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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 | 0.00 | 99.00% | 0.00 | 80PCR: -- | 0.15 | 2.83% | 0.87 | 0.00 | 93.75% | -0.022 | 0.004 | -0.053 | 0.007 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 82PCR: -- | 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 | 0.00 | 99.00% | 0.00 | 84PCR: -- | 0.05 | 0.93% | 0.82 | 14.48 | 62.50% | -0.008 | 0.003 | -0.014 | 0.003 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 85PCR: -- | 0.05 | 1.90% | 2.12 | 43.43 | 62.50% | -0.016 | 0.005 | -0.027 | 0.005 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.05 | 99.00% | 12.05 | 86PCR: 2.00 | 0.40 | 8.52% | 0.10 | 0.00 | 89.84% | -0.074 | 0.012 | -0.134 | 0.018 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 87PCR: -- | 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 | 0.00 | 99.00% | 0.00 | 88PCR: -- | 0.20 | 6.82% | 0.92 | 0.00 | 70.31% | -0.060 | 0.013 | -0.090 | 0.015 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 89PCR: -- | 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% | 4.83 | 0.48 | 99.00% | 11.30 | 90PCR: 31.20 | 0.10 | 4.46% | 15.05 | 477.68 | 54.69% | -0.040 | 0.012 | -0.051 | 0.011 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 91PCR: -- | 0.10 | 3.50% | 1.01 | 0.00 | 46.88% | -0.032 | 0.012 | -0.036 | 0.009 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 92PCR: -- | 0.10 | 5.18% | 3.23 | 77.20 | 46.88% | -0.048 | 0.016 | -0.050 | 0.013 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 93PCR: -- | 0.20 | 7.14% | 1.83 | 86.85 | 46.88% | -0.068 | 0.021 | -0.067 | 0.017 | Login To Trade |
0.048 | -0.819 | 0.013 | 0.664 | 207.03% | 0.00 | 0.05 | 35.09% | 14.50 | 94PCR: 16.00 | 0.20 | 7.90% | 0.77 | 48.25 | 42.97% | -0.077 | 0.026 | -0.067 | 0.019 | Login To Trade |
0.021 | -0.068 | 0.031 | 0.912 | 39.06% | 57.90 | 5.31 | 47.28% | 6.75 | 95PCR: 6.96 | 0.25 | 8.77% | 36.96 | 1,495.75 | 39.06% | -0.088 | 0.031 | -0.068 | 0.021 | Login To Trade |
0.044 | -0.317 | 0.030 | 0.713 | 85.94% | 0.00 | 0.48 | 40.24% | 7.70 | 96PCR: 7.50 | 0.20 | 10.27% | 3.62 | 231.60 | 35.16% | -0.103 | 0.039 | -0.068 | 0.023 | Login To Trade |
0.047 | -0.359 | 0.030 | 0.672 | 91.80% | 4.83 | 1.54 | 38.84% | 7.25 | 97PCR: 2.19 | 0.30 | 11.58% | 3.38 | 371.53 | 31.25% | -0.123 | 0.050 | -0.069 | 0.026 | Login To Trade |
0.035 | -0.090 | 0.065 | 0.817 | 31.25% | 72.38 | 3.09 | 45.59% | 3.90 | 98PCR: 1.83 | 0.35 | 15.42% | 5.65 | 1,240.03 | 29.30% | -0.168 | 0.066 | -0.080 | 0.033 | Login To Trade |
0.036 | -0.070 | 0.091 | 0.804 | 23.44% | 101.33 | 2.51 | 45.23% | 2.85 | 99PCR: 2.37 | 0.55 | 21.15% | 5.93 | 1,066.33 | 29.30% | -0.245 | 0.082 | -0.100 | 0.041 | Login To Trade |
0.046 | -0.098 | 0.107 | 0.685 | 25.39% | 1,582.60 | 11.92 | 40.77% | 2.25 | 100PCR: 1.81 | 0.75 | 26.42% | 21.57 | 4,670.60 | 27.34% | -0.326 | 0.101 | -0.107 | 0.047 | Login To Trade |
0.051 | -0.117 | 0.111 | 0.566 | 27.34% | 1,703.23 | 14.23 | 37.05% | 1.65 | 101PCR: 0.64 | 1.10 | 31.53% | 9.17 | 2,094.05 | 25.39% | -0.430 | 0.119 | -0.108 | 0.051 | Login To Trade |
0.052 | -0.118 | 0.111 | 0.455 | 27.34% | 3,502.95 | 20.46 | 31.46% | 1.20 | 102PCR: 0.31 | 1.60 | 36.44% | 6.37 | 1,577.78 | 27.34% | -0.528 | 0.112 | -0.118 | 0.052 | Login To Trade |
0.048 | -0.110 | 0.104 | 0.347 | 27.34% | 1,621.20 | 5.93 | 25.40% | 0.85 | 103PCR: 1.28 | 2.15 | 42.46% | 7.58 | 1,129.05 | 25.39% | -0.665 | 0.110 | -0.100 | 0.047 | Login To Trade |
0.042 | -0.095 | 0.090 | 0.252 | 27.34% | 1,158.00 | 6.18 | 19.67% | 0.55 | 104PCR: 0.81 | 3.00 | 44.76% | 5.02 | 550.05 | 27.34% | -0.748 | 0.090 | -0.095 | 0.042 | Login To Trade |
0.035 | -0.079 | 0.075 | 0.185 | 27.34% | 6,962.48 | 21.47 | 14.93% | 0.35 | 105PCR: 0.88 | 3.80 | 47.56% | 18.87 | 1,862.45 | 27.34% | -0.827 | 0.072 | -0.076 | 0.033 | Login To Trade |
0.032 | -0.088 | 0.057 | 0.161 | 33.20% | 863.68 | 8.01 | 13.33% | 0.35 | 106PCR: 0.22 | 4.70 | 48.12% | 1.79 | 135.10 | 27.34% | -0.887 | 0.054 | -0.057 | 0.025 | Login To Trade |
0.024 | -0.062 | 0.045 | 0.106 | 31.25% | 424.60 | 10.13 | 9.06% | 0.20 | 107PCR: 0.34 | 5.65 | 49.03% | 3.47 | 28.95 | 31.25% | -0.901 | 0.043 | -0.059 | 0.023 | Login To Trade |
0.016 | -0.043 | 0.031 | 0.064 | 31.25% | 535.58 | 7.86 | 5.52% | 0.15 | 108PCR: 0.27 | 7.05 | 47.79% | 2.12 | 14.48 | 50.78% | -0.820 | 0.040 | -0.144 | 0.034 | Login To Trade |
0.020 | -0.064 | 0.030 | 0.082 | 39.06% | 250.90 | 5.45 | 7.11% | 0.15 | 109PCR: 0.50 | 9.25 | 45.80% | 2.70 | 0.00 | 85.94% | -0.722 | 0.030 | -0.313 | 0.044 | Login To Trade |
0.015 | -0.049 | 0.023 | 0.058 | 39.06% | 1,814.20 | 25.91 | 4.93% | 0.15 | 110PCR: 0.36 | 8.60 | 49.98% | 9.31 | 72.38 | 39.06% | -0.942 | 0.023 | -0.049 | 0.015 | Login To Trade |
0.011 | -0.036 | 0.017 | 0.040 | 39.06% | 347.40 | 3.57 | 3.41% | 0.10 | 111PCR: 0.34 | 13.90 | 44.89% | 1.21 | 0.00 | 154.30% | -0.637 | 0.019 | -0.628 | 0.049 | Login To Trade |
0.015 | -0.059 | 0.019 | 0.057 | 46.88% | 197.83 | 5.84 | 4.93% | 0.10 | 112PCR: 0.25 | 11.00 | 49.20% | 1.45 | 33.78 | 66.41% | -0.866 | 0.025 | -0.155 | 0.028 | Login To Trade |
0.014 | -0.060 | 0.017 | 0.054 | 50.78% | 0.00 | 3.23 | 4.52% | 0.15 | 113PCR: 0.33 | 9.15 | 99.00% | 1.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.008 | -0.033 | 0.011 | 0.028 | 46.88% | 183.35 | 3.04 | 2.36% | 0.10 | 114PCR: 1.33 | 12.55 | 50.68% | 4.05 | 4.83 | 46.88% | -0.971 | 0.011 | -0.034 | 0.009 | Login To Trade |
0.000 | -0.001 | 0.001 | 0.001 | 31.25% | 236.43 | 20.89 | 0.09% | 0.05 | 115PCR: 0.05 | 11.60 | 99.00% | 0.97 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | -0.001 | 0.000 | 0.001 | 31.25% | 4.83 | 2.80 | 0.04% | 0.05 | 116PCR: 0.02 | 7.50 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | -0.000 | 0.000 | 0.000 | 31.25% | 33.78 | 1.74 | 0.02% | 0.05 | 117PCR: 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 | 31.25% | 154.40 | 3.28 | 0.01% | 0.05 | 118PCR: 0.22 | 10.80 | 99.00% | 0.72 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.015 | -0.098 | 0.011 | 0.059 | 78.13% | 0.00 | 0.05 | 4.59% | 0.25 | 119PCR: 1.00 | 17.75 | 50.90% | 0.05 | 0.00 | 82.03% | -0.927 | 0.013 | -0.124 | 0.018 | Login To Trade |
0.006 | -0.034 | 0.006 | 0.021 | 62.50% | 318.45 | 18.96 | 1.67% | 0.05 | 120PCR: 0.09 | 16.20 | 99.00% | 1.79 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.035 | -0.373 | 0.015 | 0.179 | 132.81% | 0.00 | 0.82 | 12.16% | 1.60 | 121PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.008 | -0.046 | 0.006 | 0.026 | 70.31% | 0.00 | 0.39 | 2.05% | 0.10 | 122PCR: 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 | 123PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.005 | -0.026 | 0.005 | 0.016 | 62.50% | 0.00 | 0.29 | 1.25% | 0.05 | 124PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.018 | -0.158 | 0.009 | 0.070 | 109.38% | 0.00 | 0.05 | 5.05% | 0.40 | 126PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.002 | -0.008 | 0.001 | 0.004 | 62.50% | 0.00 | 1.40 | 0.29% | 0.05 | 128PCR: 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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