | -3.128 | 2.837 | Login To Trade |
2.313 | -2.967 | 0.001 | 0.206 | 30.79% | 132.83 | 0.87 | 16.23% | 28.20 | 4,700PCR: 0.23 | 214.25 | 99.00% | 0.20 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.704 | -2.306 | 0.001 | 0.128 | 32.47% | 73.68 | 0.76 | 10.54% | 16.50 | 4,800PCR: 0.03 | 230.00 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.218 | -1.744 | 0.001 | 0.081 | 34.36% | 16.80 | 0.25 | 6.76% | 10.00 | 4,900PCR: 0.01 | 401.30 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.859 | -1.297 | 0.000 | 0.051 | 36.25% | 84.70 | 0.92 | 4.32% | 6.20 | 5,000PCR: 0.06 | 499.20 | 99.00% | 0.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.497 | -0.860 | 0.000 | 0.026 | 41.50% | 17.85 | 0.44 | 2.17% | 3.35 | 5,200PCR: 0.02 | 803.85 | 48.83% | 0.01 | 0.00 | 93.66% | -0.785 | 0.000 | -9.262 | 2.374 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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