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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 | 0.07 | 99.00% | 21.75 | 98PCR: 7.00 | 0.10 | 2.86% | 0.47 | 0.00 | 62.50% | -0.021 | 0.003 | -0.025 | 0.015 | Login To Trade |
0.047 | -0.117 | 0.006 | 0.908 | 89.84% | 6.75 | 2.70 | 44.25% | 28.95 | 100PCR: 4.28 | 0.05 | 0.02% | 11.54 | 958.50 | 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 | 20.18 | 99.00% | 20.90 | 105PCR: 1.15 | 0.05 | 0.25% | 23.22 | 47.25 | 31.25% | -0.002 | 0.001 | -0.002 | 0.002 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.07 | 99.00% | 15.25 | 106PCR: 135.00 | 0.10 | 1.69% | 9.11 | 20.25 | 39.06% | -0.014 | 0.003 | -0.011 | 0.010 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.14 | 99.00% | 14.00 | 107PCR: 49.50 | 0.10 | 2.23% | 6.68 | 108.00 | 39.06% | -0.018 | 0.004 | -0.014 | 0.013 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.47 | 99.00% | 17.20 | 108PCR: 3.29 | 0.10 | 2.82% | 1.55 | 40.50 | 39.06% | -0.024 | 0.005 | -0.017 | 0.016 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.69 | 99.00% | 14.40 | 109PCR: 2.64 | 0.10 | 3.63% | 4.46 | 13.50 | 39.06% | -0.031 | 0.006 | -0.021 | 0.020 | Login To Trade |
0.024 | -0.025 | 0.007 | 0.962 | 39.06% | 47.25 | 15.26 | 47.73% | 17.95 | 110PCR: 4.27 | 0.10 | 2.91% | 65.07 | 4,468.50 | 35.16% | -0.025 | 0.006 | -0.016 | 0.017 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 6.75 | 0.68 | 99.00% | 16.80 | 111PCR: 6.90 | 0.15 | 3.78% | 4.66 | 135.00 | 35.16% | -0.033 | 0.007 | -0.020 | 0.021 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 5.33 | 99.00% | 15.20 | 112PCR: 1.70 | 0.20 | 4.70% | 9.05 | 459.00 | 35.16% | -0.042 | 0.009 | -0.025 | 0.025 | Login To Trade |
0.014 | -0.011 | 0.006 | 0.980 | 27.34% | 0.00 | 0.74 | 48.43% | 14.80 | 113PCR: 11.64 | 0.20 | 6.02% | 8.64 | 364.50 | 35.16% | -0.054 | 0.011 | -0.030 | 0.031 | Login To Trade |
0.041 | -0.042 | 0.014 | 0.923 | 37.11% | 6.75 | 3.78 | 47.03% | 14.15 | 114PCR: 3.54 | 0.25 | 7.32% | 13.37 | 94.50 | 35.16% | -0.067 | 0.013 | -0.036 | 0.037 | Login To Trade |
0.043 | -0.042 | 0.015 | 0.917 | 35.16% | 270.00 | 30.31 | 46.97% | 13.10 | 115PCR: 2.99 | 0.30 | 7.61% | 90.65 | 2,929.50 | 33.20% | -0.071 | 0.014 | -0.035 | 0.038 | Login To Trade |
0.045 | -0.042 | 0.017 | 0.912 | 33.20% | 20.25 | 2.77 | 46.84% | 12.20 | 116PCR: 4.68 | 0.35 | 8.26% | 12.96 | 513.00 | 31.25% | -0.079 | 0.017 | -0.036 | 0.042 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 4.46 | 99.00% | 10.30 | 117PCR: 4.00 | 0.45 | 9.94% | 17.82 | 249.75 | 31.25% | -0.097 | 0.019 | -0.042 | 0.049 | Login To Trade |
0.056 | -0.049 | 0.022 | 0.882 | 31.25% | 236.25 | 5.33 | 46.15% | 10.35 | 118PCR: 7.15 | 0.55 | 11.86% | 38.14 | 1,755.00 | 31.25% | -0.118 | 0.022 | -0.049 | 0.056 | Login To Trade |
0.036 | -0.022 | 0.021 | 0.934 | 21.48% | 0.00 | 3.31 | 47.94% | 8.90 | 119PCR: 5.22 | 0.60 | 14.23% | 17.28 | 546.75 | 31.25% | -0.144 | 0.026 | -0.056 | 0.065 | Login To Trade |
0.069 | -0.056 | 0.029 | 0.842 | 29.30% | 2,133.00 | 59.74 | 45.13% | 8.55 | 120PCR: 1.42 | 0.75 | 16.09% | 84.78 | 6,210.00 | 30.27% | -0.169 | 0.029 | -0.060 | 0.071 | Login To Trade |
0.080 | -0.067 | 0.033 | 0.799 | 30.27% | 229.50 | 4.86 | 43.96% | 7.75 | 121PCR: 3.22 | 0.95 | 17.86% | 15.66 | 2,072.25 | 29.30% | -0.194 | 0.033 | -0.063 | 0.078 | Login To Trade |
0.086 | -0.070 | 0.036 | 0.772 | 29.30% | 357.75 | 11.14 | 43.48% | 6.90 | 122PCR: 2.41 | 1.15 | 21.06% | 26.87 | 4,380.75 | 30.27% | -0.234 | 0.036 | -0.073 | 0.087 | Login To Trade |
0.094 | -0.076 | 0.040 | 0.730 | 29.30% | 911.25 | 9.99 | 41.75% | 6.20 | 123PCR: 2.25 | 1.40 | 23.47% | 22.48 | 3,145.50 | 29.30% | -0.270 | 0.040 | -0.076 | 0.094 | Login To Trade |
0.100 | -0.082 | 0.042 | 0.690 | 29.30% | 3,435.75 | 24.84 | 40.69% | 5.50 | 124PCR: 0.79 | 1.65 | 25.41% | 19.64 | 4,718.25 | 28.32% | -0.304 | 0.044 | -0.078 | 0.099 | Login To Trade |
0.106 | -0.086 | 0.045 | 0.641 | 29.30% | 12,879.00 | 80.06 | 38.85% | 4.80 | 125PCR: 1.05 | 2.00 | 28.60% | 83.97 | 11,367.00 | 28.32% | -0.358 | 0.046 | -0.083 | 0.106 | Login To Trade |
0.110 | -0.086 | 0.048 | 0.601 | 28.32% | 8,930.25 | 17.69 | 37.17% | 4.20 | 126PCR: 1.10 | 2.40 | 30.86% | 19.44 | 8,268.75 | 28.32% | -0.399 | 0.048 | -0.086 | 0.110 | Login To Trade |
0.112 | -0.088 | 0.049 | 0.549 | 28.32% | 11,994.75 | 36.32 | 35.02% | 3.60 | 127PCR: 0.80 | 2.80 | 33.94% | 29.09 | 9,571.50 | 28.32% | -0.451 | 0.049 | -0.088 | 0.112 | Login To Trade |
0.113 | -0.089 | 0.050 | 0.507 | 28.32% | 18,150.75 | 46.10 | 33.30% | 3.15 | 128PCR: 0.30 | 3.35 | 36.44% | 13.70 | 8,653.50 | 28.32% | -0.505 | 0.050 | -0.089 | 0.113 | Login To Trade |
0.112 | -0.088 | 0.049 | 0.450 | 28.32% | 10,611.00 | 14.24 | 30.43% | 2.65 | 129PCR: 0.47 | 3.90 | 38.23% | 6.68 | 4,893.75 | 28.32% | -0.550 | 0.049 | -0.088 | 0.112 | Login To Trade |
0.110 | -0.087 | 0.048 | 0.406 | 28.32% | 45,771.75 | 175.03 | 28.12% | 2.30 | 130PCR: 0.24 | 4.50 | 39.85% | 41.45 | 3,422.25 | 28.32% | -0.595 | 0.048 | -0.086 | 0.110 | Login To Trade |
0.107 | -0.087 | 0.045 | 0.364 | 29.30% | 12,055.50 | 23.15 | 25.93% | 2.00 | 131PCR: 0.07 | 5.10 | 41.93% | 1.69 | 391.50 | 29.30% | -0.636 | 0.045 | -0.087 | 0.107 | Login To Trade |
0.102 | -0.083 | 0.043 | 0.321 | 29.30% | 11,157.75 | 27.47 | 23.56% | 1.65 | 132PCR: 0.08 | 5.80 | 43.29% | 2.23 | 587.25 | 28.32% | -0.685 | 0.044 | -0.079 | 0.101 | Login To Trade |
0.096 | -0.078 | 0.041 | 0.281 | 29.30% | 6,257.25 | 22.28 | 21.00% | 1.40 | 133PCR: 0.05 | 6.65 | 44.65% | 1.15 | 371.25 | 29.30% | -0.722 | 0.040 | -0.077 | 0.095 | Login To Trade |
0.089 | -0.072 | 0.038 | 0.243 | 29.30% | 3,071.25 | 30.44 | 18.47% | 1.20 | 134PCR: 0.06 | 7.20 | 46.06% | 1.69 | 155.25 | 27.34% | -0.773 | 0.039 | -0.065 | 0.086 | Login To Trade |
0.084 | -0.070 | 0.034 | 0.218 | 30.27% | 15,984.00 | 90.32 | 16.81% | 1.00 | 135PCR: 0.07 | 8.10 | 46.93% | 6.01 | 546.75 | 27.34% | -0.811 | 0.035 | -0.058 | 0.077 | Login To Trade |
0.074 | -0.060 | 0.031 | 0.178 | 29.30% | 627.75 | 12.35 | 14.04% | 0.80 | 136PCR: 0.31 | 8.95 | 47.69% | 3.85 | 432.00 | 29.30% | -0.822 | 0.031 | -0.060 | 0.074 | Login To Trade |
0.068 | -0.057 | 0.028 | 0.157 | 30.27% | 533.25 | 9.65 | 12.48% | 0.70 | 137PCR: 0.06 | 9.95 | 48.17% | 0.54 | 33.75 | 30.27% | -0.843 | 0.028 | -0.057 | 0.068 | Login To Trade |
0.064 | -0.055 | 0.025 | 0.141 | 31.25% | 1,012.50 | 25.65 | 11.39% | 0.60 | 138PCR: 0.22 | 10.70 | 48.89% | 5.60 | 209.25 | 29.30% | -0.875 | 0.025 | -0.048 | 0.059 | Login To Trade |
0.057 | -0.050 | 0.023 | 0.122 | 31.25% | 229.50 | 3.17 | 9.91% | 0.50 | 139PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.050 | -0.043 | 0.020 | 0.100 | 31.25% | 7,384.50 | 59.94 | 8.23% | 0.40 | 140PCR: 0.25 | 12.50 | 49.86% | 14.85 | 276.75 | 29.30% | -0.914 | 0.019 | -0.036 | 0.044 | Login To Trade |
0.038 | -0.033 | 0.015 | 0.069 | 31.25% | 870.75 | 13.77 | 5.67% | 0.30 | 142PCR: 0.68 | 14.40 | 50.34% | 9.32 | 256.50 | 29.30% | -0.944 | 0.014 | -0.026 | 0.032 | Login To Trade |
0.027 | -0.024 | 0.011 | 0.046 | 31.25% | 776.25 | 6.55 | 3.80% | 0.20 | 144PCR: 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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