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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 | 900PCR: -- | 0.40 | 1.48% | 0.10 | 0.00 | 28.32% | -0.012 | 0.000 | -0.047 | 0.096 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 920PCR: -- | 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 | 940PCR: -- | 0.85 | 3.32% | 1.32 | 8.80 | 25.39% | -0.029 | 0.001 | -0.088 | 0.201 | Login To Trade |
0.345 | -0.166 | 0.001 | 0.943 | 28.08% | 0.00 | 0.01 | 47.41% | 125.85 | 950PCR: 0.50 | 2.00 | 6.11% | 0.01 | 0.00 | 27.83% | -0.055 | 0.001 | -0.162 | 0.338 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 960PCR: -- | 1.45 | 5.17% | 0.08 | 7.70 | 24.17% | -0.047 | 0.001 | -0.124 | 0.297 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 970PCR: -- | 1.60 | 5.72% | 4.65 | 442.75 | 22.71% | -0.053 | 0.002 | -0.128 | 0.327 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 980PCR: -- | 2.55 | 8.28% | 0.54 | 44.55 | 23.44% | -0.079 | 0.002 | -0.179 | 0.446 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 990PCR: -- | 2.80 | 9.22% | 0.23 | 59.40 | 21.97% | -0.089 | 0.002 | -0.185 | 0.490 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.65 | 0.09 | 99.00% | 72.85 | 1,000PCR: 15.00 | 3.75 | 11.59% | 1.32 | 101.20 | 21.48% | -0.116 | 0.003 | -0.219 | 0.593 | Login To Trade |
1.022 | -0.729 | 0.003 | 0.719 | 41.50% | 0.00 | 0.01 | 40.45% | 87.00 | 1,010PCR: 43.00 | 4.95 | 14.56% | 0.24 | 18.70 | 21.48% | -0.152 | 0.004 | -0.263 | 0.711 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,020PCR: -- | 6.65 | 17.20% | 0.58 | 66.00 | 21.00% | -0.185 | 0.004 | -0.292 | 0.810 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,030PCR: -- | 8.65 | 20.57% | 0.48 | 22.55 | 20.87% | -0.231 | 0.005 | -0.331 | 0.923 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,040PCR: -- | 11.00 | 24.08% | 0.50 | 36.30 | 20.39% | -0.283 | 0.005 | -0.359 | 1.025 | Login To Trade |
1.108 | -0.391 | 0.006 | 0.662 | 20.51% | 20.35 | 0.28 | 39.78% | 38.40 | 1,050PCR: 3.18 | 14.00 | 27.73% | 0.87 | 69.85 | 20.45% | -0.342 | 0.006 | -0.391 | 1.113 | Login To Trade |
1.175 | -0.421 | 0.006 | 0.594 | 20.87% | 146.30 | 0.97 | 37.11% | 33.00 | 1,060PCR: 2.38 | 17.95 | 30.87% | 2.32 | 250.80 | 20.02% | -0.399 | 0.006 | -0.403 | 1.170 | Login To Trade |
1.205 | -0.434 | 0.006 | 0.531 | 20.94% | 209.00 | 1.10 | 34.46% | 27.35 | 1,070PCR: 1.00 | 22.15 | 34.39% | 1.10 | 100.10 | 19.90% | -0.468 | 0.007 | -0.412 | 1.205 | Login To Trade |
1.205 | -0.432 | 0.006 | 0.468 | 20.87% | 201.30 | 1.90 | 31.55% | 22.25 | 1,080PCR: 0.47 | 28.50 | 37.21% | 0.90 | 39.60 | 20.81% | -0.528 | 0.006 | -0.432 | 1.206 | Login To Trade |
1.174 | -0.416 | 0.006 | 0.406 | 20.63% | 101.75 | 1.16 | 28.38% | 18.10 | 1,090PCR: 1.00 | 32.90 | 40.13% | 1.16 | 58.30 | 19.59% | -0.601 | 0.006 | -0.394 | 1.170 | Login To Trade |
1.117 | -0.396 | 0.006 | 0.346 | 20.63% | 709.50 | 6.67 | 25.10% | 14.80 | 1,100PCR: 0.19 | 40.25 | 42.13% | 1.28 | 6.60 | 20.39% | -0.652 | 0.006 | -0.392 | 1.120 | Login To Trade |
1.040 | -0.371 | 0.005 | 0.292 | 20.75% | 54.45 | 0.94 | 21.86% | 11.30 | 1,110PCR: 0.09 | 52.30 | 42.97% | 0.09 | 0.00 | 25.02% | -0.668 | 0.005 | -0.473 | 1.100 | Login To Trade |
0.945 | -0.337 | 0.005 | 0.242 | 20.75% | 56.10 | 0.89 | 18.63% | 9.00 | 1,120PCR: 0.10 | 57.45 | 44.92% | 0.09 | 0.00 | 23.07% | -0.731 | 0.005 | -0.397 | 1.000 | Login To Trade |
0.844 | -0.303 | 0.004 | 0.198 | 20.87% | 24.20 | 0.46 | 15.67% | 7.00 | 1,130PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.740 | -0.267 | 0.004 | 0.161 | 21.00% | 30.80 | 0.58 | 12.96% | 5.50 | 1,140PCR: 0.01 | 75.00 | 46.85% | 0.01 | 0.00 | 25.15% | -0.791 | 0.004 | -0.377 | 0.872 | Login To Trade |
0.642 | -0.234 | 0.003 | 0.130 | 21.24% | 87.45 | 1.28 | 10.68% | 4.25 | 1,150PCR: 0.04 | 82.95 | 47.83% | 0.05 | 0.00 | 24.66% | -0.829 | 0.003 | -0.326 | 0.769 | Login To Trade |
0.551 | -0.203 | 0.003 | 0.105 | 21.48% | 41.25 | 0.69 | 8.71% | 3.30 | 1,160PCR: 0.06 | 92.00 | 48.47% | 0.04 | 0.00 | 25.39% | -0.852 | 0.003 | -0.306 | 0.702 | Login To Trade |
0.476 | -0.178 | 0.002 | 0.086 | 21.73% | 45.65 | 0.58 | 7.19% | 2.55 | 1,170PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.382 | -0.143 | 0.002 | 0.065 | 21.73% | 22.55 | 0.55 | 5.43% | 1.95 | 1,180PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.256 | -0.097 | 0.001 | 0.039 | 21.97% | 52.80 | 4.79 | 3.30% | 1.10 | 1,200PCR: 0.00 | 109.00 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.215 | -0.089 | 0.001 | 0.032 | 23.93% | 1.10 | 0.01 | 2.64% | 0.90 | 1,220PCR: 0.00 | 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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