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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 | 1.04 | 99.00% | 14.85 | 115PCR: 3.25 | 0.02 | 0.04% | 3.38 | 0.00 | 62.50% | -0.000 | 0.000 | -0.001 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.16 | 99.00% | 23.25 | 119PCR: 3.33 | 0.09 | 2.72% | 0.52 | 0.00 | 93.75% | -0.021 | 0.003 | -0.083 | 0.009 | Login To Trade |
0.025 | -0.338 | 0.006 | 0.921 | 132.81% | 5.20 | 0.78 | 45.42% | 28.50 | 120PCR: 10.00 | 0.05 | 0.25% | 7.80 | 10.40 | 62.50% | -0.002 | 0.001 | -0.007 | 0.001 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.16 | 99.00% | 20.63 | 122PCR: 7.33 | 0.10 | 2.03% | 1.14 | 0.00 | 78.13% | -0.017 | 0.003 | -0.056 | 0.007 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 124PCR: -- | 0.08 | 1.85% | 1.72 | 5.20 | 70.31% | -0.015 | 0.003 | -0.047 | 0.007 | Login To Trade |
0.024 | -0.241 | 0.008 | 0.928 | 101.56% | 5.20 | 3.07 | 46.36% | 23.20 | 125PCR: 2.69 | 0.04 | 1.24% | 8.27 | 187.20 | 62.50% | -0.010 | 0.003 | -0.030 | 0.005 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.09 | 99.00% | 21.03 | 126PCR: 1.38 | 0.01 | 1.51% | 1.51 | 0.00 | 62.50% | -0.013 | 0.003 | -0.035 | 0.006 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 127PCR: -- | 0.10 | 2.06% | 1.09 | 10.40 | 62.50% | -0.018 | 0.004 | -0.047 | 0.008 | Login To Trade |
0.000 | -0.000 | 0.000 | 1.000 | 31.25% | 5.20 | 1.40 | 49.57% | 19.60 | 128PCR: 2.37 | 0.10 | 2.71% | 3.33 | 67.60 | 62.50% | -0.023 | 0.005 | -0.060 | 0.010 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.05 | 99.00% | 13.20 | 129PCR: 23.00 | 0.05 | 0.01% | 1.20 | 0.00 | 31.25% | -0.000 | 0.000 | -0.000 | 0.000 | Login To Trade |
0.031 | -0.279 | 0.012 | 0.897 | 89.84% | 5.20 | 8.42 | 45.96% | 18.40 | 130PCR: 1.66 | 0.06 | 1.07% | 13.99 | 197.60 | 46.88% | -0.009 | 0.003 | -0.021 | 0.004 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.05 | 99.00% | 10.00 | 131PCR: 46.00 | 0.13 | 2.94% | 2.39 | 0.00 | 54.69% | -0.026 | 0.006 | -0.057 | 0.011 | Login To Trade |
0.008 | -0.038 | 0.006 | 0.981 | 46.88% | 5.20 | 1.56 | 48.61% | 15.70 | 132PCR: 2.17 | 0.07 | 2.15% | 3.38 | 0.00 | 46.88% | -0.019 | 0.006 | -0.038 | 0.008 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.51 | 99.00% | 7.41 | 133PCR: 0.59 | 0.07 | 2.89% | 0.88 | 15.60 | 46.88% | -0.026 | 0.007 | -0.049 | 0.011 | Login To Trade |
0.024 | -0.142 | 0.014 | 0.926 | 58.59% | 0.00 | 1.14 | 47.30% | 13.98 | 134PCR: 3.82 | 0.22 | 6.58% | 4.37 | 0.00 | 54.69% | -0.061 | 0.013 | -0.114 | 0.021 | Login To Trade |
0.010 | -0.038 | 0.008 | 0.976 | 39.06% | 26.00 | 6.19 | 48.44% | 12.75 | 135PCR: 2.18 | 0.08 | 2.57% | 13.47 | 312.00 | 39.06% | -0.024 | 0.008 | -0.038 | 0.010 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.87 | 99.00% | 10.59 | 136PCR: 1.67 | 0.08 | 3.70% | 3.12 | 192.40 | 39.06% | -0.035 | 0.011 | -0.051 | 0.013 | Login To Trade |
0.026 | -0.123 | 0.019 | 0.918 | 46.88% | 5.20 | 2.13 | 47.53% | 10.92 | 137PCR: 1.78 | 0.10 | 5.17% | 3.80 | 150.80 | 39.06% | -0.049 | 0.015 | -0.068 | 0.017 | Login To Trade |
0.041 | -0.240 | 0.023 | 0.846 | 58.59% | 0.00 | 3.02 | 45.26% | 10.50 | 138PCR: 1.84 | 0.09 | 3.25% | 5.56 | 187.20 | 31.25% | -0.031 | 0.013 | -0.038 | 0.012 | Login To Trade |
0.040 | -0.203 | 0.026 | 0.852 | 50.78% | 57.20 | 2.81 | 45.60% | 9.35 | 139PCR: 1.20 | 0.12 | 4.91% | 3.38 | 36.40 | 31.25% | -0.048 | 0.018 | -0.054 | 0.017 | Login To Trade |
0.001 | -0.002 | 0.002 | 0.998 | 15.63% | 447.20 | 11.39 | 50.08% | 7.61 | 140PCR: 1.54 | 0.12 | 4.74% | 17.52 | 520.00 | 27.34% | -0.047 | 0.021 | -0.046 | 0.017 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 5.20 | 3.74 | 99.00% | 6.39 | 141PCR: 3.38 | 0.16 | 7.25% | 12.64 | 249.60 | 27.34% | -0.073 | 0.029 | -0.066 | 0.024 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 31.20 | 9.41 | 99.00% | 5.57 | 142PCR: 1.01 | 0.20 | 8.96% | 9.52 | 291.20 | 25.39% | -0.092 | 0.038 | -0.073 | 0.029 | Login To Trade |
0.041 | -0.113 | 0.051 | 0.845 | 27.34% | 41.60 | 2.34 | 46.00% | 5.04 | 143PCR: 5.29 | 0.28 | 11.09% | 12.38 | 535.60 | 23.44% | -0.119 | 0.049 | -0.081 | 0.035 | Login To Trade |
0.045 | -0.105 | 0.064 | 0.822 | 23.44% | 26.00 | 3.48 | 45.92% | 4.00 | 144PCR: 1.60 | 0.51 | 17.25% | 5.56 | 228.80 | 25.39% | -0.196 | 0.063 | -0.121 | 0.048 | Login To Trade |
0.053 | -0.114 | 0.082 | 0.767 | 21.48% | 1,123.20 | 13.21 | 43.63% | 3.19 | 145PCR: 1.15 | 0.54 | 19.67% | 15.18 | 587.60 | 21.48% | -0.233 | 0.082 | -0.114 | 0.053 | Login To Trade |
0.062 | -0.133 | 0.097 | 0.676 | 21.48% | 275.60 | 4.06 | 41.21% | 2.42 | 146PCR: 1.60 | 0.99 | 26.94% | 6.50 | 275.60 | 24.41% | -0.343 | 0.087 | -0.155 | 0.064 | Login To Trade |
0.068 | -0.146 | 0.106 | 0.574 | 21.48% | 1,180.40 | 3.80 | 37.10% | 1.82 | 147PCR: 1.60 | 1.23 | 31.86% | 6.08 | 358.80 | 22.46% | -0.429 | 0.101 | -0.152 | 0.068 | Login To Trade |
0.069 | -0.148 | 0.107 | 0.466 | 21.48% | 2,823.60 | 10.56 | 32.76% | 1.29 | 148PCR: 1.97 | 1.70 | 36.44% | 20.80 | 2,901.60 | 22.46% | -0.532 | 0.102 | -0.154 | 0.069 | Login To Trade |
0.065 | -0.139 | 0.101 | 0.362 | 21.48% | 1,326.00 | 7.38 | 27.13% | 0.88 | 149PCR: 0.26 | 2.35 | 40.84% | 1.92 | 436.80 | 23.44% | -0.626 | 0.094 | -0.153 | 0.066 | Login To Trade |
0.057 | -0.122 | 0.089 | 0.268 | 21.48% | 3,614.00 | 40.20 | 21.13% | 0.60 | 150PCR: 0.50 | 2.85 | 44.67% | 20.02 | 260.00 | 19.53% | -0.752 | 0.094 | -0.107 | 0.055 | Login To Trade |
0.047 | -0.100 | 0.073 | 0.189 | 21.48% | 244.40 | 5.25 | 15.50% | 0.41 | 151PCR: 0.10 | 3.74 | 46.42% | 0.52 | 31.20 | 21.48% | -0.811 | 0.073 | -0.100 | 0.047 | Login To Trade |
0.036 | -0.077 | 0.056 | 0.126 | 21.48% | 1,310.40 | 15.65 | 10.88% | 0.24 | 152PCR: 0.02 | 4.35 | 50.48% | 0.31 | 0.00 | 7.81% | -0.999 | 0.002 | -0.000 | 0.000 | Login To Trade |
0.030 | -0.071 | 0.043 | 0.099 | 23.44% | 696.80 | 14.46 | 8.78% | 0.17 | 153PCR: 0.02 | 5.51 | 49.07% | 0.26 | 15.60 | 23.44% | -0.901 | 0.043 | -0.071 | 0.030 | Login To Trade |
0.022 | -0.051 | 0.031 | 0.064 | 23.44% | 254.80 | 16.43 | 5.74% | 0.11 | 154PCR: 0.02 | 5.79 | 99.00% | 0.36 | 10.40 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.015 | -0.034 | 0.021 | 0.039 | 23.44% | 894.40 | 21.22 | 3.53% | 0.09 | 155PCR: 0.07 | 8.57 | 46.15% | 1.40 | 0.00 | 54.69% | -0.767 | 0.032 | -0.289 | 0.053 | Login To Trade |
0.009 | -0.022 | 0.013 | 0.023 | 23.44% | 228.80 | 5.15 | 2.09% | 0.06 | 156PCR: 0.01 | 8.45 | 49.88% | 0.05 | 0.00 | 27.34% | -0.956 | 0.020 | -0.044 | 0.016 | Login To Trade |
0.018 | -0.056 | 0.019 | 0.050 | 31.25% | 0.00 | 0.68 | 4.35% | 0.16 | 157PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.013 | -0.040 | 0.014 | 0.033 | 31.25% | 187.20 | 3.48 | 3.00% | 0.05 | 158PCR: 0.04 | 11.93 | 46.65% | 0.16 | 0.00 | 72.27% | -0.776 | 0.024 | -0.373 | 0.052 | Login To Trade |
0.020 | -0.079 | 0.017 | 0.059 | 39.06% | 0.00 | 0.36 | 5.14% | 0.14 | 159PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.006 | -0.020 | 0.007 | 0.015 | 31.25% | 187.20 | 15.50 | 1.31% | 0.04 | 160PCR: 0.00 | 13.59 | 47.89% | 0.05 | 0.00 | 74.22% | -0.811 | 0.021 | -0.347 | 0.047 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 161PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.010 | -0.038 | 0.008 | 0.024 | 39.06% | 0.00 | 0.16 | 2.11% | 0.08 | 162PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.001 | -0.004 | 0.001 | 0.002 | 31.25% | 228.80 | 0.57 | 0.20% | 0.02 | 164PCR: 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 | 166PCR: -- | 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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