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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 | 0.04 | 99.00% | 32.00 | 160PCR: 168.00 | 0.45 | 5.58% | 6.30 | 97.50 | 46.88% | -0.046 | 0.004 | -0.047 | 0.048 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 28.35 | 165PCR: 71.00 | 0.60 | 7.02% | 2.66 | 33.75 | 42.97% | -0.060 | 0.006 | -0.053 | 0.060 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.56 | 99.00% | 23.50 | 170PCR: 20.00 | 0.95 | 9.94% | 11.25 | 611.25 | 41.02% | -0.091 | 0.008 | -0.070 | 0.082 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 7.50 | 0.90 | 99.00% | 19.30 | 175PCR: 6.25 | 1.35 | 13.87% | 5.63 | 285.00 | 39.06% | -0.134 | 0.011 | -0.088 | 0.108 | Login To Trade |
0.140 | -0.134 | 0.012 | 0.798 | 45.90% | 11.25 | 0.38 | 42.88% | 19.75 | 177.50PCR: 3.90 | 1.70 | 16.24% | 1.46 | 123.75 | 38.09% | -0.163 | 0.013 | -0.097 | 0.123 | Login To Trade |
0.139 | -0.110 | 0.015 | 0.801 | 38.09% | 116.25 | 5.48 | 43.45% | 16.80 | 180PCR: 3.80 | 2.15 | 18.83% | 20.81 | 727.50 | 37.60% | -0.196 | 0.015 | -0.108 | 0.138 | Login To Trade |
0.162 | -0.144 | 0.015 | 0.738 | 42.48% | 26.25 | 0.56 | 41.31% | 15.50 | 182.50PCR: 5.07 | 2.65 | 21.61% | 2.85 | 183.75 | 36.62% | -0.235 | 0.017 | -0.117 | 0.153 | Login To Trade |
0.168 | -0.128 | 0.018 | 0.721 | 36.62% | 213.75 | 3.08 | 41.02% | 12.90 | 185PCR: 8.06 | 3.35 | 24.66% | 24.79 | 907.50 | 36.62% | -0.279 | 0.018 | -0.128 | 0.168 | Login To Trade |
0.181 | -0.138 | 0.020 | 0.668 | 36.62% | 63.75 | 0.79 | 39.12% | 11.20 | 187.50PCR: 4.71 | 4.00 | 27.77% | 3.71 | 292.50 | 35.64% | -0.328 | 0.020 | -0.134 | 0.180 | Login To Trade |
0.190 | -0.139 | 0.022 | 0.622 | 35.16% | 1,477.50 | 15.94 | 37.58% | 9.40 | 190PCR: 1.48 | 4.85 | 30.64% | 23.59 | 2,036.25 | 35.16% | -0.379 | 0.022 | -0.139 | 0.190 | Login To Trade |
0.197 | -0.144 | 0.022 | 0.563 | 35.16% | 611.25 | 5.81 | 35.06% | 8.00 | 192.50PCR: 1.16 | 6.00 | 33.76% | 6.75 | 547.50 | 35.16% | -0.437 | 0.022 | -0.144 | 0.197 | Login To Trade |
0.199 | -0.144 | 0.023 | 0.506 | 34.67% | 3,232.50 | 18.30 | 32.52% | 6.70 | 195PCR: 0.43 | 7.15 | 36.26% | 7.95 | 1,121.25 | 34.67% | -0.492 | 0.023 | -0.144 | 0.199 | Login To Trade |
0.197 | -0.144 | 0.023 | 0.450 | 35.16% | 937.50 | 7.31 | 29.92% | 5.60 | 197.50PCR: 0.25 | 8.40 | 38.94% | 1.84 | 146.25 | 33.69% | -0.554 | 0.024 | -0.138 | 0.197 | Login To Trade |
0.192 | -0.139 | 0.022 | 0.393 | 34.67% | 4,106.25 | 56.10 | 26.91% | 4.65 | 200PCR: 0.24 | 10.00 | 41.16% | 13.73 | 461.25 | 34.67% | -0.604 | 0.022 | -0.139 | 0.192 | Login To Trade |
0.183 | -0.134 | 0.021 | 0.343 | 35.16% | 210.00 | 4.58 | 24.19% | 3.80 | 202.50PCR: 0.21 | 11.50 | 43.29% | 0.98 | 82.50 | 33.20% | -0.667 | 0.022 | -0.125 | 0.181 | Login To Trade |
0.171 | -0.122 | 0.020 | 0.291 | 34.18% | 1,046.25 | 11.51 | 21.05% | 3.05 | 205PCR: 0.11 | 12.85 | 45.23% | 1.28 | 30.00 | 30.76% | -0.733 | 0.021 | -0.105 | 0.164 | Login To Trade |
0.159 | -0.116 | 0.018 | 0.250 | 35.16% | 116.25 | 1.73 | 18.41% | 2.55 | 207.50PCR: 0.11 | 15.10 | 46.49% | 0.19 | 15.00 | 32.23% | -0.771 | 0.019 | -0.101 | 0.151 | Login To Trade |
0.144 | -0.106 | 0.017 | 0.212 | 35.16% | 1,593.75 | 29.66 | 15.96% | 2.00 | 210PCR: 0.22 | 17.25 | 47.45% | 6.53 | 15.00 | 34.18% | -0.796 | 0.017 | -0.101 | 0.141 | Login To Trade |
0.128 | -0.094 | 0.015 | 0.174 | 35.16% | 101.25 | 1.73 | 13.37% | 1.55 | 212.50PCR: 0.28 | 20.10 | 47.74% | 0.49 | 11.25 | 39.06% | -0.798 | 0.015 | -0.114 | 0.140 | Login To Trade |
0.113 | -0.083 | 0.013 | 0.144 | 35.16% | 1,080.00 | 21.15 | 11.19% | 1.25 | 215PCR: 0.04 | 21.45 | 49.21% | 0.79 | 15.00 | 33.20% | -0.871 | 0.013 | -0.073 | 0.105 | Login To Trade |
0.097 | -0.071 | 0.011 | 0.116 | 35.16% | 48.75 | 0.79 | 9.05% | 1.00 | 217.50PCR: 0.33 | 23.15 | 50.79% | 0.26 | 11.25 | 23.44% | -0.967 | 0.006 | -0.018 | 0.037 | Login To Trade |
0.084 | -0.061 | 0.010 | 0.094 | 35.16% | 341.25 | 15.98 | 7.43% | 0.75 | 220PCR: 0.03 | 25.95 | 50.33% | 0.49 | 7.50 | 32.23% | -0.926 | 0.009 | -0.047 | 0.070 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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