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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 | |
0.824 | -2.788 | 0.001 | 0.783 | 142.09% | 0.00 | 0.01 | 37.67% | 279.85 | 950PCR: 282.00 | 1.00 | 2.61% | 1.76 | 42.50 | 43.95% | -0.021 | 0.000 | -0.147 | 0.141 | Login To Trade |
0.320 | -0.327 | 0.001 | 0.943 | 42.97% | 2.50 | 0.37 | 46.96% | 174.00 | 1,000PCR: 26.59 | 2.00 | 5.03% | 9.81 | 323.75 | 39.55% | -0.043 | 0.001 | -0.242 | 0.257 | Login To Trade |
0.798 | -1.498 | 0.001 | 0.795 | 78.86% | 0.00 | 0.06 | 41.31% | 179.00 | 1,020PCR: 36.20 | 2.70 | 6.49% | 2.26 | 60.00 | 37.60% | -0.058 | 0.001 | -0.290 | 0.324 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 53.00 | 1,030PCR: 626.00 | 2.80 | 6.96% | 3.91 | 218.75 | 35.89% | -0.063 | 0.001 | -0.295 | 0.346 | Login To Trade |
0.919 | -2.102 | 0.001 | 0.736 | 96.07% | 0.00 | 0.07 | 38.47% | 180.00 | 1,040PCR: 27.00 | 3.70 | 8.43% | 1.86 | 155.63 | 35.89% | -0.078 | 0.001 | -0.349 | 0.408 | Login To Trade |
0.443 | -0.363 | 0.002 | 0.913 | 34.42% | 0.00 | 0.37 | 46.71% | 125.00 | 1,050PCR: 15.44 | 4.55 | 9.89% | 5.69 | 698.13 | 35.64% | -0.093 | 0.002 | -0.396 | 0.467 | Login To Trade |
0.487 | -0.385 | 0.002 | 0.901 | 33.20% | 10.00 | 0.14 | 46.52% | 115.45 | 1,060PCR: 7.78 | 5.25 | 11.21% | 1.12 | 313.13 | 34.79% | -0.108 | 0.002 | -0.431 | 0.520 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.19 | 99.00% | 100.20 | 1,070PCR: 11.33 | 6.15 | 12.75% | 2.13 | 194.38 | 33.94% | -0.125 | 0.002 | -0.468 | 0.579 | Login To Trade |
0.651 | -0.523 | 0.003 | 0.851 | 33.69% | 2.50 | 0.37 | 45.23% | 98.55 | 1,080PCR: 5.73 | 7.30 | 14.53% | 2.11 | 281.25 | 33.33% | -0.146 | 0.003 | -0.511 | 0.644 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.31 | 99.00% | 80.65 | 1,090PCR: 5.98 | 8.55 | 16.29% | 1.83 | 218.13 | 32.47% | -0.169 | 0.003 | -0.547 | 0.707 | Login To Trade |
0.758 | -0.555 | 0.003 | 0.812 | 30.76% | 91.25 | 1.66 | 44.32% | 80.20 | 1,100PCR: 8.28 | 10.00 | 18.20% | 13.77 | 1,687.50 | 31.74% | -0.193 | 0.003 | -0.583 | 0.771 | Login To Trade |
0.829 | -0.595 | 0.004 | 0.781 | 30.15% | 20.63 | 0.89 | 43.41% | 72.05 | 1,110PCR: 2.05 | 11.60 | 20.35% | 1.82 | 341.25 | 31.01% | -0.223 | 0.003 | -0.619 | 0.838 | Login To Trade |
0.902 | -0.640 | 0.004 | 0.745 | 29.79% | 39.38 | 1.16 | 42.34% | 64.25 | 1,120PCR: 2.65 | 13.70 | 22.63% | 3.07 | 640.00 | 30.27% | -0.256 | 0.004 | -0.652 | 0.904 | Login To Trade |
0.966 | -0.671 | 0.004 | 0.707 | 29.17% | 58.75 | 1.06 | 41.11% | 56.65 | 1,130PCR: 1.82 | 16.00 | 25.05% | 1.93 | 791.25 | 29.54% | -0.293 | 0.004 | -0.680 | 0.967 | Login To Trade |
1.023 | -0.693 | 0.005 | 0.665 | 28.44% | 301.88 | 3.19 | 39.69% | 49.30 | 1,140PCR: 1.52 | 18.75 | 27.63% | 4.84 | 1,682.50 | 28.75% | -0.336 | 0.004 | -0.701 | 1.024 | Login To Trade |
1.070 | -0.712 | 0.005 | 0.619 | 27.95% | 586.25 | 4.27 | 37.95% | 42.45 | 1,150PCR: 2.29 | 22.00 | 30.09% | 9.76 | 2,766.88 | 28.32% | -0.380 | 0.005 | -0.721 | 1.069 | Login To Trade |
1.103 | -0.718 | 0.005 | 0.570 | 27.34% | 1,198.13 | 5.43 | 35.99% | 36.30 | 1,160PCR: 1.71 | 25.60 | 32.67% | 9.28 | 2,543.13 | 27.77% | -0.428 | 0.005 | -0.729 | 1.103 | Login To Trade |
1.119 | -0.709 | 0.005 | 0.521 | 26.61% | 2,715.00 | 11.82 | 33.88% | 30.55 | 1,170PCR: 0.77 | 29.65 | 35.17% | 9.09 | 2,790.00 | 27.22% | -0.479 | 0.005 | -0.726 | 1.119 | Login To Trade |
1,172.20 | |||||||||||||||||||
1.117 | -0.698 | 0.005 | 0.466 | 26.25% | 4,783.13 | 13.69 | 31.35% | 25.35 | 1,180PCR: 1.17 | 34.55 | 37.56% | 16.08 | 2,152.50 | 26.55% | -0.533 | 0.005 | -0.706 | 1.117 | Login To Trade |
1.093 | -0.669 | 0.005 | 0.412 | 25.70% | 1,853.13 | 5.06 | 28.61% | 20.60 | 1,190PCR: 0.89 | 39.80 | 39.89% | 4.49 | 556.88 | 26.00% | -0.590 | 0.005 | -0.676 | 1.092 | Login To Trade |
1.046 | -0.632 | 0.005 | 0.355 | 25.39% | 5,066.88 | 22.90 | 25.54% | 16.70 | 1,200PCR: 0.49 | 45.75 | 41.89% | 11.16 | 488.75 | 25.51% | -0.644 | 0.005 | -0.636 | 1.047 | Login To Trade |
0.982 | -0.586 | 0.005 | 0.303 | 25.09% | 3,281.88 | 8.74 | 22.52% | 13.30 | 1,210PCR: 0.24 | 52.30 | 43.67% | 2.13 | 66.88 | 25.15% | -0.696 | 0.005 | -0.588 | 0.982 | Login To Trade |
0.906 | -0.541 | 0.005 | 0.258 | 25.09% | 1,868.13 | 13.91 | 19.62% | 10.60 | 1,220PCR: 0.38 | 59.55 | 45.19% | 5.30 | 123.75 | 25.02% | -0.743 | 0.005 | -0.539 | 0.905 | Login To Trade |
0.817 | -0.479 | 0.004 | 0.213 | 24.66% | 1,107.50 | 9.16 | 16.69% | 8.25 | 1,230PCR: 0.19 | 67.90 | 46.28% | 1.70 | 25.63 | 25.63% | -0.779 | 0.004 | -0.509 | 0.834 | Login To Trade |
0.726 | -0.426 | 0.004 | 0.175 | 24.66% | 1,180.63 | 11.91 | 14.03% | 6.50 | 1,240PCR: 0.11 | 72.25 | 48.65% | 1.35 | 53.75 | 20.02% | -0.879 | 0.004 | -0.270 | 0.566 | Login To Trade |
0.641 | -0.380 | 0.003 | 0.145 | 24.90% | 1,183.13 | 16.43 | 11.81% | 5.05 | 1,250PCR: 0.13 | 83.65 | 48.44% | 2.06 | 86.25 | 24.29% | -0.862 | 0.003 | -0.357 | 0.618 | Login To Trade |
0.560 | -0.337 | 0.003 | 0.119 | 25.27% | 551.88 | 8.08 | 9.82% | 4.05 | 1,260PCR: 0.04 | 90.70 | 49.78% | 0.33 | 4.38 | 20.26% | -0.931 | 0.002 | -0.180 | 0.373 | Login To Trade |
0.480 | -0.290 | 0.002 | 0.096 | 25.39% | 160.00 | 2.63 | 8.02% | 3.15 | 1,270PCR: 0.23 | 94.20 | 99.00% | 0.61 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.411 | -0.251 | 0.002 | 0.078 | 25.63% | 283.13 | 5.98 | 6.55% | 2.50 | 1,280PCR: 0.04 | 88.40 | 99.00% | 0.21 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.349 | -0.215 | 0.002 | 0.063 | 25.88% | 382.50 | 5.43 | 5.31% | 2.00 | 1,290PCR: 0.00 | 100.75 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.304 | -0.191 | 0.002 | 0.053 | 26.37% | 963.13 | 25.29 | 4.47% | 1.65 | 1,300PCR: 0.03 | 126.80 | 99.00% | 0.86 | 5.63 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.246 | -0.154 | 0.001 | 0.041 | 26.37% | 128.75 | 4.56 | 3.45% | 1.15 | 1,310PCR: 0.00 | 105.00 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.198 | -0.124 | 0.001 | 0.031 | 26.37% | 203.75 | 6.66 | 2.65% | 0.85 | 1,320PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.134 | -0.086 | 0.001 | 0.020 | 26.86% | 102.50 | 5.68 | 1.65% | 0.55 | 1,340PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.089 | -0.058 | 0.000 | 0.012 | 27.34% | 36.88 | 7.31 | 1.02% | 0.30 | 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 |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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