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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 | 0.84 | 99.00% | 86.00 | 200PCR: 5.78 | 0.05 | 0.00% | 4.86 | 7.88 | 62.50% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.009 | -0.085 | 0.001 | 0.991 | 109.38% | 21.00 | 2.52 | 47.06% | 79.25 | 210PCR: 1.35 | 0.05 | 0.00% | 3.41 | 49.88 | 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 | 0.08 | 99.00% | 52.30 | 215PCR: 20.00 | 0.05 | 0.01% | 1.58 | 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% | 2.63 | 3.57 | 99.00% | 67.80 | 220PCR: 1.80 | 0.05 | 0.04% | 6.43 | 168.00 | 62.50% | -0.000 | 0.000 | -0.002 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.63 | 99.00% | 39.65 | 222.50PCR: 0.83 | 0.05 | 0.07% | 0.53 | 0.00 | 62.50% | -0.001 | 0.000 | -0.004 | 0.001 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.86 | 99.00% | 61.75 | 225PCR: 3.24 | 0.05 | 0.10% | 6.04 | 2.63 | 62.50% | -0.001 | 0.000 | -0.005 | 0.001 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.71 | 99.00% | 34.05 | 227.50PCR: 2.37 | 0.05 | 0.16% | 1.68 | 7.88 | 62.50% | -0.001 | 0.000 | -0.008 | 0.002 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 26.25 | 2.44 | 99.00% | 59.05 | 230PCR: 4.17 | 0.05 | 0.24% | 10.19 | 291.38 | 62.50% | -0.002 | 0.000 | -0.012 | 0.002 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 5.25 | 1.71 | 99.00% | 56.00 | 232.50PCR: 2.02 | 0.10 | 1.66% | 3.44 | 0.00 | 78.13% | -0.013 | 0.001 | -0.081 | 0.012 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 13.13 | 3.89 | 99.00% | 53.60 | 235PCR: 2.31 | 0.05 | 0.54% | 8.98 | 186.38 | 62.50% | -0.004 | 0.001 | -0.025 | 0.005 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 7.88 | 3.65 | 99.00% | 51.40 | 237.50PCR: 0.69 | 0.10 | 1.62% | 2.52 | 2.63 | 70.31% | -0.013 | 0.001 | -0.073 | 0.012 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 21.00 | 6.88 | 99.00% | 49.00 | 240PCR: 2.84 | 0.05 | 1.13% | 19.50 | 488.25 | 62.50% | -0.009 | 0.001 | -0.048 | 0.009 | Login To Trade |
0.069 | -0.678 | 0.004 | 0.892 | 118.16% | 0.00 | 1.76 | 44.77% | 49.05 | 242.50PCR: 1.96 | 0.10 | 1.53% | 3.44 | 26.25 | 62.50% | -0.013 | 0.001 | -0.063 | 0.012 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 63.00 | 5.43 | 99.00% | 44.00 | 245PCR: 2.05 | 0.10 | 1.00% | 11.13 | 317.63 | 54.69% | -0.008 | 0.001 | -0.039 | 0.009 | Login To Trade |
0.000 | -0.000 | 0.000 | 1.000 | 31.25% | 13.13 | 5.28 | 49.20% | 41.60 | 247.50PCR: 1.18 | 0.15 | 2.07% | 6.25 | 223.13 | 58.59% | -0.018 | 0.002 | -0.079 | 0.016 | Login To Trade |
0.021 | -0.103 | 0.003 | 0.976 | 58.59% | 49.88 | 10.92 | 48.13% | 39.30 | 250PCR: 2.74 | 0.10 | 2.05% | 29.95 | 1,606.50 | 54.69% | -0.018 | 0.002 | -0.073 | 0.016 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 4.86 | 99.00% | 35.45 | 252.50PCR: 1.46 | 0.15 | 2.85% | 7.11 | 157.50 | 54.69% | -0.025 | 0.003 | -0.098 | 0.021 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 97.13 | 5.07 | 99.00% | 33.75 | 255PCR: 2.17 | 0.15 | 1.93% | 11.00 | 832.13 | 46.88% | -0.017 | 0.002 | -0.061 | 0.016 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 2.63 | 2.60 | 99.00% | 31.15 | 257.50PCR: 2.03 | 0.15 | 2.83% | 5.28 | 370.13 | 46.88% | -0.025 | 0.003 | -0.085 | 0.022 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 202.13 | 12.13 | 99.00% | 29.00 | 260PCR: 3.46 | 0.15 | 2.73% | 41.92 | 3,058.13 | 42.97% | -0.025 | 0.004 | -0.077 | 0.022 | Login To Trade |
0.008 | -0.020 | 0.002 | 0.992 | 31.25% | 0.00 | 4.33 | 49.03% | 26.65 | 262.50PCR: 1.44 | 0.15 | 2.78% | 6.22 | 215.25 | 39.06% | -0.025 | 0.004 | -0.072 | 0.022 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 236.25 | 8.48 | 99.00% | 24.05 | 265PCR: 3.23 | 0.25 | 4.17% | 27.35 | 3,412.50 | 39.06% | -0.039 | 0.006 | -0.102 | 0.031 | Login To Trade |
0.037 | -0.116 | 0.007 | 0.951 | 37.11% | 18.38 | 3.96 | 48.18% | 21.90 | 267.50PCR: 1.56 | 0.25 | 4.26% | 6.20 | 267.75 | 35.16% | -0.041 | 0.007 | -0.095 | 0.032 | Login To Trade |
0.021 | -0.049 | 0.006 | 0.975 | 27.34% | 238.88 | 10.68 | 48.91% | 19.20 | 270PCR: 2.23 | 0.35 | 6.49% | 23.86 | 3,475.50 | 35.16% | -0.063 | 0.009 | -0.134 | 0.046 | Login To Trade |
0.035 | -0.079 | 0.009 | 0.956 | 27.34% | 70.88 | 5.46 | 48.71% | 16.75 | 272.50PCR: 1.38 | 0.35 | 6.84% | 7.51 | 1,005.38 | 31.25% | -0.067 | 0.011 | -0.126 | 0.048 | Login To Trade |
0.044 | -0.094 | 0.013 | 0.940 | 25.39% | 257.25 | 7.32 | 48.29% | 14.45 | 275PCR: 3.06 | 0.45 | 8.23% | 22.44 | 4,816.88 | 28.32% | -0.083 | 0.015 | -0.134 | 0.057 | Login To Trade |
0.066 | -0.139 | 0.019 | 0.899 | 25.39% | 84.00 | 2.97 | 47.45% | 12.05 | 277.50PCR: 4.57 | 0.60 | 11.27% | 13.55 | 2,512.13 | 27.34% | -0.118 | 0.019 | -0.167 | 0.073 | Login To Trade |
0.074 | -0.133 | 0.025 | 0.880 | 21.48% | 2,352.00 | 19.37 | 46.95% | 9.60 | 280PCR: 1.66 | 0.85 | 15.41% | 32.24 | 7,649.25 | 26.37% | -0.168 | 0.026 | -0.204 | 0.093 | Login To Trade |
0.109 | -0.212 | 0.034 | 0.783 | 23.44% | 1,036.88 | 6.27 | 44.60% | 7.65 | 282.50PCR: 2.00 | 1.30 | 20.19% | 12.52 | 5,292.00 | 25.39% | -0.234 | 0.033 | -0.240 | 0.114 | Login To Trade |
0.133 | -0.270 | 0.040 | 0.678 | 24.41% | 7,376.25 | 17.72 | 41.10% | 6.00 | 285PCR: 1.64 | 2.05 | 26.32% | 28.98 | 11,195.63 | 25.39% | -0.328 | 0.038 | -0.283 | 0.134 | Login To Trade |
0.145 | -0.302 | 0.043 | 0.571 | 24.90% | 6,888.00 | 9.11 | 36.92% | 4.45 | 287.50PCR: 0.73 | 2.95 | 31.88% | 6.69 | 6,856.50 | 25.39% | -0.426 | 0.042 | -0.307 | 0.145 | Login To Trade |
0.147 | -0.311 | 0.042 | 0.464 | 25.39% | 33,088.13 | 61.37 | 31.92% | 3.25 | 290PCR: 0.34 | 4.40 | 37.03% | 20.61 | 9,570.75 | 25.39% | -0.536 | 0.042 | -0.311 | 0.147 | Login To Trade |
0.140 | -0.307 | 0.039 | 0.367 | 26.37% | 14,581.88 | 16.91 | 26.94% | 2.50 | 292.50PCR: 0.32 | 6.00 | 40.51% | 5.49 | 1,567.13 | 27.34% | -0.624 | 0.037 | -0.321 | 0.141 | Login To Trade |
0.127 | -0.300 | 0.033 | 0.292 | 28.32% | 21,343.88 | 45.78 | 22.48% | 1.80 | 295PCR: 0.07 | 7.85 | 43.32% | 2.99 | 1,672.13 | 28.32% | -0.705 | 0.033 | -0.302 | 0.128 | Login To Trade |
0.112 | -0.274 | 0.028 | 0.229 | 29.30% | 7,271.25 | 17.12 | 18.24% | 1.40 | 297.50PCR: 0.01 | 9.65 | 45.87% | 0.21 | 34.13 | 27.83% | -0.784 | 0.028 | -0.252 | 0.109 | Login To Trade |
0.095 | -0.239 | 0.023 | 0.173 | 30.27% | 20,391.00 | 66.96 | 14.19% | 1.05 | 300PCR: 0.03 | 11.80 | 47.44% | 1.76 | 212.63 | 29.30% | -0.833 | 0.023 | -0.226 | 0.093 | Login To Trade |
0.080 | -0.208 | 0.019 | 0.133 | 31.25% | 1,063.13 | 3.75 | 11.18% | 0.80 | 302.50PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.070 | -0.194 | 0.015 | 0.110 | 33.20% | 5,554.50 | 15.30 | 9.46% | 0.55 | 305PCR: 0.03 | 16.35 | 49.17% | 0.42 | 44.63 | 30.27% | -0.913 | 0.014 | -0.148 | 0.059 | Login To Trade |
0.053 | -0.147 | 0.012 | 0.076 | 33.20% | 139.13 | 2.00 | 6.56% | 0.45 | 307.50PCR: 0.09 | 19.30 | 48.74% | 0.18 | 0.00 | 40.04% | -0.881 | 0.013 | -0.246 | 0.074 | Login To Trade |
0.052 | -0.160 | 0.010 | 0.073 | 37.11% | 7,063.88 | 25.78 | 6.36% | 0.40 | 310PCR: 0.01 | 27.95 | 44.85% | 0.18 | 0.00 | 99.61% | -0.685 | 0.010 | -1.093 | 0.132 | Login To Trade |
0.040 | -0.124 | 0.008 | 0.053 | 37.11% | 21.00 | 0.95 | 4.62% | 0.30 | 312.50PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.035 | -0.114 | 0.007 | 0.045 | 39.06% | 522.38 | 3.02 | 3.91% | 0.30 | 315PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.036 | -0.130 | 0.006 | 0.047 | 42.97% | 0.00 | 0.47 | 4.02% | 0.30 | 317.50PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.020 | -0.064 | 0.004 | 0.022 | 39.06% | 2,630.25 | 12.00 | 1.93% | 0.15 | 320PCR: 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 | 322.50PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.010 | -0.033 | 0.002 | 0.010 | 39.06% | 333.38 | 10.16 | 0.89% | 0.10 | 325PCR: 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 | -0.071 | 0.003 | 0.020 | 46.88% | 84.00 | 0.95 | 1.72% | 0.15 | 327.50PCR: 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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