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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 | 960PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 980PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 139.00 | 1,000PCR: 42.00 | 0.20 | 0.92% | 0.46 | 5.50 | 46.88% | -0.008 | 0.000 | -0.108 | 0.037 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,010PCR: -- | 1.00 | 3.14% | 0.01 | 0.00 | 55.66% | -0.027 | 0.001 | -0.376 | 0.108 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,020PCR: -- | 0.40 | 1.51% | 0.21 | 0.00 | 44.92% | -0.013 | 0.000 | -0.163 | 0.058 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,030PCR: -- | 0.25 | 1.34% | 0.45 | 40.70 | 41.02% | -0.011 | 0.000 | -0.135 | 0.053 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,040PCR: -- | 0.25 | 1.13% | 1.16 | 24.75 | 37.11% | -0.010 | 0.000 | -0.106 | 0.046 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.10 | 99.00% | 110.00 | 1,050PCR: 15.17 | 0.40 | 1.76% | 1.50 | 96.25 | 37.11% | -0.016 | 0.001 | -0.159 | 0.068 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.09 | 99.00% | 106.35 | 1,060PCR: 5.29 | 0.45 | 2.02% | 0.50 | 39.60 | 35.16% | -0.018 | 0.001 | -0.171 | 0.078 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.20 | 99.00% | 81.15 | 1,070PCR: 2.41 | 0.45 | 2.39% | 0.49 | 71.50 | 33.20% | -0.022 | 0.001 | -0.188 | 0.091 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 2.20 | 0.19 | 99.00% | 100.00 | 1,080PCR: 8.66 | 0.35 | 2.11% | 1.67 | 63.80 | 29.30% | -0.019 | 0.001 | -0.151 | 0.082 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.55 | 0.18 | 99.00% | 88.35 | 1,090PCR: 3.44 | 0.65 | 3.40% | 0.61 | 163.35 | 29.30% | -0.032 | 0.001 | -0.229 | 0.125 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 37.95 | 0.42 | 99.00% | 74.15 | 1,100PCR: 4.74 | 0.75 | 4.14% | 1.98 | 244.75 | 27.34% | -0.039 | 0.002 | -0.254 | 0.148 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 20.90 | 0.37 | 99.00% | 70.15 | 1,110PCR: 3.87 | 1.00 | 5.43% | 1.45 | 300.85 | 25.88% | -0.053 | 0.002 | -0.304 | 0.188 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 58.85 | 0.53 | 99.00% | 60.05 | 1,120PCR: 3.38 | 1.35 | 7.16% | 1.78 | 422.95 | 24.41% | -0.071 | 0.003 | -0.363 | 0.238 | Login To Trade |
0.143 | -0.148 | 0.003 | 0.963 | 16.60% | 45.10 | 1.21 | 48.89% | 50.65 | 1,130PCR: 1.31 | 2.00 | 9.92% | 1.58 | 436.15 | 23.44% | -0.102 | 0.004 | -0.456 | 0.311 | Login To Trade |
0.412 | -0.597 | 0.006 | 0.848 | 23.19% | 152.35 | 1.09 | 46.08% | 43.50 | 1,140PCR: 1.75 | 3.30 | 13.88% | 1.91 | 1,241.90 | 22.95% | -0.150 | 0.006 | -0.584 | 0.407 | Login To Trade |
0.501 | -0.688 | 0.007 | 0.792 | 21.97% | 486.20 | 1.50 | 44.60% | 34.80 | 1,150PCR: 0.90 | 5.00 | 18.84% | 1.34 | 889.90 | 22.71% | -0.215 | 0.007 | -0.725 | 0.511 | Login To Trade |
0.591 | -0.771 | 0.009 | 0.717 | 20.87% | 1,153.35 | 1.53 | 42.34% | 26.85 | 1,160PCR: 0.67 | 7.70 | 24.48% | 1.02 | 729.85 | 22.83% | -0.299 | 0.009 | -0.865 | 0.606 | Login To Trade |
0.668 | -0.913 | 0.010 | 0.614 | 21.85% | 2,535.50 | 2.84 | 38.54% | 20.95 | 1,170PCR: 0.43 | 11.60 | 30.05% | 1.21 | 927.30 | 23.32% | -0.394 | 0.009 | -0.980 | 0.672 | Login To Trade |
0.696 | -1.014 | 0.010 | 0.494 | 23.32% | 2,773.10 | 2.98 | 33.37% | 15.80 | 1,180PCR: 0.21 | 16.20 | 34.98% | 0.63 | 605.00 | 23.44% | -0.491 | 0.010 | -1.021 | 0.697 | Login To Trade |
0.674 | -0.998 | 0.009 | 0.400 | 23.68% | 1,694.00 | 1.29 | 28.64% | 11.50 | 1,190PCR: 0.24 | 22.00 | 39.08% | 0.31 | 272.25 | 23.80% | -0.586 | 0.009 | -1.013 | 0.681 | Login To Trade |
0.626 | -0.908 | 0.009 | 0.322 | 23.19% | 2,658.15 | 3.45 | 24.27% | 8.10 | 1,200PCR: 0.08 | 28.00 | 43.47% | 0.29 | 86.90 | 21.36% | -0.709 | 0.009 | -0.799 | 0.598 | Login To Trade |
0.547 | -0.801 | 0.008 | 0.243 | 23.44% | 893.20 | 1.38 | 19.28% | 5.50 | 1,210PCR: 0.10 | 47.20 | 41.89% | 0.14 | 0.00 | 42.48% | -0.642 | 0.005 | -1.731 | 0.652 | Login To Trade |
0.451 | -0.660 | 0.006 | 0.175 | 23.44% | 454.30 | 1.55 | 14.48% | 3.75 | 1,220PCR: 0.02 | 54.40 | 43.49% | 0.04 | 0.00 | 42.97% | -0.688 | 0.005 | -1.661 | 0.618 | Login To Trade |
0.355 | -0.526 | 0.005 | 0.123 | 23.68% | 342.10 | 2.18 | 10.49% | 2.50 | 1,230PCR: 0.01 | 52.90 | 47.96% | 0.03 | 8.80 | 25.39% | -0.860 | 0.005 | -0.617 | 0.389 | Login To Trade |
0.270 | -0.404 | 0.004 | 0.084 | 23.93% | 244.20 | 2.79 | 7.36% | 1.60 | 1,240PCR: 0.01 | 94.40 | 42.94% | 0.04 | 0.00 | 83.74% | -0.632 | 0.003 | -3.447 | 0.659 | Login To Trade |
0.214 | -0.334 | 0.003 | 0.062 | 24.90% | 143.55 | 1.13 | 5.50% | 1.10 | 1,250PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.149 | -0.232 | 0.002 | 0.040 | 24.90% | 72.60 | 0.94 | 3.53% | 0.70 | 1,260PCR: 0.00 | 110.20 | 44.43% | 0.00 | 0.00 | 86.79% | -0.671 | 0.002 | -3.427 | 0.632 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,270PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.070 | -0.112 | 0.001 | 0.016 | 25.39% | 26.40 | 3.49 | 1.45% | 0.30 | 1,280PCR: 0.00 | 129.00 | 45.50% | 0.01 | 0.00 | 93.51% | -0.697 | 0.002 | -3.567 | 0.610 | Login To Trade |
0.043 | -0.073 | 0.001 | 0.009 | 27.34% | 78.10 | 1.88 | 0.81% | 0.10 | 1,300PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,320PCR: -- | 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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