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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 | 68PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.008 | -0.060 | 0.006 | 0.970 | 93.75% | 6.75 | 0.00 | 47.22% | 17.20 | 70PCR: -- | 0.10 | 3.60% | 0.00 | 6.75 | 93.75% | -0.028 | 0.006 | -0.057 | 0.007 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 72PCR: -- | 0.05 | 0.89% | 6.62 | 0.00 | 62.50% | -0.007 | 0.003 | -0.012 | 0.002 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 74PCR: -- | 0.05 | 2.26% | 7.49 | 67.50 | 62.50% | -0.019 | 0.007 | -0.027 | 0.005 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.20 | 99.00% | 9.65 | 75PCR: 131.00 | 0.05 | 3.32% | 26.53 | 425.25 | 62.50% | -0.028 | 0.009 | -0.038 | 0.007 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 76PCR: -- | 0.05 | 0.03% | 9.32 | 87.75 | 31.25% | -0.000 | 0.000 | -0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.41 | 99.00% | 7.65 | 77PCR: 5.83 | 0.10 | 3.65% | 2.36 | 0.00 | 54.69% | -0.033 | 0.012 | -0.037 | 0.008 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 3.11 | 99.00% | 7.85 | 78PCR: 2.89 | 0.05 | 0.30% | 8.98 | 40.50 | 31.25% | -0.003 | 0.002 | -0.003 | 0.001 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.88 | 99.00% | 7.00 | 79PCR: 8.08 | 0.05 | 0.65% | 7.09 | 101.25 | 31.25% | -0.006 | 0.005 | -0.005 | 0.002 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 155.25 | 6.62 | 99.00% | 6.70 | 80PCR: 7.67 | 0.05 | 1.71% | 50.76 | 992.25 | 31.25% | -0.016 | 0.011 | -0.012 | 0.004 | Login To Trade |
0.033 | -0.215 | 0.034 | 0.781 | 78.13% | 0.00 | 2.57 | 42.86% | 7.25 | 81PCR: 3.95 | 0.10 | 7.33% | 10.13 | 978.75 | 39.06% | -0.070 | 0.031 | -0.049 | 0.015 | Login To Trade |
0.035 | -0.218 | 0.038 | 0.752 | 74.22% | 0.00 | 3.11 | 41.95% | 6.40 | 82PCR: 4.33 | 0.10 | 8.83% | 13.43 | 1,404.00 | 35.16% | -0.087 | 0.041 | -0.052 | 0.018 | Login To Trade |
0.021 | -0.055 | 0.054 | 0.890 | 31.25% | 465.75 | 2.90 | 47.03% | 4.30 | 83PCR: 4.40 | 0.20 | 10.63% | 12.76 | 2,301.75 | 31.25% | -0.110 | 0.054 | -0.055 | 0.021 | Login To Trade |
0.026 | -0.058 | 0.075 | 0.853 | 27.34% | 938.25 | 13.50 | 46.05% | 3.35 | 84PCR: 1.79 | 0.30 | 12.84% | 24.17 | 6,534.00 | 27.34% | -0.139 | 0.072 | -0.057 | 0.025 | Login To Trade |
0.032 | -0.062 | 0.108 | 0.797 | 23.44% | 3,753.00 | 27.07 | 44.25% | 2.45 | 85PCR: 2.73 | 0.40 | 19.88% | 73.78 | 18,569.25 | 27.34% | -0.228 | 0.099 | -0.077 | 0.034 | Login To Trade |
0.041 | -0.086 | 0.129 | 0.663 | 25.39% | 4,792.50 | 21.20 | 40.20% | 1.80 | 86PCR: 1.24 | 0.65 | 26.72% | 26.33 | 24,219.00 | 25.39% | -0.337 | 0.129 | -0.086 | 0.041 | Login To Trade |
0.044 | -0.094 | 0.141 | 0.518 | 25.39% | 14,586.75 | 38.48 | 34.77% | 1.15 | 87PCR: 0.79 | 1.10 | 33.46% | 30.38 | 31,110.75 | 25.39% | -0.465 | 0.140 | -0.094 | 0.044 | Login To Trade |
0.043 | -0.090 | 0.135 | 0.388 | 25.39% | 25,771.50 | 55.08 | 28.14% | 0.75 | 88PCR: 0.55 | 1.65 | 40.15% | 30.11 | 20,925.00 | 25.39% | -0.618 | 0.135 | -0.090 | 0.043 | Login To Trade |
0.037 | -0.085 | 0.110 | 0.276 | 27.34% | 20,952.00 | 33.28 | 21.49% | 0.50 | 89PCR: 0.37 | 2.35 | 44.18% | 12.35 | 7,789.50 | 25.39% | -0.740 | 0.114 | -0.077 | 0.036 | Login To Trade |
0.029 | -0.066 | 0.085 | 0.178 | 27.34% | 38,178.00 | 125.62 | 14.61% | 0.35 | 90PCR: 0.44 | 3.10 | 47.55% | 55.01 | 5,757.75 | 23.44% | -0.859 | 0.086 | -0.049 | 0.025 | Login To Trade |
0.021 | -0.048 | 0.062 | 0.112 | 27.34% | 11,029.50 | 41.58 | 9.40% | 0.20 | 91PCR: 0.38 | 4.10 | 48.40% | 16.00 | 2,018.25 | 31.25% | -0.858 | 0.065 | -0.065 | 0.025 | Login To Trade |
0.018 | -0.047 | 0.046 | 0.089 | 31.25% | 9,490.50 | 74.52 | 7.68% | 0.15 | 92PCR: 0.46 | 4.60 | 99.00% | 34.29 | 1,323.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.013 | -0.033 | 0.032 | 0.056 | 31.25% | 5,103.00 | 59.94 | 4.91% | 0.10 | 93PCR: 0.54 | 5.85 | 51.31% | 32.40 | 128.25 | 15.63% | -0.999 | 0.001 | -0.000 | 0.000 | Login To Trade |
0.015 | -0.047 | 0.030 | 0.067 | 39.06% | 2,517.75 | 41.04 | 5.84% | 0.10 | 94PCR: 0.40 | 6.75 | 99.00% | 16.27 | 506.25 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.004 | -0.011 | 0.011 | 0.016 | 31.25% | 9,868.50 | 173.68 | 1.37% | 0.10 | 95PCR: 0.40 | 7.55 | 99.00% | 68.99 | 499.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.013 | -0.049 | 0.022 | 0.056 | 46.88% | 695.25 | 36.86 | 4.78% | 0.10 | 96PCR: 0.33 | 8.95 | 50.23% | 12.22 | 20.25 | 31.25% | -0.992 | 0.006 | -0.006 | 0.003 | Login To Trade |
0.001 | -0.003 | 0.003 | 0.004 | 31.25% | 499.50 | 37.60 | 0.34% | 0.10 | 97PCR: 0.29 | 9.60 | 99.00% | 11.07 | 13.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.007 | -0.027 | 0.012 | 0.027 | 46.88% | 432.00 | 31.93 | 2.23% | 0.10 | 98PCR: 0.29 | 9.70 | 99.00% | 9.38 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.009 | -0.041 | 0.013 | 0.037 | 54.69% | 202.50 | 20.79 | 3.05% | 0.10 | 99PCR: 0.63 | 11.75 | 99.00% | 13.16 | 94.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | -0.000 | 0.000 | 0.000 | 31.25% | 4,434.75 | 223.43 | 0.03% | 0.05 | 100PCR: 0.22 | 12.70 | 99.00% | 48.67 | 195.75 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.009 | -0.045 | 0.011 | 0.035 | 62.50% | 141.75 | 12.96 | 2.92% | 0.05 | 101PCR: 0.84 | 15.90 | 48.48% | 10.94 | 0.00 | 140.63% | -0.768 | 0.019 | -0.399 | 0.034 | Login To Trade |
0.007 | -0.036 | 0.009 | 0.027 | 62.50% | 249.75 | 17.28 | 2.19% | 0.05 | 102PCR: 0.30 | 13.80 | 99.00% | 5.20 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.005 | -0.028 | 0.007 | 0.020 | 62.50% | 371.25 | 19.91 | 1.63% | 0.05 | 103PCR: 0.13 | 16.00 | 51.24% | 2.50 | 6.75 | 70.31% | -0.965 | 0.010 | -0.050 | 0.009 | Login To Trade |
0.004 | -0.022 | 0.005 | 0.015 | 62.50% | 0.00 | 8.57 | 1.20% | 0.05 | 104PCR: 0.17 | 13.25 | 99.00% | 1.42 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.003 | -0.017 | 0.004 | 0.011 | 62.50% | 60.75 | 88.16 | 0.87% | 0.05 | 105PCR: 0.23 | 17.90 | 51.54% | 19.98 | 54.00 | 62.50% | -0.989 | 0.004 | -0.017 | 0.003 | Login To Trade |
0.002 | -0.013 | 0.003 | 0.008 | 62.50% | 6.75 | 9.25 | 0.63% | 0.05 | 106PCR: 0.02 | 10.45 | 99.00% | 0.20 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.002 | -0.010 | 0.003 | 0.006 | 62.50% | 0.00 | 5.60 | 0.49% | 0.05 | 107PCR: 0.14 | 19.85 | 51.26% | 0.81 | 20.25 | 31.25% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.001 | -0.007 | 0.002 | 0.004 | 62.50% | 0.00 | 3.51 | 0.32% | 0.05 | 108PCR: 0.15 | 19.75 | 99.00% | 0.54 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.002 | -0.009 | 0.002 | 0.006 | 62.50% | 0.00 | 7.02 | 0.43% | 0.05 | 109PCR: 0.02 | 17.00 | 99.00% | 0.14 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.001 | -0.004 | 0.001 | 0.002 | 62.50% | 621.00 | 87.14 | 0.15% | 0.05 | 110PCR: 0.54 | 22.80 | 99.00% | 46.71 | 2,038.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | -0.002 | 0.001 | 0.001 | 62.50% | 0.00 | 11.14 | 0.07% | 0.05 | 112PCR: 0.04 | 25.00 | 52.13% | 0.47 | 13.50 | 93.75% | -0.979 | 0.005 | -0.044 | 0.006 | Login To Trade |
0.000 | -0.001 | 0.000 | 0.001 | 62.50% | 13.50 | 9.52 | 0.03% | 0.05 | 114PCR: 0.22 | 27.00 | 52.02% | 2.09 | 13.50 | 93.75% | -0.985 | 0.004 | -0.032 | 0.004 | Login To Trade |
0.000 | -0.001 | 0.000 | 0.000 | 62.50% | 6.75 | 4.79 | 0.01% | 0.05 | 116PCR: 0.04 | 29.05 | 52.31% | 0.20 | 6.75 | 109.38% | -0.976 | 0.005 | -0.058 | 0.006 | Login To Trade |
0.000 | -0.000 | 0.000 | 0.000 | 62.50% | 33.75 | 22.34 | 0.01% | 0.05 | 118PCR: 0.66 | 30.50 | 99.00% | 14.65 | 47.25 | 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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