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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 | 94PCR: -- | 0.10 | 2.93% | 1.54 | 53.08 | 54.69% | -0.024 | 0.005 | -0.025 | 0.012 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 95PCR: -- | 0.10 | 1.75% | 5.98 | 193.00 | 46.88% | -0.015 | 0.004 | -0.014 | 0.008 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 96PCR: -- | 0.35 | 6.84% | 2.61 | 0.00 | 62.50% | -0.058 | 0.009 | -0.060 | 0.025 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 97PCR: -- | 0.20 | 5.29% | 1.11 | 24.13 | 54.69% | -0.044 | 0.008 | -0.043 | 0.020 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.05 | 99.00% | 11.60 | 98PCR: 75.00 | 0.25 | 7.21% | 3.62 | 28.95 | 56.64% | -0.063 | 0.010 | -0.058 | 0.027 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 99PCR: -- | 0.20 | 4.92% | 3.18 | 4.83 | 46.88% | -0.043 | 0.009 | -0.036 | 0.020 | Login To Trade |
0.024 | -0.043 | 0.011 | 0.946 | 46.88% | 14.48 | 2.85 | 47.26% | 15.05 | 100PCR: 8.46 | 0.25 | 6.13% | 24.08 | 1,331.70 | 46.88% | -0.054 | 0.011 | -0.043 | 0.024 | Login To Trade |
0.048 | -0.123 | 0.015 | 0.861 | 66.41% | 38.60 | 0.24 | 44.62% | 14.85 | 101PCR: 5.20 | 0.35 | 7.45% | 1.25 | 14.48 | 46.88% | -0.068 | 0.013 | -0.051 | 0.028 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.68 | 99.00% | 12.30 | 102PCR: 11.57 | 0.40 | 9.07% | 7.82 | 395.65 | 46.88% | -0.084 | 0.015 | -0.060 | 0.033 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.29 | 99.00% | 8.60 | 103PCR: 2.67 | 0.65 | 12.51% | 0.77 | 0.00 | 50.78% | -0.119 | 0.018 | -0.084 | 0.043 | Login To Trade |
0.039 | -0.065 | 0.019 | 0.896 | 42.97% | 28.95 | 0.29 | 46.25% | 11.30 | 104PCR: 11.67 | 0.55 | 11.79% | 3.38 | 120.63 | 44.92% | -0.114 | 0.020 | -0.072 | 0.042 | Login To Trade |
0.053 | -0.104 | 0.022 | 0.836 | 50.78% | 86.85 | 2.56 | 44.67% | 10.75 | 105PCR: 10.87 | 0.55 | 11.86% | 27.79 | 1,013.25 | 41.02% | -0.117 | 0.022 | -0.067 | 0.043 | Login To Trade |
0.051 | -0.085 | 0.025 | 0.847 | 42.97% | 14.48 | 0.14 | 44.98% | 9.60 | 106PCR: 29.67 | 0.65 | 14.21% | 4.29 | 159.23 | 41.02% | -0.142 | 0.025 | -0.077 | 0.049 | Login To Trade |
0.005 | -0.003 | 0.007 | 0.992 | 15.63% | 0.00 | 0.72 | 49.41% | 7.80 | 107PCR: 4.73 | 0.70 | 15.71% | 3.43 | 347.40 | 39.06% | -0.161 | 0.029 | -0.079 | 0.053 | Login To Trade |
0.057 | -0.082 | 0.033 | 0.818 | 37.11% | 67.55 | 1.50 | 44.42% | 7.65 | 108PCR: 2.65 | 0.80 | 17.28% | 3.96 | 405.30 | 37.11% | -0.182 | 0.033 | -0.082 | 0.057 | Login To Trade |
0.070 | -0.124 | 0.033 | 0.740 | 45.90% | 33.78 | 1.11 | 41.76% | 7.45 | 109PCR: 4.04 | 0.90 | 18.94% | 4.49 | 226.78 | 35.16% | -0.208 | 0.038 | -0.084 | 0.062 | Login To Trade |
0.068 | -0.089 | 0.042 | 0.756 | 34.18% | 1,196.60 | 29.92 | 42.85% | 5.90 | 110PCR: 1.04 | 1.10 | 21.60% | 31.22 | 1,047.03 | 34.18% | -0.244 | 0.042 | -0.089 | 0.068 | Login To Trade |
0.075 | -0.101 | 0.045 | 0.706 | 35.16% | 231.60 | 8.15 | 41.20% | 5.25 | 111PCR: 0.56 | 1.35 | 24.16% | 4.58 | 183.35 | 33.20% | -0.285 | 0.047 | -0.094 | 0.073 | Login To Trade |
0.079 | -0.101 | 0.051 | 0.665 | 33.20% | 1,071.15 | 12.45 | 39.52% | 4.60 | 112PCR: 0.38 | 1.65 | 27.44% | 4.68 | 270.20 | 33.20% | -0.335 | 0.051 | -0.101 | 0.079 | Login To Trade |
0.083 | -0.109 | 0.052 | 0.609 | 34.18% | 318.45 | 3.09 | 37.70% | 3.90 | 113PCR: 2.28 | 2.05 | 30.40% | 7.04 | 241.25 | 33.20% | -0.388 | 0.053 | -0.106 | 0.083 | Login To Trade |
0.086 | -0.109 | 0.055 | 0.557 | 33.20% | 583.83 | 8.20 | 35.63% | 3.35 | 114PCR: 0.92 | 2.45 | 33.47% | 7.58 | 255.73 | 33.20% | -0.443 | 0.055 | -0.109 | 0.086 | Login To Trade |
0.086 | -0.110 | 0.056 | 0.501 | 33.20% | 3,097.65 | 24.95 | 32.89% | 2.80 | 115PCR: 0.89 | 2.90 | 35.91% | 22.10 | 902.28 | 32.23% | -0.499 | 0.057 | -0.107 | 0.086 | Login To Trade |
0.086 | -0.113 | 0.053 | 0.449 | 34.18% | 540.40 | 7.67 | 30.47% | 2.40 | 116PCR: 0.47 | 3.50 | 38.53% | 3.62 | 101.33 | 33.20% | -0.553 | 0.055 | -0.109 | 0.086 | Login To Trade |
0.084 | -0.110 | 0.052 | 0.397 | 34.18% | 776.83 | 5.98 | 27.78% | 2.00 | 117PCR: 0.21 | 4.10 | 40.71% | 1.25 | 135.10 | 33.20% | -0.607 | 0.053 | -0.106 | 0.083 | Login To Trade |
0.080 | -0.105 | 0.050 | 0.347 | 34.18% | 1,790.08 | 19.98 | 25.02% | 1.70 | 118PCR: 0.20 | 4.85 | 42.38% | 3.91 | 91.68 | 34.18% | -0.653 | 0.050 | -0.105 | 0.080 | Login To Trade |
0.076 | -0.103 | 0.046 | 0.306 | 35.16% | 19.30 | 4.29 | 22.44% | 1.45 | 119PCR: 0.30 | 5.60 | 43.97% | 1.30 | 19.30 | 35.16% | -0.694 | 0.046 | -0.103 | 0.076 | Login To Trade |
0.071 | -0.099 | 0.042 | 0.269 | 36.13% | 2,610.33 | 42.32 | 20.17% | 1.25 | 120PCR: 0.15 | 6.25 | 45.41% | 6.42 | 120.63 | 33.20% | -0.750 | 0.044 | -0.088 | 0.069 | Login To Trade |
0.067 | -0.096 | 0.038 | 0.237 | 37.11% | 43.43 | 4.29 | 18.00% | 1.10 | 121PCR: 0.34 | 7.05 | 46.52% | 1.45 | 9.65 | 33.20% | -0.790 | 0.040 | -0.080 | 0.062 | Login To Trade |
0.061 | -0.087 | 0.035 | 0.202 | 37.11% | 178.53 | 8.35 | 15.66% | 0.90 | 122PCR: 0.17 | 7.90 | 47.36% | 1.40 | 14.48 | 33.20% | -0.826 | 0.036 | -0.071 | 0.056 | Login To Trade |
0.055 | -0.079 | 0.032 | 0.171 | 37.11% | 91.68 | 3.76 | 13.42% | 0.75 | 123PCR: 0.05 | 8.85 | 47.91% | 0.19 | 14.48 | 35.16% | -0.843 | 0.032 | -0.070 | 0.052 | Login To Trade |
0.052 | -0.078 | 0.028 | 0.157 | 39.06% | 77.20 | 5.69 | 12.44% | 0.65 | 124PCR: 0.09 | 10.65 | 46.89% | 0.53 | 0.00 | 52.73% | -0.766 | 0.027 | -0.135 | 0.067 | Login To Trade |
0.046 | -0.070 | 0.025 | 0.132 | 39.06% | 646.55 | 11.00 | 10.55% | 0.55 | 125PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.044 | -0.069 | 0.023 | 0.122 | 41.02% | 188.18 | 4.29 | 9.81% | 0.50 | 126PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.039 | -0.061 | 0.020 | 0.103 | 41.02% | 67.55 | 2.22 | 8.32% | 0.40 | 127PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.034 | -0.053 | 0.018 | 0.086 | 41.02% | 82.03 | 1.54 | 6.94% | 0.35 | 128PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.028 | -0.047 | 0.014 | 0.068 | 42.97% | 598.30 | 19.44 | 5.51% | 0.25 | 130PCR: 0.02 | 15.35 | 50.76% | 0.34 | 4.83 | 39.06% | -0.951 | 0.012 | -0.033 | 0.022 | Login To Trade |
0.021 | -0.035 | 0.010 | 0.046 | 42.97% | 48.25 | 1.79 | 3.75% | 0.20 | 132PCR: 0.08 | 17.20 | 51.18% | 0.14 | 0.00 | 31.25% | -0.990 | 0.004 | -0.007 | 0.006 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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