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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 | 135PCR: -- | 0.65 | 7.85% | 0.76 | 0.00 | 54.69% | -0.064 | 0.005 | -0.061 | 0.053 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 2.93 | 0.12 | 99.00% | 24.65 | 140PCR: 18.00 | 0.45 | 6.85% | 2.11 | 181.35 | 42.97% | -0.059 | 0.006 | -0.044 | 0.050 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 142.50PCR: -- | 1.40 | 13.44% | 0.82 | 0.00 | 52.73% | -0.121 | 0.009 | -0.094 | 0.086 | Login To Trade |
0.041 | -0.027 | 0.007 | 0.954 | 31.25% | 8.78 | 0.03 | 47.53% | 20.65 | 145PCR: 313.00 | 0.85 | 10.52% | 9.16 | 585.00 | 41.02% | -0.097 | 0.010 | -0.062 | 0.072 | Login To Trade |
0.088 | -0.075 | 0.012 | 0.873 | 41.02% | 17.55 | 0.23 | 45.31% | 19.00 | 147.50PCR: 2.25 | 1.10 | 12.82% | 0.53 | 23.40 | 40.04% | -0.122 | 0.012 | -0.072 | 0.086 | Login To Trade |
0.077 | -0.050 | 0.014 | 0.896 | 31.25% | 38.03 | 1.37 | 46.27% | 16.10 | 150PCR: 8.85 | 1.50 | 15.92% | 12.17 | 1,503.45 | 40.04% | -0.158 | 0.014 | -0.085 | 0.102 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.26 | 99.00% | 11.65 | 152.50PCR: 4.11 | 2.05 | 19.56% | 1.08 | 187.20 | 40.53% | -0.203 | 0.016 | -0.101 | 0.120 | Login To Trade |
0.135 | -0.116 | 0.018 | 0.748 | 41.02% | 119.93 | 2.37 | 41.62% | 13.15 | 155PCR: 1.95 | 2.75 | 22.71% | 4.62 | 661.05 | 40.04% | -0.247 | 0.019 | -0.112 | 0.134 | Login To Trade |
0.148 | -0.127 | 0.020 | 0.697 | 41.02% | 140.40 | 2.93 | 39.98% | 11.40 | 157.50PCR: 0.35 | 3.45 | 26.15% | 1.02 | 198.90 | 40.04% | -0.300 | 0.021 | -0.123 | 0.147 | Login To Trade |
0.158 | -0.133 | 0.022 | 0.645 | 40.53% | 2,240.55 | 9.45 | 38.12% | 9.75 | 160PCR: 0.81 | 4.35 | 29.47% | 7.61 | 1,395.23 | 40.04% | -0.354 | 0.022 | -0.132 | 0.158 | Login To Trade |
0.165 | -0.145 | 0.022 | 0.586 | 41.99% | 859.95 | 5.03 | 35.54% | 8.60 | 162.50PCR: 0.16 | 5.50 | 32.97% | 0.79 | 131.63 | 41.02% | -0.413 | 0.022 | -0.141 | 0.165 | Login To Trade |
0.169 | -0.146 | 0.023 | 0.529 | 41.50% | 3,869.78 | 8.10 | 33.21% | 7.05 | 165PCR: 0.19 | 6.70 | 35.86% | 1.52 | 286.65 | 41.02% | -0.471 | 0.023 | -0.144 | 0.169 | Login To Trade |
0.169 | -0.146 | 0.023 | 0.473 | 41.50% | 1,795.95 | 6.96 | 30.59% | 6.00 | 167.50PCR: 0.04 | 8.00 | 38.39% | 0.26 | 108.23 | 40.53% | -0.529 | 0.023 | -0.142 | 0.169 | Login To Trade |
0.165 | -0.140 | 0.023 | 0.416 | 40.53% | 3,884.40 | 14.04 | 27.76% | 5.00 | 170PCR: 0.03 | 9.40 | 40.71% | 0.38 | 55.58 | 40.04% | -0.586 | 0.023 | -0.138 | 0.165 | Login To Trade |
0.159 | -0.136 | 0.022 | 0.363 | 41.02% | 128.70 | 0.56 | 24.89% | 4.10 | 172.50PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.150 | -0.127 | 0.021 | 0.311 | 40.53% | 897.98 | 3.42 | 21.94% | 3.20 | 175PCR: 0.03 | 12.65 | 44.70% | 0.09 | 11.70 | 39.06% | -0.697 | 0.021 | -0.120 | 0.148 | Login To Trade |
0.126 | -0.105 | 0.017 | 0.220 | 40.04% | 3,483.68 | 21.38 | 16.20% | 2.05 | 180PCR: 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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