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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% | 2.25 | 0.65 | 99.00% | 289.00 | 800PCR: 1.09 | 0.05 | 0.00% | 0.71 | 0.00 | 62.50% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.11 | 99.00% | 237.45 | 820PCR: 5.67 | 0.10 | 0.22% | 0.64 | 5.25 | 93.75% | -0.002 | 0.000 | -0.071 | 0.006 | Login To Trade |
0.110 | -2.112 | 0.001 | 0.954 | 154.30% | 0.75 | 0.06 | 45.98% | 252.50 | 840PCR: 16.00 | 0.10 | 0.47% | 0.96 | 0.00 | 93.75% | -0.004 | 0.000 | -0.142 | 0.012 | Login To Trade |
0.165 | -3.664 | 0.001 | 0.923 | 177.73% | 2.25 | 0.04 | 44.80% | 246.60 | 850PCR: 121.40 | 0.05 | 0.01% | 4.55 | 9.75 | 62.50% | -0.000 | 0.000 | -0.002 | 0.000 | Login To Trade |
0.087 | -1.408 | 0.001 | 0.965 | 128.91% | 9.75 | 0.20 | 46.74% | 231.00 | 860PCR: 17.96 | 0.05 | 0.02% | 3.64 | 98.25 | 62.50% | -0.000 | 0.000 | -0.005 | 0.001 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.11 | 99.00% | 163.45 | 870PCR: 9.79 | 0.10 | 0.34% | 1.03 | 19.50 | 78.13% | -0.003 | 0.000 | -0.092 | 0.009 | Login To Trade |
0.014 | -0.134 | 0.000 | 0.996 | 78.13% | 1.50 | 0.47 | 48.32% | 209.00 | 880PCR: 1.73 | 0.10 | 0.52% | 0.82 | 2.25 | 78.13% | -0.004 | 0.000 | -0.134 | 0.014 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.11 | 99.00% | 115.00 | 890PCR: 7.60 | 0.10 | 0.34% | 0.86 | 7.50 | 70.31% | -0.003 | 0.000 | -0.085 | 0.010 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 9.75 | 1.87 | 99.00% | 188.00 | 900PCR: 3.21 | 0.10 | 0.53% | 6.00 | 111.00 | 70.31% | -0.004 | 0.000 | -0.127 | 0.015 | Login To Trade |
0.142 | -2.085 | 0.001 | 0.936 | 117.19% | 2.25 | 0.46 | 46.40% | 182.80 | 910PCR: 2.79 | 0.15 | 0.81% | 1.28 | 20.25 | 70.31% | -0.007 | 0.000 | -0.187 | 0.021 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 3.00 | 0.98 | 99.00% | 168.00 | 920PCR: 2.98 | 0.15 | 0.55% | 2.93 | 15.00 | 62.50% | -0.004 | 0.000 | -0.118 | 0.015 | Login To Trade |
0.115 | -1.352 | 0.001 | 0.951 | 93.75% | 4.50 | 0.33 | 47.19% | 161.20 | 930PCR: 3.52 | 0.20 | 0.86% | 1.16 | 27.00 | 62.50% | -0.007 | 0.000 | -0.179 | 0.023 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 130.50 | 1.31 | 99.00% | 148.55 | 940PCR: 1.42 | 0.20 | 0.89% | 1.87 | 24.75 | 58.59% | -0.008 | 0.000 | -0.175 | 0.024 | Login To Trade |
0.062 | -0.513 | 0.001 | 0.977 | 66.41% | 38.25 | 2.37 | 48.25% | 139.60 | 950PCR: 2.61 | 0.25 | 1.39% | 6.19 | 114.00 | 58.59% | -0.012 | 0.001 | -0.261 | 0.036 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 17.25 | 1.34 | 99.00% | 128.50 | 960PCR: 2.09 | 0.30 | 1.47% | 2.81 | 95.25 | 54.69% | -0.013 | 0.001 | -0.259 | 0.038 | Login To Trade |
0.173 | -1.776 | 0.002 | 0.918 | 82.03% | 6.00 | 3.44 | 46.76% | 122.50 | 970PCR: 1.14 | 0.35 | 1.91% | 3.91 | 24.75 | 52.73% | -0.017 | 0.001 | -0.316 | 0.048 | Login To Trade |
0.168 | -1.535 | 0.002 | 0.921 | 73.24% | 15.75 | 1.71 | 46.99% | 112.00 | 980PCR: 3.34 | 0.50 | 2.47% | 5.71 | 141.00 | 50.78% | -0.022 | 0.001 | -0.384 | 0.060 | Login To Trade |
0.029 | -0.141 | 0.001 | 0.991 | 39.06% | 13.50 | 1.18 | 49.09% | 99.00 | 990PCR: 2.64 | 0.50 | 2.70% | 3.11 | 77.25 | 46.88% | -0.025 | 0.001 | -0.387 | 0.066 | Login To Trade |
0.056 | -0.280 | 0.001 | 0.980 | 40.04% | 65.25 | 4.85 | 48.86% | 89.05 | 1,000PCR: 3.37 | 0.60 | 3.02% | 16.34 | 564.00 | 42.97% | -0.028 | 0.001 | -0.394 | 0.073 | Login To Trade |
0.139 | -0.820 | 0.002 | 0.938 | 47.36% | 15.00 | 1.51 | 47.94% | 80.35 | 1,010PCR: 3.38 | 0.70 | 4.04% | 5.10 | 282.75 | 41.02% | -0.038 | 0.002 | -0.484 | 0.094 | Login To Trade |
0.090 | -0.398 | 0.002 | 0.964 | 35.16% | 61.50 | 8.36 | 48.67% | 69.30 | 1,020PCR: 2.68 | 0.90 | 5.09% | 22.43 | 1,446.00 | 38.09% | -0.049 | 0.002 | -0.552 | 0.116 | Login To Trade |
0.105 | -0.412 | 0.003 | 0.956 | 31.25% | 90.75 | 4.49 | 48.62% | 59.50 | 1,030PCR: 1.92 | 1.00 | 6.23% | 8.62 | 724.50 | 34.67% | -0.061 | 0.003 | -0.598 | 0.138 | Login To Trade |
0.146 | -0.536 | 0.004 | 0.934 | 29.30% | 78.75 | 5.32 | 48.25% | 49.65 | 1,040PCR: 1.87 | 1.25 | 7.81% | 9.95 | 1,584.75 | 31.25% | -0.079 | 0.004 | -0.654 | 0.167 | Login To Trade |
0.209 | -0.742 | 0.006 | 0.893 | 28.32% | 219.00 | 5.93 | 47.37% | 40.25 | 1,050PCR: 2.03 | 1.70 | 10.21% | 12.07 | 1,175.25 | 28.32% | -0.107 | 0.006 | -0.742 | 0.209 | Login To Trade |
0.231 | -0.647 | 0.008 | 0.878 | 22.46% | 207.75 | 6.50 | 47.04% | 30.75 | 1,060PCR: 1.73 | 2.35 | 14.15% | 11.26 | 1,367.25 | 25.39% | -0.155 | 0.008 | -0.861 | 0.271 | Login To Trade |
0.326 | -0.854 | 0.012 | 0.793 | 21.00% | 547.50 | 3.94 | 44.83% | 22.00 | 1,070PCR: 2.20 | 3.60 | 20.04% | 8.66 | 1,780.50 | 23.19% | -0.235 | 0.012 | -1.014 | 0.350 | Login To Trade |
0.419 | -1.062 | 0.016 | 0.657 | 20.26% | 1,203.00 | 5.70 | 40.45% | 14.40 | 1,080PCR: 1.09 | 5.75 | 27.40% | 6.20 | 2,459.25 | 20.51% | -0.351 | 0.016 | -1.083 | 0.423 | Login To Trade |
0.455 | -1.054 | 0.019 | 0.485 | 18.55% | 2,233.50 | 5.36 | 33.23% | 8.00 | 1,090PCR: 0.70 | 9.35 | 35.69% | 3.75 | 3,649.50 | 19.04% | -0.514 | 0.018 | -1.082 | 0.455 | Login To Trade |
0.400 | -0.927 | 0.017 | 0.306 | 18.55% | 4,673.25 | 18.34 | 23.62% | 4.05 | 1,100PCR: 0.21 | 15.40 | 42.31% | 3.81 | 1,599.75 | 19.78% | -0.680 | 0.016 | -1.008 | 0.408 | Login To Trade |
0.274 | -0.610 | 0.012 | 0.157 | 17.82% | 1,795.50 | 5.42 | 13.45% | 1.65 | 1,110PCR: 0.13 | 23.15 | 46.68% | 0.69 | 390.75 | 19.29% | -0.827 | 0.012 | -0.705 | 0.292 | Login To Trade |
0.167 | -0.398 | 0.007 | 0.079 | 19.04% | 1,498.50 | 5.81 | 7.11% | 0.70 | 1,120PCR: 0.13 | 31.00 | 99.00% | 0.74 | 372.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.110 | -0.288 | 0.004 | 0.046 | 21.00% | 573.00 | 2.27 | 4.23% | 0.50 | 1,130PCR: 0.22 | 41.00 | 99.00% | 0.51 | 32.25 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.080 | -0.234 | 0.003 | 0.031 | 23.44% | 448.50 | 5.39 | 2.85% | 0.30 | 1,140PCR: 0.08 | 47.85 | 99.00% | 0.43 | 35.25 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.056 | -0.177 | 0.002 | 0.020 | 25.39% | 418.50 | 3.56 | 1.87% | 0.20 | 1,150PCR: 0.05 | 56.50 | 99.00% | 0.20 | 2.25 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.041 | -0.140 | 0.001 | 0.014 | 27.34% | 503.25 | 13.58 | 1.29% | 0.20 | 1,160PCR: 0.02 | 70.65 | 99.00% | 0.34 | 21.75 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.055 | -0.228 | 0.001 | 0.020 | 33.20% | 21.75 | 0.83 | 1.80% | 0.30 | 1,170PCR: 0.00 | 76.10 | 99.00% | 0.00 | 0.75 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.023 | -0.091 | 0.001 | 0.007 | 31.25% | 17.25 | 1.77 | 0.67% | 0.05 | 1,180PCR: 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 | 1,190PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.006 | -0.023 | 0.000 | 0.002 | 31.25% | 4.50 | 1.03 | 0.14% | 0.05 | 1,200PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.041 | -0.248 | 0.001 | 0.014 | 48.83% | 0.00 | 0.01 | 1.21% | 0.25 | 1,220PCR: 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 | -0.001 | 0.000 | 0.000 | 31.25% | 0.00 | 0.04 | 0.00% | 0.05 | 1,240PCR: 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 | 1,260PCR: -- | 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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