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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 | 0.03 | 99.00% | 227.95 | 860PCR: 1.00 | 0.25 | 0.83% | 0.03 | 0.00 | 46.88% | -0.006 | 0.000 | -0.057 | 0.044 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.06 | 99.00% | 178.85 | 880PCR: 2.40 | 0.20 | 0.88% | 0.15 | 0.00 | 42.97% | -0.007 | 0.000 | -0.056 | 0.047 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 156.60 | 900PCR: 236.00 | 0.10 | 0.43% | 1.48 | 15.00 | 35.16% | -0.003 | 0.000 | -0.025 | 0.025 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 139.15 | 920PCR: 3.20 | 0.10 | 0.40% | 0.10 | 4.38 | 31.25% | -0.003 | 0.000 | -0.021 | 0.024 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 129.25 | 930PCR: 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 | 0.03 | 99.00% | 117.10 | 940PCR: 57.50 | 0.10 | 0.36% | 1.44 | 90.63 | 27.34% | -0.003 | 0.000 | -0.017 | 0.023 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 107.60 | 950PCR: 78.00 | 0.10 | 0.58% | 2.44 | 10.00 | 27.34% | -0.005 | 0.000 | -0.027 | 0.035 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.07 | 99.00% | 94.45 | 960PCR: 54.91 | 0.15 | 0.97% | 3.78 | 20.00 | 27.34% | -0.008 | 0.000 | -0.042 | 0.056 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.11 | 99.00% | 113.65 | 970PCR: 8.17 | 0.20 | 0.93% | 0.92 | 23.13 | 25.39% | -0.008 | 0.000 | -0.038 | 0.054 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.26 | 99.00% | 86.95 | 980PCR: 5.86 | 0.25 | 1.23% | 1.54 | 52.50 | 24.41% | -0.011 | 0.001 | -0.048 | 0.070 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.63 | 0.23 | 99.00% | 114.35 | 990PCR: 17.14 | 0.30 | 1.53% | 3.86 | 63.13 | 23.44% | -0.014 | 0.001 | -0.056 | 0.086 | Login To Trade |
0.073 | -0.042 | 0.001 | 0.989 | 20.51% | 43.75 | 0.83 | 48.93% | 108.50 | 1,000PCR: 11.24 | 0.45 | 2.51% | 9.28 | 574.38 | 23.44% | -0.023 | 0.001 | -0.086 | 0.132 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 5.00 | 0.48 | 99.00% | 97.00 | 1,010PCR: 8.05 | 0.70 | 3.40% | 3.88 | 158.75 | 22.95% | -0.031 | 0.001 | -0.111 | 0.174 | Login To Trade |
0.229 | -0.141 | 0.002 | 0.956 | 22.22% | 7.50 | 0.64 | 48.29% | 89.30 | 1,020PCR: 11.48 | 1.00 | 4.73% | 7.32 | 1,109.38 | 22.46% | -0.044 | 0.002 | -0.144 | 0.231 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 40.00 | 0.46 | 99.00% | 78.00 | 1,030PCR: 12.55 | 1.30 | 6.02% | 5.81 | 1,136.88 | 21.48% | -0.058 | 0.002 | -0.170 | 0.284 | Login To Trade |
0.352 | -0.200 | 0.003 | 0.924 | 20.51% | 76.25 | 1.87 | 47.71% | 70.75 | 1,040PCR: 3.44 | 1.85 | 7.88% | 6.43 | 821.88 | 20.51% | -0.078 | 0.003 | -0.204 | 0.359 | Login To Trade |
0.387 | -0.197 | 0.004 | 0.914 | 18.31% | 363.75 | 6.07 | 47.60% | 60.80 | 1,050PCR: 1.92 | 2.40 | 10.08% | 11.63 | 1,756.25 | 19.78% | -0.102 | 0.004 | -0.241 | 0.439 | Login To Trade |
0.509 | -0.256 | 0.005 | 0.874 | 18.07% | 575.00 | 7.38 | 46.70% | 51.80 | 1,060PCR: 1.83 | 3.20 | 12.84% | 13.52 | 2,266.88 | 18.55% | -0.135 | 0.005 | -0.276 | 0.535 | Login To Trade |
0.618 | -0.294 | 0.006 | 0.832 | 17.09% | 794.38 | 9.69 | 45.66% | 42.80 | 1,070PCR: 1.20 | 4.45 | 16.45% | 11.63 | 2,944.38 | 18.07% | -0.181 | 0.006 | -0.325 | 0.648 | Login To Trade |
0.754 | -0.353 | 0.007 | 0.766 | 16.85% | 2,683.13 | 20.52 | 43.72% | 34.80 | 1,080PCR: 0.67 | 6.20 | 20.82% | 13.84 | 4,166.88 | 17.46% | -0.241 | 0.007 | -0.372 | 0.767 | Login To Trade |
0.869 | -0.393 | 0.009 | 0.690 | 16.30% | 2,890.00 | 7.81 | 41.28% | 27.20 | 1,090PCR: 1.08 | 8.70 | 25.79% | 8.44 | 3,613.75 | 17.09% | -0.318 | 0.009 | -0.417 | 0.878 | Login To Trade |
0.954 | -0.430 | 0.010 | 0.596 | 16.24% | 16,199.38 | 27.43 | 37.81% | 20.80 | 1,100PCR: 0.58 | 12.40 | 30.77% | 15.80 | 8,140.63 | 16.72% | -0.406 | 0.009 | -0.444 | 0.955 | Login To Trade |
0.983 | -0.433 | 0.010 | 0.497 | 15.87% | 7,499.38 | 8.72 | 33.48% | 15.05 | 1,110PCR: 0.40 | 16.90 | 35.56% | 3.49 | 2,656.25 | 16.72% | -0.502 | 0.010 | -0.456 | 0.983 | Login To Trade |
0.949 | -0.415 | 0.010 | 0.396 | 15.75% | 8,107.50 | 15.79 | 28.42% | 10.70 | 1,120PCR: 0.28 | 22.40 | 39.59% | 4.38 | 1,197.50 | 16.48% | -0.599 | 0.009 | -0.436 | 0.952 | Login To Trade |
0.866 | -0.391 | 0.009 | 0.308 | 16.24% | 3,776.25 | 6.14 | 23.37% | 7.70 | 1,130PCR: 0.15 | 29.20 | 43.03% | 0.92 | 186.25 | 16.11% | -0.694 | 0.009 | -0.387 | 0.864 | Login To Trade |
0.750 | -0.343 | 0.007 | 0.231 | 16.48% | 3,013.13 | 6.98 | 18.39% | 5.40 | 1,140PCR: 0.21 | 36.45 | 45.41% | 1.44 | 206.88 | 16.60% | -0.767 | 0.007 | -0.347 | 0.753 | Login To Trade |
0.629 | -0.296 | 0.006 | 0.172 | 16.97% | 2,709.38 | 10.10 | 14.23% | 3.80 | 1,150PCR: 0.14 | 44.65 | 47.20% | 1.44 | 155.63 | 16.72% | -0.831 | 0.006 | -0.288 | 0.620 | Login To Trade |
0.488 | -0.232 | 0.005 | 0.118 | 17.09% | 1,918.13 | 4.31 | 10.10% | 2.45 | 1,160PCR: 0.19 | 53.35 | 48.48% | 0.81 | 69.38 | 16.85% | -0.882 | 0.005 | -0.228 | 0.488 | Login To Trade |
0.385 | -0.185 | 0.004 | 0.085 | 17.33% | 1,787.50 | 8.82 | 7.43% | 1.65 | 1,170PCR: 0.03 | 63.15 | 48.89% | 0.28 | 24.38 | 18.80% | -0.896 | 0.004 | -0.232 | 0.445 | Login To Trade |
0.299 | -0.150 | 0.003 | 0.061 | 18.07% | 1,551.25 | 6.09 | 5.39% | 1.20 | 1,180PCR: 0.02 | 92.00 | 45.08% | 0.14 | 0.00 | 47.24% | -0.707 | 0.003 | -1.111 | 0.846 | Login To Trade |
0.255 | -0.135 | 0.002 | 0.050 | 19.04% | 345.00 | 1.15 | 4.41% | 0.95 | 1,190PCR: 0.03 | 77.85 | 99.00% | 0.03 | 0.63 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.206 | -0.115 | 0.002 | 0.039 | 20.02% | 813.75 | 8.63 | 3.40% | 0.75 | 1,200PCR: 0.35 | 93.50 | 49.84% | 3.00 | 30.63 | 23.93% | -0.929 | 0.002 | -0.222 | 0.334 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,210PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.123 | -0.072 | 0.001 | 0.021 | 21.00% | 256.88 | 0.99 | 1.83% | 0.40 | 1,220PCR: 0.09 | 161.45 | 45.11% | 0.09 | 0.00 | 93.63% | -0.637 | 0.002 | -2.403 | 0.924 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,230PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.113 | -0.075 | 0.001 | 0.019 | 23.93% | 26.25 | 0.28 | 1.62% | 0.40 | 1,240PCR: 1.98 | 182.25 | 46.00% | 0.56 | 0.00 | 99.61% | -0.654 | 0.002 | -2.511 | 0.907 | Login To Trade |
0.095 | -0.070 | 0.001 | 0.015 | 26.37% | 21.88 | 0.09 | 1.30% | 0.35 | 1,260PCR: 5.07 | 150.45 | 99.00% | 0.48 | 3.13 | 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 | 1,280PCR: -- | 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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