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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% | 184.70 | 700PCR: 26.00 | 0.25 | 0.83% | 0.20 | 1.50 | 66.41% | -0.005 | 0.000 | -0.065 | 0.035 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 740PCR: -- | 0.10 | 0.37% | 0.17 | 0.00 | 50.78% | -0.003 | 0.000 | -0.026 | 0.018 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 760PCR: -- | 0.20 | 0.73% | 0.74 | 1.50 | 50.78% | -0.005 | 0.000 | -0.048 | 0.034 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 780PCR: -- | 0.15 | 0.60% | 0.90 | 48.00 | 44.92% | -0.004 | 0.000 | -0.037 | 0.029 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 790PCR: -- | 0.25 | 0.85% | 0.52 | 9.75 | 44.92% | -0.006 | 0.000 | -0.051 | 0.041 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 39.75 | 2.15 | 99.00% | 204.45 | 800PCR: 1.88 | 0.30 | 1.19% | 4.03 | 37.50 | 44.92% | -0.009 | 0.000 | -0.069 | 0.056 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.23 | 99.00% | 152.00 | 810PCR: 2.42 | 0.30 | 1.26% | 0.56 | 36.00 | 42.97% | -0.010 | 0.000 | -0.070 | 0.059 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.23 | 99.00% | 77.00 | 820PCR: 22.53 | 0.25 | 0.99% | 5.07 | 56.25 | 39.06% | -0.008 | 0.000 | -0.053 | 0.049 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.17 | 99.00% | 120.00 | 830PCR: 8.52 | 0.30 | 1.23% | 1.47 | 30.00 | 38.09% | -0.010 | 0.000 | -0.063 | 0.059 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.53 | 99.00% | 130.60 | 840PCR: 10.94 | 0.50 | 1.99% | 5.75 | 58.50 | 39.06% | -0.016 | 0.001 | -0.099 | 0.091 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 33.00 | 1.37 | 99.00% | 155.05 | 850PCR: 3.51 | 0.60 | 2.14% | 4.82 | 237.00 | 37.11% | -0.018 | 0.001 | -0.102 | 0.099 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 3.00 | 0.70 | 99.00% | 144.50 | 860PCR: 2.73 | 0.70 | 2.63% | 1.91 | 198.75 | 36.13% | -0.022 | 0.001 | -0.119 | 0.119 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.78 | 99.00% | 100.00 | 870PCR: 5.58 | 0.85 | 3.23% | 4.35 | 297.75 | 35.16% | -0.028 | 0.001 | -0.140 | 0.143 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 34.50 | 1.28 | 99.00% | 125.00 | 880PCR: 5.67 | 0.95 | 3.53% | 7.28 | 492.75 | 33.20% | -0.031 | 0.001 | -0.144 | 0.156 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 43.50 | 2.13 | 99.00% | 116.45 | 890PCR: 2.62 | 1.10 | 4.13% | 5.58 | 358.50 | 31.74% | -0.037 | 0.001 | -0.159 | 0.180 | Login To Trade |
0.188 | -0.153 | 0.001 | 0.961 | 29.30% | 534.75 | 10.95 | 48.09% | 108.45 | 900PCR: 1.61 | 1.30 | 5.07% | 17.64 | 2,272.50 | 30.76% | -0.046 | 0.001 | -0.184 | 0.216 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 29.25 | 2.12 | 99.00% | 96.70 | 910PCR: 2.07 | 1.55 | 6.03% | 4.40 | 460.50 | 29.30% | -0.056 | 0.002 | -0.205 | 0.252 | Login To Trade |
0.224 | -0.155 | 0.002 | 0.952 | 24.90% | 129.00 | 7.52 | 48.07% | 88.25 | 920PCR: 1.45 | 1.90 | 7.40% | 10.89 | 2,071.50 | 28.32% | -0.070 | 0.002 | -0.236 | 0.301 | Login To Trade |
0.266 | -0.173 | 0.002 | 0.940 | 23.44% | 126.00 | 4.37 | 47.90% | 78.50 | 930PCR: 2.58 | 2.45 | 8.85% | 11.28 | 1,556.25 | 26.86% | -0.086 | 0.003 | -0.262 | 0.351 | Login To Trade |
0.371 | -0.247 | 0.003 | 0.907 | 23.93% | 292.50 | 8.45 | 47.19% | 69.45 | 940PCR: 1.83 | 3.05 | 10.66% | 15.44 | 3,306.75 | 25.63% | -0.106 | 0.003 | -0.292 | 0.411 | Login To Trade |
0.470 | -0.313 | 0.004 | 0.871 | 23.93% | 924.00 | 8.29 | 46.30% | 61.00 | 950PCR: 1.70 | 3.90 | 13.34% | 14.09 | 3,649.50 | 24.90% | -0.138 | 0.004 | -0.341 | 0.493 | Login To Trade |
0.568 | -0.368 | 0.005 | 0.829 | 23.32% | 1,937.25 | 8.18 | 45.24% | 51.95 | 960PCR: 1.58 | 5.20 | 16.37% | 12.95 | 4,040.25 | 24.05% | -0.176 | 0.005 | -0.387 | 0.579 | Login To Trade |
0.664 | -0.419 | 0.006 | 0.779 | 22.71% | 3,511.50 | 7.55 | 43.85% | 43.65 | 970PCR: 2.02 | 6.80 | 19.87% | 15.23 | 4,409.25 | 23.19% | -0.223 | 0.006 | -0.430 | 0.668 | Login To Trade |
0.759 | -0.476 | 0.007 | 0.715 | 22.58% | 9,347.25 | 8.27 | 41.79% | 36.30 | 980PCR: 1.94 | 9.10 | 23.85% | 16.07 | 6,453.00 | 22.34% | -0.283 | 0.007 | -0.470 | 0.757 | Login To Trade |
0.832 | -0.508 | 0.008 | 0.646 | 21.97% | 8,286.00 | 5.31 | 39.43% | 28.95 | 990PCR: 1.77 | 12.05 | 28.06% | 9.42 | 4,297.50 | 22.09% | -0.352 | 0.007 | -0.509 | 0.830 | Login To Trade |
0.879 | -0.531 | 0.008 | 0.567 | 21.73% | 21,510.75 | 22.64 | 36.32% | 23.00 | 1,000PCR: 0.84 | 15.70 | 32.35% | 18.93 | 5,910.75 | 21.36% | -0.432 | 0.008 | -0.522 | 0.879 | Login To Trade |
0.892 | -0.535 | 0.008 | 0.485 | 21.61% | 7,668.75 | 6.26 | 32.60% | 17.90 | 1,010PCR: 0.56 | 20.60 | 36.21% | 3.53 | 891.75 | 21.61% | -0.511 | 0.008 | -0.535 | 0.892 | Login To Trade |
0.866 | -0.520 | 0.008 | 0.404 | 21.61% | 9,115.50 | 10.20 | 28.52% | 13.65 | 1,020PCR: 0.20 | 26.45 | 39.74% | 2.03 | 428.25 | 21.48% | -0.596 | 0.008 | -0.517 | 0.866 | Login To Trade |
0.807 | -0.481 | 0.007 | 0.327 | 21.48% | 5,088.75 | 6.38 | 24.24% | 10.00 | 1,030PCR: 0.08 | 32.85 | 42.64% | 0.54 | 153.00 | 21.36% | -0.674 | 0.007 | -0.478 | 0.806 | Login To Trade |
0.726 | -0.433 | 0.007 | 0.260 | 21.48% | 5,278.50 | 10.83 | 20.07% | 7.40 | 1,040PCR: 0.17 | 40.20 | 44.88% | 1.83 | 155.25 | 21.48% | -0.742 | 0.007 | -0.431 | 0.722 | Login To Trade |
0.636 | -0.388 | 0.006 | 0.205 | 21.97% | 4,212.00 | 7.64 | 16.37% | 5.50 | 1,050PCR: 0.02 | 48.35 | 46.54% | 0.15 | 24.75 | 21.97% | -0.797 | 0.006 | -0.386 | 0.632 | Login To Trade |
0.544 | -0.340 | 0.005 | 0.160 | 22.46% | 3,362.25 | 6.56 | 13.10% | 4.00 | 1,060PCR: 0.01 | 57.10 | 47.70% | 0.06 | 12.75 | 22.71% | -0.839 | 0.005 | -0.345 | 0.546 | Login To Trade |
0.454 | -0.289 | 0.004 | 0.122 | 22.95% | 587.25 | 1.72 | 10.22% | 3.00 | 1,070PCR: 0.01 | 65.95 | 48.64% | 0.02 | 9.00 | 22.95% | -0.878 | 0.004 | -0.289 | 0.454 | Login To Trade |
0.378 | -0.246 | 0.003 | 0.095 | 23.44% | 1,384.50 | 4.35 | 8.03% | 2.30 | 1,080PCR: 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 | 1,090PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.270 | -0.189 | 0.002 | 0.061 | 25.15% | 2,605.50 | 9.61 | 5.20% | 1.40 | 1,100PCR: 0.08 | 96.30 | 49.30% | 0.75 | 18.00 | 31.74% | -0.887 | 0.003 | -0.378 | 0.428 | Login To Trade |
0.181 | -0.133 | 0.001 | 0.037 | 26.37% | 117.75 | 0.56 | 3.16% | 0.90 | 1,120PCR: 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 | 1,140PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.079 | -0.077 | 0.000 | 0.014 | 35.16% | 102.00 | 1.55 | 1.12% | 0.40 | 1,200PCR: 0.14 | 196.00 | 51.09% | 0.21 | 2.25 | 51.51% | -0.929 | 0.001 | -0.432 | 0.302 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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