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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 | 0.20 | 99.00% | 22.60 | 108PCR: 47.00 | 0.04 | 0.01% | 9.52 | 101.25 | 31.25% | 0.000 | 0.000 | -0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 40.50 | 5.67 | 99.00% | 31.20 | 110PCR: 1.99 | 0.05 | 0.02% | 11.27 | 148.50 | 31.25% | -0.000 | 0.000 | -0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 182.25 | 2.03 | 99.00% | 29.01 | 112PCR: 2.00 | 0.05 | 0.04% | 4.05 | 263.25 | 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 | 1.15 | 99.00% | 17.25 | 113PCR: 2.24 | 0.07 | 1.77% | 2.57 | 74.25 | 46.88% | -0.014 | 0.002 | -0.014 | 0.011 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.74 | 99.00% | 16.55 | 114PCR: 4.00 | 0.10 | 2.16% | 2.97 | 27.00 | 46.88% | -0.017 | 0.003 | -0.017 | 0.013 | Login To Trade |
0.040 | -0.071 | 0.006 | 0.935 | 64.45% | 216.00 | 13.23 | 45.97% | 26.95 | 115PCR: 1.60 | 0.10 | 2.62% | 21.13 | 931.50 | 46.88% | -0.021 | 0.003 | -0.021 | 0.016 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.27 | 99.00% | 18.05 | 116PCR: 30.00 | 0.12 | 3.17% | 8.10 | 222.75 | 46.88% | -0.026 | 0.004 | -0.024 | 0.019 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.47 | 99.00% | 13.80 | 117PCR: 17.57 | 0.12 | 2.59% | 8.30 | 202.50 | 42.97% | -0.021 | 0.004 | -0.019 | 0.016 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.27 | 99.00% | 16.05 | 118PCR: 43.00 | 0.15 | 3.17% | 11.61 | 472.50 | 42.97% | -0.026 | 0.004 | -0.023 | 0.019 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 119PCR: -- | 0.17 | 3.83% | 7.49 | 27.00 | 42.97% | -0.032 | 0.005 | -0.027 | 0.023 | Login To Trade |
0.043 | -0.064 | 0.008 | 0.927 | 52.73% | 74.25 | 40.30 | 46.32% | 21.90 | 120PCR: 3.22 | 0.18 | 4.62% | 129.60 | 4,077.00 | 42.97% | -0.039 | 0.006 | -0.032 | 0.026 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.74 | 99.00% | 17.70 | 121PCR: 9.09 | 0.21 | 3.85% | 6.75 | 121.50 | 39.06% | -0.033 | 0.006 | -0.025 | 0.023 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 122PCR: -- | 0.23 | 4.70% | 13.57 | 337.50 | 39.06% | -0.041 | 0.007 | -0.030 | 0.028 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 2.09 | 99.00% | 15.80 | 123PCR: 3.94 | 0.25 | 5.67% | 8.24 | 216.00 | 39.06% | -0.050 | 0.008 | -0.035 | 0.032 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 60.75 | 2.23 | 99.00% | 16.43 | 124PCR: 3.52 | 0.29 | 6.78% | 7.83 | 459.00 | 39.06% | -0.060 | 0.010 | -0.041 | 0.037 | Login To Trade |
0.025 | -0.021 | 0.008 | 0.965 | 31.25% | 155.25 | 15.73 | 47.93% | 16.52 | 125PCR: 5.80 | 0.31 | 6.94% | 91.26 | 4,320.00 | 37.11% | -0.063 | 0.011 | -0.040 | 0.039 | Login To Trade |
0.030 | -0.026 | 0.010 | 0.955 | 31.25% | 148.50 | 3.58 | 48.05% | 15.48 | 126PCR: 4.42 | 0.35 | 7.15% | 15.80 | 1,410.75 | 35.16% | -0.066 | 0.012 | -0.039 | 0.040 | Login To Trade |
0.036 | -0.031 | 0.012 | 0.943 | 31.25% | 121.50 | 8.91 | 47.68% | 14.58 | 127PCR: 1.92 | 0.40 | 8.49% | 17.15 | 1,505.25 | 35.16% | -0.079 | 0.013 | -0.045 | 0.046 | Login To Trade |
0.037 | -0.030 | 0.013 | 0.940 | 29.30% | 357.75 | 8.71 | 47.58% | 13.85 | 128PCR: 2.99 | 0.46 | 10.08% | 26.06 | 2,868.75 | 35.16% | -0.095 | 0.015 | -0.052 | 0.053 | Login To Trade |
0.050 | -0.044 | 0.016 | 0.912 | 31.25% | 74.25 | 7.76 | 47.03% | 12.74 | 129PCR: 1.97 | 0.51 | 10.23% | 15.32 | 1,471.50 | 33.20% | -0.099 | 0.017 | -0.050 | 0.055 | Login To Trade |
0.052 | -0.043 | 0.018 | 0.906 | 29.30% | 2,929.50 | 64.33 | 46.80% | 11.78 | 130PCR: 2.40 | 0.60 | 12.05% | 154.24 | 11,961.00 | 33.20% | -0.118 | 0.019 | -0.057 | 0.062 | Login To Trade |
0.061 | -0.050 | 0.021 | 0.885 | 29.30% | 297.00 | 17.08 | 46.54% | 10.85 | 131PCR: 1.43 | 0.67 | 12.82% | 24.37 | 1,883.25 | 31.25% | -0.129 | 0.021 | -0.057 | 0.066 | Login To Trade |
0.067 | -0.053 | 0.024 | 0.868 | 28.32% | 438.75 | 16.20 | 46.02% | 9.95 | 132PCR: 1.91 | 0.77 | 14.71% | 30.92 | 3,820.50 | 31.25% | -0.151 | 0.024 | -0.064 | 0.073 | Login To Trade |
0.073 | -0.056 | 0.027 | 0.849 | 27.34% | 216.00 | 8.24 | 45.78% | 9.00 | 133PCR: 3.02 | 0.88 | 16.16% | 24.91 | 2,902.50 | 30.27% | -0.171 | 0.027 | -0.067 | 0.080 | Login To Trade |
0.083 | -0.063 | 0.031 | 0.818 | 27.34% | 303.75 | 13.70 | 44.59% | 8.25 | 134PCR: 1.71 | 1.03 | 18.31% | 23.42 | 5,352.75 | 29.30% | -0.198 | 0.030 | -0.071 | 0.087 | Login To Trade |
0.089 | -0.065 | 0.034 | 0.796 | 26.37% | 5,872.50 | 79.38 | 44.15% | 7.60 | 135PCR: 1.04 | 1.22 | 20.42% | 82.89 | 17,806.50 | 29.30% | -0.226 | 0.033 | -0.077 | 0.095 | Login To Trade |
0.102 | -0.080 | 0.037 | 0.739 | 28.32% | 2,106.00 | 23.90 | 42.19% | 6.78 | 136PCR: 1.28 | 1.42 | 22.29% | 30.65 | 9,578.25 | 28.32% | -0.255 | 0.036 | -0.079 | 0.101 | Login To Trade |
0.107 | -0.078 | 0.041 | 0.713 | 26.37% | 6,095.25 | 15.46 | 41.37% | 5.92 | 137PCR: 1.15 | 1.68 | 25.01% | 17.82 | 10,928.25 | 28.32% | -0.294 | 0.039 | -0.085 | 0.108 | Login To Trade |
0.113 | -0.083 | 0.043 | 0.675 | 26.37% | 12,784.50 | 22.21 | 40.27% | 5.33 | 138PCR: 1.45 | 1.96 | 26.91% | 32.13 | 10,847.25 | 27.34% | -0.330 | 0.042 | -0.086 | 0.114 | Login To Trade |
0.119 | -0.089 | 0.045 | 0.627 | 26.86% | 10,415.25 | 23.63 | 38.42% | 4.67 | 139PCR: 1.07 | 2.31 | 30.09% | 25.31 | 10,381.50 | 27.34% | -0.380 | 0.044 | -0.091 | 0.119 | Login To Trade |
0.123 | -0.088 | 0.048 | 0.583 | 25.88% | 44,455.50 | 161.66 | 36.71% | 4.06 | 140PCR: 0.49 | 2.67 | 32.28% | 79.92 | 19,953.00 | 27.34% | -0.420 | 0.045 | -0.093 | 0.123 | Login To Trade |
0.125 | -0.091 | 0.048 | 0.534 | 26.37% | 14,276.25 | 35.71 | 34.61% | 3.52 | 141PCR: 0.38 | 3.14 | 34.19% | 13.43 | 5,190.75 | 26.37% | -0.466 | 0.048 | -0.091 | 0.125 | Login To Trade |
0.125 | -0.092 | 0.048 | 0.486 | 26.37% | 16,294.50 | 44.42 | 32.59% | 3.05 | 142PCR: 0.33 | 3.64 | 36.58% | 14.51 | 2,531.25 | 26.86% | -0.513 | 0.047 | -0.093 | 0.125 | Login To Trade |
0.124 | -0.091 | 0.048 | 0.439 | 26.37% | 7,796.25 | 18.16 | 30.01% | 2.59 | 143PCR: 0.18 | 4.17 | 38.60% | 3.31 | 594.00 | 26.86% | -0.560 | 0.047 | -0.092 | 0.124 | Login To Trade |
0.121 | -0.088 | 0.046 | 0.392 | 26.37% | 10,199.25 | 47.18 | 27.73% | 2.21 | 144PCR: 0.36 | 4.80 | 40.49% | 17.21 | 1,647.00 | 27.34% | -0.603 | 0.045 | -0.092 | 0.121 | Login To Trade |
0.116 | -0.085 | 0.045 | 0.348 | 26.37% | 17,374.50 | 48.94 | 25.10% | 1.89 | 145PCR: 0.55 | 5.48 | 42.34% | 26.87 | 2,328.75 | 26.37% | -0.658 | 0.044 | -0.085 | 0.115 | Login To Trade |
0.110 | -0.081 | 0.042 | 0.305 | 26.37% | 4,927.50 | 30.38 | 22.66% | 1.58 | 146PCR: 0.28 | 6.31 | 43.25% | 8.37 | 438.75 | 28.32% | -0.681 | 0.040 | -0.088 | 0.112 | Login To Trade |
0.104 | -0.079 | 0.038 | 0.269 | 27.34% | 3,766.50 | 8.24 | 20.52% | 1.32 | 147PCR: 0.07 | 8.41 | 42.96% | 0.54 | 0.00 | 40.04% | -0.654 | 0.029 | -0.129 | 0.116 | Login To Trade |
0.095 | -0.070 | 0.037 | 0.229 | 26.37% | 4,387.50 | 27.95 | 17.71% | 1.11 | 148PCR: 0.30 | 7.83 | 45.76% | 8.30 | 445.50 | 27.34% | -0.767 | 0.036 | -0.073 | 0.096 | Login To Trade |
0.088 | -0.067 | 0.033 | 0.201 | 27.34% | 857.25 | 4.59 | 15.87% | 0.92 | 149PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.081 | -0.062 | 0.030 | 0.175 | 27.34% | 8,106.75 | 47.66 | 14.01% | 0.78 | 150PCR: 0.06 | 9.35 | 47.86% | 3.04 | 310.50 | 25.39% | -0.849 | 0.029 | -0.052 | 0.073 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 151PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.064 | -0.048 | 0.024 | 0.122 | 27.34% | 3,233.25 | 26.53 | 9.94% | 0.55 | 152PCR: 0.05 | 13.43 | 45.60% | 1.35 | 0.00 | 52.73% | -0.713 | 0.021 | -0.157 | 0.107 | Login To Trade |
0.048 | -0.037 | 0.018 | 0.083 | 27.34% | 843.75 | 5.60 | 6.92% | 0.36 | 154PCR: 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 | -0.027 | 0.013 | 0.057 | 27.34% | 2,052.00 | 26.12 | 4.79% | 0.24 | 156PCR: 0.17 | 14.69 | 50.47% | 4.32 | 40.50 | 27.34% | -0.943 | 0.013 | -0.027 | 0.036 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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