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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 | 1,520PCR: -- | 2.60 | 3.56% | 0.02 | 0.00 | 46.39% | -0.028 | 0.000 | -0.296 | 0.320 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,560PCR: -- | 1.80 | 2.88% | 0.21 | 0.00 | 39.06% | -0.023 | 0.000 | -0.214 | 0.274 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 261.10 | 1,600PCR: 53.33 | 1.50 | 2.78% | 0.56 | 7.35 | 33.94% | -0.023 | 0.000 | -0.185 | 0.273 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,620PCR: -- | 2.00 | 3.50% | 0.15 | 0.70 | 33.45% | -0.030 | 0.000 | -0.225 | 0.336 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,640PCR: -- | 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% | 200.00 | 1,660PCR: 0.00 | 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% | 0.00 | 1,680PCR: -- | 3.00 | 5.42% | 0.97 | 49.35 | 29.30% | -0.049 | 0.001 | -0.294 | 0.502 | Login To Trade |
0.182 | -0.073 | 0.000 | 0.986 | 20.02% | 2.45 | 0.07 | 48.76% | 204.20 | 1,700PCR: 15.21 | 4.15 | 6.91% | 1.01 | 69.65 | 29.05% | -0.064 | 0.001 | -0.360 | 0.620 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,720PCR: -- | 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 | 0.07 | 99.00% | 97.15 | 1,740PCR: 5.76 | 7.20 | 10.74% | 0.42 | 25.55 | 28.14% | -0.104 | 0.001 | -0.507 | 0.901 | Login To Trade |
0.992 | -0.515 | 0.002 | 0.881 | 25.94% | 0.35 | 0.06 | 46.25% | 150.00 | 1,760PCR: 14.44 | 9.45 | 13.25% | 0.91 | 114.10 | 27.59% | -0.133 | 0.002 | -0.590 | 1.070 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.11 | 99.00% | 93.05 | 1,780PCR: 4.45 | 12.75 | 16.13% | 0.48 | 34.65 | 27.71% | -0.168 | 0.002 | -0.693 | 1.250 | Login To Trade |
1.437 | -0.789 | 0.002 | 0.789 | 27.47% | 77.35 | 0.82 | 43.68% | 119.10 | 1,800PCR: 2.03 | 16.50 | 19.25% | 1.67 | 228.20 | 27.22% | -0.209 | 0.002 | -0.778 | 1.430 | Login To Trade |
1.586 | -0.856 | 0.002 | 0.749 | 26.98% | 18.90 | 0.29 | 42.48% | 104.55 | 1,820PCR: 1.48 | 21.25 | 22.35% | 0.43 | 25.90 | 27.22% | -0.253 | 0.002 | -0.867 | 1.591 | Login To Trade |
1.755 | -0.966 | 0.003 | 0.691 | 27.53% | 59.50 | 0.39 | 40.48% | 90.50 | 1,840PCR: 2.10 | 27.55 | 25.91% | 0.82 | 129.15 | 27.10% | -0.307 | 0.003 | -0.948 | 1.749 | Login To Trade |
1.857 | -0.989 | 0.003 | 0.644 | 26.61% | 355.60 | 0.85 | 38.83% | 77.00 | 1,860PCR: 1.31 | 35.00 | 29.03% | 1.11 | 327.25 | 27.25% | -0.359 | 0.003 | -1.015 | 1.862 | Login To Trade |
1.942 | -1.029 | 0.003 | 0.585 | 26.49% | 894.60 | 1.04 | 36.52% | 65.00 | 1,880PCR: 0.69 | 43.50 | 32.40% | 0.72 | 201.60 | 27.28% | -0.421 | 0.003 | -1.062 | 1.947 | Login To Trade |
1.983 | -1.085 | 0.003 | 0.520 | 27.34% | 1,528.10 | 4.40 | 33.67% | 55.15 | 1,900PCR: 0.19 | 52.40 | 35.10% | 0.85 | 217.70 | 27.31% | -0.475 | 0.003 | -1.084 | 1.984 | Login To Trade |
1.980 | -1.055 | 0.003 | 0.466 | 26.64% | 286.65 | 0.65 | 31.15% | 46.10 | 1,920PCR: 0.12 | 63.00 | 37.96% | 0.08 | 14.35 | 26.89% | -0.539 | 0.003 | -1.063 | 1.977 | Login To Trade |
1.934 | -1.036 | 0.003 | 0.407 | 26.79% | 255.85 | 0.86 | 28.17% | 37.55 | 1,940PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.850 | -0.996 | 0.003 | 0.352 | 26.92% | 86.10 | 0.43 | 25.16% | 30.70 | 1,960PCR: 0.22 | 88.35 | 42.15% | 0.09 | 4.20 | 27.47% | -0.644 | 0.003 | -1.020 | 1.856 | Login To Trade |
1.738 | -0.942 | 0.003 | 0.302 | 27.10% | 65.80 | 0.21 | 22.18% | 24.95 | 1,980PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.589 | -0.852 | 0.002 | 0.252 | 26.79% | 661.85 | 3.26 | 19.03% | 19.40 | 2,000PCR: 0.04 | 116.00 | 45.79% | 0.14 | 5.25 | 26.25% | -0.757 | 0.002 | -0.819 | 1.559 | Login To Trade |
1.445 | -0.785 | 0.002 | 0.212 | 27.16% | 30.45 | 0.29 | 16.38% | 15.75 | 2,020PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.278 | -0.700 | 0.002 | 0.174 | 27.40% | 33.60 | 0.22 | 13.67% | 12.35 | 2,040PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 2,060PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.945 | -0.515 | 0.001 | 0.112 | 27.22% | 286.65 | 1.76 | 9.05% | 7.10 | 2,080PCR: 0.01 | 267.60 | 44.78% | 0.01 | 0.00 | 78.86% | -0.629 | 0.001 | -2.966 | 1.881 | Login To Trade |
0.679 | -0.374 | 0.001 | 0.071 | 27.59% | 55.65 | 0.58 | 5.88% | 4.25 | 2,120PCR: 0.02 | 308.40 | 45.72% | 0.01 | 0.00 | 85.75% | -0.644 | 0.001 | -3.184 | 1.857 | Login To Trade |
0.492 | -0.280 | 0.001 | 0.047 | 28.44% | 45.15 | 0.10 | 3.91% | 2.70 | 2,160PCR: 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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