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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 | |
0.986 | -1.613 | 0.000 | 0.914 | 78.55% | 0.00 | 0.01 | 44.30% | 573.00 | 1,900PCR: 2.00 | 1.30 | 1.65% | 0.02 | 0.80 | 45.41% | -0.013 | 0.000 | -0.192 | 0.203 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,080PCR: -- | 4.15 | 4.85% | 0.00 | 0.60 | 37.96% | -0.041 | 0.000 | -0.439 | 0.555 | Login To Trade |
1.543 | -2.156 | 0.001 | 0.838 | 67.08% | 0.00 | 0.03 | 42.93% | 390.55 | 2,100PCR: 52.46 | 3.95 | 4.89% | 1.36 | 280.00 | 35.89% | -0.042 | 0.000 | -0.422 | 0.564 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,120PCR: -- | 4.70 | 5.65% | 0.32 | 7.40 | 35.28% | -0.049 | 0.001 | -0.472 | 0.642 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,160PCR: -- | 7.25 | 7.90% | 0.40 | 9.80 | 34.79% | -0.072 | 0.001 | -0.623 | 0.860 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,180PCR: -- | 8.90 | 9.28% | 0.27 | 12.40 | 34.61% | -0.086 | 0.001 | -0.711 | 0.986 | Login To Trade |
1.102 | -0.782 | 0.001 | 0.900 | 34.06% | 0.20 | 0.06 | 46.31% | 261.90 | 2,200PCR: 28.54 | 10.65 | 10.64% | 1.60 | 136.80 | 34.18% | -0.101 | 0.001 | -0.789 | 1.108 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,220PCR: -- | 12.80 | 12.21% | 0.30 | 14.00 | 33.87% | -0.118 | 0.001 | -0.877 | 1.243 | Login To Trade |
1.426 | -1.026 | 0.001 | 0.856 | 34.55% | 0.40 | 0.01 | 45.19% | 228.10 | 2,240PCR: 68.25 | 15.10 | 13.79% | 0.55 | 46.00 | 33.39% | -0.137 | 0.001 | -0.957 | 1.375 | Login To Trade |
1.595 | -1.162 | 0.001 | 0.829 | 34.97% | 0.20 | 0.02 | 44.45% | 212.30 | 2,260PCR: 166.33 | 18.60 | 15.88% | 2.99 | 79.60 | 33.51% | -0.161 | 0.001 | -1.073 | 1.538 | Login To Trade |
1.714 | -1.218 | 0.001 | 0.808 | 34.12% | 0.20 | 0.01 | 43.90% | 195.05 | 2,280PCR: 27.20 | 21.40 | 17.55% | 0.27 | 24.80 | 32.78% | -0.183 | 0.001 | -1.137 | 1.666 | Login To Trade |
1.798 | -1.203 | 0.001 | 0.793 | 32.10% | 4.80 | 0.38 | 43.55% | 176.00 | 2,300PCR: 7.05 | 25.25 | 19.58% | 2.69 | 215.40 | 32.47% | -0.210 | 0.001 | -1.225 | 1.810 | Login To Trade |
2.139 | -1.877 | 0.001 | 0.714 | 42.11% | 2.40 | 0.06 | 40.46% | 181.55 | 2,320PCR: 5.00 | 30.05 | 21.77% | 0.28 | 30.80 | 32.35% | -0.240 | 0.002 | -1.318 | 1.955 | Login To Trade |
2.067 | -1.343 | 0.002 | 0.733 | 31.19% | 2.40 | 0.07 | 41.74% | 144.65 | 2,340PCR: 7.78 | 34.90 | 23.91% | 0.56 | 47.60 | 31.98% | -0.272 | 0.002 | -1.389 | 2.084 | Login To Trade |
2.199 | -1.437 | 0.002 | 0.696 | 31.37% | 4.80 | 0.31 | 40.48% | 131.30 | 2,360PCR: 2.11 | 40.30 | 26.04% | 0.66 | 152.20 | 31.56% | -0.305 | 0.002 | -1.448 | 2.202 | Login To Trade |
2.308 | -1.507 | 0.002 | 0.658 | 31.34% | 10.40 | 0.14 | 39.13% | 118.30 | 2,380PCR: 4.85 | 47.20 | 28.29% | 0.70 | 65.60 | 31.46% | -0.342 | 0.002 | -1.513 | 2.309 | Login To Trade |
2.394 | -1.555 | 0.002 | 0.620 | 31.19% | 166.00 | 1.33 | 37.67% | 106.40 | 2,400PCR: 1.80 | 54.00 | 30.42% | 2.40 | 482.60 | 31.04% | -0.380 | 0.002 | -1.547 | 2.393 | Login To Trade |
2.457 | -1.589 | 0.002 | 0.580 | 31.04% | 173.00 | 1.20 | 36.07% | 94.00 | 2,420PCR: 0.54 | 62.30 | 32.56% | 0.64 | 147.40 | 30.91% | -0.420 | 0.002 | -1.582 | 2.457 | Login To Trade |
2.496 | -1.598 | 0.002 | 0.539 | 30.73% | 347.20 | 1.28 | 34.34% | 82.70 | 2,440PCR: 0.89 | 70.70 | 34.58% | 1.14 | 245.80 | 30.49% | -0.461 | 0.002 | -1.585 | 2.496 | Login To Trade |
2.508 | -1.607 | 0.002 | 0.498 | 30.76% | 791.20 | 1.59 | 32.47% | 73.00 | 2,460PCR: 0.79 | 80.75 | 36.53% | 1.26 | 300.80 | 30.40% | -0.502 | 0.002 | -1.588 | 2.508 | Login To Trade |
2.493 | -1.598 | 0.002 | 0.457 | 30.76% | 454.00 | 1.23 | 30.49% | 64.15 | 2,480PCR: 0.56 | 91.35 | 38.36% | 0.69 | 133.60 | 30.21% | -0.544 | 0.002 | -1.569 | 2.492 | Login To Trade |
2.452 | -1.552 | 0.002 | 0.416 | 30.40% | 1,678.40 | 6.41 | 28.42% | 55.05 | 2,500PCR: 0.22 | 102.85 | 40.06% | 1.38 | 118.20 | 30.06% | -0.586 | 0.002 | -1.534 | 2.450 | Login To Trade |
2.386 | -1.511 | 0.002 | 0.376 | 30.40% | 195.40 | 1.28 | 26.31% | 47.75 | 2,520PCR: 0.20 | 114.90 | 41.63% | 0.25 | 21.80 | 29.79% | -0.627 | 0.002 | -1.477 | 2.380 | Login To Trade |
2.298 | -1.452 | 0.002 | 0.338 | 30.33% | 151.20 | 0.63 | 24.16% | 41.00 | 2,540PCR: 0.12 | 123.30 | 43.38% | 0.08 | 5.00 | 27.53% | -0.680 | 0.002 | -1.289 | 2.248 | Login To Trade |
2.194 | -1.389 | 0.002 | 0.302 | 30.40% | 150.60 | 0.81 | 22.04% | 35.30 | 2,560PCR: 0.13 | 138.50 | 44.60% | 0.11 | 4.00 | 27.89% | -0.716 | 0.002 | -1.239 | 2.131 | Login To Trade |
2.078 | -1.324 | 0.002 | 0.270 | 30.58% | 82.40 | 0.73 | 20.01% | 30.55 | 2,580PCR: 0.21 | 157.60 | 45.33% | 0.15 | 12.40 | 29.85% | -0.736 | 0.002 | -1.279 | 2.057 | Login To Trade |
1.954 | -1.252 | 0.002 | 0.240 | 30.76% | 914.00 | 4.63 | 18.07% | 26.25 | 2,600PCR: 0.37 | 173.00 | 46.30% | 1.73 | 13.40 | 29.79% | -0.768 | 0.002 | -1.190 | 1.918 | Login To Trade |
1.815 | -1.163 | 0.002 | 0.211 | 30.76% | 35.40 | 0.53 | 16.11% | 22.25 | 2,620PCR: 0.12 | 188.25 | 47.23% | 0.06 | 2.00 | 29.30% | -0.802 | 0.002 | -1.069 | 1.751 | Login To Trade |
1.684 | -1.088 | 0.001 | 0.186 | 31.01% | 353.40 | 3.86 | 14.40% | 19.10 | 2,640PCR: 0.01 | 201.00 | 48.42% | 0.04 | 2.80 | 26.73% | -0.852 | 0.001 | -0.807 | 1.450 | Login To Trade |
1.534 | -0.987 | 0.001 | 0.161 | 30.88% | 70.40 | 0.50 | 12.59% | 15.85 | 2,660PCR: 0.07 | 221.50 | 48.63% | 0.03 | 2.80 | 28.87% | -0.857 | 0.001 | -0.854 | 1.421 | Login To Trade |
1.394 | -0.898 | 0.001 | 0.139 | 30.94% | 69.00 | 0.87 | 11.02% | 13.30 | 2,680PCR: 0.56 | 240.70 | 48.97% | 0.48 | 19.40 | 30.03% | -0.869 | 0.001 | -0.839 | 1.340 | Login To Trade |
1.107 | -0.710 | 0.001 | 0.101 | 30.76% | 168.20 | 1.64 | 8.09% | 8.95 | 2,720PCR: 0.04 | 270.00 | 50.65% | 0.07 | 1.20 | 21.00% | -0.972 | 0.001 | -0.179 | 0.409 | Login To Trade |
0.882 | -0.572 | 0.001 | 0.074 | 31.13% | 40.60 | 0.53 | 6.01% | 6.30 | 2,760PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.676 | -0.440 | 0.001 | 0.053 | 31.25% | 203.80 | 1.70 | 4.29% | 4.20 | 2,800PCR: 0.10 | 341.00 | 99.00% | 0.17 | 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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