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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 | 1,200PCR: -- | 0.40 | 0.87% | 0.23 | 0.00 | 66.41% | -0.006 | 0.000 | -0.149 | 0.050 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,240PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,260PCR: -- | 0.75 | 1.55% | 0.06 | 0.00 | 60.55% | -0.012 | 0.000 | -0.237 | 0.086 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,280PCR: -- | 2.30 | 3.79% | 0.61 | 0.48 | 68.36% | -0.030 | 0.000 | -0.585 | 0.188 | Login To Trade |
0.468 | -2.006 | 0.001 | 0.904 | 94.24% | 0.48 | 0.07 | 44.84% | 301.00 | 1,300PCR: 6.00 | 1.10 | 2.29% | 0.43 | 2.85 | 56.64% | -0.018 | 0.000 | -0.321 | 0.124 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.09 | 99.00% | 195.55 | 1,320PCR: 6.89 | 0.85 | 1.95% | 0.62 | 0.48 | 50.78% | -0.016 | 0.000 | -0.255 | 0.110 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 220.00 | 1,340PCR: 60.67 | 0.85 | 2.09% | 0.86 | 2.38 | 47.36% | -0.017 | 0.000 | -0.256 | 0.119 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.17 | 99.00% | 210.00 | 1,360PCR: 38.51 | 1.40 | 3.14% | 6.40 | 122.55 | 47.36% | -0.027 | 0.001 | -0.368 | 0.171 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 142.20 | 1,380PCR: 62.00 | 1.65 | 3.75% | 0.59 | 3.80 | 44.92% | -0.033 | 0.001 | -0.411 | 0.201 | Login To Trade |
0.429 | -1.071 | 0.001 | 0.915 | 54.93% | 2.38 | 0.52 | 46.49% | 194.65 | 1,400PCR: 5.14 | 1.60 | 3.97% | 2.66 | 95.48 | 41.02% | -0.035 | 0.001 | -0.399 | 0.214 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.21 | 99.00% | 152.85 | 1,420PCR: 8.18 | 2.30 | 5.35% | 1.75 | 28.03 | 39.79% | -0.049 | 0.001 | -0.504 | 0.279 | Login To Trade |
0.057 | -0.061 | 0.000 | 0.993 | 23.44% | 2.38 | 0.51 | 49.10% | 148.65 | 1,440PCR: 3.72 | 2.80 | 6.54% | 1.91 | 225.63 | 37.35% | -0.061 | 0.001 | -0.565 | 0.333 | Login To Trade |
0.655 | -1.482 | 0.002 | 0.846 | 49.80% | 0.95 | 0.59 | 44.96% | 140.00 | 1,460PCR: 2.81 | 3.50 | 8.21% | 1.67 | 211.85 | 35.16% | -0.079 | 0.002 | -0.648 | 0.406 | Login To Trade |
0.534 | -0.845 | 0.002 | 0.885 | 34.79% | 5.70 | 0.83 | 46.52% | 114.00 | 1,480PCR: 1.66 | 4.65 | 10.57% | 1.38 | 457.43 | 33.33% | -0.105 | 0.002 | -0.761 | 0.502 | Login To Trade |
0.515 | -0.641 | 0.003 | 0.891 | 27.34% | 40.38 | 1.94 | 46.94% | 92.50 | 1,500PCR: 1.89 | 6.30 | 13.50% | 3.67 | 363.85 | 31.37% | -0.140 | 0.003 | -0.876 | 0.614 | Login To Trade |
0.792 | -1.169 | 0.003 | 0.791 | 32.47% | 9.98 | 1.29 | 44.08% | 79.35 | 1,520PCR: 2.76 | 9.05 | 17.53% | 3.56 | 379.05 | 30.03% | -0.192 | 0.003 | -1.027 | 0.752 | Login To Trade |
0.915 | -1.279 | 0.004 | 0.728 | 30.76% | 152.00 | 2.91 | 42.20% | 62.90 | 1,540PCR: 1.11 | 13.05 | 22.51% | 3.23 | 389.03 | 29.17% | -0.262 | 0.004 | -1.191 | 0.898 | Login To Trade |
1.027 | -1.407 | 0.004 | 0.645 | 30.15% | 342.00 | 3.27 | 39.27% | 47.10 | 1,560PCR: 1.03 | 18.85 | 27.92% | 3.36 | 498.28 | 28.69% | -0.349 | 0.005 | -1.330 | 1.020 | Login To Trade |
1.091 | -1.501 | 0.005 | 0.551 | 30.27% | 840.28 | 4.63 | 35.48% | 37.65 | 1,580PCR: 0.60 | 27.50 | 33.15% | 2.79 | 943.83 | 28.32% | -0.447 | 0.005 | -1.404 | 1.090 | Login To Trade |
1.093 | -1.505 | 0.005 | 0.456 | 30.27% | 3,990.00 | 18.35 | 31.08% | 28.00 | 1,600PCR: 0.39 | 37.95 | 37.84% | 7.22 | 802.75 | 28.69% | -0.548 | 0.005 | -1.424 | 1.092 | Login To Trade |
1.035 | -1.419 | 0.004 | 0.364 | 30.15% | 1,564.18 | 10.31 | 26.21% | 20.10 | 1,620PCR: 0.16 | 50.85 | 41.58% | 1.65 | 177.18 | 28.93% | -0.643 | 0.005 | -1.353 | 1.029 | Login To Trade |
0.933 | -1.300 | 0.004 | 0.283 | 30.64% | 878.75 | 4.93 | 21.42% | 14.30 | 1,640PCR: 0.12 | 65.00 | 44.40% | 0.61 | 36.58 | 29.54% | -0.725 | 0.004 | -1.236 | 0.921 | Login To Trade |
0.805 | -1.134 | 0.003 | 0.214 | 31.01% | 638.88 | 5.08 | 16.90% | 10.15 | 1,660PCR: 0.22 | 79.55 | 46.86% | 1.10 | 21.38 | 28.32% | -0.808 | 0.004 | -0.969 | 0.753 | Login To Trade |
0.669 | -0.958 | 0.003 | 0.159 | 31.49% | 355.30 | 3.99 | 12.94% | 6.90 | 1,680PCR: 0.02 | 97.00 | 48.26% | 0.09 | 1.43 | 29.05% | -0.861 | 0.003 | -0.806 | 0.611 | Login To Trade |
0.545 | -0.799 | 0.002 | 0.118 | 32.23% | 1,138.10 | 8.23 | 9.79% | 5.05 | 1,700PCR: 0.09 | 116.00 | 49.00% | 0.70 | 14.73 | 31.25% | -0.889 | 0.002 | -0.739 | 0.521 | Login To Trade |
0.442 | -0.667 | 0.002 | 0.088 | 33.20% | 388.08 | 2.36 | 7.41% | 3.70 | 1,720PCR: 0.02 | 132.10 | 50.44% | 0.04 | 0.48 | 23.44% | -0.974 | 0.001 | -0.180 | 0.169 | Login To Trade |
0.366 | -0.577 | 0.001 | 0.069 | 34.67% | 82.65 | 0.34 | 5.82% | 2.80 | 1,740PCR: 0.11 | 152.00 | 50.59% | 0.04 | 0.95 | 25.39% | -0.980 | 0.001 | -0.157 | 0.136 | Login To Trade |
0.299 | -0.488 | 0.001 | 0.053 | 35.89% | 169.10 | 2.13 | 4.49% | 2.10 | 1,760PCR: 0.09 | 168.35 | 99.00% | 0.19 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.214 | -0.380 | 0.001 | 0.035 | 39.06% | 303.53 | 2.65 | 2.94% | 1.45 | 1,800PCR: 0.34 | 203.00 | 99.00% | 0.89 | 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 | 1,840PCR: -- | 245.00 | 99.00% | 0.15 | 0.95 | 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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