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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 | 1,960PCR: -- | 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% | 0.25 | 0.00 | 99.00% | 337.00 | 2,000PCR: 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 | 2,040PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.174 | -1.593 | 0.001 | 0.863 | 51.57% | 0.00 | 0.00 | 44.77% | 290.00 | 2,080PCR: 370.00 | 0.95 | 2.15% | 0.93 | 2.00 | 25.88% | -0.019 | 0.000 | -0.169 | 0.248 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,100PCR: -- | 1.75 | 3.46% | 0.03 | 2.25 | 26.86% | -0.031 | 0.001 | -0.266 | 0.376 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,120PCR: -- | 1.40 | 3.07% | 2.57 | 9.75 | 23.93% | -0.028 | 0.001 | -0.216 | 0.343 | Login To Trade |
0.344 | -0.197 | 0.001 | 0.972 | 21.73% | 0.00 | 0.00 | 48.57% | 211.10 | 2,140PCR: 250.00 | 1.30 | 3.05% | 0.63 | 4.00 | 21.73% | -0.028 | 0.001 | -0.197 | 0.344 | Login To Trade |
1.279 | -1.280 | 0.001 | 0.845 | 38.02% | 0.00 | 0.00 | 44.93% | 207.00 | 2,160PCR: 412.00 | 2.25 | 4.88% | 1.03 | 52.25 | 22.22% | -0.046 | 0.001 | -0.301 | 0.515 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,180PCR: -- | 3.25 | 6.56% | 0.47 | 35.75 | 21.85% | -0.063 | 0.001 | -0.382 | 0.664 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 8.25 | 0.25 | 99.00% | 143.00 | 2,200PCR: 18.29 | 4.30 | 8.32% | 4.53 | 150.25 | 21.12% | -0.082 | 0.001 | -0.452 | 0.813 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,220PCR: -- | 5.95 | 10.74% | 0.78 | 21.25 | 20.63% | -0.109 | 0.002 | -0.544 | 1.003 | Login To Trade |
0.951 | -0.418 | 0.002 | 0.898 | 16.72% | 1.50 | 0.03 | 47.29% | 114.20 | 2,240PCR: 36.69 | 8.10 | 13.63% | 1.19 | 62.50 | 20.14% | -0.144 | 0.002 | -0.643 | 1.214 | Login To Trade |
1.395 | -0.695 | 0.003 | 0.822 | 18.92% | 0.25 | 0.04 | 45.26% | 99.70 | 2,260PCR: 23.59 | 11.20 | 17.08% | 1.00 | 75.25 | 19.78% | -0.188 | 0.003 | -0.752 | 1.444 | Login To Trade |
1.578 | -0.723 | 0.003 | 0.782 | 17.40% | 11.00 | 0.07 | 44.19% | 81.60 | 2,280PCR: 13.61 | 14.50 | 20.58% | 0.95 | 127.00 | 18.98% | -0.236 | 0.003 | -0.826 | 1.653 | Login To Trade |
1.843 | -0.867 | 0.004 | 0.707 | 17.88% | 252.25 | 1.42 | 41.76% | 68.75 | 2,300PCR: 3.37 | 19.90 | 25.20% | 4.77 | 238.75 | 18.01% | -0.308 | 0.004 | -0.892 | 1.882 | Login To Trade |
2.029 | -0.983 | 0.004 | 0.627 | 18.40% | 302.50 | 0.90 | 38.86% | 55.60 | 2,320PCR: 1.33 | 26.20 | 29.11% | 1.20 | 307.50 | 18.49% | -0.373 | 0.004 | -0.988 | 2.030 | Login To Trade |
2.128 | -1.051 | 0.004 | 0.532 | 18.77% | 756.25 | 3.13 | 34.91% | 43.50 | 2,340PCR: 0.69 | 35.40 | 33.18% | 2.16 | 269.50 | 18.07% | -0.451 | 0.004 | -1.009 | 2.123 | Login To Trade |
2.131 | -1.006 | 0.004 | 0.466 | 17.94% | 452.00 | 4.29 | 31.88% | 33.70 | 2,360PCR: 0.60 | 44.10 | 37.02% | 2.57 | 81.00 | 18.13% | -0.533 | 0.004 | -1.017 | 2.131 | Login To Trade |
2.049 | -0.964 | 0.004 | 0.385 | 17.88% | 239.50 | 2.08 | 27.69% | 25.60 | 2,380PCR: 0.30 | 58.00 | 40.08% | 0.62 | 14.50 | 19.10% | -0.607 | 0.004 | -1.036 | 2.062 | Login To Trade |
1.900 | -0.912 | 0.004 | 0.313 | 18.25% | 767.75 | 8.49 | 23.55% | 19.25 | 2,400PCR: 0.41 | 69.30 | 43.01% | 3.47 | 32.75 | 18.13% | -0.688 | 0.004 | -0.905 | 1.897 | Login To Trade |
1.685 | -0.804 | 0.003 | 0.245 | 18.13% | 147.50 | 2.85 | 19.22% | 14.30 | 2,420PCR: 0.09 | 86.40 | 44.71% | 0.26 | 1.50 | 19.53% | -0.738 | 0.003 | -0.897 | 1.745 | Login To Trade |
1.478 | -0.729 | 0.003 | 0.195 | 18.74% | 195.25 | 2.97 | 15.76% | 10.35 | 2,440PCR: 0.19 | 104.00 | 46.01% | 0.56 | 4.50 | 20.81% | -0.779 | 0.003 | -0.871 | 1.591 | Login To Trade |
1.268 | -0.641 | 0.002 | 0.153 | 19.23% | 489.50 | 2.27 | 12.69% | 8.05 | 2,460PCR: 0.19 | 127.10 | 46.18% | 0.42 | 1.25 | 25.33% | -0.778 | 0.002 | -1.065 | 1.597 | Login To Trade |
1.085 | -0.568 | 0.002 | 0.122 | 19.90% | 68.50 | 1.64 | 10.27% | 6.25 | 2,480PCR: 0.30 | 134.50 | 49.03% | 0.49 | 0.00 | 17.94% | -0.903 | 0.002 | -0.436 | 0.923 | Login To Trade |
0.927 | -0.503 | 0.002 | 0.098 | 20.63% | 364.75 | 11.62 | 8.34% | 4.95 | 2,500PCR: 0.13 | 157.00 | 48.77% | 1.48 | 2.00 | 22.46% | -0.882 | 0.002 | -0.628 | 1.062 | Login To Trade |
0.763 | -0.422 | 0.001 | 0.075 | 21.00% | 69.25 | 1.33 | 6.49% | 3.75 | 2,520PCR: 0.14 | 168.00 | 99.00% | 0.18 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.630 | -0.356 | 0.001 | 0.059 | 21.48% | 36.75 | 1.01 | 5.10% | 2.85 | 2,540PCR: 0.28 | 195.45 | 49.54% | 0.28 | 0.25 | 24.66% | -0.912 | 0.001 | -0.554 | 0.854 | Login To Trade |
0.535 | -0.313 | 0.001 | 0.048 | 22.22% | 42.25 | 0.97 | 4.15% | 2.35 | 2,560PCR: 0.08 | 199.95 | 99.00% | 0.08 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.409 | -0.239 | 0.001 | 0.035 | 22.22% | 6.75 | 0.97 | 3.00% | 1.60 | 2,580PCR: 0.06 | 224.50 | 99.00% | 0.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.361 | -0.221 | 0.001 | 0.030 | 23.19% | 106.50 | 6.49 | 2.57% | 1.40 | 2,600PCR: 0.20 | 252.00 | 50.55% | 1.30 | 2.00 | 24.17% | -0.965 | 0.001 | -0.266 | 0.418 | Login To Trade |
0.309 | -0.195 | 0.000 | 0.025 | 23.93% | 2.25 | 0.41 | 2.12% | 1.20 | 2,620PCR: 0.01 | 258.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.266 | -0.174 | 0.000 | 0.021 | 24.90% | 14.00 | 0.91 | 1.76% | 1.00 | 2,640PCR: 0.03 | 294.95 | 50.41% | 0.03 | 0.00 | 32.71% | -0.936 | 0.001 | -0.578 | 0.671 | Login To Trade |
0.191 | -0.130 | 0.000 | 0.014 | 25.88% | 8.75 | 0.72 | 1.19% | 0.70 | 2,680PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.209 | -0.153 | 0.000 | 0.015 | 27.83% | 68.75 | 2.64 | 1.31% | 0.80 | 2,700PCR: 0.07 | 333.10 | 99.00% | 0.19 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.141 | -0.101 | 0.000 | 0.010 | 27.34% | 0.75 | 0.21 | 0.82% | 0.45 | 2,720PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.202 | -0.164 | 0.000 | 0.015 | 30.76% | 0.00 | 0.04 | 1.23% | 0.90 | 2,740PCR: 0.18 | 383.00 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.109 | -0.090 | 0.000 | 0.007 | 31.25% | 1.50 | 0.38 | 0.60% | 0.40 | 2,800PCR: 0.06 | 440.00 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.081 | -0.069 | 0.000 | 0.005 | 32.23% | 0.00 | 0.07 | 0.43% | 0.30 | 2,840PCR: 0.04 | 470.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.076 | -0.068 | 0.000 | 0.005 | 34.18% | 0.00 | 0.50 | 0.39% | 0.30 | 2,880PCR: 0.01 | 525.00 | 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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