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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 | 1,600PCR: -- | 2.00 | 3.45% | 0.00 | 0.30 | 35.89% | -0.029 | 0.000 | -0.240 | 0.322 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,640PCR: -- | 2.65 | 4.59% | 0.85 | 77.10 | 33.20% | -0.040 | 0.001 | -0.289 | 0.418 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,680PCR: -- | 4.60 | 7.19% | 0.33 | 40.80 | 32.23% | -0.065 | 0.001 | -0.416 | 0.619 | Login To Trade |
0.820 | -0.576 | 0.001 | 0.905 | 33.69% | 6.60 | 0.06 | 46.46% | 204.50 | 1,700PCR: 9.55 | 6.30 | 9.08% | 0.57 | 44.10 | 32.10% | -0.085 | 0.001 | -0.506 | 0.756 | Login To Trade |
0.726 | -0.423 | 0.001 | 0.920 | 27.95% | 0.60 | 0.01 | 47.08% | 182.10 | 1,720PCR: 103.00 | 7.60 | 10.73% | 0.93 | 34.50 | 31.19% | -0.103 | 0.001 | -0.567 | 0.872 | Login To Trade |
0.915 | -0.540 | 0.001 | 0.890 | 28.32% | 1.20 | 0.01 | 46.37% | 164.55 | 1,740PCR: 69.67 | 10.30 | 13.20% | 0.63 | 35.70 | 31.13% | -0.131 | 0.001 | -0.670 | 1.034 | Login To Trade |
1.383 | -1.087 | 0.002 | 0.795 | 37.72% | 2.40 | 0.03 | 43.31% | 159.15 | 1,760PCR: 10.56 | 13.00 | 15.60% | 0.29 | 44.70 | 30.58% | -0.160 | 0.002 | -0.753 | 1.183 | Login To Trade |
1.277 | -0.752 | 0.002 | 0.820 | 28.26% | 2.70 | 0.03 | 44.55% | 130.90 | 1,780PCR: 26.00 | 16.10 | 18.37% | 0.70 | 38.10 | 30.27% | -0.195 | 0.002 | -0.846 | 1.342 | Login To Trade |
1.492 | -0.926 | 0.002 | 0.766 | 29.79% | 24.90 | 0.25 | 42.87% | 118.40 | 1,800PCR: 10.90 | 20.30 | 21.22% | 2.72 | 363.00 | 29.85% | -0.234 | 0.002 | -0.928 | 1.493 | Login To Trade |
1.623 | -0.974 | 0.002 | 0.725 | 28.81% | 73.50 | 0.16 | 41.62% | 101.65 | 1,820PCR: 2.46 | 25.00 | 24.10% | 0.40 | 52.50 | 29.17% | -0.277 | 0.002 | -0.990 | 1.629 | Login To Trade |
1.755 | -1.058 | 0.003 | 0.673 | 28.93% | 36.00 | 0.12 | 39.81% | 89.35 | 1,840PCR: 5.28 | 31.00 | 27.23% | 0.62 | 89.40 | 28.93% | -0.327 | 0.003 | -1.058 | 1.755 | Login To Trade |
1.854 | -1.120 | 0.003 | 0.619 | 28.99% | 231.30 | 0.67 | 37.77% | 76.10 | 1,860PCR: 2.00 | 38.00 | 30.23% | 1.34 | 251.10 | 28.38% | -0.379 | 0.003 | -1.095 | 1.851 | Login To Trade |
1.916 | -1.143 | 0.003 | 0.563 | 28.63% | 393.00 | 0.93 | 35.50% | 64.25 | 1,880PCR: 0.95 | 45.90 | 33.19% | 0.88 | 196.50 | 27.95% | -0.436 | 0.003 | -1.115 | 1.915 | Login To Trade |
1.940 | -1.145 | 0.003 | 0.506 | 28.32% | 1,230.60 | 2.97 | 32.98% | 53.65 | 1,900PCR: 1.12 | 55.00 | 36.00% | 3.33 | 278.40 | 27.53% | -0.495 | 0.003 | -1.113 | 1.940 | Login To Trade |
1.924 | -1.135 | 0.003 | 0.448 | 28.32% | 242.10 | 0.96 | 30.22% | 44.55 | 1,920PCR: 0.46 | 65.60 | 38.61% | 0.44 | 66.90 | 27.53% | -0.554 | 0.003 | -1.103 | 1.923 | Login To Trade |
1.868 | -1.090 | 0.003 | 0.391 | 28.02% | 498.60 | 1.79 | 27.26% | 36.15 | 1,940PCR: 0.45 | 78.50 | 40.88% | 0.80 | 41.10 | 27.68% | -0.610 | 0.003 | -1.076 | 1.866 | Login To Trade |
1.778 | -1.038 | 0.003 | 0.338 | 28.02% | 423.90 | 1.70 | 24.27% | 29.35 | 1,960PCR: 0.30 | 90.30 | 42.92% | 0.52 | 23.70 | 27.28% | -0.667 | 0.003 | -1.005 | 1.768 | Login To Trade |
1.659 | -0.968 | 0.003 | 0.288 | 28.02% | 171.60 | 1.15 | 21.27% | 23.60 | 1,980PCR: 0.42 | 106.35 | 44.52% | 0.48 | 12.30 | 27.83% | -0.714 | 0.003 | -0.960 | 1.655 | Login To Trade |
1.522 | -0.892 | 0.002 | 0.243 | 28.14% | 1,749.60 | 5.32 | 18.41% | 19.65 | 2,000PCR: 0.39 | 121.25 | 45.98% | 2.10 | 31.50 | 27.65% | -0.761 | 0.002 | -0.869 | 1.508 | Login To Trade |
1.372 | -0.806 | 0.002 | 0.203 | 28.20% | 141.90 | 0.90 | 15.69% | 15.00 | 2,020PCR: 0.24 | 137.20 | 47.18% | 0.22 | 5.70 | 27.59% | -0.803 | 0.002 | -0.775 | 1.349 | Login To Trade |
1.219 | -0.719 | 0.002 | 0.167 | 28.32% | 253.50 | 1.34 | 13.20% | 11.90 | 2,040PCR: 0.33 | 158.40 | 47.51% | 0.44 | 4.20 | 31.07% | -0.808 | 0.002 | -0.858 | 1.326 | Login To Trade |
1.084 | -0.651 | 0.002 | 0.140 | 28.81% | 198.60 | 1.90 | 11.19% | 9.75 | 2,060PCR: 0.25 | 172.45 | 48.74% | 0.48 | 3.60 | 28.56% | -0.862 | 0.002 | -0.638 | 1.073 | Login To Trade |
0.958 | -0.585 | 0.001 | 0.117 | 29.30% | 108.30 | 1.10 | 9.44% | 7.90 | 2,080PCR: 0.29 | 187.30 | 49.87% | 0.32 | 4.80 | 25.02% | -0.920 | 0.001 | -0.378 | 0.725 | Login To Trade |
0.847 | -0.528 | 0.001 | 0.099 | 29.91% | 1,062.30 | 8.30 | 8.00% | 6.80 | 2,100PCR: 0.24 | 206.00 | 50.28% | 1.99 | 10.20 | 24.90% | -0.941 | 0.001 | -0.298 | 0.575 | Login To Trade |
0.754 | -0.481 | 0.001 | 0.085 | 30.64% | 116.70 | 1.29 | 6.85% | 5.55 | 2,120PCR: 0.25 | 226.00 | 50.44% | 0.32 | 0.90 | 26.61% | -0.945 | 0.001 | -0.302 | 0.544 | Login To Trade |
0.641 | -0.411 | 0.001 | 0.068 | 30.76% | 33.60 | 0.95 | 5.55% | 4.40 | 2,140PCR: 0.01 | 180.95 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.580 | -0.383 | 0.001 | 0.060 | 31.74% | 15.60 | 1.31 | 4.86% | 3.90 | 2,160PCR: 0.03 | 245.00 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.500 | -0.356 | 0.001 | 0.050 | 34.18% | 795.30 | 9.86 | 3.99% | 3.30 | 2,200PCR: 0.09 | 300.00 | 99.00% | 0.92 | 2.70 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.410 | -0.290 | 0.001 | 0.039 | 33.94% | 38.40 | 0.33 | 3.12% | 2.50 | 2,220PCR: 0.03 | 215.55 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.331 | -0.232 | 0.000 | 0.030 | 33.69% | 27.60 | 1.43 | 2.40% | 1.85 | 2,240PCR: 1.32 | 353.70 | 50.66% | 1.89 | 0.00 | 48.40% | -0.899 | 0.001 | -0.866 | 0.859 | Login To Trade |
0.250 | -0.181 | 0.000 | 0.021 | 34.67% | 25.20 | 1.16 | 1.70% | 1.30 | 2,280PCR: 0.01 | 180.00 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.165 | -0.119 | 0.000 | 0.013 | 34.67% | 13.20 | 0.73 | 1.04% | 0.75 | 2,320PCR: 0.00 | 225.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.187 | -0.150 | 0.000 | 0.015 | 38.57% | 15.60 | 0.95 | 1.17% | 1.00 | 2,360PCR: 0.00 | 270.00 | 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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