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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 | 540PCR: -- | 0.70 | 3.10% | 0.20 | 0.70 | 42.97% | -0.025 | 0.001 | -0.088 | 0.099 | Login To Trade |
0.265 | -0.313 | 0.002 | 0.916 | 57.13% | 0.00 | 0.07 | 45.43% | 120.15 | 550PCR: 22.40 | 0.65 | 3.11% | 1.57 | 35.70 | 39.06% | -0.025 | 0.001 | -0.082 | 0.101 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 560PCR: -- | 1.05 | 4.49% | 0.30 | 4.20 | 39.06% | -0.038 | 0.001 | -0.114 | 0.141 | Login To Trade |
0.491 | -0.878 | 0.002 | 0.792 | 86.30% | 0.00 | 0.06 | 40.50% | 115.50 | 570PCR: 10.63 | 1.40 | 5.85% | 0.60 | 16.10 | 38.09% | -0.051 | 0.002 | -0.141 | 0.178 | Login To Trade |
0.509 | -0.856 | 0.002 | 0.779 | 81.18% | 0.00 | 0.06 | 40.37% | 105.75 | 580PCR: 19.88 | 2.00 | 7.65% | 1.11 | 50.40 | 37.35% | -0.068 | 0.002 | -0.174 | 0.225 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.70 | 0.03 | 99.00% | 72.15 | 590PCR: 25.50 | 2.55 | 9.42% | 0.71 | 25.90 | 35.89% | -0.087 | 0.003 | -0.201 | 0.271 | Login To Trade |
0.403 | -0.349 | 0.003 | 0.848 | 41.75% | 60.20 | 1.14 | 44.60% | 72.00 | 600PCR: 4.53 | 3.55 | 11.97% | 5.17 | 312.90 | 35.16% | -0.115 | 0.003 | -0.242 | 0.332 | Login To Trade |
0.404 | -0.292 | 0.004 | 0.847 | 34.91% | 1.40 | 0.04 | 44.93% | 61.05 | 610PCR: 5.67 | 4.95 | 15.24% | 0.24 | 4.90 | 34.91% | -0.153 | 0.004 | -0.292 | 0.404 | Login To Trade |
0.498 | -0.386 | 0.004 | 0.787 | 37.35% | 6.30 | 0.52 | 43.10% | 54.20 | 620PCR: 4.28 | 6.40 | 18.29% | 2.22 | 129.50 | 33.69% | -0.192 | 0.005 | -0.326 | 0.468 | Login To Trade |
0.565 | -0.446 | 0.005 | 0.732 | 38.09% | 16.10 | 0.25 | 41.32% | 47.30 | 630PCR: 7.67 | 8.40 | 21.96% | 1.93 | 216.30 | 32.96% | -0.242 | 0.005 | -0.365 | 0.535 | Login To Trade |
0.605 | -0.433 | 0.006 | 0.690 | 34.55% | 36.40 | 0.56 | 40.05% | 38.50 | 640PCR: 5.39 | 10.75 | 25.57% | 3.02 | 128.10 | 31.74% | -0.298 | 0.006 | -0.390 | 0.594 | Login To Trade |
0.645 | -0.424 | 0.007 | 0.633 | 31.74% | 373.80 | 3.14 | 38.13% | 30.45 | 650PCR: 2.03 | 14.35 | 29.72% | 6.38 | 364.00 | 31.74% | -0.367 | 0.007 | -0.424 | 0.645 | Login To Trade |
0.675 | -0.439 | 0.007 | 0.561 | 31.37% | 1,001.70 | 7.58 | 35.23% | 24.55 | 660PCR: 1.51 | 18.35 | 33.53% | 11.43 | 312.90 | 31.25% | -0.439 | 0.007 | -0.437 | 0.675 | Login To Trade |
0.683 | -0.444 | 0.007 | 0.487 | 31.37% | 915.60 | 6.54 | 31.91% | 19.60 | 670PCR: 0.43 | 22.70 | 37.11% | 2.84 | 218.40 | 30.27% | -0.514 | 0.008 | -0.428 | 0.683 | Login To Trade |
0.668 | -0.439 | 0.007 | 0.416 | 31.74% | 629.30 | 5.54 | 28.31% | 15.70 | 680PCR: 0.23 | 28.70 | 40.24% | 1.27 | 82.60 | 30.52% | -0.589 | 0.007 | -0.421 | 0.666 | Login To Trade |
0.634 | -0.422 | 0.007 | 0.350 | 32.10% | 234.50 | 4.94 | 24.72% | 12.35 | 690PCR: 0.15 | 37.10 | 42.48% | 0.74 | 21.70 | 33.45% | -0.643 | 0.006 | -0.443 | 0.639 | Login To Trade |
0.589 | -0.401 | 0.006 | 0.293 | 32.84% | 915.60 | 13.33 | 21.29% | 9.90 | 700PCR: 0.22 | 44.60 | 44.42% | 2.99 | 23.80 | 34.18% | -0.699 | 0.006 | -0.422 | 0.597 | Login To Trade |
0.533 | -0.367 | 0.005 | 0.240 | 33.20% | 616.00 | 7.34 | 17.97% | 7.70 | 710PCR: 0.03 | 49.70 | 46.92% | 0.24 | 10.50 | 29.54% | -0.789 | 0.006 | -0.303 | 0.495 | Login To Trade |
0.474 | -0.331 | 0.005 | 0.196 | 33.69% | 452.20 | 5.42 | 14.98% | 6.00 | 720PCR: 0.07 | 58.90 | 47.90% | 0.36 | 7.70 | 31.49% | -0.821 | 0.005 | -0.292 | 0.447 | Login To Trade |
0.412 | -0.290 | 0.004 | 0.157 | 33.94% | 129.50 | 2.56 | 12.18% | 4.65 | 730PCR: 0.04 | 67.55 | 48.91% | 0.09 | 2.10 | 31.49% | -0.862 | 0.004 | -0.246 | 0.377 | Login To Trade |
0.355 | -0.253 | 0.004 | 0.126 | 34.42% | 130.90 | 3.02 | 9.89% | 3.60 | 740PCR: 0.02 | 74.90 | 50.38% | 0.06 | 2.10 | 25.39% | -0.943 | 0.003 | -0.103 | 0.196 | Login To Trade |
0.302 | -0.219 | 0.003 | 0.101 | 34.91% | 220.50 | 5.64 | 7.97% | 2.75 | 750PCR: 0.02 | 82.20 | 99.00% | 0.13 | 4.20 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.259 | -0.191 | 0.003 | 0.082 | 35.64% | 28.00 | 2.38 | 6.47% | 2.20 | 760PCR: 0.04 | 91.60 | 99.00% | 0.08 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.238 | -0.186 | 0.002 | 0.073 | 37.60% | 10.50 | 0.42 | 5.77% | 2.00 | 770PCR: 0.02 | 99.30 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.188 | -0.144 | 0.002 | 0.054 | 37.11% | 47.60 | 3.19 | 4.26% | 1.45 | 780PCR: 0.03 | 81.50 | 99.00% | 0.10 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.154 | -0.127 | 0.001 | 0.042 | 40.04% | 64.40 | 10.72 | 3.25% | 1.15 | 800PCR: 0.01 | 133.00 | 99.00% | 0.14 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.129 | -0.115 | 0.001 | 0.034 | 42.97% | 1.40 | 0.79 | 2.58% | 0.90 | 820PCR: 0.01 | 147.40 | 99.00% | 0.01 | 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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