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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 | |
0.248 | -0.209 | 0.000 | 0.974 | 45.41% | 0.00 | 0.01 | 47.13% | 316.00 | 1,200PCR: 1.50 | 0.80 | 1.78% | 0.02 | 0.00 | 40.04% | -0.014 | 0.000 | -0.108 | 0.145 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,240PCR: -- | 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 | 1,280PCR: -- | 2.00 | 4.00% | 0.01 | 0.00 | 34.67% | -0.034 | 0.001 | -0.198 | 0.309 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 190.00 | 1,300PCR: 67.00 | 0.70 | 1.97% | 0.80 | 0.60 | 26.86% | -0.017 | 0.000 | -0.086 | 0.172 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,320PCR: -- | 2.00 | 4.45% | 0.01 | 0.00 | 29.30% | -0.039 | 0.001 | -0.189 | 0.348 | Login To Trade |
1.116 | -1.155 | 0.001 | 0.810 | 55.91% | 0.00 | 0.02 | 42.58% | 200.00 | 1,340PCR: 115.33 | 1.00 | 2.89% | 2.08 | 33.00 | 23.44% | -0.026 | 0.001 | -0.107 | 0.246 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,360PCR: -- | 1.60 | 4.39% | 4.04 | 342.00 | 22.95% | -0.040 | 0.001 | -0.151 | 0.355 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,380PCR: -- | 2.50 | 6.45% | 0.35 | 37.20 | 22.46% | -0.061 | 0.001 | -0.206 | 0.494 | Login To Trade |
0.742 | -0.322 | 0.002 | 0.896 | 23.44% | 2.40 | 0.32 | 46.71% | 119.00 | 1,400PCR: 6.43 | 3.95 | 9.33% | 2.05 | 122.40 | 22.09% | -0.091 | 0.002 | -0.276 | 0.675 | Login To Trade |
0.893 | -0.363 | 0.002 | 0.865 | 21.97% | 3.00 | 0.02 | 46.02% | 100.55 | 1,420PCR: 47.33 | 5.90 | 12.69% | 0.85 | 168.00 | 21.48% | -0.130 | 0.002 | -0.346 | 0.869 | Login To Trade |
1.285 | -0.662 | 0.003 | 0.758 | 27.83% | 0.00 | 0.24 | 42.66% | 91.05 | 1,440PCR: 3.95 | 8.90 | 17.03% | 0.95 | 79.80 | 21.12% | -0.183 | 0.003 | -0.428 | 1.093 | Login To Trade |
1.330 | -0.532 | 0.004 | 0.742 | 21.61% | 12.60 | 0.49 | 42.49% | 68.50 | 1,460PCR: 2.40 | 12.85 | 21.65% | 1.16 | 117.00 | 20.51% | -0.248 | 0.004 | -0.495 | 1.303 | Login To Trade |
1.507 | -0.605 | 0.004 | 0.661 | 21.67% | 94.20 | 0.62 | 39.73% | 54.85 | 1,480PCR: 2.10 | 18.50 | 26.83% | 1.30 | 259.80 | 20.14% | -0.329 | 0.004 | -0.555 | 1.489 | Login To Trade |
1.613 | -0.633 | 0.004 | 0.576 | 21.18% | 612.60 | 3.53 | 36.43% | 42.20 | 1,500PCR: 1.12 | 25.65 | 31.90% | 3.94 | 637.80 | 19.71% | -0.420 | 0.005 | -0.588 | 1.610 | Login To Trade |
1.641 | -0.616 | 0.005 | 0.483 | 20.26% | 468.00 | 2.59 | 32.33% | 30.50 | 1,520PCR: 0.64 | 35.30 | 36.65% | 1.65 | 273.00 | 19.41% | -0.519 | 0.005 | -0.590 | 1.641 | Login To Trade |
1.579 | -0.587 | 0.005 | 0.389 | 20.08% | 414.00 | 2.45 | 27.57% | 21.95 | 1,540PCR: 0.35 | 46.30 | 40.69% | 0.86 | 80.40 | 19.17% | -0.617 | 0.005 | -0.558 | 1.572 | Login To Trade |
1.434 | -0.532 | 0.004 | 0.301 | 20.02% | 288.60 | 2.09 | 22.51% | 15.30 | 1,560PCR: 0.65 | 59.80 | 43.95% | 1.37 | 38.40 | 19.04% | -0.709 | 0.004 | -0.498 | 1.412 | Login To Trade |
1.233 | -0.456 | 0.004 | 0.224 | 19.96% | 150.00 | 1.25 | 17.56% | 10.35 | 1,580PCR: 0.14 | 76.00 | 45.60% | 0.18 | 13.20 | 20.87% | -0.758 | 0.004 | -0.497 | 1.286 | Login To Trade |
1.010 | -0.374 | 0.003 | 0.162 | 20.02% | 255.00 | 2.67 | 13.15% | 6.85 | 1,600PCR: 0.51 | 90.50 | 48.42% | 1.35 | 12.60 | 17.58% | -0.871 | 0.003 | -0.282 | 0.867 | Login To Trade |
0.794 | -0.296 | 0.002 | 0.114 | 20.14% | 136.80 | 1.24 | 9.49% | 4.50 | 1,620PCR: 0.26 | 108.95 | 49.33% | 0.32 | 7.20 | 18.31% | -0.908 | 0.002 | -0.230 | 0.677 | Login To Trade |
0.606 | -0.229 | 0.002 | 0.079 | 20.39% | 81.00 | 1.03 | 6.67% | 2.95 | 1,640PCR: 0.20 | 119.45 | 99.00% | 0.21 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.456 | -0.175 | 0.001 | 0.055 | 20.75% | 38.40 | 2.74 | 4.67% | 1.90 | 1,660PCR: 0.00 | 159.00 | 48.20% | 0.01 | 0.00 | 34.79% | -0.822 | 0.002 | -0.691 | 1.072 | Login To Trade |
0.343 | -0.135 | 0.001 | 0.038 | 21.24% | 23.40 | 2.76 | 3.27% | 1.35 | 1,680PCR: 0.14 | 168.50 | 50.28% | 0.38 | 2.40 | 24.29% | -0.938 | 0.001 | -0.226 | 0.501 | Login To Trade |
0.257 | -0.114 | 0.001 | 0.027 | 23.93% | 0.00 | 0.05 | 2.27% | 1.00 | 1,720PCR: 2.25 | 210.00 | 50.43% | 0.11 | 0.00 | 31.37% | -0.927 | 0.001 | -0.333 | 0.573 | Login To Trade |
0.196 | -0.096 | 0.000 | 0.020 | 26.37% | 19.20 | 0.07 | 1.61% | 0.80 | 1,760PCR: 3.09 | 236.00 | 99.00% | 0.20 | 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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