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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 | 0.01 | 99.00% | 249.00 | 1,000PCR: 40.00 | 0.05 | 0.01% | 0.25 | 6.25 | 62.50% | -0.000 | 0.000 | -0.004 | 0.001 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,060PCR: -- | 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 | 0.02 | 99.00% | 172.00 | 1,080PCR: 17.67 | 0.10 | 0.42% | 0.33 | 15.63 | 58.59% | -0.004 | 0.000 | -0.102 | 0.014 | Login To Trade |
0.195 | -2.646 | 0.001 | 0.921 | 108.40% | 1.25 | 0.01 | 46.25% | 187.00 | 1,090PCR: 9.00 | 0.05 | 0.00% | 0.06 | 0.00 | 31.25% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.190 | -2.375 | 0.001 | 0.924 | 100.10% | 3.13 | 0.13 | 46.51% | 176.10 | 1,100PCR: 28.40 | 0.05 | 0.00% | 3.55 | 24.38 | 31.25% | 0.000 | 0.000 | -0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 132.80 | 1,110PCR: 12.50 | 0.05 | 0.00% | 0.31 | 0.63 | 31.25% | 0.000 | 0.000 | -0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 138.00 | 1,120PCR: 52.29 | 0.10 | 0.51% | 2.29 | 15.00 | 46.88% | -0.004 | 0.000 | -0.101 | 0.017 | Login To Trade |
0.127 | -1.083 | 0.001 | 0.955 | 68.36% | 3.13 | 0.06 | 47.83% | 144.00 | 1,130PCR: 45.00 | 0.05 | 0.02% | 2.53 | 2.50 | 31.25% | -0.000 | 0.000 | -0.003 | 0.001 | Login To Trade |
0.192 | -1.808 | 0.001 | 0.923 | 75.20% | 4.38 | 0.39 | 47.00% | 135.00 | 1,140PCR: 25.68 | 0.05 | 0.04% | 9.95 | 7.50 | 31.25% | -0.000 | 0.000 | -0.007 | 0.002 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 10.00 | 1.51 | 99.00% | 122.00 | 1,150PCR: 1.09 | 0.10 | 0.74% | 1.65 | 10.00 | 39.06% | -0.007 | 0.000 | -0.120 | 0.025 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.39 | 99.00% | 100.15 | 1,160PCR: 3.10 | 0.05 | 0.27% | 1.20 | 98.13 | 31.25% | -0.002 | 0.000 | -0.039 | 0.010 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.68 | 99.00% | 95.50 | 1,170PCR: 1.48 | 0.05 | 0.54% | 1.01 | 29.38 | 31.25% | -0.005 | 0.000 | -0.075 | 0.019 | Login To Trade |
0.089 | -0.423 | 0.001 | 0.971 | 38.09% | 16.88 | 0.35 | 48.73% | 92.00 | 1,180PCR: 7.36 | 0.05 | 0.00% | 2.58 | 32.50 | 15.63% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.63 | 0.13 | 99.00% | 82.00 | 1,190PCR: 7.00 | 0.10 | 1.08% | 0.92 | 30.00 | 27.34% | -0.010 | 0.001 | -0.122 | 0.036 | Login To Trade |
0.108 | -0.423 | 0.002 | 0.963 | 31.25% | 88.75 | 2.31 | 48.77% | 72.00 | 1,200PCR: 1.61 | 0.10 | 0.95% | 3.72 | 107.50 | 23.44% | -0.009 | 0.001 | -0.094 | 0.032 | Login To Trade |
0.374 | -2.770 | 0.004 | 0.799 | 59.33% | 0.00 | 0.45 | 44.20% | 71.40 | 1,210PCR: 7.25 | 0.10 | 0.72% | 3.26 | 111.25 | 19.53% | -0.007 | 0.001 | -0.062 | 0.025 | Login To Trade |
0.126 | -0.370 | 0.003 | 0.955 | 23.44% | 51.25 | 4.25 | 48.74% | 52.00 | 1,220PCR: 1.46 | 0.10 | 1.70% | 6.22 | 185.00 | 18.55% | -0.016 | 0.002 | -0.126 | 0.054 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 14.38 | 8.20 | 99.00% | 41.50 | 1,230PCR: 1.07 | 0.10 | 1.95% | 8.75 | 702.50 | 15.63% | -0.019 | 0.002 | -0.120 | 0.062 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 144.38 | 11.85 | 99.00% | 31.15 | 1,240PCR: 0.72 | 0.35 | 4.47% | 8.51 | 1,066.88 | 14.16% | -0.045 | 0.005 | -0.224 | 0.126 | Login To Trade |
0.204 | -0.311 | 0.009 | 0.917 | 12.21% | 431.88 | 9.85 | 48.27% | 22.75 | 1,250PCR: 1.20 | 1.00 | 10.36% | 11.87 | 1,958.13 | 13.92% | -0.111 | 0.010 | -0.439 | 0.252 | Login To Trade |
0.406 | -0.645 | 0.018 | 0.768 | 12.70% | 773.75 | 10.33 | 44.22% | 14.60 | 1,260PCR: 1.26 | 3.00 | 21.93% | 13.01 | 3,775.63 | 13.92% | -0.266 | 0.018 | -0.759 | 0.437 | Login To Trade |
0.529 | -0.969 | 0.020 | 0.532 | 14.65% | 1,571.25 | 7.36 | 35.63% | 8.25 | 1,270PCR: 0.89 | 6.65 | 33.26% | 6.55 | 5,201.25 | 13.79% | -0.467 | 0.022 | -0.912 | 0.529 | Login To Trade |
0.489 | -0.956 | 0.018 | 0.343 | 15.63% | 6,111.25 | 12.40 | 25.97% | 4.70 | 1,280PCR: 0.41 | 13.20 | 41.41% | 5.13 | 3,443.13 | 15.38% | -0.659 | 0.018 | -0.938 | 0.488 | Login To Trade |
0.389 | -0.806 | 0.013 | 0.214 | 16.60% | 6,990.63 | 14.30 | 17.72% | 2.65 | 1,290PCR: 0.13 | 20.90 | 45.09% | 1.83 | 599.38 | 17.58% | -0.772 | 0.013 | -0.884 | 0.402 | Login To Trade |
0.279 | -0.646 | 0.009 | 0.128 | 18.55% | 4,772.50 | 19.61 | 11.19% | 1.50 | 1,300PCR: 0.19 | 29.85 | 47.17% | 3.71 | 361.88 | 20.26% | -0.843 | 0.009 | -0.809 | 0.320 | Login To Trade |
0.195 | -0.475 | 0.006 | 0.078 | 19.53% | 1,349.38 | 6.00 | 7.05% | 0.90 | 1,310PCR: 0.03 | 37.30 | 99.00% | 0.15 | 7.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.151 | -0.425 | 0.004 | 0.057 | 22.46% | 833.13 | 7.24 | 5.16% | 0.70 | 1,320PCR: 0.02 | 48.90 | 49.95% | 0.15 | 17.50 | 19.53% | -0.966 | 0.003 | -0.245 | 0.101 | Login To Trade |
0.113 | -0.339 | 0.003 | 0.039 | 23.93% | 604.38 | 2.94 | 3.61% | 0.50 | 1,330PCR: 0.06 | 65.35 | 46.85% | 0.18 | 0.00 | 48.10% | -0.808 | 0.004 | -2.184 | 0.363 | Login To Trade |
0.066 | -0.201 | 0.002 | 0.021 | 24.41% | 273.75 | 4.43 | 1.89% | 0.25 | 1,340PCR: 0.01 | 70.05 | 49.44% | 0.06 | 0.00 | 34.18% | -0.927 | 0.003 | -0.792 | 0.185 | Login To Trade |
0.030 | -0.087 | 0.001 | 0.008 | 23.44% | 181.88 | 11.56 | 0.75% | 0.10 | 1,350PCR: 0.00 | 73.60 | 99.00% | 0.03 | 2.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.036 | -0.122 | 0.001 | 0.010 | 27.34% | 118.75 | 3.83 | 0.93% | 0.10 | 1,360PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.019 | -0.067 | 0.000 | 0.005 | 27.34% | 88.75 | 1.93 | 0.46% | 0.10 | 1,370PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.025 | -0.097 | 0.000 | 0.007 | 31.25% | 11.88 | 1.04 | 0.61% | 0.05 | 1,380PCR: 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 | 1,390PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.007 | -0.028 | 0.000 | 0.002 | 31.25% | 18.13 | 1.97 | 0.15% | 0.05 | 1,400PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.028 | -0.151 | 0.000 | 0.008 | 42.97% | 8.13 | 0.35 | 0.67% | 0.15 | 1,420PCR: 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 | 1,440PCR: -- | 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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