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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 | 0.23 | 99.00% | 79.85 | 330PCR: 9.11 | 1.05 | 5.40% | 2.13 | 42.90 | 52.73% | -0.043 | 0.002 | -0.105 | 0.097 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.05 | 99.00% | 69.95 | 340PCR: 38.75 | 1.50 | 7.37% | 2.02 | 174.20 | 51.27% | -0.061 | 0.002 | -0.136 | 0.128 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 3.90 | 0.62 | 99.00% | 62.65 | 350PCR: 9.02 | 2.10 | 9.54% | 5.63 | 97.50 | 48.83% | -0.083 | 0.003 | -0.164 | 0.162 | Login To Trade |
0.168 | -0.142 | 0.004 | 0.913 | 41.02% | 14.30 | 1.77 | 46.21% | 55.20 | 360PCR: 3.60 | 3.05 | 12.66% | 6.36 | 172.90 | 47.36% | -0.116 | 0.004 | -0.204 | 0.208 | Login To Trade |
0.270 | -0.270 | 0.005 | 0.829 | 48.34% | 15.60 | 1.60 | 43.69% | 48.30 | 370PCR: 2.67 | 4.45 | 16.63% | 4.28 | 198.90 | 46.39% | -0.162 | 0.005 | -0.250 | 0.261 | Login To Trade |
0.301 | -0.263 | 0.006 | 0.796 | 42.24% | 187.20 | 2.33 | 43.10% | 38.75 | 380PCR: 5.03 | 6.25 | 20.80% | 11.70 | 269.10 | 44.92% | -0.216 | 0.006 | -0.290 | 0.312 | Login To Trade |
0.357 | -0.314 | 0.007 | 0.721 | 42.48% | 58.50 | 2.26 | 40.69% | 31.55 | 390PCR: 3.88 | 8.70 | 25.45% | 8.78 | 508.30 | 43.70% | -0.284 | 0.007 | -0.326 | 0.360 | Login To Trade |
0.397 | -0.337 | 0.009 | 0.642 | 41.02% | 397.80 | 8.54 | 37.94% | 24.60 | 400PCR: 1.79 | 11.80 | 30.17% | 15.28 | 934.70 | 42.48% | -0.361 | 0.008 | -0.350 | 0.398 | Login To Trade |
0.421 | -0.355 | 0.009 | 0.552 | 40.77% | 1,084.20 | 8.26 | 34.21% | 19.00 | 410PCR: 1.67 | 15.60 | 34.69% | 13.75 | 934.70 | 40.77% | -0.449 | 0.009 | -0.355 | 0.421 | Login To Trade |
0.422 | -0.350 | 0.009 | 0.459 | 40.04% | 1,124.50 | 14.12 | 29.99% | 14.00 | 420PCR: 0.96 | 20.95 | 38.85% | 13.49 | 322.40 | 40.77% | -0.540 | 0.009 | -0.356 | 0.422 | Login To Trade |
0.401 | -0.333 | 0.009 | 0.370 | 40.04% | 822.90 | 22.48 | 25.32% | 10.25 | 430PCR: 0.64 | 27.00 | 42.40% | 14.34 | 150.80 | 40.28% | -0.629 | 0.009 | -0.335 | 0.402 | Login To Trade |
0.361 | -0.294 | 0.008 | 0.285 | 39.31% | 894.40 | 30.19 | 20.43% | 7.10 | 440PCR: 0.57 | 34.10 | 45.08% | 17.36 | 32.50 | 40.28% | -0.709 | 0.008 | -0.304 | 0.365 | Login To Trade |
0.311 | -0.253 | 0.007 | 0.215 | 39.31% | 499.20 | 23.47 | 15.93% | 5.00 | 450PCR: 0.50 | 41.95 | 47.19% | 11.70 | 14.30 | 40.53% | -0.777 | 0.007 | -0.266 | 0.317 | Login To Trade |
0.261 | -0.216 | 0.006 | 0.162 | 40.04% | 250.90 | 13.26 | 12.24% | 3.50 | 460PCR: 0.22 | 49.80 | 48.91% | 2.96 | 6.50 | 38.57% | -0.848 | 0.006 | -0.200 | 0.250 | Login To Trade |
0.211 | -0.177 | 0.005 | 0.119 | 40.53% | 274.30 | 23.93 | 9.10% | 2.45 | 470PCR: 0.13 | 61.75 | 48.88% | 3.06 | 6.50 | 51.27% | -0.818 | 0.005 | -0.298 | 0.281 | Login To Trade |
0.172 | -0.147 | 0.004 | 0.089 | 41.50% | 287.30 | 19.11 | 6.85% | 1.75 | 480PCR: 0.24 | 68.50 | 50.50% | 4.56 | 2.60 | 41.99% | -0.908 | 0.004 | -0.152 | 0.175 | Login To Trade |
0.106 | -0.094 | 0.002 | 0.048 | 42.97% | 124.80 | 10.60 | 3.66% | 0.85 | 500PCR: 0.94 | 84.80 | 99.00% | 9.91 | 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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