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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 | 1,080PCR: -- | 0.50 | 1.38% | 0.00 | 0.00 | 47.85% | -0.011 | 0.000 | -0.129 | 0.075 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,120PCR: -- | 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% | 156.25 | 1,160PCR: 83.00 | 0.40 | 1.48% | 0.33 | 19.20 | 32.23% | -0.013 | 0.000 | -0.099 | 0.086 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.08 | 99.00% | 127.35 | 1,180PCR: 2.26 | 0.55 | 2.10% | 0.17 | 2.00 | 30.27% | -0.018 | 0.001 | -0.128 | 0.118 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.26 | 99.00% | 123.00 | 1,200PCR: 5.41 | 0.75 | 3.01% | 1.38 | 26.00 | 28.32% | -0.027 | 0.001 | -0.166 | 0.164 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.07 | 99.00% | 95.55 | 1,220PCR: 7.83 | 0.85 | 3.54% | 0.56 | 28.80 | 24.90% | -0.033 | 0.001 | -0.170 | 0.191 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.14 | 99.00% | 83.50 | 1,240PCR: 6.15 | 1.30 | 5.37% | 0.84 | 25.20 | 22.95% | -0.051 | 0.002 | -0.226 | 0.275 | Login To Trade |
0.413 | -0.317 | 0.003 | 0.913 | 21.48% | 7.60 | 0.13 | 47.53% | 75.30 | 1,260PCR: 13.56 | 2.25 | 8.69% | 1.74 | 96.40 | 21.48% | -0.087 | 0.003 | -0.317 | 0.413 | Login To Trade |
0.591 | -0.417 | 0.004 | 0.857 | 19.78% | 44.40 | 0.48 | 46.26% | 57.05 | 1,280PCR: 4.34 | 3.80 | 13.59% | 2.08 | 199.60 | 19.90% | -0.145 | 0.004 | -0.422 | 0.595 | Login To Trade |
0.823 | -0.563 | 0.006 | 0.754 | 19.17% | 503.20 | 2.76 | 43.32% | 40.00 | 1,300PCR: 1.27 | 7.35 | 20.83% | 3.50 | 220.00 | 18.80% | -0.242 | 0.006 | -0.548 | 0.816 | Login To Trade |
0.999 | -0.657 | 0.008 | 0.614 | 18.43% | 1,283.60 | 4.06 | 38.47% | 26.25 | 1,320PCR: 0.74 | 13.25 | 29.64% | 2.99 | 225.60 | 18.37% | -0.386 | 0.008 | -0.655 | 0.999 | Login To Trade |
1.032 | -0.684 | 0.008 | 0.447 | 18.55% | 1,136.40 | 5.44 | 31.10% | 15.95 | 1,340PCR: 0.44 | 23.05 | 37.63% | 2.39 | 110.80 | 18.55% | -0.550 | 0.008 | -0.685 | 1.033 | Login To Trade |
0.910 | -0.607 | 0.007 | 0.302 | 18.68% | 427.20 | 4.72 | 22.98% | 9.30 | 1,360PCR: 0.23 | 35.55 | 43.36% | 1.07 | 42.80 | 18.74% | -0.702 | 0.007 | -0.606 | 0.905 | Login To Trade |
0.703 | -0.490 | 0.005 | 0.188 | 19.53% | 537.60 | 4.05 | 15.33% | 5.15 | 1,380PCR: 0.03 | 56.85 | 45.12% | 0.12 | 6.80 | 25.63% | -0.747 | 0.005 | -0.764 | 0.835 | Login To Trade |
0.514 | -0.381 | 0.004 | 0.117 | 20.75% | 457.20 | 5.49 | 9.99% | 3.05 | 1,400PCR: 0.31 | 69.65 | 48.74% | 1.68 | 81.60 | 19.90% | -0.892 | 0.004 | -0.344 | 0.483 | Login To Trade |
0.365 | -0.287 | 0.002 | 0.074 | 21.97% | 42.00 | 0.68 | 6.40% | 1.90 | 1,420PCR: 0.31 | 95.20 | 47.59% | 0.21 | 0.00 | 33.69% | -0.823 | 0.003 | -0.817 | 0.679 | Login To Trade |
0.263 | -0.220 | 0.002 | 0.049 | 23.44% | 22.40 | 0.62 | 4.24% | 1.20 | 1,440PCR: 0.77 | 117.30 | 47.82% | 0.48 | 0.00 | 41.50% | -0.818 | 0.002 | -1.021 | 0.689 | Login To Trade |
0.204 | -0.185 | 0.001 | 0.035 | 25.39% | 45.20 | 2.13 | 3.09% | 0.90 | 1,460PCR: 0.14 | 132.20 | 49.33% | 0.30 | 0.00 | 37.35% | -0.886 | 0.002 | -0.670 | 0.502 | Login To Trade |
0.152 | -0.146 | 0.001 | 0.025 | 26.86% | 34.00 | 0.55 | 2.15% | 0.65 | 1,480PCR: 0.74 | 178.05 | 46.85% | 0.41 | 0.00 | 77.64% | -0.730 | 0.002 | -2.395 | 0.864 | Login To Trade |
0.111 | -0.124 | 0.001 | 0.017 | 31.25% | 0.00 | 0.64 | 1.46% | 0.50 | 1,520PCR: 1.35 | 191.00 | 50.44% | 0.86 | 0.40 | 45.65% | -0.923 | 0.001 | -0.617 | 0.378 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,560PCR: -- | 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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