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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 | |
0.093 | -0.212 | 0.005 | 0.848 | 119.14% | 0.00 | 1.42 | 40.11% | 40.00 | 112PCR: 2.48 | 0.08 | 1.64% | 3.51 | 0.00 | 46.88% | -0.012 | 0.002 | -0.011 | 0.012 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 5.94 | 99.00% | 26.50 | 120PCR: 1.70 | 0.05 | 0.71% | 10.13 | 108.00 | 31.25% | -0.006 | 0.001 | -0.004 | 0.006 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.07 | 99.00% | 25.50 | 122PCR: 7.00 | 0.04 | 1.20% | 0.47 | 0.00 | 31.25% | -0.010 | 0.002 | -0.006 | 0.010 | Login To Trade |
0.035 | -0.026 | 0.006 | 0.959 | 39.06% | 0.00 | 0.34 | 47.12% | 24.20 | 124PCR: 1.60 | 0.09 | 1.90% | 0.54 | 0.00 | 31.25% | -0.016 | 0.003 | -0.009 | 0.016 | Login To Trade |
0.051 | -0.042 | 0.008 | 0.934 | 42.97% | 0.00 | 0.34 | 46.49% | 23.12 | 125PCR: 59.00 | 0.08 | 2.53% | 19.91 | 256.50 | 31.25% | -0.021 | 0.004 | -0.012 | 0.020 | Login To Trade |
0.056 | -0.046 | 0.008 | 0.925 | 42.97% | 0.00 | 0.34 | 46.38% | 22.26 | 126PCR: 9.20 | 0.24 | 4.73% | 3.11 | 0.00 | 35.16% | -0.041 | 0.006 | -0.023 | 0.034 | Login To Trade |
0.109 | -0.147 | 0.010 | 0.804 | 70.31% | 0.00 | 0.20 | 41.58% | 23.05 | 128PCR: 8.67 | 0.12 | 2.66% | 1.76 | 0.00 | 27.34% | -0.023 | 0.005 | -0.011 | 0.022 | Login To Trade |
0.101 | -0.114 | 0.011 | 0.827 | 58.59% | 0.00 | 0.07 | 42.98% | 21.00 | 129PCR: 37.00 | 0.11 | 3.32% | 2.50 | 0.00 | 27.34% | -0.029 | 0.006 | -0.014 | 0.026 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 16.40 | 99.00% | 16.83 | 130PCR: 2.52 | 0.23 | 5.39% | 41.31 | 1,140.75 | 29.30% | -0.048 | 0.009 | -0.022 | 0.039 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.07 | 99.00% | 13.75 | 131PCR: 31.00 | 0.27 | 6.29% | 2.09 | 0.00 | 29.30% | -0.057 | 0.010 | -0.025 | 0.045 | Login To Trade |
0.073 | -0.049 | 0.013 | 0.892 | 35.16% | 0.00 | 0.54 | 45.87% | 16.43 | 132PCR: 11.75 | 0.32 | 6.32% | 6.35 | 371.25 | 27.34% | -0.058 | 0.011 | -0.024 | 0.046 | Login To Trade |
0.107 | -0.098 | 0.014 | 0.811 | 47.85% | 0.00 | 0.20 | 43.08% | 16.80 | 133PCR: 37.33 | 0.35 | 7.58% | 7.56 | 438.75 | 27.34% | -0.071 | 0.013 | -0.028 | 0.053 | Login To Trade |
0.070 | -0.039 | 0.015 | 0.899 | 29.30% | 0.00 | 0.27 | 46.58% | 14.18 | 134PCR: 18.25 | 0.48 | 9.03% | 4.93 | 222.75 | 27.34% | -0.086 | 0.015 | -0.033 | 0.062 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 3.04 | 99.00% | 12.50 | 135PCR: 19.33 | 0.57 | 10.54% | 58.73 | 1,950.75 | 27.34% | -0.103 | 0.017 | -0.037 | 0.071 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.95 | 99.00% | 9.00 | 136PCR: 12.36 | 0.61 | 11.63% | 11.68 | 256.50 | 26.37% | -0.115 | 0.019 | -0.039 | 0.077 | Login To Trade |
0.120 | -0.094 | 0.019 | 0.771 | 41.02% | 0.00 | 0.41 | 42.24% | 13.00 | 137PCR: 37.33 | 0.79 | 14.20% | 15.12 | 837.00 | 27.34% | -0.143 | 0.021 | -0.047 | 0.089 | Login To Trade |
0.123 | -0.092 | 0.020 | 0.758 | 39.06% | 0.00 | 0.74 | 41.91% | 12.00 | 138PCR: 11.36 | 0.95 | 15.37% | 8.44 | 310.50 | 26.37% | -0.160 | 0.023 | -0.049 | 0.096 | Login To Trade |
0.087 | -0.036 | 0.026 | 0.861 | 21.48% | 13.50 | 0.74 | 45.77% | 9.36 | 139PCR: 16.18 | 1.03 | 16.60% | 12.02 | 425.25 | 25.39% | -0.177 | 0.026 | -0.050 | 0.102 | Login To Trade |
0.115 | -0.058 | 0.028 | 0.785 | 26.37% | 1,154.25 | 38.54 | 43.43% | 9.00 | 140PCR: 2.25 | 1.18 | 19.12% | 86.60 | 3,827.25 | 25.39% | -0.207 | 0.029 | -0.055 | 0.113 | Login To Trade |
0.148 | -0.178 | 0.015 | 0.640 | 62.99% | 0.00 | 0.27 | 36.39% | 13.41 | 141PCR: 45.50 | 1.59 | 21.64% | 12.29 | 418.50 | 26.37% | -0.244 | 0.030 | -0.063 | 0.124 | Login To Trade |
0.129 | -0.060 | 0.034 | 0.736 | 24.41% | 20.25 | 1.82 | 42.24% | 7.22 | 142PCR: 11.19 | 1.63 | 22.93% | 20.39 | 560.25 | 24.41% | -0.265 | 0.034 | -0.060 | 0.129 | Login To Trade |
0.140 | -0.074 | 0.033 | 0.684 | 27.34% | 20.25 | 3.85 | 40.28% | 6.98 | 143PCR: 2.75 | 1.90 | 25.21% | 10.60 | 600.75 | 24.41% | -0.299 | 0.036 | -0.064 | 0.137 | Login To Trade |
0.146 | -0.074 | 0.035 | 0.651 | 26.37% | 101.25 | 3.51 | 39.26% | 6.13 | 144PCR: 2.88 | 2.27 | 27.65% | 10.13 | 945.00 | 24.41% | -0.339 | 0.038 | -0.068 | 0.144 | Login To Trade |
0.150 | -0.073 | 0.038 | 0.620 | 25.39% | 3,111.75 | 46.24 | 37.99% | 5.45 | 145PCR: 1.70 | 2.65 | 29.71% | 78.71 | 5,184.00 | 24.41% | -0.376 | 0.039 | -0.070 | 0.150 | Login To Trade |
0.154 | -0.077 | 0.038 | 0.578 | 25.88% | 2,774.25 | 8.78 | 36.31% | 4.90 | 146PCR: 2.05 | 3.03 | 32.28% | 17.96 | 1,626.75 | 24.41% | -0.419 | 0.041 | -0.072 | 0.154 | Login To Trade |
0.157 | -0.076 | 0.040 | 0.541 | 25.39% | 5,305.50 | 16.34 | 34.87% | 4.30 | 147PCR: 1.45 | 3.50 | 34.11% | 23.63 | 2,038.50 | 24.41% | -0.458 | 0.041 | -0.073 | 0.157 | Login To Trade |
0.157 | -0.077 | 0.040 | 0.499 | 25.39% | 6,709.50 | 30.71 | 32.77% | 3.83 | 148PCR: 0.82 | 4.02 | 36.24% | 25.18 | 2,308.50 | 24.41% | -0.502 | 0.041 | -0.074 | 0.157 | Login To Trade |
0.157 | -0.076 | 0.040 | 0.462 | 25.39% | 2,470.50 | 22.41 | 31.01% | 3.40 | 149PCR: 0.49 | 5.01 | 37.77% | 11.00 | 344.25 | 27.34% | -0.533 | 0.037 | -0.082 | 0.157 | Login To Trade |
0.154 | -0.077 | 0.038 | 0.423 | 25.88% | 15,511.50 | 184.95 | 29.08% | 2.96 | 150PCR: 0.40 | 5.33 | 39.53% | 73.58 | 2,511.00 | 25.39% | -0.579 | 0.039 | -0.075 | 0.154 | Login To Trade |
0.151 | -0.072 | 0.039 | 0.383 | 24.90% | 1,363.50 | 25.58 | 26.93% | 2.53 | 151PCR: 0.65 | 5.96 | 40.98% | 16.74 | 128.25 | 25.88% | -0.612 | 0.037 | -0.075 | 0.151 | Login To Trade |
0.146 | -0.071 | 0.037 | 0.346 | 25.39% | 1,856.25 | 53.66 | 24.76% | 2.28 | 152PCR: 0.37 | 6.70 | 42.41% | 20.12 | 108.00 | 26.37% | -0.647 | 0.036 | -0.074 | 0.147 | Login To Trade |
0.140 | -0.068 | 0.035 | 0.314 | 25.39% | 1,714.50 | 31.86 | 23.00% | 1.94 | 153PCR: 0.33 | 7.35 | 43.52% | 10.60 | 108.00 | 26.37% | -0.679 | 0.034 | -0.071 | 0.141 | Login To Trade |
0.134 | -0.066 | 0.033 | 0.283 | 25.88% | 1,775.25 | 46.91 | 21.05% | 1.72 | 154PCR: 0.50 | 8.27 | 44.37% | 23.29 | 67.50 | 27.34% | -0.706 | 0.032 | -0.071 | 0.136 | Login To Trade |
0.127 | -0.063 | 0.031 | 0.254 | 25.88% | 7,182.00 | 127.51 | 19.18% | 1.50 | 155PCR: 0.20 | 8.60 | 45.90% | 25.45 | 209.25 | 24.41% | -0.760 | 0.032 | -0.057 | 0.123 | Login To Trade |
0.119 | -0.060 | 0.029 | 0.228 | 26.37% | 1,309.50 | 17.42 | 17.41% | 1.34 | 156PCR: 0.24 | 9.40 | 46.75% | 4.19 | 0.00 | 23.44% | -0.802 | 0.030 | -0.049 | 0.110 | Login To Trade |
0.112 | -0.056 | 0.027 | 0.203 | 26.37% | 580.50 | 21.53 | 15.72% | 1.16 | 157PCR: 0.10 | 10.19 | 47.61% | 2.23 | 0.00 | 24.41% | -0.817 | 0.028 | -0.049 | 0.105 | Login To Trade |
0.102 | -0.052 | 0.025 | 0.177 | 26.37% | 749.25 | 25.65 | 13.95% | 0.95 | 158PCR: 0.02 | 8.10 | 99.00% | 0.41 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.095 | -0.048 | 0.023 | 0.156 | 26.37% | 236.25 | 8.44 | 12.42% | 0.82 | 159PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.089 | -0.047 | 0.021 | 0.144 | 27.34% | 5,649.75 | 160.52 | 11.52% | 0.74 | 160PCR: 0.24 | 13.30 | 48.31% | 39.15 | 94.50 | 29.30% | -0.838 | 0.021 | -0.054 | 0.097 | Login To Trade |
0.078 | -0.039 | 0.019 | 0.117 | 26.37% | 108.00 | 8.03 | 9.50% | 0.59 | 161PCR: 0.46 | 8.69 | 99.00% | 3.71 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.073 | -0.038 | 0.017 | 0.109 | 27.34% | 297.00 | 21.80 | 8.85% | 0.51 | 162PCR: 0.37 | 10.58 | 99.00% | 8.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.066 | -0.035 | 0.015 | 0.094 | 27.34% | 283.50 | 7.43 | 7.66% | 0.44 | 163PCR: 0.03 | 12.01 | 99.00% | 0.20 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.059 | -0.031 | 0.014 | 0.081 | 27.34% | 519.75 | 19.58 | 6.57% | 0.41 | 164PCR: 0.21 | 14.50 | 99.00% | 4.12 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.046 | -0.024 | 0.011 | 0.059 | 27.34% | 432.00 | 41.11 | 4.86% | 0.29 | 166PCR: 0.15 | 18.06 | 99.00% | 6.14 | 67.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.043 | -0.024 | 0.009 | 0.054 | 29.30% | 1,896.75 | 19.58 | 4.38% | 0.25 | 168PCR: 0.22 | 19.55 | 99.00% | 4.39 | 54.00 | 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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