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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 | 88PCR: -- | 0.05 | 0.40% | 0.41 | 0.00 | 62.50% | -0.003 | 0.001 | -0.005 | 0.002 | Login To Trade |
0.022 | -0.101 | 0.005 | 0.948 | 101.56% | 54.00 | 0.61 | 45.52% | 28.50 | 90PCR: 17.56 | 0.05 | 0.72% | 10.67 | 405.00 | 62.50% | -0.005 | 0.001 | -0.009 | 0.003 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.81 | 99.00% | 13.55 | 92PCR: 9.67 | 0.05 | 1.24% | 7.83 | 526.50 | 62.50% | -0.009 | 0.002 | -0.015 | 0.005 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 93PCR: -- | 0.05 | 1.63% | 11.27 | 0.00 | 62.50% | -0.013 | 0.003 | -0.019 | 0.007 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 94PCR: -- | 0.05 | 2.04% | 4.46 | 276.75 | 62.50% | -0.016 | 0.003 | -0.023 | 0.008 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.07 | 99.00% | 11.00 | 95PCR: 204.00 | 0.05 | 0.00% | 13.77 | 81.00 | 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% | 14.40 | 96PCR: 12.33 | 0.05 | 0.01% | 5.00 | 33.75 | 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 | 0.47 | 99.00% | 11.45 | 97PCR: 13.86 | 0.05 | 0.02% | 6.55 | 33.75 | 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 | 1.55 | 99.00% | 14.75 | 98PCR: 5.91 | 0.10 | 2.75% | 9.18 | 33.75 | 54.69% | -0.023 | 0.005 | -0.027 | 0.011 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.01 | 99.00% | 12.90 | 99PCR: 6.53 | 0.10 | 1.71% | 6.62 | 27.00 | 46.88% | -0.014 | 0.004 | -0.016 | 0.007 | Login To Trade |
0.009 | -0.020 | 0.005 | 0.981 | 46.88% | 1,768.50 | 13.23 | 47.92% | 18.10 | 100PCR: 7.12 | 0.05 | 0.12% | 94.23 | 1,201.50 | 31.25% | -0.001 | 0.001 | -0.001 | 0.001 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 2.16 | 99.00% | 10.70 | 101PCR: 3.13 | 0.10 | 3.06% | 6.75 | 40.50 | 46.88% | -0.026 | 0.006 | -0.026 | 0.012 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 2.90 | 99.00% | 13.90 | 102PCR: 4.93 | 0.05 | 0.38% | 14.31 | 472.50 | 31.25% | -0.003 | 0.002 | -0.003 | 0.002 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 2.77 | 99.00% | 12.90 | 103PCR: 5.98 | 0.10 | 2.43% | 16.54 | 486.00 | 39.06% | -0.021 | 0.006 | -0.019 | 0.011 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 10.13 | 99.00% | 12.90 | 104PCR: 2.33 | 0.05 | 1.05% | 23.56 | 634.50 | 31.25% | -0.009 | 0.004 | -0.007 | 0.005 | Login To Trade |
0.028 | -0.060 | 0.014 | 0.928 | 46.88% | 627.75 | 22.55 | 46.89% | 13.25 | 105PCR: 2.96 | 0.15 | 4.39% | 66.76 | 1,437.75 | 39.06% | -0.040 | 0.011 | -0.031 | 0.018 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 15.26 | 99.00% | 9.80 | 106PCR: 1.26 | 0.10 | 2.47% | 19.17 | 1,073.25 | 31.25% | -0.023 | 0.008 | -0.016 | 0.011 | Login To Trade |
0.022 | -0.035 | 0.015 | 0.947 | 35.16% | 384.75 | 15.26 | 47.90% | 11.05 | 107PCR: 1.44 | 0.15 | 5.70% | 22.01 | 1,120.50 | 35.16% | -0.053 | 0.015 | -0.035 | 0.022 | Login To Trade |
0.007 | -0.008 | 0.007 | 0.986 | 23.44% | 580.50 | 20.18 | 48.69% | 10.05 | 108PCR: 2.02 | 0.15 | 7.36% | 40.77 | 1,451.25 | 35.16% | -0.069 | 0.018 | -0.044 | 0.027 | Login To Trade |
0.031 | -0.047 | 0.022 | 0.918 | 33.20% | 249.75 | 8.51 | 47.33% | 9.15 | 109PCR: 4.76 | 0.20 | 7.11% | 40.50 | 3,611.25 | 31.25% | -0.068 | 0.021 | -0.038 | 0.027 | Login To Trade |
0.026 | -0.033 | 0.023 | 0.933 | 27.34% | 3,591.00 | 47.72 | 47.56% | 8.20 | 110PCR: 2.19 | 0.25 | 9.55% | 104.36 | 11,893.50 | 31.25% | -0.093 | 0.026 | -0.049 | 0.034 | Login To Trade |
0.043 | -0.061 | 0.033 | 0.872 | 31.25% | 614.25 | 9.72 | 46.06% | 7.25 | 111PCR: 2.11 | 0.35 | 11.11% | 20.52 | 3,381.75 | 29.30% | -0.113 | 0.032 | -0.052 | 0.039 | Login To Trade |
0.044 | -0.054 | 0.038 | 0.869 | 27.34% | 1,782.00 | 22.07 | 46.50% | 6.35 | 112PCR: 1.50 | 0.40 | 12.52% | 33.14 | 4,569.75 | 27.34% | -0.131 | 0.038 | -0.054 | 0.044 | Login To Trade |
0.054 | -0.067 | 0.047 | 0.820 | 27.34% | 3,915.00 | 19.85 | 45.08% | 5.45 | 113PCR: 0.94 | 0.55 | 16.56% | 18.70 | 6,277.50 | 27.34% | -0.180 | 0.047 | -0.067 | 0.054 | Login To Trade |
0.059 | -0.068 | 0.056 | 0.789 | 25.39% | 4,367.25 | 10.40 | 44.47% | 4.60 | 114PCR: 1.25 | 0.70 | 19.40% | 12.96 | 6,446.25 | 26.37% | -0.219 | 0.055 | -0.073 | 0.060 | Login To Trade |
0.070 | -0.087 | 0.061 | 0.708 | 27.34% | 23,638.50 | 86.81 | 41.94% | 3.85 | 115PCR: 0.92 | 0.95 | 23.60% | 79.45 | 21,741.75 | 26.37% | -0.280 | 0.062 | -0.083 | 0.069 | Login To Trade |
0.075 | -0.083 | 0.073 | 0.664 | 24.41% | 19,122.75 | 31.86 | 40.05% | 3.15 | 116PCR: 0.66 | 1.20 | 27.43% | 20.99 | 12,406.50 | 25.39% | -0.342 | 0.071 | -0.087 | 0.075 | Login To Trade |
0.080 | -0.092 | 0.075 | 0.577 | 25.39% | 31,974.75 | 29.77 | 36.72% | 2.55 | 117PCR: 0.87 | 1.55 | 31.13% | 25.92 | 16,389.00 | 24.41% | -0.413 | 0.078 | -0.088 | 0.080 | Login To Trade |
0.082 | -0.091 | 0.080 | 0.508 | 24.41% | 43,220.25 | 62.98 | 33.73% | 2.00 | 118PCR: 0.25 | 2.00 | 35.07% | 15.80 | 10,658.25 | 25.39% | -0.492 | 0.077 | -0.094 | 0.082 | Login To Trade |
0.080 | -0.092 | 0.075 | 0.424 | 25.39% | 18,609.75 | 36.65 | 29.54% | 1.55 | 119PCR: 0.42 | 2.60 | 38.91% | 15.26 | 2,733.75 | 23.44% | -0.583 | 0.081 | -0.085 | 0.080 | Login To Trade |
0.077 | -0.088 | 0.072 | 0.359 | 25.39% | 47,445.75 | 156.74 | 26.10% | 1.25 | 120PCR: 0.34 | 3.25 | 41.39% | 53.39 | 7,296.75 | 25.39% | -0.641 | 0.072 | -0.088 | 0.077 | Login To Trade |
0.070 | -0.081 | 0.066 | 0.291 | 25.39% | 10,651.50 | 35.71 | 22.31% | 0.90 | 121PCR: 0.05 | 3.95 | 44.14% | 1.82 | 614.25 | 24.41% | -0.724 | 0.067 | -0.076 | 0.069 | Login To Trade |
0.062 | -0.072 | 0.059 | 0.231 | 25.39% | 13,756.50 | 30.92 | 18.14% | 0.70 | 122PCR: 0.45 | 4.75 | 45.58% | 13.91 | 2,119.50 | 25.39% | -0.769 | 0.059 | -0.072 | 0.062 | Login To Trade |
0.052 | -0.060 | 0.049 | 0.173 | 25.39% | 7,431.75 | 30.58 | 14.08% | 0.50 | 123PCR: 0.06 | 5.55 | 46.73% | 1.89 | 344.25 | 25.39% | -0.822 | 0.050 | -0.062 | 0.053 | Login To Trade |
0.048 | -0.060 | 0.042 | 0.153 | 27.34% | 3,739.50 | 14.58 | 12.75% | 0.40 | 124PCR: 0.08 | 6.45 | 47.81% | 1.15 | 486.00 | 27.34% | -0.847 | 0.042 | -0.060 | 0.048 | Login To Trade |
0.040 | -0.050 | 0.035 | 0.117 | 27.34% | 7,917.75 | 17.28 | 9.85% | 0.30 | 125PCR: 0.22 | 7.35 | 48.88% | 3.78 | 641.25 | 27.34% | -0.883 | 0.035 | -0.050 | 0.040 | Login To Trade |
0.037 | -0.049 | 0.030 | 0.103 | 29.30% | 1,930.50 | 12.96 | 8.63% | 0.25 | 126PCR: 0.10 | 8.30 | 49.08% | 1.35 | 459.00 | 29.30% | -0.897 | 0.030 | -0.049 | 0.037 | Login To Trade |
0.029 | -0.039 | 0.024 | 0.075 | 29.30% | 573.75 | 5.74 | 6.43% | 0.20 | 127PCR: 0.07 | 9.25 | 49.95% | 0.41 | 114.75 | 27.34% | -0.939 | 0.022 | -0.031 | 0.025 | Login To Trade |
0.028 | -0.039 | 0.021 | 0.070 | 31.25% | 1,201.50 | 11.21 | 6.06% | 0.15 | 128PCR: 0.14 | 10.20 | 49.90% | 1.55 | 74.25 | 31.25% | -0.930 | 0.021 | -0.039 | 0.028 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 129PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.017 | -0.025 | 0.013 | 0.039 | 31.25% | 695.25 | 9.18 | 3.38% | 0.10 | 130PCR: 0.00 | 12.00 | 50.67% | 0.00 | 6.75 | 15.63% | -1.000 | 0.000 | -0.000 | 0.000 | Login To Trade |
0.016 | -0.025 | 0.011 | 0.035 | 35.16% | 398.25 | 3.44 | 3.00% | 0.10 | 132PCR: 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 | 134PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 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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