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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 | |
0.045 | -0.039 | 0.013 | 0.916 | 41.02% | 16.00 | 2.80 | 46.29% | 15.45 | 100PCR: 7.56 | 0.70 | 11.24% | 21.16 | 1,276.00 | 44.92% | -0.102 | 0.013 | -0.049 | 0.053 | Login To Trade |
0.065 | -0.058 | 0.017 | 0.864 | 42.97% | 16.00 | 1.04 | 44.87% | 13.40 | 102.50PCR: 5.65 | 1.00 | 15.30% | 5.88 | 240.00 | 44.92% | -0.146 | 0.017 | -0.063 | 0.068 | Login To Trade |
0.080 | -0.072 | 0.021 | 0.810 | 42.97% | 80.00 | 1.00 | 43.33% | 11.40 | 105PCR: 65.84 | 1.30 | 18.31% | 65.84 | 2,348.00 | 41.99% | -0.185 | 0.022 | -0.069 | 0.079 | Login To Trade |
0.094 | -0.084 | 0.025 | 0.747 | 42.97% | 108.00 | 1.12 | 41.65% | 9.45 | 107.50PCR: 13.54 | 1.85 | 22.65% | 15.16 | 688.00 | 41.02% | -0.245 | 0.026 | -0.079 | 0.093 | Login To Trade |
0.105 | -0.090 | 0.029 | 0.681 | 41.02% | 1,004.00 | 9.24 | 39.42% | 7.60 | 110PCR: 4.30 | 2.55 | 27.20% | 39.72 | 2,536.00 | 40.04% | -0.315 | 0.030 | -0.087 | 0.105 | Login To Trade |
0.114 | -0.096 | 0.032 | 0.603 | 40.53% | 276.00 | 2.40 | 36.40% | 6.05 | 112.50PCR: 4.20 | 3.45 | 31.67% | 10.08 | 884.00 | 39.06% | -0.395 | 0.033 | -0.092 | 0.114 | Login To Trade |
0.117 | -0.098 | 0.034 | 0.519 | 40.04% | 3,432.00 | 39.12 | 32.82% | 4.70 | 115PCR: 0.83 | 4.55 | 36.00% | 32.60 | 1,656.00 | 39.06% | -0.481 | 0.035 | -0.096 | 0.117 | Login To Trade |
0.116 | -0.097 | 0.033 | 0.436 | 40.04% | 1,180.00 | 23.36 | 28.98% | 3.55 | 117.50PCR: 0.51 | 6.00 | 39.94% | 11.84 | 240.00 | 39.06% | -0.567 | 0.034 | -0.094 | 0.116 | Login To Trade |
0.110 | -0.092 | 0.032 | 0.357 | 40.04% | 4,012.00 | 73.96 | 24.64% | 2.70 | 120PCR: 0.34 | 7.55 | 42.97% | 25.28 | 280.00 | 38.09% | -0.652 | 0.033 | -0.086 | 0.109 | Login To Trade |
0.100 | -0.084 | 0.029 | 0.285 | 40.04% | 624.00 | 10.00 | 20.39% | 2.00 | 122.50PCR: 0.11 | 8.85 | 46.33% | 1.08 | 28.00 | 33.20% | -0.759 | 0.032 | -0.064 | 0.092 | Login To Trade |
0.086 | -0.070 | 0.025 | 0.216 | 39.06% | 1,412.00 | 49.52 | 15.93% | 1.35 | 125PCR: 0.17 | 11.25 | 47.46% | 8.40 | 76.00 | 37.11% | -0.797 | 0.026 | -0.064 | 0.083 | Login To Trade |
0.074 | -0.062 | 0.021 | 0.169 | 40.04% | 276.00 | 5.56 | 12.80% | 1.00 | 127.50PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.059 | -0.048 | 0.017 | 0.119 | 39.06% | 1,408.00 | 65.04 | 9.22% | 0.65 | 130PCR: 0.18 | 15.55 | 50.03% | 11.40 | 16.00 | 37.11% | -0.893 | 0.017 | -0.042 | 0.054 | Login To Trade |
0.040 | -0.034 | 0.011 | 0.070 | 41.02% | 1,500.00 | 46.36 | 5.42% | 0.35 | 135PCR: 0.72 | 21.40 | 49.84% | 33.16 | 0.00 | 58.59% | -0.840 | 0.014 | -0.088 | 0.072 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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